2.375% 20.5-Year Treasury Inflation Protected Security (TIPS) due January 15, 2025

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

CUSIP Number	912810FR4	Interest 01/15/06 (184 days)	$12.5038
Dated Date	July 15, 2004	Interest 07/15/06 (181 days)	$12.7226
Ref CPI on Dated Date	188.49677	Interest Total	$25.2264
Original Issue Date	July 30, 2004	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	1.05678	170	11.5944	x	x	13.6320	13.80			11.5944	0.00
Mon	01/02/06	199.14839	1.05651	171	11.6597	x	x	13.5667	14.07			11.6597	-0.27
Tue	01/03/06	199.09677	1.05623	172	11.7247	x	x	13.5017	14.35			11.7247	-0.55
Wed	01/04/06	199.04516	1.05596	173	11.7899	x	x	13.4365	14.62			11.7899	-0.82
Thu	01/05/06	198.99355	1.05569	174	11.8550	x	x	13.3714	14.89			11.8550	-1.09
Fri	01/06/06	198.94194	1.05541	175	11.9200	x	x	13.3064	15.17			11.9200	-1.37
Mon	01/09/06	198.78710	1.05459	178	12.1149	x	x	13.1115	15.99			12.1149	-2.19
Tue	01/10/06	198.73548	1.05432	179	12.1798	x	x	13.0466	16.26			12.1798	-2.46
Wed	01/11/06	198.68387	1.05404	180	12.2446	x	x	12.9818	16.54			12.2446	-2.74
Thu	01/12/06	198.63226	1.05377	181	12.3095	x	x	12.9169	16.81			12.3095	-3.01
Fri	01/13/06	198.58065	1.05350	182	12.3743	x	x	12.8521	17.08			12.3743	-3.28
Sun	01/15/06	198.47742	1.05295	0	0.0000		x	12.7226	17.63	x		12.5038	-3.83
Mon	01/16/06	198.42581	1.05267	1	0.0691		x	12.6535	17.91	x		12.5729	-4.11
Tue	01/17/06	198.37419	1.05240	2	0.1381		x	12.5845	18.18	x		12.6419	-4.38
Wed	01/18/06	198.32258	1.05213	3	0.2071		x	12.5155	18.45	x		12.7109	-4.65
Thu	01/19/06	198.27097	1.05185	4	0.2760		x	12.4466	18.73	x		12.7798	-4.93
Fri	01/20/06	198.21935	1.05158	5	0.3450		x	12.3776	19.00	x		12.8488	-5.20
Mon	01/23/06	198.06452	1.05076	8	0.5515		x	12.1711	19.82	x		13.0553	-6.02
Tue	01/24/06	198.01290	1.05048	9	0.6203		x	12.1023	20.10	x		13.1241	-6.30
Wed	01/25/06	197.96129	1.05021	10	0.6890		x	12.0336	20.37	x		13.1928	-6.57
Thu	01/26/06	197.90968	1.04994	11	0.7577		x	11.9649	20.64	x		13.2615	-6.84
Fri	01/27/06	197.85806	1.04966	12	0.8264		x	11.8962	20.92	x		13.3302	-7.12
Mon	01/30/06	197.70323	1.04884	15	1.0322		x	11.6904	21.74	x		13.5360	-7.94
Tue	01/31/06	197.65161	1.04857	16	1.1007		x	11.6219	22.01	x		13.6045	-8.21
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	02/01/06	197.60000	1.04829	17	1.1692		x	11.5534	22.29	x		13.6730	-8.49
Thu	02/02/06	197.57143	1.04814	18	1.2378		x	11.4848	22.44	x		13.7416	-8.64
Fri	02/03/06	197.54286	1.04799	19	1.3064		x	11.4162	22.59	x		13.8102	-8.79
Mon	02/06/06	197.45714	1.04754	22	1.5120		x	11.2106	23.04	x		14.0158	-9.24
