1.875% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2013

Interest and OID per $1,000 Face Value for 2006

CUSIP Number	912828BD1	Interest 01/15/06 (184 days)	$10.1311
Dated Date	July 15, 2003	Interest 07/15/06 (181 days)	$10.3085
Ref CPI on Dated Date	183.66452	Interest Total	$20.4396
Original Issue Date	July 15, 2003	Interest 01/15/07 (184 days)

						Purchased on Settelment Date & held to 01/01/07				Held on 01/01/06 & Sold on Settlement Date
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Sun	01/01/06	199.20000	1.08459	170	9.3944	x	x	11.0452	14.15			9.3944	0.00
Mon	01/02/06	199.14839	1.08431	171	9.4472	x	x	10.9924	14.43			9.4472	-0.28
Tue	01/03/06	199.09677	1.08402	172	9.4999	x	x	10.9397	14.72			9.4999	-0.57
Wed	01/04/06	199.04516	1.08374	173	9.5527	x	x	10.8869	15.00			9.5527	-0.85
Thu	01/05/06	198.99355	1.08346	174	9.6054	x	x	10.8342	15.28			9.6054	-1.13
Fri	01/06/06	198.94194	1.08318	175	9.6581	x	x	10.7815	15.56			9.6581	-1.41
Mon	01/09/06	198.78710	1.08234	178	9.8161	x	x	10.6235	16.40			9.8161	-2.25
Tue	01/10/06	198.73548	1.08206	179	9.8687	x	x	10.5709	16.68			9.8687	-2.53
Wed	01/11/06	198.68387	1.08178	180	9.9212	x	x	10.5184	16.96			9.9212	-2.81
Thu	01/12/06	198.63226	1.08149	181	9.9737	x	x	10.4659	17.25			9.9737	-3.10
Fri	01/13/06	198.58065	1.08121	182	10.0262	x	x	10.4134	17.53			10.0262	-3.38
Sun	01/15/06	198.47742	1.08065	0	0.0000		x	10.3085	18.09	x		10.1311	-3.94
Mon	01/16/06	198.42581	1.08037	1	0.0560		x	10.2525	18.37	x		10.1871	-4.22
Tue	01/17/06	198.37419	1.08009	2	0.1119		x	10.1966	18.65	x		10.2430	-4.50
Wed	01/18/06	198.32258	1.07981	3	0.1678		x	10.1407	18.93	x		10.2989	-4.78
Thu	01/19/06	198.27097	1.07953	4	0.2237		x	10.0848	19.21	x		10.3548	-5.06
Fri	01/20/06	198.21935	1.07925	5	0.2795		x	10.0290	19.49	x		10.4106	-5.34
Mon	01/23/06	198.06452	1.07840	8	0.4469		x	9.8616	20.34	x		10.5780	-6.19
Tue	01/24/06	198.01290	1.07812	9	0.5026		x	9.8059	20.62	x		10.6337	-6.47
Wed	01/25/06	197.96129	1.07784	10	0.5583		x	9.7502	20.90	x		10.6894	-6.75
Thu	01/26/06	197.90968	1.07756	11	0.6139		x	9.6946	21.18	x		10.7450	-7.03
Fri	01/27/06	197.85806	1.07728	12	0.6696		x	9.6389	21.46	x		10.8007	-7.31
Mon	01/30/06	197.70323	1.07644	15	0.8363		x	9.4722	22.30	x		10.9674	-8.15
Tue	01/31/06	197.65161	1.07616	16	0.8918		x	9.4167	22.58	x		11.0229	-8.43
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	02/01/06	197.60000	1.07587	17	0.9473		x	9.3612	22.87	x		11.0784	-8.72
Thu	02/02/06	197.57143	1.07572	18	1.0029		x	9.3056	23.02	x		11.1340	-8.87
Fri	02/03/06	197.54286	1.07556	19	1.0585		x	9.2500	23.18	x		11.1896	-9.03
