0.875% 5.5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2010

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

CUSIP Number	912828CZ1	Interest 04/15/06 (182 days)	$4.5838
Dated Date	October 15, 2004	Interest 10/15/06 (183 days)	$4.7037
Ref CPI on Dated Date	189.44516	Interest Total	$9.2875
Original Issue Date	October 29, 2004	Interest 04/15/07 (182 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	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Sun	01/01/06	199.20000	1.05149	78	1.9715	x	x	7.3160	13.73			1.9715	0.00
Mon	01/02/06	199.14839	1.05122	79	1.9963	x	x	7.2912	14.00			1.9963	-0.27
Tue	01/03/06	199.09677	1.05095	80	2.0211	x	x	7.2664	14.27			2.0211	-0.54
Wed	01/04/06	199.04516	1.05067	81	2.0458	x	x	7.2417	14.55			2.0458	-0.82
Thu	01/05/06	198.99355	1.05040	82	2.0705	x	x	7.2170	14.82			2.0705	-1.09
Fri	01/06/06	198.94194	1.05013	83	2.0952	x	x	7.1923	15.09			2.0952	-1.36
Mon	01/09/06	198.78710	1.04931	86	2.1692	x	x	7.1183	15.91			2.1692	-2.18
Tue	01/10/06	198.73548	1.04904	87	2.1939	x	x	7.0936	16.18			2.1939	-2.45
Wed	01/11/06	198.68387	1.04877	88	2.2186	x	x	7.0689	16.45			2.2186	-2.72
Thu	01/12/06	198.63226	1.04849	89	2.2432	x	x	7.0443	16.73			2.2432	-3.00
Fri	01/13/06	198.58065	1.04822	90	2.2678	x	x	7.0197	17.00			2.2678	-3.27
Mon	01/16/06	198.42581	1.04741	93	2.3416	x	x	6.9459	17.81			2.3416	-4.08
Tue	01/17/06	198.37419	1.04713	94	2.3661	x	x	6.9214	18.09			2.3661	-4.36
Wed	01/18/06	198.32258	1.04686	95	2.3907	x	x	6.8968	18.36			2.3907	-4.63
Thu	01/19/06	198.27097	1.04659	96	2.4152	x	x	6.8723	18.63			2.4152	-4.90
Fri	01/20/06	198.21935	1.04632	97	2.4397	x	x	6.8478	18.90			2.4397	-5.17
Mon	01/23/06	198.06452	1.04550	100	2.5132	x	x	6.7743	19.72			2.5132	-5.99
Tue	01/24/06	198.01290	1.04523	101	2.5377	x	x	6.7498	19.99			2.5377	-6.26
Wed	01/25/06	197.96129	1.04495	102	2.5621	x	x	6.7254	20.27			2.5621	-6.54
Thu	01/26/06	197.90968	1.04468	103	2.5866	x	x	6.7009	20.54			2.5866	-6.81
Fri	01/27/06	197.85806	1.04441	104	2.6110	x	x	6.6765	20.81			2.6110	-7.08
Mon	01/30/06	197.70323	1.04359	107	2.6842	x	x	6.6033	21.63			2.6842	-7.90
Tue	01/31/06	197.65161	1.04332	108	2.7086	x	x	6.5789	21.90			2.7086	-8.17
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Wed	02/01/06	197.60000	1.04305	109	2.7330	x	x	6.5545	22.17			2.7330	-8.44
Thu	02/02/06	197.57143	1.04290	110	2.7577	x	x	6.5298	22.32			2.7577	-8.59
Fri	02/03/06	197.54286	1.04274	111	2.7823	x	x	6.5052	22.48			2.7823	-8.75
Mon	02/06/06	197.45714	1.04229	114	2.8563	x	x	6.4312	22.93			2.8563	-9.20
Tue	02/07/06	197.42857	1.04214	115	2.8809	x	x	6.4066	23.08			2.8809	-9.35