Tue	02/07/06	197.42857	1.04738	23	1.5805		x	11.1421	23.20	x		14.0843	-9.40
Wed	02/08/06	197.40000	1.04723	24	1.6490		x	11.0736	23.35	x		14.1528	-9.55
Thu	02/09/06	197.37143	1.04708	25	1.7174		x	11.0052	23.50	x		14.2212	-9.70
Fri	02/10/06	197.34286	1.04693	26	1.7859		x	10.9367	23.65	x		14.2897	-9.85
Mon	02/13/06	197.25714	1.04647	29	1.9910		x	10.7316	24.11	x		14.4948	-10.31
Tue	02/14/06	197.22857	1.04632	30	2.0594		x	10.6632	24.26	x		14.5632	-10.46
Wed	02/15/06	197.20000	1.04617	31	2.1277		x	10.5949	24.41	x		14.6315	-10.61
Thu	02/16/06	197.17143	1.04602	32	2.1961		x	10.5265	24.56	x		14.6999	-10.76
Fri	02/17/06	197.14286	1.04587	33	2.2644		x	10.4582	24.71	x		14.7682	-10.91
Mon	02/20/06	197.05714	1.04541	36	2.4691		x	10.2535	25.17	x		14.9729	-11.37
Tue	02/21/06	197.02857	1.04526	37	2.5374		x	10.1852	25.32	x		15.0412	-11.52
Wed	02/22/06	197.00000	1.04511	38	2.6056		x	10.1170	25.47	x		15.1094	-11.67
Thu	02/23/06	196.97143	1.04496	39	2.6737		x	10.0489	25.62	x		15.1775	-11.82
Fri	02/24/06	196.94286	1.04481	40	2.7419		x	9.9807	25.77	x		15.2457	-11.97
Mon	02/27/06	196.85714	1.04435	43	2.9462		x	9.7764	26.23	x		15.4500	-12.43
Tue	02/28/06	196.82857	1.04420	44	3.0143		x	9.7083	26.38	x		15.5181	-12.58
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	1.04405	45	3.0824		x	9.6402	26.53	x		15.5862	-12.73
Thu	03/02/06	196.84839	1.04431	46	3.1517		x	9.5709	26.27	x		15.6555	-12.47
Fri	03/03/06	196.89677	1.04456	47	3.2210		x	9.5016	26.02	x		15.7248	-12.22
Mon	03/06/06	197.04194	1.04533	50	3.4291		x	9.2935	25.25	x		15.9329	-11.45
Tue	03/07/06	197.09032	1.04559	51	3.4985		x	9.2241	24.99	x		16.0023	-11.19
Wed	03/08/06	197.13871	1.04585	52	3.5680		x	9.1546	24.73	x		16.0718	-10.93
Thu	03/09/06	197.18710	1.04610	53	3.6375		x	9.0851	24.48	x		16.1413	-10.68
Fri	03/10/06	197.23548	1.04636	54	3.7071		x	9.0155	24.22	x		16.2109	-10.42
Mon	03/13/06	197.38065	1.04713	57	3.9159		x	8.8067	23.45	x		16.4197	-9.65
Tue	03/14/06	197.42903	1.04739	58	3.9856		x	8.7370	23.19	x		16.4894	-9.39
Wed	03/15/06	197.47742	1.04764	59	4.0553		x	8.6673	22.94	x		16.5591	-9.14
Thu	03/16/06	197.52581	1.04790	60	4.1250		x	8.5976	22.68	x		16.6288	-8.88
Fri	03/17/06	197.57419	1.04816	61	4.1948		x	8.5278	22.42	x		16.6986	-8.62
Mon	03/20/06	197.71935	1.04893	64	4.4043		x	8.3183	21.65	x		16.9081	-7.85
Tue	03/21/06	197.76774	1.04918	65	4.4742		x	8.2484	21.40	x		16.9780	-7.60
Wed	03/22/06	197.81613	1.04944	66	4.5442		x	8.1784	21.14	x		17.0480	-7.34
Thu	03/23/06	197.86452	1.04970	67	4.6142		x	8.1084	20.88	x		17.1180	-7.08
Fri	03/24/06	197.91290	1.04995	68	4.6842		x	8.0384	20.63	x		17.1880	-6.83