Mon	02/06/06	197.45714	1.07510	22	1.2251		x	9.0834	23.64	x		11.3562	-9.49
Tue	02/07/06	197.42857	1.07494	23	1.2806		x	9.0279	23.80	x		11.4117	-9.65
Wed	02/08/06	197.40000	1.07479	24	1.3361		x	8.9724	23.95	x		11.4672	-9.80
Thu	02/09/06	197.37143	1.07463	25	1.3915		x	8.9170	24.11	x		11.5226	-9.96
Fri	02/10/06	197.34286	1.07447	26	1.4470		x	8.8615	24.27	x		11.5781	-10.12
Mon	02/13/06	197.25714	1.07401	29	1.6132		x	8.6953	24.73	x		11.7443	-10.58
Tue	02/14/06	197.22857	1.07385	30	1.6686		x	8.6399	24.89	x		11.7997	-10.74
Wed	02/15/06	197.20000	1.07370	31	1.7240		x	8.5845	25.04	x		11.8551	-10.89
Thu	02/16/06	197.17143	1.07354	32	1.7793		x	8.5292	25.20	x		11.9104	-11.05
Fri	02/17/06	197.14286	1.07339	33	1.8347		x	8.4738	25.35	x		11.9658	-11.20
Mon	02/20/06	197.05714	1.07292	36	2.0006		x	8.3079	25.82	x		12.1317	-11.67
Tue	02/21/06	197.02857	1.07276	37	2.0559		x	8.2526	25.98	x		12.1870	-11.83
Wed	02/22/06	197.00000	1.07261	38	2.1111		x	8.1974	26.13	x		12.2422	-11.98
Thu	02/23/06	196.97143	1.07245	39	2.1664		x	8.1421	26.29	x		12.2975	-12.14
Fri	02/24/06	196.94286	1.07230	40	2.2216		x	8.0869	26.44	x		12.3527	-12.29
Mon	02/27/06	196.85714	1.07183	43	2.3872		x	7.9213	26.91	x		12.5183	-12.76
Tue	02/28/06	196.82857	1.07167	44	2.4423		x	7.8662	27.07	x		12.5734	-12.92
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	03/01/06	196.80000	1.07152	45	2.4975		x	7.8110	27.22	x		12.6286	-13.07
Thu	03/02/06	196.84839	1.07178	46	2.5536		x	7.7549	26.96	x		12.6847	-12.81
Fri	03/03/06	196.89677	1.07205	47	2.6098		x	7.6987	26.69	x		12.7409	-12.54
Mon	03/06/06	197.04194	1.07284	50	2.7784		x	7.5301	25.90	x		12.9095	-11.75
Tue	03/07/06	197.09032	1.07310	51	2.8347		x	7.4738	25.64	x		12.9658	-11.49
Wed	03/08/06	197.13871	1.07336	52	2.8910		x	7.4175	25.38	x		13.0221	-11.23
Thu	03/09/06	197.18710	1.07363	53	2.9473		x	7.3612	25.11	x		13.0784	-10.96
Fri	03/10/06	197.23548	1.07389	54	3.0036		x	7.3049	24.85	x		13.1347	-10.70
Mon	03/13/06	197.38065	1.07468	57	3.1728		x	7.1357	24.06	x		13.3039	-9.91
Tue	03/14/06	197.42903	1.07494	58	3.2293		x	7.0792	23.80	x		13.3604	-9.65
Wed	03/15/06	197.47742	1.07521	59	3.2858		x	7.0227	23.53	x		13.4169	-9.38
Thu	03/16/06	197.52581	1.07547	60	3.3423		x	6.9662	23.27	x		13.4734	-9.12
Fri	03/17/06	197.57419	1.07573	61	3.3988		x	6.9097	23.01	x		13.5299	-8.86
Mon	03/20/06	197.71935	1.07652	64	3.5686		x	6.7399	22.22	x		13.6997	-8.07
Tue	03/21/06	197.76774	1.07679	65	3.6252		x	6.6833	21.95	x		13.7563	-7.80
Wed	03/22/06	197.81613	1.07705	66	3.6819		x	6.6266	21.69	x		13.8130	-7.54
Thu	03/23/06	197.86452	1.07731	67	3.7386		x	6.5699	21.43	x		13.8697	-7.28
Fri	03/24/06	197.91290	1.07758	68	3.7953		x	6.5132	21.16	x		13.9264	-7.01