Wed	02/08/06	197.40000	1.04199	116	2.9055	x	x	6.3820	23.23			2.9055	-9.50
Thu	02/09/06	197.37143	1.04184	117	2.9302	x	x	6.3573	23.38			2.9302	-9.65
Fri	02/10/06	197.34286	1.04169	118	2.9548	x	x	6.3327	23.53			2.9548	-9.80
Mon	02/13/06	197.25714	1.04124	121	3.0286	x	x	6.2589	23.98			3.0286	-10.25
Tue	02/14/06	197.22857	1.04109	122	3.0532	x	x	6.2343	24.13			3.0532	-10.40
Wed	02/15/06	197.20000	1.04093	123	3.0777	x	x	6.2098	24.29			3.0777	-10.56
Thu	02/16/06	197.17143	1.04078	124	3.1023	x	x	6.1852	24.44			3.1023	-10.71
Fri	02/17/06	197.14286	1.04063	125	3.1269	x	x	6.1606	24.59			3.1269	-10.86
Mon	02/20/06	197.05714	1.04018	128	3.2006	x	x	6.0869	25.04			3.2006	-11.31
Tue	02/21/06	197.02857	1.04003	129	3.2251	x	x	6.0624	25.19			3.2251	-11.46
Wed	02/22/06	197.00000	1.03988	130	3.2496	x	x	6.0379	25.34			3.2496	-11.61
Thu	02/23/06	196.97143	1.03973	131	3.2741	x	x	6.0134	25.49			3.2741	-11.76
Fri	02/24/06	196.94286	1.03958	132	3.2987	x	x	5.9888	25.64			3.2987	-11.91
Mon	02/27/06	196.85714	1.03912	135	3.3721	x	x	5.9154	26.10			3.3721	-12.37
Tue	02/28/06	196.82857	1.03897	136	3.3966	x	x	5.8909	26.25			3.3966	-12.52
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Wed	03/01/06	196.80000	1.03882	137	3.4211	x	x	5.8664	26.40			3.4211	-12.67
Thu	03/02/06	196.84839	1.03908	138	3.4469	x	x	5.8406	26.14			3.4469	-12.41
Fri	03/03/06	196.89677	1.03933	139	3.4728	x	x	5.8147	25.89			3.4728	-12.16
Mon	03/06/06	197.04194	1.04010	142	3.5503	x	x	5.7372	25.12			3.5503	-11.39
Tue	03/07/06	197.09032	1.04036	143	3.5762	x	x	5.7113	24.86			3.5762	-11.13
Wed	03/08/06	197.13871	1.04061	144	3.6021	x	x	5.6854	24.61			3.6021	-10.88
Thu	03/09/06	197.18710	1.04087	145	3.6280	x	x	5.6595	24.35			3.6280	-10.62
Fri	03/10/06	197.23548	1.04112	146	3.6539	x	x	5.6336	24.10			3.6539	-10.37
Mon	03/13/06	197.38065	1.04189	149	3.7318	x	x	5.5557	23.33			3.7318	-9.60
Tue	03/14/06	197.42903	1.04214	150	3.7577	x	x	5.5298	23.08			3.7577	-9.35
Wed	03/15/06	197.47742	1.04240	151	3.7837	x	x	5.5038	22.82			3.7837	-9.09
Thu	03/16/06	197.52581	1.04265	152	3.8097	x	x	5.4778	22.57			3.8097	-8.84
Fri	03/17/06	197.57419	1.04291	153	3.8357	x	x	5.4518	22.31			3.8357	-8.58
Mon	03/20/06	197.71935	1.04368	156	3.9138	x	x	5.3737	21.54			3.9138	-7.81
Tue	03/21/06	197.76774	1.04393	157	3.9398	x	x	5.3477	21.29			3.9398	-7.56
Wed	03/22/06	197.81613	1.04419	158	3.9659	x	x	5.3216	21.03			3.9659	-7.30
Thu	03/23/06	197.86452	1.04444	159	3.9920	x	x	5.2955	20.78			3.9920	-7.05
Fri	03/24/06	197.91290	1.04470	160	4.0181	x	x	5.2694	20.52			4.0181	-6.79