Mon	03/27/06	198.05806	1.05072	71	4.8944		x	7.8282	19.86	x		17.3982	-6.06
Tue	03/28/06	198.10645	1.05098	72	4.9646		x	7.7580	19.60	x		17.4684	-5.80
Wed	03/29/06	198.15484	1.05124	73	5.0348		x	7.6878	19.34	x		17.5386	-5.54
Thu	03/30/06	198.20323	1.05149	74	5.1050		x	7.6176	19.09	x		17.6088	-5.29
Fri	03/31/06	198.25161	1.05175	75	5.1752		x	7.5474	18.83	x		17.6790	-5.03
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	1.05215	78	5.3843		x	7.3383	18.43	x		17.8881	-4.63
Tue	04/04/06	198.34000	1.05222	79	5.4537		x	7.2689	18.36	x		17.9575	-4.56
Wed	04/05/06	198.35333	1.05229	80	5.5231		x	7.1995	18.29	x		18.0269	-4.49
Thu	04/06/06	198.36667	1.05236	81	5.5925		x	7.1301	18.22	x		18.0963	-4.42
Fri	04/07/06	198.38000	1.05243	82	5.6619		x	7.0607	18.15	x		18.1657	-4.35
Mon	04/10/06	198.42000	1.05264	85	5.8702		x	6.8524	17.94	x		18.3740	-4.14
Tue	04/11/06	198.43333	1.05271	86	5.9397		x	6.7829	17.87	x		18.4435	-4.07
Wed	04/12/06	198.44667	1.05279	87	6.0092		x	6.7134	17.79	x		18.5130	-3.99
Thu	04/13/06	198.46000	1.05286	88	6.0787		x	6.6439	17.72	x		18.5825	-3.92
Fri	04/14/06	198.47333	1.05293	89	6.1482		x	6.5744	17.65	x		18.6520	-3.85
Mon	04/17/06	198.51333	1.05314	92	6.3567		x	6.3659	17.44	x		18.8605	-3.64
Tue	04/18/06	198.52667	1.05321	93	6.4262		x	6.2964	17.37	x		18.9300	-3.57
Wed	04/19/06	198.54000	1.05328	94	6.4957		x	6.2269	17.30	x		18.9995	-3.50
Thu	04/20/06	198.55333	1.05335	95	6.5653		x	6.1573	17.23	x		19.0691	-3.43
Fri	04/21/06	198.56667	1.05342	96	6.6348		x	6.0878	17.16	x		19.1386	-3.36
Mon	04/24/06	198.60667	1.05363	99	6.8435		x	5.8791	16.95	x		19.3473	-3.15
Tue	04/25/06	198.62000	1.05371	100	6.9132		x	5.8094	16.87	x		19.4170	-3.07
Wed	04/26/06	198.63333	1.05378	101	6.9827		x	5.7399	16.80	x		19.4865	-3.00
Thu	04/27/06	198.64667	1.05385	102	7.0524		x	5.6702	16.73	x		19.5562	-2.93
Fri	04/28/06	198.66000	1.05392	103	7.1220		x	5.6006	16.66	x		19.6258	-2.86
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	1.05413	106	7.3309		x	5.3917	16.45	x		19.8347	-2.65
Tue	05/02/06	198.73548	1.05432	107	7.4014		x	5.3212	16.26	x		19.9052	-2.46
Wed	05/03/06	198.77097	1.05451	108	7.4719		x	5.2507	16.07	x		19.9757	-2.27
Thu	05/04/06	198.80645	1.05469	109	7.5423		x	5.1803	15.89	x		20.0461	-2.09
Fri	05/05/06	198.84194	1.05488	110	7.6129		x	5.1097	15.70	x		20.1167	-1.90
Mon	05/08/06	198.94839	1.05545	113	7.8248		x	4.8978	15.13	x		20.3286	-1.33
Tue	05/09/06	198.98387	1.05564	114	7.8954		x	4.8272	14.94	x		20.3992	-1.14
Wed	05/10/06	199.01935	1.05582	115	7.9660		x	4.7566	14.76	x		20.4698	-0.96
Thu	05/11/06	199.05484	1.05601	116	8.0368		x	4.6858	14.57	x		20.5406	-0.77
