1.875% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2015

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

CUSIP Number	912828EA4	Interest 01/15/06 (184 days)	$9.5663
Dated Date	July 15, 2005	Interest 07/15/06 (181 days)	$9.7337
Ref CPI on Dated Date	194.50968	Interest Total	$19.3000
Original Issue Date	July 15, 2005	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	1.02411	170	8.8705	x	x	10.4295	13.37			8.8705	0.00
Mon	01/02/06	199.14839	1.02385	171	8.9204	x	x	10.3796	13.63			8.9204	-0.26
Tue	01/03/06	199.09677	1.02358	172	8.9702	x	x	10.3298	13.90			8.9702	-0.53
Wed	01/04/06	199.04516	1.02332	173	9.0201	x	x	10.2799	14.16			9.0201	-0.79
Thu	01/05/06	198.99355	1.02305	174	9.0698	x	x	10.2302	14.43			9.0698	-1.06
Fri	01/06/06	198.94194	1.02279	175	9.1196	x	x	10.1804	14.69			9.1196	-1.32
Mon	01/09/06	198.78710	1.02199	178	9.2687	x	x	10.0313	15.49			9.2687	-2.12
Tue	01/10/06	198.73548	1.02173	179	9.3184	x	x	9.9816	15.75			9.3184	-2.38
Wed	01/11/06	198.68387	1.02146	180	9.3680	x	x	9.9320	16.02			9.3680	-2.65
Thu	01/12/06	198.63226	1.02119	181	9.4176	x	x	9.8824	16.29			9.4176	-2.92
Fri	01/13/06	198.58065	1.02093	182	9.4672	x	x	9.8328	16.55			9.4672	-3.18
Sun	01/15/06	198.47742	1.02040	0	0.0000		x	9.7337	17.08	x		9.5663	-3.71
Mon	01/16/06	198.42581	1.02013	1	0.0528		x	9.6809	17.35	x		9.6191	-3.98
Tue	01/17/06	198.37419	1.01987	2	0.1056		x	9.6281	17.61	x		9.6719	-4.24
Wed	01/18/06	198.32258	1.01960	3	0.1584		x	9.5753	17.88	x		9.7247	-4.51
Thu	01/19/06	198.27097	1.01934	4	0.2112		x	9.5225	18.14	x		9.7775	-4.77
Fri	01/20/06	198.21935	1.01907	5	0.2639		x	9.4698	18.41	x		9.8302	-5.04
Mon	01/23/06	198.06452	1.01828	8	0.4219		x	9.3118	19.20	x		9.9882	-5.83
Tue	01/24/06	198.01290	1.01801	9	0.4746		x	9.2591	19.47	x		10.0409	-6.10
Wed	01/25/06	197.96129	1.01775	10	0.5271		x	9.2066	19.73	x		10.0934	-6.36
Thu	01/26/06	197.90968	1.01748	11	0.5797		x	9.1540	20.00	x		10.1460	-6.63
Fri	01/27/06	197.85806	1.01721	12	0.6322		x	9.1015	20.27	x		10.1985	-6.90
Mon	01/30/06	197.70323	1.01642	15	0.7897		x	8.9440	21.06	x		10.3560	-7.69
Tue	01/31/06	197.65161	1.01615	16	0.8421		x	8.8916	21.33	x		10.4084	-7.96
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	1.01589	17	0.8945		x	8.8392	21.59	x		10.4608	-8.22
Thu	02/02/06	197.57143	1.01574	18	0.9470		x	8.7867	21.74	x		10.5133	-8.37
Fri	02/03/06	197.54286	1.01559	19	0.9995		x	8.7342	21.89	x		10.5658	-8.52
Mon	02/06/06	197.45714	1.01515	22	1.1568		x	8.5769	22.33	x		10.7231	-8.96