Mon	03/27/06	198.05806	1.04546	163	4.0964	x	x	5.1911	19.76			4.0964	-6.03
Tue	03/28/06	198.10645	1.04572	164	4.1226	x	x	5.1649	19.50			4.1226	-5.77
Wed	03/29/06	198.15484	1.04597	165	4.1487	x	x	5.1388	19.25			4.1487	-5.52
Thu	03/30/06	198.20323	1.04623	166	4.1749	x	x	5.1126	18.99			4.1749	-5.26
Fri	03/31/06	198.25161	1.04649	167	4.2011	x	x	5.0864	18.73			4.2011	-5.00
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	04/03/06	198.32667	1.04688	170	4.2781	x	x	5.0094	18.34			4.2781	-4.61
Tue	04/04/06	198.34000	1.04695	171	4.3036	x	x	4.9839	18.27			4.3036	-4.54
Wed	04/05/06	198.35333	1.04702	172	4.3290	x	x	4.9585	18.20			4.3290	-4.47
Thu	04/06/06	198.36667	1.04709	173	4.3545	x	x	4.9330	18.13			4.3545	-4.40
Fri	04/07/06	198.38000	1.04716	174	4.3799	x	x	4.9076	18.06			4.3799	-4.33
Mon	04/10/06	198.42000	1.04737	177	4.4564	x	x	4.8311	17.85			4.4564	-4.12
Tue	04/11/06	198.43333	1.04744	178	4.4818	x	x	4.8057	17.78			4.4818	-4.05
Wed	04/12/06	198.44667	1.04752	179	4.5074	x	x	4.7801	17.70			4.5074	-3.97
Thu	04/13/06	198.46000	1.04759	180	4.5328	x	x	4.7547	17.63			4.5328	-3.90
Fri	04/14/06	198.47333	1.04766	181	4.5583	x	x	4.7292	17.56			4.5583	-3.83
Sat	04/15/06	198.48667	1.04773	0	0.0000		x	4.7037	17.49	x		4.5838	-3.76
Mon	04/17/06	198.51333	1.04787	2	0.0501		x	4.6536	17.35	x		4.6339	-3.62
Tue	04/18/06	198.52667	1.04794	3	0.0752		x	4.6285	17.28	x		4.6590	-3.55
Wed	04/19/06	198.54000	1.04801	4	0.1002		x	4.6035	17.21	x		4.6840	-3.48
Thu	04/20/06	198.55333	1.04808	5	0.1253		x	4.5784	17.14	x		4.7091	-3.41
Fri	04/21/06	198.56667	1.04815	6	0.1503		x	4.5534	17.07	x		4.7341	-3.34
Mon	04/24/06	198.60667	1.04836	9	0.2256		x	4.4781	16.86	x		4.8094	-3.13
Tue	04/25/06	198.62000	1.04843	10	0.2506		x	4.4531	16.79	x		4.8344	-3.06
Wed	04/26/06	198.63333	1.04850	11	0.2757		x	4.4280	16.72	x		4.8595	-2.99
Thu	04/27/06	198.64667	1.04857	12	0.3008		x	4.4029	16.65	x		4.8846	-2.92
Fri	04/28/06	198.66000	1.04864	13	0.3259		x	4.3778	16.58	x		4.9097	-2.85
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	05/01/06	198.70000	1.04885	16	0.4012		x	4.3025	16.37	x		4.9850	-2.64
Tue	05/02/06	198.73548	1.04904	17	0.4264		x	4.2773	16.18	x		5.0102	-2.45
Wed	05/03/06	198.77097	1.04923	18	0.4515		x	4.2522	15.99	x		5.0353	-2.26
Thu	05/04/06	198.80645	1.04941	19	0.4767		x	4.2270	15.81	x		5.0605	-2.08
Fri	05/05/06	198.84194	1.04960	20	0.5019		x	4.2018	15.62	x		5.0857	-1.89
Mon	05/08/06	198.94839	1.05016	23	0.5774		x	4.1263	15.06	x		5.1612	-1.33
Tue	05/09/06	198.98387	1.05035	24	0.6027		x	4.1010	14.87	x		5.1865	-1.14
Wed	05/10/06	199.01935	1.05054	25	0.6279		x	4.0758	14.68	x		5.2117	-0.95