Fri	05/12/06	199.09032	1.05620	117	8.1075		x	4.6151	14.38	x		20.6113	-0.58
Mon	05/15/06	199.19677	1.05676	120	8.3198		x	4.4028	13.82	x		20.8236	-0.02
Tue	05/16/06	199.23226	1.05695	121	8.3906		x	4.3320	13.63	x		20.8944	0.17
Wed	05/17/06	199.26774	1.05714	122	8.4615		x	4.2611	13.44	x		20.9653	0.36
Thu	05/18/06	199.30323	1.05733	123	8.5324		x	4.1902	13.25	x		21.0362	0.55
Fri	05/19/06	199.33871	1.05752	124	8.6033		x	4.1193	13.06	x		21.1071	0.74
Mon	05/22/06	199.44516	1.05808	127	8.8161		x	3.9065	12.50	x		21.3199	1.30
Tue	05/23/06	199.48065	1.05827	128	8.8871		x	3.8355	12.31	x		21.3909	1.49
Wed	05/24/06	199.51613	1.05846	129	8.9582		x	3.7644	12.12	x		21.4620	1.68
Thu	05/25/06	199.55161	1.05865	130	9.0292		x	3.6934	11.93	x		21.5330	1.87
Fri	05/26/06	199.58710	1.05884	131	9.1003		x	3.6223	11.74	x		21.6041	2.06
Mon	05/29/06	199.69355	1.05940	134	9.3136		x	3.4090	11.18	x		21.8174	2.62
Tue	05/30/06	199.72903	1.05959	135	9.3848		x	3.3378	10.99	x		21.8886	2.81
Wed	05/31/06	199.76452	1.05978	136	9.4560		x	3.2666	10.80	x		21.9598	3.00
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	1.05997	137	9.5273		x	3.1953	10.61	x		22.0311	3.19
Fri	06/02/06	199.85667	1.06027	138	9.5995		x	3.1231	10.31	x		22.1033	3.49
Mon	06/05/06	200.02667	1.06117	141	9.8166		x	2.9060	9.41	x		22.3204	4.39
Tue	06/06/06	200.08333	1.06147	142	9.8890		x	2.8336	9.11	x		22.3928	4.69
Wed	06/07/06	200.14000	1.06177	143	9.9614		x	2.7612	8.81	x		22.4652	4.99
Thu	06/08/06	200.19667	1.06207	144	10.0339		x	2.6887	8.51	x		22.5377	5.29
Fri	06/09/06	200.25333	1.06237	145	10.1065		x	2.6161	8.21	x		22.6103	5.59
Mon	06/12/06	200.42333	1.06327	148	10.3243		x	2.3983	7.31	x		22.8281	6.49
Tue	06/13/06	200.48000	1.06357	149	10.3970		x	2.3256	7.01	x		22.9008	6.79
Wed	06/14/06	200.53667	1.06387	150	10.4697		x	2.2529	6.71	x		22.9735	7.09
Thu	06/15/06	200.59333	1.06417	151	10.5425		x	2.1801	6.41	x		23.0463	7.39
Fri	06/16/06	200.65000	1.06447	152	10.6153		x	2.1073	6.11	x		23.1191	7.69
Mon	06/19/06	200.82000	1.06538	155	10.8341		x	1.8885	5.20	x		23.3379	8.60
Tue	06/20/06	200.87667	1.06568	156	10.9070		x	1.8156	4.90	x		23.4108	8.90
Wed	06/21/06	200.93333	1.06598	157	10.9800		x	1.7426	4.60	x		23.4838	9.20
Thu	06/22/06	200.99000	1.06628	158	11.0531		x	1.6695	4.30	x		23.5569	9.50
Fri	06/23/06	201.04667	1.06658	159	11.1262		x	1.5964	4.00	x		23.6300	9.80
Mon	06/26/06	201.21667	1.06748	162	11.3457		x	1.3769	3.10	x		23.8495	10.70
Tue	06/27/06	201.27333	1.06778	163	11.4189		x	1.3037	2.80	x		23.9227	11.00
Wed	06/28/06	201.33000	1.06808	164	11.4922		x	1.2304	2.50	x		23.9960	11.30