Tue	02/07/06	197.42857	1.01501	23	1.2092		x	8.5245	22.47	x		10.7755	-9.10
Wed	02/08/06	197.40000	1.01486	24	1.2616		x	8.4721	22.62	x		10.8279	-9.25
Thu	02/09/06	197.37143	1.01471	25	1.3139		x	8.4198	22.77	x		10.8802	-9.40
Fri	02/10/06	197.34286	1.01457	26	1.3663		x	8.3674	22.91	x		10.9326	-9.54
Mon	02/13/06	197.25714	1.01413	29	1.5233		x	8.2104	23.35	x		11.0896	-9.98
Tue	02/14/06	197.22857	1.01398	30	1.5756		x	8.1581	23.50	x		11.1419	-10.13
Wed	02/15/06	197.20000	1.01383	31	1.6279		x	8.1058	23.65	x		11.1942	-10.28
Thu	02/16/06	197.17143	1.01368	32	1.6801		x	8.0536	23.80	x		11.2464	-10.43
Fri	02/17/06	197.14286	1.01354	33	1.7324		x	8.0013	23.94	x		11.2987	-10.57
Mon	02/20/06	197.05714	1.01310	36	1.8891		x	7.8446	24.38	x		11.4554	-11.01
Tue	02/21/06	197.02857	1.01295	37	1.9413		x	7.7924	24.53	x		11.5076	-11.16
Wed	02/22/06	197.00000	1.01280	38	1.9934		x	7.7403	24.68	x		11.5597	-11.31
Thu	02/23/06	196.97143	1.01266	39	2.0456		x	7.6881	24.82	x		11.6119	-11.45
Fri	02/24/06	196.94286	1.01251	40	2.0977		x	7.6360	24.97	x		11.6640	-11.60
Mon	02/27/06	196.85714	1.01207	43	2.2541		x	7.4796	25.41	x		11.8204	-12.04
Tue	02/28/06	196.82857	1.01192	44	2.3062		x	7.4275	25.56	x		11.8725	-12.19
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	03/01/06	196.80000	1.01177	45	2.3582		x	7.3755	25.71	x		11.9245	-12.34
Thu	03/02/06	196.84839	1.01202	46	2.4112		x	7.3225	25.46	x		11.9775	-12.09
Fri	03/03/06	196.89677	1.01227	47	2.4643		x	7.2694	25.21	x		12.0306	-11.84
Mon	03/06/06	197.04194	1.01302	50	2.6235		x	7.1102	24.46	x		12.1898	-11.09
Tue	03/07/06	197.09032	1.01327	51	2.6766		x	7.0571	24.21	x		12.2429	-10.84
Wed	03/08/06	197.13871	1.01352	52	2.7298		x	7.0039	23.96	x		12.2961	-10.59
Thu	03/09/06	197.18710	1.01376	53	2.7829		x	6.9508	23.72	x		12.3492	-10.35
Fri	03/10/06	197.23548	1.01401	54	2.8361		x	6.8976	23.47	x		12.4024	-10.10
Mon	03/13/06	197.38065	1.01476	57	2.9959		x	6.7378	22.72	x		12.5622	-9.35
Tue	03/14/06	197.42903	1.01501	58	3.0492		x	6.6845	22.47	x		12.6155	-9.10
Wed	03/15/06	197.47742	1.01526	59	3.1026		x	6.6311	22.22	x		12.6689	-8.85
Thu	03/16/06	197.52581	1.01551	60	3.1559		x	6.5778	21.97	x		12.7222	-8.60
Fri	03/17/06	197.57419	1.01576	61	3.2093		x	6.5244	21.72	x		12.7756	-8.35
Mon	03/20/06	197.71935	1.01650	64	3.3696		x	6.3641	20.98	x		12.9359	-7.61
Tue	03/21/06	197.76774	1.01675	65	3.4231		x	6.3106	20.73	x		12.9894	-7.36
Wed	03/22/06	197.81613	1.01700	66	3.4766		x	6.2571	20.48	x		13.0429	-7.11