Thu	05/11/06	199.05484	1.05073	26	0.6531		x	4.0506	14.49	x		5.2369	-0.76
Fri	05/12/06	199.09032	1.05091	27	0.6784		x	4.0253	14.31	x		5.2622	-0.58
Mon	05/15/06	199.19677	1.05147	30	0.7541		x	3.9496	13.75	x		5.3379	-0.02
Tue	05/16/06	199.23226	1.05166	31	0.7794		x	3.9243	13.56	x		5.3632	0.17
Wed	05/17/06	199.26774	1.05185	32	0.8047		x	3.8990	13.37	x		5.3885	0.36
Thu	05/18/06	199.30323	1.05204	33	0.8300		x	3.8737	13.18	x		5.4138	0.55
Fri	05/19/06	199.33871	1.05222	34	0.8553		x	3.8484	13.00	x		5.4391	0.73
Mon	05/22/06	199.44516	1.05279	37	0.9313		x	3.7724	12.43	x		5.5151	1.30
Tue	05/23/06	199.48065	1.05297	38	0.9566		x	3.7471	12.25	x		5.5404	1.48
Wed	05/24/06	199.51613	1.05316	39	0.9819		x	3.7218	12.06	x		5.5657	1.67
Thu	05/25/06	199.55161	1.05335	40	1.0073		x	3.6964	11.87	x		5.5911	1.86
Fri	05/26/06	199.58710	1.05353	41	1.0327		x	3.6710	11.69	x		5.6165	2.04
Mon	05/29/06	199.69355	1.05410	44	1.1088		x	3.5949	11.12	x		5.6926	2.61
Tue	05/30/06	199.72903	1.05428	45	1.1342		x	3.5695	10.94	x		5.7180	2.79
Wed	05/31/06	199.76452	1.05447	46	1.1596		x	3.5441	10.75	x		5.7434	2.98
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Thu	06/01/06	199.80000	1.05466	47	1.1851		x	3.5186	10.56	x		5.7689	3.17
Fri	06/02/06	199.85667	1.05496	48	1.2106		x	3.4931	10.26	x		5.7944	3.47
Mon	06/05/06	200.02667	1.05586	51	1.2874		x	3.4163	9.36	x		5.8712	4.37
Tue	06/06/06	200.08333	1.05615	52	1.3130		x	3.3907	9.07	x		5.8968	4.66
Wed	06/07/06	200.14000	1.05645	53	1.3386		x	3.3651	8.77	x		5.9224	4.96
Thu	06/08/06	200.19667	1.05675	54	1.3642		x	3.3395	8.47	x		5.9480	5.26
Fri	06/09/06	200.25333	1.05705	55	1.3899		x	3.3138	8.17	x		5.9737	5.56
Mon	06/12/06	200.42333	1.05795	58	1.4670		x	3.2367	7.27	x		6.0508	6.46
Tue	06/13/06	200.48000	1.05825	59	1.4927		x	3.2110	6.97	x		6.0765	6.76
Wed	06/14/06	200.53667	1.05855	60	1.5184		x	3.1853	6.67	x		6.1022	7.06
Thu	06/15/06	200.59333	1.05885	61	1.5442		x	3.1595	6.37	x		6.1280	7.36
Fri	06/16/06	200.65000	1.05915	62	1.5699		x	3.1338	6.07	x		6.1537	7.66
Mon	06/19/06	200.82000	1.06004	65	1.6473		x	3.0564	5.18	x		6.2311	8.55
Tue	06/20/06	200.87667	1.06034	66	1.6731		x	3.0306	4.88	x		6.2569	8.85
Wed	06/21/06	200.93333	1.06064	67	1.6989		x	3.0048	4.58	x		6.2827	9.15
Thu	06/22/06	200.99000	1.06094	68	1.7248		x	2.9789	4.28	x		6.3086	9.45
Fri	06/23/06	201.04667	1.06124	69	1.7506		x	2.9531	3.98	x		6.3344	9.75
Mon	06/26/06	201.21667	1.06214	72	1.8283		x	2.8754	3.08	x		6.4121	10.65
Tue	06/27/06	201.27333	1.06244	73	1.8542		x	2.8495	2.78	x		6.4380	10.95
Wed	06/28/06	201.33000	1.06273	74	1.8801		x	2.8236	2.49	x		6.4639	11.24