Mon	03/27/06	198.05806	1.07837	71	3.9657		x	6.3428	20.37	x		14.0968	-6.22
Tue	03/28/06	198.10645	1.07863	72	4.0225		x	6.2860	20.11	x		14.1536	-5.96
Wed	03/29/06	198.15484	1.07890	73	4.0794		x	6.2291	19.84	x		14.2105	-5.69
Thu	03/30/06	198.20323	1.07916	74	4.1363		x	6.1722	19.58	x		14.2674	-5.43
Fri	03/31/06	198.25161	1.07942	75	4.1932		x	6.1153	19.32	x		14.3243	-5.17
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	04/03/06	198.32667	1.07983	78	4.3626		x	5.9459	18.91	x		14.4937	-4.76
Tue	04/04/06	198.34000	1.07990	79	4.4188		x	5.8897	18.84	x		14.5499	-4.69
Wed	04/05/06	198.35333	1.07998	80	4.4751		x	5.8334	18.76	x		14.6062	-4.61
Thu	04/06/06	198.36667	1.08005	81	4.5313		x	5.7772	18.69	x		14.6624	-4.54
Fri	04/07/06	198.38000	1.08012	82	4.5875		x	5.7210	18.62	x		14.7186	-4.47
Mon	04/10/06	198.42000	1.08034	85	4.7563		x	5.5522	18.40	x		14.8874	-4.25
Tue	04/11/06	198.43333	1.08041	86	4.8126		x	5.4959	18.33	x		14.9437	-4.18
Wed	04/12/06	198.44667	1.08048	87	4.8689		x	5.4396	18.26	x		15.0000	-4.11
Thu	04/13/06	198.46000	1.08056	88	4.9252		x	5.3833	18.18	x		15.0563	-4.03
Fri	04/14/06	198.47333	1.08063	89	4.9815		x	5.3270	18.11	x		15.1126	-3.96
Mon	04/17/06	198.51333	1.08085	92	5.1505		x	5.1580	17.89	x		15.2816	-3.74
Tue	04/18/06	198.52667	1.08092	93	5.2068		x	5.1017	17.82	x		15.3379	-3.67
Wed	04/19/06	198.54000	1.08099	94	5.2631		x	5.0454	17.75	x		15.3942	-3.60
Thu	04/20/06	198.55333	1.08107	95	5.3195		x	4.9890	17.67	x		15.4506	-3.52
Fri	04/21/06	198.56667	1.08114	96	5.3758		x	4.9327	17.60	x		15.5069	-3.45
Mon	04/24/06	198.60667	1.08136	99	5.5450		x	4.7635	17.38	x		15.6761	-3.23
Tue	04/25/06	198.62000	1.08143	100	5.6013		x	4.7072	17.31	x		15.7324	-3.16
Wed	04/26/06	198.63333	1.08150	101	5.6577		x	4.6508	17.24	x		15.7888	-3.09
Thu	04/27/06	198.64667	1.08157	102	5.7141		x	4.5944	17.17	x		15.8452	-3.02
Fri	04/28/06	198.66000	1.08165	103	5.7705		x	4.5380	17.09	x		15.9016	-2.94
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	05/01/06	198.70000	1.08186	106	5.9398		x	4.3687	16.88	x		16.0709	-2.73
Tue	05/02/06	198.73548	1.08206	107	5.9969		x	4.3116	16.68	x		16.1280	-2.53
Wed	05/03/06	198.77097	1.08225	108	6.0540		x	4.2545	16.49	x		16.1851	-2.34
Thu	05/04/06	198.80645	1.08244	109	6.1112		x	4.1973	16.30	x		16.2423	-2.15
Fri	05/05/06	198.84194	1.08264	110	6.1684		x	4.1401	16.10	x		16.2995	-1.95
Mon	05/08/06	198.94839	1.08322	113	6.3400		x	3.9685	15.52	x		16.4711	-1.37
Tue	05/09/06	198.98387	1.08341	114	6.3972		x	3.9113	15.33	x		16.5283	-1.18
Wed	05/10/06	199.01935	1.08360	115	6.4545		x	3.8540	15.14	x		16.5856	-0.99