Thu	06/29/06	201.38667	1.06838	165	11.5655		x	1.1571	2.20	x		24.0693	11.60
Fri	06/30/06	201.44333	1.06868	166	11.6389		x	1.0837	1.90	x		24.1427	11.90
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	1.06933	169	11.8564		x	0.8662	1.25	x		24.3602	12.55
Tue	07/04/06	201.59677	1.06950	170	11.9285		x	0.7941	1.08	x		24.4323	12.72
Wed	07/05/06	201.62903	1.06967	171	12.0005		x	0.7221	0.91	x		24.5043	12.89
Thu	07/06/06	201.66129	1.06984	172	12.0726		x	0.6500	0.74	x		24.5764	13.06
Fri	07/07/06	201.69355	1.07001	173	12.1448		x	0.5778	0.57	x		24.6486	13.23
Mon	07/10/06	201.79032	1.07052	176	12.3613		x	0.3613	0.06	x		24.8651	13.74
Tue	07/11/06	201.82258	1.07070	177	12.4336		x	0.2890	-0.12	x		24.9374	13.92
Wed	07/12/06	201.85484	1.07087	178	12.5058		x	0.2168	-0.29	x		25.0096	14.09
Thu	07/13/06	201.88710	1.07104	179	12.5781		x	0.1445	-0.46	x		25.0819	14.26
Fri	07/14/06	201.91935	1.07121	180	12.6503		x	0.0723	-0.63	x		25.1541	14.43
Sat	07/15/06	201.95161	1.07138	0	0.0000			0.0000	-0.80	x	x	25.2264	14.60
Mon	07/17/06	202.01613	1.07172	2	0.1383			-0.1383	-1.14	x	x	25.3647	14.94
Tue	07/18/06	202.04839	1.07189	3	0.2075			-0.2075	-1.31	x	x	25.4339	15.11
Wed	07/19/06	202.08065	1.07206	4	0.2768			-0.2768	-1.48	x	x	25.5032	15.28
Thu	07/20/06	202.11290	1.07224	5	0.3460			-0.3460	-1.66	x	x	25.5724	15.46
Fri	07/21/06	202.14516	1.07241	6	0.4153			-0.4153	-1.83	x	x	25.6417	15.63
Mon	07/24/06	202.24194	1.07292	9	0.6232			-0.6232	-2.34	x	x	25.8496	16.14
Tue	07/25/06	202.27419	1.07309	10	0.6926			-0.6926	-2.51	x	x	25.9190	16.31
Wed	07/26/06	202.30645	1.07326	11	0.7619			-0.7619	-2.68	x	x	25.9883	16.48
Thu	07/27/06	202.33871	1.07343	12	0.8313			-0.8313	-2.85	x	x	26.0577	16.65
Fri	07/28/06	202.37097	1.07360	13	0.9007			-0.9007	-3.02	x	x	26.1271	16.82
Mon	07/31/06	202.46774	1.07412	16	1.1091			-1.1091	-3.54	x	x	26.3355	17.34
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	1.07429	17	1.1787			-1.1787	-3.71	x	x	26.4051	17.51
Wed	08/02/06	202.51290	1.07436	18	1.2481			-1.2481	-3.78	x	x	26.4745	17.58
Thu	08/03/06	202.52581	1.07443	19	1.3175			-1.3175	-3.85	x	x	26.5439	17.65
Fri	08/04/06	202.53871	1.07449	20	1.3869			-1.3869	-3.91	x	x	26.6133	17.71
Mon	08/07/06	202.57742	1.07470	23	1.5953			-1.5953	-4.12	x	x	26.8217	17.92
Tue	08/08/06	202.59032	1.07477	24	1.6647			-1.6647	-4.19	x	x	26.8911	17.99
Wed	08/09/06	202.60323	1.07484	25	1.7342			-1.7342	-4.26	x	x	26.9606	18.06
Thu	08/10/06	202.61613	1.07491	26	1.8037			-1.8037	-4.33	x	x	27.0301	18.13
Fri	08/11/06	202.62903	1.07497	27	1.8732			-1.8732	-4.39	x	x	27.0996	18.19
Mon	08/14/06	202.66774	1.07518	30	2.0817			-2.0817	-4.60	x	x	27.3081	18.40