Thu	06/29/06	201.38667	1.06303	75	1.9060		x	2.7977	2.19	x		6.4898	11.54
Fri	06/30/06	201.44333	1.06333	76	1.9320		x	2.7717	1.89	x		6.5158	11.84
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	07/03/06	201.56452	1.06397	79	2.0095		x	2.6942	1.25	x		6.5933	12.48
Tue	07/04/06	201.59677	1.06414	80	2.0352		x	2.6685	1.08	x		6.6190	12.65
Wed	07/05/06	201.62903	1.06431	81	2.0610		x	2.6427	0.91	x		6.6448	12.82
Thu	07/06/06	201.66129	1.06448	82	2.0868		x	2.6169	0.74	x		6.6706	12.99
Fri	07/07/06	201.69355	1.06465	83	2.1126		x	2.5911	0.57	x		6.6964	13.16
Mon	07/10/06	201.79032	1.06516	86	2.1900		x	2.5137	0.06	x		6.7738	13.67
Tue	07/11/06	201.82258	1.06534	87	2.2158		x	2.4879	-0.12	x		6.7996	13.85
Wed	07/12/06	201.85484	1.06551	88	2.2416		x	2.4621	-0.29	x		6.8254	14.02
Thu	07/13/06	201.88710	1.06568	89	2.2675		x	2.4362	-0.46	x		6.8513	14.19
Fri	07/14/06	201.91935	1.06585	90	2.2933		x	2.4104	-0.63	x		6.8771	14.36
Mon	07/17/06	202.01613	1.06636	93	2.3709		x	2.3328	-1.14	x		6.9547	14.87
Tue	07/18/06	202.04839	1.06653	94	2.3968		x	2.3069	-1.31	x		6.9806	15.04
Wed	07/19/06	202.08065	1.06670	95	2.4227		x	2.2810	-1.48	x		7.0065	15.21
Thu	07/20/06	202.11290	1.06687	96	2.4486		x	2.2551	-1.65	x		7.0324	15.38
Fri	07/21/06	202.14516	1.06704	97	2.4745		x	2.2292	-1.82	x		7.0583	15.55
Mon	07/24/06	202.24194	1.06755	100	2.5522		x	2.1515	-2.33	x		7.1360	16.06
Tue	07/25/06	202.27419	1.06772	101	2.5781		x	2.1256	-2.50	x		7.1619	16.23
Wed	07/26/06	202.30645	1.06789	102	2.6041		x	2.0996	-2.67	x		7.1879	16.40
Thu	07/27/06	202.33871	1.06806	103	2.6300		x	2.0737	-2.84	x		7.2138	16.57
Fri	07/28/06	202.37097	1.06823	104	2.6560		x	2.0477	-3.01	x		7.2398	16.74
Mon	07/31/06	202.46774	1.06874	107	2.7339		x	1.9698	-3.52	x		7.3177	17.25
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Tue	08/01/06	202.50000	1.06891	108	2.7599		x	1.9438	-3.69	x		7.3437	17.42
Wed	08/02/06	202.51290	1.06898	109	2.7856		x	1.9181	-3.76	x		7.3694	17.49
Thu	08/03/06	202.52581	1.06905	110	2.8114		x	1.8923	-3.83	x		7.3952	17.56
Fri	08/04/06	202.53871	1.06912	111	2.8371		x	1.8666	-3.90	x		7.4209	17.63
Mon	08/07/06	202.57742	1.06932	114	2.9143		x	1.7894	-4.10	x		7.4981	17.83
Tue	08/08/06	202.59032	1.06939	115	2.9401		x	1.7636	-4.17	x		7.5239	17.90
Wed	08/09/06	202.60323	1.06946	116	2.9659		x	1.7378	-4.24	x		7.5497	17.97
Thu	08/10/06	202.61613	1.06952	117	2.9916		x	1.7121	-4.30	x		7.5754	18.03
Fri	08/11/06	202.62903	1.06959	118	3.0174		x	1.6863	-4.37	x		7.6012	18.10
Mon	08/14/06	202.66774	1.06980	121	3.0947		x	1.6090	-4.58	x		7.6785	18.31