Thu	05/11/06	199.05484	1.08380	116	6.5118		x	3.7967	14.94	x		16.6429	-0.79
Fri	05/12/06	199.09032	1.08399	117	6.5691		x	3.7394	14.75	x		16.7002	-0.60
Mon	05/15/06	199.19677	1.08457	120	6.7411		x	3.5674	14.17	x		16.8722	-0.02
Tue	05/16/06	199.23226	1.08476	121	6.7985		x	3.5100	13.98	x		16.9296	0.17
Wed	05/17/06	199.26774	1.08496	122	6.8559		x	3.4526	13.78	x		16.9870	0.37
Thu	05/18/06	199.30323	1.08515	123	6.9133		x	3.3952	13.59	x		17.0444	0.56
Fri	05/19/06	199.33871	1.08534	124	6.9708		x	3.3377	13.40	x		17.1019	0.75
Mon	05/22/06	199.44516	1.08592	127	7.1432		x	3.1653	12.82	x		17.2743	1.33
Tue	05/23/06	199.48065	1.08611	128	7.2007		x	3.1078	12.63	x		17.3318	1.52
Wed	05/24/06	199.51613	1.08631	129	7.2583		x	3.0502	12.43	x		17.3894	1.72
Thu	05/25/06	199.55161	1.08650	130	7.3159		x	2.9926	12.24	x		17.4470	1.91
Fri	05/26/06	199.58710	1.08669	131	7.3734		x	2.9351	12.05	x		17.5045	2.10
Mon	05/29/06	199.69355	1.08727	134	7.5463		x	2.7622	11.47	x		17.6774	2.68
Tue	05/30/06	199.72903	1.08747	135	7.6040		x	2.7045	11.27	x		17.7351	2.88
Wed	05/31/06	199.76452	1.08766	136	7.6617		x	2.6468	11.08	x		17.7928	3.07
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	06/01/06	199.80000	1.08785	137	7.7194		x	2.5891	10.89	x		17.8505	3.26
Fri	06/02/06	199.85667	1.08816	138	7.7779		x	2.5306	10.58	x		17.9090	3.57
Mon	06/05/06	200.02667	1.08909	141	7.9538		x	2.3547	9.65	x		18.0849	4.50
Tue	06/06/06	200.08333	1.08940	142	8.0125		x	2.2960	9.34	x		18.1436	4.81
Wed	06/07/06	200.14000	1.08970	143	8.0712		x	2.2373	9.04	x		18.2023	5.11
Thu	06/08/06	200.19667	1.09001	144	8.1299		x	2.1786	8.73	x		18.2610	5.42
Fri	06/09/06	200.25333	1.09032	145	8.1887		x	2.1198	8.42	x		18.3198	5.73
Mon	06/12/06	200.42333	1.09125	148	8.3652		x	1.9433	7.49	x		18.4963	6.66
Tue	06/13/06	200.48000	1.09156	149	8.4242		x	1.8843	7.18	x		18.5553	6.97
Wed	06/14/06	200.53667	1.09186	150	8.4830		x	1.8255	6.88	x		18.6141	7.27
Thu	06/15/06	200.59333	1.09217	151	8.5420		x	1.7665	6.57	x		18.6731	7.58
Fri	06/16/06	200.65000	1.09248	152	8.6010		x	1.7075	6.26	x		18.7321	7.89
Mon	06/19/06	200.82000	1.09341	155	8.7782		x	1.5303	5.33	x		18.9093	8.82
Tue	06/20/06	200.87667	1.09372	156	8.8374		x	1.4711	5.02	x		18.9685	9.13
Wed	06/21/06	200.93333	1.09402	157	8.8965		x	1.4120	4.72	x		19.0276	9.43
Thu	06/22/06	200.99000	1.09433	158	8.9557		x	1.3528	4.41	x		19.0868	9.74
Fri	06/23/06	201.04667	1.09464	159	9.0149		x	1.2936	4.10	x		19.1460	10.05
Mon	06/26/06	201.21667	1.09557	162	9.1928		x	1.1157	3.17	x		19.3239	10.98
Tue	06/27/06	201.27333	1.09587	163	9.2521		x	1.0564	2.87	x		19.3832	11.28
Wed	06/28/06	201.33000	1.09618	164	9.3115		x	0.9970	2.56	x		19.4426	11.59