Tue	08/15/06	202.68065	1.07525	31	2.1512			-2.1512	-4.67	x	x	27.3776	18.47
Wed	08/16/06	202.69355	1.07532	32	2.2208			-2.2208	-4.74	x	x	27.4472	18.54
Thu	08/17/06	202.70645	1.07538	33	2.2903			-2.2903	-4.80	x	x	27.5167	18.60
Fri	08/18/06	202.71935	1.07545	34	2.3599			-2.3599	-4.87	x	x	27.5863	18.67
Mon	08/21/06	202.75806	1.07566	37	2.5686			-2.5686	-5.08	x	x	27.7950	18.88
Tue	08/22/06	202.77097	1.07573	38	2.6382			-2.6382	-5.15	x	x	27.8646	18.95
Wed	08/23/06	202.78387	1.07579	39	2.7077			-2.7077	-5.21	x	x	27.9341	19.01
Thu	08/24/06	202.79677	1.07586	40	2.7774			-2.7774	-5.28	x	x	28.0038	19.08
Fri	08/25/06	202.80968	1.07593	41	2.8470			-2.8470	-5.35	x	x	28.0734	19.15
Mon	08/28/06	202.84839	1.07614	44	3.0559			-3.0559	-5.56	x	x	28.2823	19.36
Tue	08/29/06	202.86129	1.07621	45	3.1255			-3.1255	-5.63	x	x	28.3519	19.43
Wed	08/30/06	202.87419	1.07627	46	3.1952			-3.1952	-5.69	x	x	28.4216	19.49
Thu	08/31/06	202.88710	1.07634	47	3.2648			-3.2648	-5.76	x	x	28.4912	19.56
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	1.07641	48	3.3345			-3.3345	-5.83	x	x	28.5609	19.63
Mon	09/04/06	202.96000	1.07673	51	3.5440			-3.5440	-6.15	x	x	28.7704	19.95
Tue	09/05/06	202.98000	1.07684	52	3.6139			-3.6139	-6.26	x	x	28.8403	20.06
Wed	09/06/06	203.00000	1.07694	53	3.6837			-3.6837	-6.36	x	x	28.9101	20.16
Thu	09/07/06	203.02000	1.07705	54	3.7536			-3.7536	-6.47	x	x	28.9800	20.27
Fri	09/08/06	203.04000	1.07715	55	3.8234			-3.8234	-6.57	x	x	29.0498	20.37
Mon	09/11/06	203.10000	1.07747	58	4.0332			-4.0332	-6.89	x	x	29.2596	20.69
Tue	09/12/06	203.12000	1.07758	59	4.1031			-4.1031	-7.00	x	x	29.3295	20.80
Wed	09/13/06	203.14000	1.07768	60	4.1731			-4.1731	-7.10	x	x	29.3995	20.90
Thu	09/14/06	203.16000	1.07779	61	4.2431			-4.2431	-7.21	x	x	29.4695	21.01
Fri	09/15/06	203.18000	1.07790	62	4.3131			-4.3131	-7.32	x	x	29.5395	21.12
Mon	09/18/06	203.24000	1.07821	65	4.5231			-4.5231	-7.63	x	x	29.7495	21.43
Tue	09/19/06	203.26000	1.07832	66	4.5931			-4.5931	-7.74	x	x	29.8195	21.54
Wed	09/20/06	203.28000	1.07843	67	4.6632			-4.6632	-7.85	x	x	29.8896	21.65
Thu	09/21/06	203.30000	1.07853	68	4.7332			-4.7332	-7.95	x	x	29.9596	21.75
Fri	09/22/06	203.32000	1.07864	69	4.8033			-4.8033	-8.06	x	x	30.0297	21.86
Mon	09/25/06	203.38000	1.07896	72	5.0136			-5.0136	-8.38	x	x	30.2400	22.18
Tue	09/26/06	203.40000	1.07906	73	5.0838			-5.0838	-8.48	x	x	30.3102	22.28
Wed	09/27/06	203.42000	1.07917	74	5.1539			-5.1539	-8.59	x	x	30.3803	22.39
Thu	09/28/06	203.44000	1.07928	75	5.2241			-5.2241	-8.70	x	x	30.4505	22.50
Fri	09/29/06	203.46000	1.07938	76	5.2942			-5.2942	-8.80	x	x	30.5206	22.60