Tue	08/15/06	202.68065	1.06986	122	3.1204		x	1.5833	-4.64	x		7.7042	18.37
Wed	08/16/06	202.69355	1.06993	123	3.1462		x	1.5575	-4.71	x		7.7300	18.44
Thu	08/17/06	202.70645	1.07000	124	3.1720		x	1.5317	-4.78	x		7.7558	18.51
Fri	08/18/06	202.71935	1.07007	125	3.1978		x	1.5059	-4.85	x		7.7816	18.58
Mon	08/21/06	202.75806	1.07027	128	3.2751		x	1.4286	-5.05	x		7.8589	18.78
Tue	08/22/06	202.77097	1.07034	129	3.3009		x	1.4028	-5.12	x		7.8847	18.85
Wed	08/23/06	202.78387	1.07041	130	3.3268		x	1.3769	-5.19	x		7.9106	18.92
Thu	08/24/06	202.79677	1.07048	131	3.3526		x	1.3511	-5.26	x		7.9364	18.99
Fri	08/25/06	202.80968	1.07055	132	3.3784		x	1.3253	-5.33	x		7.9622	19.06
Mon	08/28/06	202.84839	1.07075	135	3.4558		x	1.2479	-5.53	x		8.0396	19.26
Tue	08/29/06	202.86129	1.07082	136	3.4816		x	1.2221	-5.60	x		8.0654	19.33
Wed	08/30/06	202.87419	1.07089	137	3.5075		x	1.1962	-5.67	x		8.0913	19.40
Thu	08/31/06	202.88710	1.07095	138	3.5333		x	1.1704	-5.73	x		8.1171	19.46
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Fri	09/01/06	202.90000	1.07102	139	3.5591		x	1.1446	-5.80	x		8.1429	19.53
Mon	09/04/06	202.96000	1.07134	142	3.6370		x	1.0667	-6.12	x		8.2208	19.85
Tue	09/05/06	202.98000	1.07144	143	3.6629		x	1.0408	-6.22	x		8.2467	19.95
Wed	09/06/06	203.00000	1.07155	144	3.6889		x	1.0148	-6.33	x		8.2727	20.06
Thu	09/07/06	203.02000	1.07166	145	3.7149		x	0.9888	-6.44	x		8.2987	20.17
Fri	09/08/06	203.04000	1.07176	146	3.7409		x	0.9628	-6.54	x		8.3247	20.27
Mon	09/11/06	203.10000	1.07208	149	3.8189		x	0.8848	-6.86	x		8.4027	20.59
Tue	09/12/06	203.12000	1.07218	150	3.8449		x	0.8588	-6.96	x		8.4287	20.69
Wed	09/13/06	203.14000	1.07229	151	3.8709		x	0.8328	-7.07	x		8.4547	20.80
Thu	09/14/06	203.16000	1.07239	152	3.8969		x	0.8068	-7.17	x		8.4807	20.90
Fri	09/15/06	203.18000	1.07250	153	3.9230		x	0.7807	-7.28	x		8.5068	21.01
Mon	09/18/06	203.24000	1.07282	156	4.0011		x	0.7026	-7.60	x		8.5849	21.33
Tue	09/19/06	203.26000	1.07292	157	4.0271		x	0.6766	-7.70	x		8.6109	21.43
Wed	09/20/06	203.28000	1.07303	158	4.0532		x	0.6505	-7.81	x		8.6370	21.54
Thu	09/21/06	203.30000	1.07313	159	4.0792		x	0.6245	-7.91	x		8.6630	21.64
Fri	09/22/06	203.32000	1.07324	160	4.1053		x	0.5984	-8.02	x		8.6891	21.75
Mon	09/25/06	203.38000	1.07356	163	4.1835		x	0.5202	-8.34	x		8.7673	22.07
Tue	09/26/06	203.40000	1.07366	164	4.2096		x	0.4941	-8.44	x		8.7934	22.17
Wed	09/27/06	203.42000	1.07377	165	4.2357		x	0.4680	-8.55	x		8.8195	22.28
Thu	09/28/06	203.44000	1.07387	166	4.2617		x	0.4420	-8.65	x		8.8455	22.38
Fri	09/29/06	203.46000	1.07398	167	4.2879		x	0.4158	-8.76	x		8.8717	22.49