Thu	06/29/06	201.38667	1.09649	165	9.3709		x	0.9376	2.25	x		19.5020	11.90
Fri	06/30/06	201.44333	1.09680	166	9.4304		x	0.8781	1.94	x		19.5615	12.21
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	07/03/06	201.56452	1.09746	169	9.6066		x	0.7019	1.28	x		19.7377	12.87
Tue	07/04/06	201.59677	1.09764	170	9.6650		x	0.6435	1.10	x		19.7961	13.05
Wed	07/05/06	201.62903	1.09781	171	9.7234		x	0.5851	0.93	x		19.8545	13.22
Thu	07/06/06	201.66129	1.09799	172	9.7818		x	0.5267	0.75	x		19.9129	13.40
Fri	07/07/06	201.69355	1.09816	173	9.8402		x	0.4683	0.58	x		19.9713	13.57
Mon	07/10/06	201.79032	1.09869	176	10.0157		x	0.2928	0.05	x		20.1468	14.10
Tue	07/11/06	201.82258	1.09887	177	10.0742		x	0.2343	-0.13	x		20.2053	14.28
Wed	07/12/06	201.85484	1.09904	178	10.1327		x	0.1758	-0.30	x		20.2638	14.45
Thu	07/13/06	201.88710	1.09922	179	10.1913		x	0.1172	-0.48	x		20.3224	14.63
Fri	07/14/06	201.91935	1.09939	180	10.2498		x	0.0587	-0.65	x		20.3809	14.80
Sat	07/15/06	201.95161	1.09957	0	0.0000			0.0000	-0.83	x	x	20.4396	14.98
Mon	07/17/06	202.01613	1.09992	2	0.1121			-0.1121	-1.18	x	x	20.5517	15.33
Tue	07/18/06	202.04839	1.10009	3	0.1682			-0.1682	-1.35	x	x	20.6078	15.50
Wed	07/19/06	202.08065	1.10027	4	0.2242			-0.2242	-1.53	x	x	20.6638	15.68
Thu	07/20/06	202.11290	1.10045	5	0.2803			-0.2803	-1.71	x	x	20.7199	15.86
Fri	07/21/06	202.14516	1.10062	6	0.3365			-0.3365	-1.88	x	x	20.7761	16.03
Mon	07/24/06	202.24194	1.10115	9	0.5049			-0.5049	-2.41	x	x	20.9445	16.56
Tue	07/25/06	202.27419	1.10132	10	0.5611			-0.5611	-2.58	x	x	21.0007	16.73
Wed	07/26/06	202.30645	1.10150	11	0.6173			-0.6173	-2.76	x	x	21.0569	16.91
Thu	07/27/06	202.33871	1.10168	12	0.6736			-0.6736	-2.94	x	x	21.1132	17.09
Fri	07/28/06	202.37097	1.10185	13	0.7298			-0.7298	-3.11	x	x	21.1694	17.26
Mon	07/31/06	202.46774	1.10238	16	0.8987			-0.8987	-3.64	x	x	21.3383	17.79
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	08/01/06	202.50000	1.10255	17	0.9550			-0.9550	-3.81	x	x	21.3946	17.96
Wed	08/02/06	202.51290	1.10262	18	1.0112			-1.0112	-3.88	x	x	21.4508	18.03
Thu	08/03/06	202.52581	1.10269	19	1.0675			-1.0675	-3.95	x	x	21.5071	18.10
Fri	08/04/06	202.53871	1.10276	20	1.1237			-1.1237	-4.02	x	x	21.5633	18.17
Mon	08/07/06	202.57742	1.10298	23	1.2926			-1.2926	-4.24	x	x	21.7322	18.39
Tue	08/08/06	202.59032	1.10305	24	1.3488			-1.3488	-4.31	x	x	21.7884	18.46
Wed	08/09/06	202.60323	1.10312	25	1.4051			-1.4051	-4.38	x	x	21.8447	18.53
Thu	08/10/06	202.61613	1.10319	26	1.4614			-1.4614	-4.45	x	x	21.9010	18.60
Fri	08/11/06	202.62903	1.10326	27	1.5177			-1.5177	-4.52	x	x	21.9573	18.67