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	1.07966	79	5.5047			-5.5047	-9.08	x	x	30.7311	22.88
Tue	10/03/06	203.52581	1.07973	80	5.5747			-5.5747	-9.15	x	x	30.8011	22.95
Wed	10/04/06	203.53871	1.07980	81	5.6447			-5.6447	-9.22	x	x	30.8711	23.02
Thu	10/05/06	203.55161	1.07987	82	5.7148			-5.7148	-9.29	x	x	30.9412	23.09
Fri	10/06/06	203.56452	1.07994	83	5.7849			-5.7849	-9.36	x	x	31.0113	23.16
Mon	10/09/06	203.60323	1.08014	86	5.9951			-5.9951	-9.56	x	x	31.2215	23.36
Tue	10/10/06	203.61613	1.08021	87	6.0652			-6.0652	-9.63	x	x	31.2916	23.43
Wed	10/11/06	203.62903	1.08028	88	6.1353			-6.1353	-9.70	x	x	31.3617	23.50
Thu	10/12/06	203.64194	1.08035	89	6.2054			-6.2054	-9.77	x	x	31.4318	23.57
Fri	10/13/06	203.65484	1.08042	90	6.2755			-6.2755	-9.84	x	x	31.5019	23.64
Mon	10/16/06	203.69355	1.08062	93	6.4859			-6.4859	-10.04	x	x	31.7123	23.84
Tue	10/17/06	203.70645	1.08069	94	6.5561			-6.5561	-10.11	x	x	31.7825	23.91
Wed	10/18/06	203.71935	1.08076	95	6.6263			-6.6263	-10.18	x	x	31.8527	23.98
Thu	10/19/06	203.73226	1.08083	96	6.6964			-6.6964	-10.25	x	x	31.9228	24.05
Fri	10/20/06	203.74516	1.08089	97	6.7666			-6.7666	-10.31	x	x	31.9930	24.11
Mon	10/23/06	203.78387	1.08110	100	6.9772			-6.9772	-10.52	x	x	32.2036	24.32
Tue	10/24/06	203.79677	1.08117	101	7.0474			-7.0474	-10.59	x	x	32.2738	24.39
Wed	10/25/06	203.80968	1.08124	102	7.1177			-7.1177	-10.66	x	x	32.3441	24.46
Thu	10/26/06	203.82258	1.08131	103	7.1879			-7.1879	-10.73	x	x	32.4143	24.53
Fri	10/27/06	203.83548	1.08137	104	7.2581			-7.2581	-10.79	x	x	32.4845	24.59
Mon	10/30/06	203.87419	1.08158	107	7.4689			-7.4689	-11.00	x	x	32.6953	24.80
Tue	10/31/06	203.88710	1.08165	108	7.5392			-7.5392	-11.07	x	x	32.7656	24.87
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	1.08172	109	7.6095			-7.6095	-11.14	x	x	32.8359	24.94
Thu	11/02/06	203.86667	1.08154	110	7.6781			-7.6781	-10.96	x	x	32.9045	24.76
Fri	11/03/06	203.83333	1.08136	111	7.7466			-7.7466	-10.78	x	x	32.9730	24.58
Mon	11/06/06	203.73333	1.08083	114	7.9520			-7.9520	-10.25	x	x	33.1784	24.05
Tue	11/07/06	203.70000	1.08066	115	8.0205			-8.0205	-10.08	x	x	33.2469	23.88
Wed	11/08/06	203.66667	1.08048	116	8.0889			-8.0889	-9.90	x	x	33.3153	23.70
Thu	11/09/06	203.63333	1.08030	117	8.1573			-8.1573	-9.72	x	x	33.3837	23.52
Fri	11/10/06	203.60000	1.08012	118	8.2256			-8.2256	-9.54	x	x	33.4520	23.34
Mon	11/13/06	203.50000	1.07959	121	8.4306			-8.4306	-9.01	x	x	33.6570	22.81
Tue	11/14/06	203.46667	1.07942	122	8.4990			-8.4990	-8.84	x	x	33.7254	22.64
Wed	11/15/06	203.43333	1.07924	123	8.5672			-8.5672	-8.66	x	x	33.7936	22.46