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	10/02/06	203.51290	1.07426	170	4.3660		x	0.3377	-9.04	x		8.9498	22.77
Tue	10/03/06	203.52581	1.07433	171	4.3920		x	0.3117	-9.11	x		8.9758	22.84
Wed	10/04/06	203.53871	1.07439	172	4.4179		x	0.2858	-9.17	x		9.0017	22.90
Thu	10/05/06	203.55161	1.07446	173	4.4439		x	0.2598	-9.24	x		9.0277	22.97
Fri	10/06/06	203.56452	1.07453	174	4.4699		x	0.2338	-9.31	x		9.0537	23.04
Mon	10/09/06	203.60323	1.07473	177	4.5478		x	0.1559	-9.51	x		9.1316	23.24
Tue	10/10/06	203.61613	1.07480	178	4.5738		x	0.1299	-9.58	x		9.1576	23.31
Wed	10/11/06	203.62903	1.07487	179	4.5998		x	0.1039	-9.65	x		9.1836	23.38
Thu	10/12/06	203.64194	1.07494	180	4.6258		x	0.0779	-9.72	x		9.2096	23.45
Fri	10/13/06	203.65484	1.07501	181	4.6518		x	0.0519	-9.79	x		9.2356	23.52
Sun	10/15/06	203.68065	1.07514	0	0.0000			0.0000	-9.92	x	x	9.2875	23.65
Mon	10/16/06	203.69355	1.07521	1	0.0258			-0.0258	-9.99	x	x	9.3133	23.72
Tue	10/17/06	203.70645	1.07528	2	0.0517			-0.0517	-10.06	x	x	9.3392	23.79
Wed	10/18/06	203.71935	1.07535	3	0.0775			-0.0775	-10.13	x	x	9.3650	23.86
Thu	10/19/06	203.73226	1.07542	4	0.1034			-0.1034	-10.20	x	x	9.3909	23.93
Fri	10/20/06	203.74516	1.07548	5	0.1293			-0.1293	-10.26	x	x	9.4168	23.99
Mon	10/23/06	203.78387	1.07569	8	0.2069			-0.2069	-10.47	x	x	9.4944	24.20
Tue	10/24/06	203.79677	1.07576	9	0.2327			-0.2327	-10.54	x	x	9.5202	24.27
Wed	10/25/06	203.80968	1.07582	10	0.2586			-0.2586	-10.60	x	x	9.5461	24.33
Thu	10/26/06	203.82258	1.07589	11	0.2845			-0.2845	-10.67	x	x	9.5720	24.40
Fri	10/27/06	203.83548	1.07596	12	0.3104			-0.3104	-10.74	x	x	9.5979	24.47
Mon	10/30/06	203.87419	1.07616	15	0.3880			-0.3880	-10.94	x	x	9.6755	24.67
Tue	10/31/06	203.88710	1.07623	16	0.4139			-0.4139	-11.01	x	x	9.7014	24.74
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Wed	11/01/06	203.90000	1.07630	17	0.4398			-0.4398	-11.08	x	x	9.7273	24.81
Thu	11/02/06	203.86667	1.07612	18	0.4656			-0.4656	-10.90	x	x	9.7531	24.63
Fri	11/03/06	203.83333	1.07595	19	0.4914			-0.4914	-10.73	x	x	9.7789	24.46
Mon	11/06/06	203.73333	1.07542	22	0.5687			-0.5687	-10.20	x	x	9.8562	23.93
Tue	11/07/06	203.70000	1.07525	23	0.5945			-0.5945	-10.03	x	x	9.8820	23.76
Wed	11/08/06	203.66667	1.07507	24	0.6202			-0.6202	-9.85	x	x	9.9077	23.58
Thu	11/09/06	203.63333	1.07489	25	0.6460			-0.6460	-9.67	x	x	9.9335	23.40
Fri	11/10/06	203.60000	1.07472	26	0.6717			-0.6717	-9.50	x	x	9.9592	23.23
Mon	11/13/06	203.50000	1.07419	29	0.7488			-0.7488	-8.97	x	x	10.0363	22.70
Tue	11/14/06	203.46667	1.07401	30	0.7745			-0.7745	-8.79	x	x	10.0620	22.52