Mon	08/14/06	202.66774	1.10347	30	1.6867			-1.6867	-4.73	x	x	22.1263	18.88
Tue	08/15/06	202.68065	1.10354	31	1.7430			-1.7430	-4.80	x	x	22.1826	18.95
Wed	08/16/06	202.69355	1.10361	32	1.7994			-1.7994	-4.87	x	x	22.2390	19.02
Thu	08/17/06	202.70645	1.10368	33	1.8557			-1.8557	-4.94	x	x	22.2953	19.09
Fri	08/18/06	202.71935	1.10375	34	1.9121			-1.9121	-5.01	x	x	22.3517	19.16
Mon	08/21/06	202.75806	1.10396	37	2.0812			-2.0812	-5.22	x	x	22.5208	19.37
Tue	08/22/06	202.77097	1.10403	38	2.1376			-2.1376	-5.29	x	x	22.5772	19.44
Wed	08/23/06	202.78387	1.10410	39	2.1939			-2.1939	-5.36	x	x	22.6335	19.51
Thu	08/24/06	202.79677	1.10417	40	2.2503			-2.2503	-5.43	x	x	22.6899	19.58
Fri	08/25/06	202.80968	1.10424	41	2.3068			-2.3068	-5.50	x	x	22.7464	19.65
Mon	08/28/06	202.84839	1.10445	44	2.4760			-2.4760	-5.71	x	x	22.9156	19.86
Tue	08/29/06	202.86129	1.10452	45	2.5324			-2.5324	-5.78	x	x	22.9720	19.93
Wed	08/30/06	202.87419	1.10459	46	2.5889			-2.5889	-5.85	x	x	23.0285	20.00
Thu	08/31/06	202.88710	1.10466	47	2.6453			-2.6453	-5.92	x	x	23.0849	20.07
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	09/01/06	202.90000	1.10473	48	2.7018			-2.7018	-5.99	x	x	23.1414	20.14
Mon	09/04/06	202.96000	1.10506	51	2.8715			-2.8715	-6.32	x	x	23.3111	20.47
Tue	09/05/06	202.98000	1.10517	52	2.9281			-2.9281	-6.43	x	x	23.3677	20.58
Wed	09/06/06	203.00000	1.10528	53	2.9847			-2.9847	-6.54	x	x	23.4243	20.69
Thu	09/07/06	203.02000	1.10538	54	3.0413			-3.0413	-6.64	x	x	23.4809	20.79
Fri	09/08/06	203.04000	1.10549	55	3.0979			-3.0979	-6.75	x	x	23.5375	20.90
Mon	09/11/06	203.10000	1.10582	58	3.2679			-3.2679	-7.08	x	x	23.7075	21.23
Tue	09/12/06	203.12000	1.10593	59	3.3246			-3.3246	-7.19	x	x	23.7642	21.34
Wed	09/13/06	203.14000	1.10604	60	3.3812			-3.3812	-7.30	x	x	23.8208	21.45
Thu	09/14/06	203.16000	1.10615	61	3.4379			-3.4379	-7.41	x	x	23.8775	21.56
Fri	09/15/06	203.18000	1.10626	62	3.4946			-3.4946	-7.52	x	x	23.9342	21.67
Mon	09/18/06	203.24000	1.10658	65	3.6648			-3.6648	-7.84	x	x	24.1044	21.99
Tue	09/19/06	203.26000	1.10669	66	3.7215			-3.7215	-7.95	x	x	24.1611	22.10
Wed	09/20/06	203.28000	1.10680	67	3.7783			-3.7783	-8.06	x	x	24.2179	22.21
Thu	09/21/06	203.30000	1.10691	68	3.8351			-3.8351	-8.17	x	x	24.2747	22.32
Fri	09/22/06	203.32000	1.10702	69	3.8919			-3.8919	-8.28	x	x	24.3315	22.43
Mon	09/25/06	203.38000	1.10735	72	4.0623			-4.0623	-8.61	x	x	24.5019	22.76
Tue	09/26/06	203.40000	1.10745	73	4.1191			-4.1191	-8.71	x	x	24.5587	22.86
Wed	09/27/06	203.42000	1.10756	74	4.1759			-4.1759	-8.82	x	x	24.6155	22.97
Thu	09/28/06	203.44000	1.10767	75	4.2328			-4.2328	-8.93	x	x	24.6724	23.08