Thu	11/16/06	203.40000	1.07906	124	8.6354			-8.6354	-8.48	x	x	33.8618	22.28
Fri	11/17/06	203.36667	1.07889	125	8.7037			-8.7037	-8.31	x	x	33.9301	22.11
Mon	11/20/06	203.26667	1.07836	128	8.9082			-8.9082	-7.78	x	x	34.1346	21.58
Tue	11/21/06	203.23333	1.07818	129	8.9763			-8.9763	-7.60	x	x	34.2027	21.40
Wed	11/22/06	203.20000	1.07800	130	9.0444			-9.0444	-7.42	x	x	34.2708	21.22
Thu	11/23/06	203.16667	1.07783	131	9.1125			-9.1125	-7.25	x	x	34.3389	21.05
Fri	11/24/06	203.13333	1.07765	132	9.1805			-9.1805	-7.07	x	x	34.4069	20.87
Mon	11/27/06	203.03333	1.07712	135	9.3846			-9.3846	-6.54	x	x	34.6110	20.34
Tue	11/28/06	203.00000	1.07694	136	9.4525			-9.4525	-6.36	x	x	34.6789	20.16
Wed	11/29/06	202.96667	1.07676	137	9.5204			-9.5204	-6.18	x	x	34.7468	19.98
Thu	11/30/06	202.93333	1.07659	138	9.5884			-9.5884	-6.01	x	x	34.8148	19.81
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	1.07641	139	9.6562			-9.6562	-5.83	x	x	34.8826	19.63
Mon	12/04/06	202.79355	1.07585	142	9.8595			-9.8595	-5.27	x	x	35.0859	19.07
Tue	12/05/06	202.75806	1.07566	143	9.9272			-9.9272	-5.08	x	x	35.1536	18.88
Wed	12/06/06	202.72258	1.07547	144	9.9949			-9.9949	-4.89	x	x	35.2213	18.69
Thu	12/07/06	202.68710	1.07528	145	10.0625			-10.0625	-4.70	x	x	35.2889	18.50
Fri	12/08/06	202.65161	1.07509	146	10.1301			-10.1301	-4.51	x	x	35.3565	18.31
Mon	12/11/06	202.54516	1.07453	149	10.3329			-10.3329	-3.95	x	x	35.5593	17.75
Tue	12/12/06	202.50968	1.07434	150	10.4004			-10.4004	-3.76	x	x	35.6268	17.56
Wed	12/13/06	202.47419	1.07415	151	10.4679			-10.4679	-3.57	x	x	35.6943	17.37
Thu	12/14/06	202.43871	1.07396	152	10.5353			-10.5353	-3.38	x	x	35.7617	17.18
Fri	12/15/06	202.40323	1.07378	153	10.6028			-10.6028	-3.20	x	x	35.8292	17.00
Mon	12/18/06	202.29677	1.07321	156	10.8050			-10.8050	-2.63	x	x	36.0314	16.43
Tue	12/19/06	202.26129	1.07302	157	10.8723			-10.8723	-2.44	x	x	36.0987	16.24
Wed	12/20/06	202.22581	1.07283	158	10.9397			-10.9397	-2.25	x	x	36.1661	16.05
Thu	12/21/06	202.19032	1.07265	159	11.0071			-11.0071	-2.07	x	x	36.2335	15.87
Fri	12/22/06	202.15484	1.07246	160	11.0743			-11.0743	-1.88	x	x	36.3007	15.68
Mon	12/25/06	202.04839	1.07189	163	11.2760			-11.2760	-1.31	x	x	36.5024	15.11
Tue	12/26/06	202.01290	1.07170	164	11.3431			-11.3431	-1.12	x	x	36.5695	14.92
Wed	12/27/06	201.97742	1.07152	165	11.4104			-11.4104	-0.94	x	x	36.6368	14.74
Thu	12/28/06	201.94194	1.07133	166	11.4775			-11.4775	-0.75	x	x	36.7039	14.55
Fri	12/29/06	201.90645	1.07114	167	11.5446			-11.5446	-0.56	x	x	36.7710	14.36
Mon	01/01/07	201.80000	1.07058

Generated 03/09/11 23:47