Wed	11/15/06	203.43333	1.07384	31	0.8002			-0.8002	-8.62	x	x	10.0877	22.35
Thu	11/16/06	203.40000	1.07366	32	0.8259			-0.8259	-8.44	x	x	10.1134	22.17
Fri	11/17/06	203.36667	1.07349	33	0.8516			-0.8516	-8.27	x	x	10.1391	22.00
Mon	11/20/06	203.26667	1.07296	36	0.9285			-0.9285	-7.74	x	x	10.2160	21.47
Tue	11/21/06	203.23333	1.07278	37	0.9542			-0.9542	-7.56	x	x	10.2417	21.29
Wed	11/22/06	203.20000	1.07261	38	0.9798			-0.9798	-7.39	x	x	10.2673	21.12
Thu	11/23/06	203.16667	1.07243	39	1.0054			-1.0054	-7.21	x	x	10.2929	20.94
Fri	11/24/06	203.13333	1.07225	40	1.0310			-1.0310	-7.03	x	x	10.3185	20.76
Mon	11/27/06	203.03333	1.07173	43	1.1078			-1.1078	-6.51	x	x	10.3953	20.24
Tue	11/28/06	203.00000	1.07155	44	1.1334			-1.1334	-6.33	x	x	10.4209	20.06
Wed	11/29/06	202.96667	1.07137	45	1.1589			-1.1589	-6.15	x	x	10.4464	19.88
Thu	11/30/06	202.93333	1.07120	46	1.1845			-1.1845	-5.98	x	x	10.4720	19.71
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Fri	12/01/06	202.90000	1.07102	47	1.2100			-1.2100	-5.80	x	x	10.4975	19.53
Mon	12/04/06	202.79355	1.07046	50	1.2866			-1.2866	-5.24	x	x	10.5741	18.97
Tue	12/05/06	202.75806	1.07027	51	1.3121			-1.3121	-5.05	x	x	10.5996	18.78
Wed	12/06/06	202.72258	1.07009	52	1.3376			-1.3376	-4.87	x	x	10.6251	18.60
Thu	12/07/06	202.68710	1.06990	53	1.3631			-1.3631	-4.68	x	x	10.6506	18.41
Fri	12/08/06	202.65161	1.06971	54	1.3886			-1.3886	-4.49	x	x	10.6761	18.22
Mon	12/11/06	202.54516	1.06915	57	1.4649			-1.4649	-3.93	x	x	10.7524	17.66
Tue	12/12/06	202.50968	1.06896	58	1.4904			-1.4904	-3.74	x	x	10.7779	17.47
Wed	12/13/06	202.47419	1.06877	59	1.5158			-1.5158	-3.55	x	x	10.8033	17.28
Thu	12/14/06	202.43871	1.06859	60	1.5412			-1.5412	-3.37	x	x	10.8287	17.10
Fri	12/15/06	202.40323	1.06840	61	1.5666			-1.5666	-3.18	x	x	10.8541	16.91
Mon	12/18/06	202.29677	1.06784	64	1.6428			-1.6428	-2.62	x	x	10.9303	16.35
Tue	12/19/06	202.26129	1.06765	65	1.6682			-1.6682	-2.43	x	x	10.9557	16.16
Wed	12/20/06	202.22581	1.06746	66	1.6936			-1.6936	-2.24	x	x	10.9811	15.97
Thu	12/21/06	202.19032	1.06728	67	1.7189			-1.7189	-2.06	x	x	11.0064	15.79
Fri	12/22/06	202.15484	1.06709	68	1.7443			-1.7443	-1.87	x	x	11.0318	15.60
Mon	12/25/06	202.04839	1.06653	71	1.8203			-1.8203	-1.31	x	x	11.1078	15.04
Tue	12/26/06	202.01290	1.06634	72	1.8456			-1.8456	-1.12	x	x	11.1331	14.85
Wed	12/27/06	201.97742	1.06615	73	1.8709			-1.8709	-0.93	x	x	11.1584	14.66
Thu	12/28/06	201.94194	1.06597	74	1.8962			-1.8962	-0.75	x	x	11.1837	14.48
Fri	12/29/06	201.90645	1.06578	75	1.9215			-1.9215	-0.56	x	x	11.2090	14.29
Mon	01/01/07	201.80000	1.06522

Generated 03/09/11 23:47