Fri	09/29/06	203.46000	1.10778	76	4.2896			-4.2896	-9.04	x	x	24.7292	23.19
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	10/02/06	203.51290	1.10807	79	4.4601			-4.4601	-9.33	x	x	24.8997	23.48
Tue	10/03/06	203.52581	1.10814	80	4.5169			-4.5169	-9.40	x	x	24.9565	23.55
Wed	10/04/06	203.53871	1.10821	81	4.5736			-4.5736	-9.47	x	x	25.0132	23.62
Thu	10/05/06	203.55161	1.10828	82	4.6304			-4.6304	-9.54	x	x	25.0700	23.69
Fri	10/06/06	203.56452	1.10835	83	4.6871			-4.6871	-9.61	x	x	25.1267	23.76
Mon	10/09/06	203.60323	1.10856	86	4.8575			-4.8575	-9.82	x	x	25.2971	23.97
Tue	10/10/06	203.61613	1.10863	87	4.9143			-4.9143	-9.89	x	x	25.3539	24.04
Wed	10/11/06	203.62903	1.10870	88	4.9711			-4.9711	-9.96	x	x	25.4107	24.11
Thu	10/12/06	203.64194	1.10877	89	5.0279			-5.0279	-10.03	x	x	25.4675	24.18
Fri	10/13/06	203.65484	1.10884	90	5.0847			-5.0847	-10.10	x	x	25.5243	24.25
Mon	10/16/06	203.69355	1.10905	93	5.2552			-5.2552	-10.31	x	x	25.6948	24.46
Tue	10/17/06	203.70645	1.10912	94	5.3120			-5.3120	-10.38	x	x	25.7516	24.53
Wed	10/18/06	203.71935	1.10919	95	5.3689			-5.3689	-10.45	x	x	25.8085	24.60
Thu	10/19/06	203.73226	1.10926	96	5.4257			-5.4257	-10.52	x	x	25.8653	24.67
Fri	10/20/06	203.74516	1.10933	97	5.4826			-5.4826	-10.59	x	x	25.9222	24.74
Mon	10/23/06	203.78387	1.10954	100	5.6532			-5.6532	-10.80	x	x	26.0928	24.95
Tue	10/24/06	203.79677	1.10961	101	5.7101			-5.7101	-10.87	x	x	26.1497	25.02
Wed	10/25/06	203.80968	1.10968	102	5.7670			-5.7670	-10.94	x	x	26.2066	25.09
Thu	10/26/06	203.82258	1.10975	103	5.8239			-5.8239	-11.01	x	x	26.2635	25.16
Fri	10/27/06	203.83548	1.10983	104	5.8809			-5.8809	-11.09	x	x	26.3205	25.24
Mon	10/30/06	203.87419	1.11004	107	6.0517			-6.0517	-11.30	x	x	26.4913	25.45
Tue	10/31/06	203.88710	1.11011	108	6.1086			-6.1086	-11.37	x	x	26.5482	25.52
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	11/01/06	203.90000	1.11018	109	6.1656			-6.1656	-11.44	x	x	26.6052	25.59
Thu	11/02/06	203.86667	1.10999	110	6.2211			-6.2211	-11.25	x	x	26.6607	25.40
Fri	11/03/06	203.83333	1.10981	111	6.2766			-6.2766	-11.07	x	x	26.7162	25.22
Mon	11/06/06	203.73333	1.10927	114	6.4431			-6.4431	-10.53	x	x	26.8827	24.68
Tue	11/07/06	203.70000	1.10909	115	6.4986			-6.4986	-10.35	x	x	26.9382	24.50
Wed	11/08/06	203.66667	1.10891	116	6.5540			-6.5540	-10.17	x	x	26.9936	24.32
Thu	11/09/06	203.63333	1.10872	117	6.6094			-6.6094	-9.98	x	x	27.0490	24.13
Fri	11/10/06	203.60000	1.10854	118	6.6648			-6.6648	-9.80	x	x	27.1044	23.95
Mon	11/13/06	203.50000	1.10800	121	6.8309			-6.8309	-9.26	x	x	27.2705	23.41
Tue	11/14/06	203.46667	1.10782	122	6.8862			-6.8862	-9.08	x	x	27.3258	23.23
Wed	11/15/06	203.43333	1.10764	123	6.9416			-6.9416	-8.90	x	x	27.3812	23.05
Thu	11/16/06	203.40000	1.10745	124	6.9968			-6.9968	-8.71	x	x	27.4364	22.86
Fri	11/17/06	203.36667	1.10727	125	7.0521			-7.0521	-8.53	x	x	27.4917	22.68
Mon	11/20/06	203.26667	1.10673	128	7.2178			-7.2178	-7.99	x	x	27.6574	22.14
Tue	11/21/06	203.23333	1.10655	129	7.2730			-7.2730	-7.81	x	x	27.7126	21.96
Wed	11/22/06	203.20000	1.10637	130	7.3282			-7.3282	-7.63	x	x	27.7678	21.78
Thu	11/23/06	203.16667	1.10618	131	7.3833			-7.3833	-7.44	x	x	27.8229	21.59
Fri	11/24/06	203.13333	1.10600	132	7.4385			-7.4385	-7.26	x	x	27.8781	21.41
Mon	11/27/06	203.03333	1.10546	135	7.6038			-7.6038	-6.72	x	x	28.0434	20.87
Tue	11/28/06	203.00000	1.10528	136	7.6589			-7.6589	-6.54	x	x	28.0985	20.69
Wed	11/29/06	202.96667	1.10509	137	7.7139			-7.7139	-6.35	x	x	28.1535	20.50
Thu	11/30/06	202.93333	1.10491	138	7.7689			-7.7689	-6.17	x	x	28.2085	20.32
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	12/01/06	202.90000	1.10473	139	7.8239			-7.8239	-5.99	x	x	28.2635	20.14
Mon	12/04/06	202.79355	1.10415	142	7.9886			-7.9886	-5.41	x	x	28.4282	19.56
Tue	12/05/06	202.75806	1.10396	143	8.0435			-8.0435	-5.22	x	x	28.4831	19.37
Wed	12/06/06	202.72258	1.10377	144	8.0983			-8.0983	-5.03	x	x	28.5379	19.18
Thu	12/07/06	202.68710	1.10357	145	8.1531			-8.1531	-4.83	x	x	28.5927	18.98
Fri	12/08/06	202.65161	1.10338	146	8.2079			-8.2079	-4.64	x	x	28.6475	18.79
Mon	12/11/06	202.54516	1.10280	149	8.3721			-8.3721	-4.06	x	x	28.8117	18.21
Tue	12/12/06	202.50968	1.10261	150	8.4269			-8.4269	-3.87	x	x	28.8665	18.02
Wed	12/13/06	202.47419	1.10241	151	8.4815			-8.4815	-3.67	x	x	28.9211	17.82
Thu	12/14/06	202.43871	1.10222	152	8.5362			-8.5362	-3.48	x	x	28.9758	17.63
Fri	12/15/06	202.40323	1.10203	153	8.5909			-8.5909	-3.29	x	x	29.0305	17.44
Mon	12/18/06	202.29677	1.10145	156	8.7547			-8.7547	-2.71	x	x	29.1943	16.86
Tue	12/19/06	202.26129	1.10125	157	8.8093			-8.8093	-2.51	x	x	29.2489	16.66
Wed	12/20/06	202.22581	1.10106	158	8.8638			-8.8638	-2.32	x	x	29.3034	16.47
Thu	12/21/06	202.19032	1.10087	159	8.9184			-8.9184	-2.13	x	x	29.3580	16.28
Fri	12/22/06	202.15484	1.10067	160	8.9729			-8.9729	-1.93	x	x	29.4125	16.08
Mon	12/25/06	202.04839	1.10009	163	9.1363			-9.1363	-1.35	x	x	29.5759	15.50
Tue	12/26/06	202.01290	1.09990	164	9.1907			-9.1907	-1.16	x	x	29.6303	15.31
Wed	12/27/06	201.97742	1.09971	165	9.2452			-9.2452	-0.97	x	x	29.6848	15.12
Thu	12/28/06	201.94194	1.09952	166	9.2996			-9.2996	-0.78	x	x	29.7392	14.93
Fri	12/29/06	201.90645	1.09932	167	9.3539			-9.3539	-0.58	x	x	29.7935	14.73
Mon	01/01/07	201.80000	1.09874

Generated 03/09/11 23:47