Thu	03/23/06	197.86452	1.01725	67	3.5302		x	6.2035	20.23	x		13.0965	-6.86
Fri	03/24/06	197.91290	1.01750	68	3.5837		x	6.1500	19.98	x		13.1500	-6.61
Mon	03/27/06	198.05806	1.01824	71	3.7446		x	5.9891	19.24	x		13.3109	-5.87
Tue	03/28/06	198.10645	1.01849	72	3.7982		x	5.9355	18.99	x		13.3645	-5.62
Wed	03/29/06	198.15484	1.01874	73	3.8519		x	5.8818	18.74	x		13.4182	-5.37
Thu	03/30/06	198.20323	1.01899	74	3.9057		x	5.8280	18.49	x		13.4720	-5.12
Fri	03/31/06	198.25161	1.01924	75	3.9594		x	5.7743	18.24	x		13.5257	-4.87
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	04/03/06	198.32667	1.01962	78	4.1193		x	5.6144	17.86	x		13.6856	-4.49
Tue	04/04/06	198.34000	1.01969	79	4.1724		x	5.5613	17.79	x		13.7387	-4.42
Wed	04/05/06	198.35333	1.01976	80	4.2255		x	5.5082	17.72	x		13.7918	-4.35
Thu	04/06/06	198.36667	1.01983	81	4.2786		x	5.4551	17.65	x		13.8449	-4.28
Fri	04/07/06	198.38000	1.01990	82	4.3318		x	5.4019	17.58	x		13.8981	-4.21
Mon	04/10/06	198.42000	1.02010	85	4.4911		x	5.2426	17.38	x		14.0574	-4.01
Tue	04/11/06	198.43333	1.02017	86	4.5443		x	5.1894	17.31	x		14.1106	-3.94
Wed	04/12/06	198.44667	1.02024	87	4.5974		x	5.1363	17.24	x		14.1637	-3.87
Thu	04/13/06	198.46000	1.02031	88	4.6506		x	5.0831	17.17	x		14.2169	-3.80
Fri	04/14/06	198.47333	1.02038	89	4.7038		x	5.0299	17.10	x		14.2701	-3.73
Mon	04/17/06	198.51333	1.02058	92	4.8633		x	4.8704	16.90	x		14.4296	-3.53
Tue	04/18/06	198.52667	1.02065	93	4.9165		x	4.8172	16.83	x		14.4828	-3.46
Wed	04/19/06	198.54000	1.02072	94	4.9697		x	4.7640	16.76	x		14.5360	-3.39
Thu	04/20/06	198.55333	1.02079	95	5.0229		x	4.7108	16.69	x		14.5892	-3.32
Fri	04/21/06	198.56667	1.02086	96	5.0761		x	4.6576	16.62	x		14.6424	-3.25
Mon	04/24/06	198.60667	1.02106	99	5.2358		x	4.4979	16.42	x		14.8021	-3.05
Tue	04/25/06	198.62000	1.02113	100	5.2890		x	4.4447	16.35	x		14.8553	-2.98
Wed	04/26/06	198.63333	1.02120	101	5.3423		x	4.3914	16.28	x		14.9086	-2.91
Thu	04/27/06	198.64667	1.02127	102	5.3955		x	4.3382	16.21	x		14.9618	-2.84
Fri	04/28/06	198.66000	1.02134	103	5.4488		x	4.2849	16.14	x		15.0151	-2.77
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	1.02154	106	5.6086		x	4.1251	15.94	x		15.1749	-2.57
Tue	05/02/06	198.73548	1.02173	107	5.6626		x	4.0711	15.75	x		15.2289	-2.38
Wed	05/03/06	198.77097	1.02191	108	5.7165		x	4.0172	15.57	x		15.2828	-2.20
Thu	05/04/06	198.80645	1.02209	109	5.7704		x	3.9633	15.39	x		15.3367	-2.02
Fri	05/05/06	198.84194	1.02227	110	5.8244		x	3.9093	15.21	x		15.3907	-1.84
Mon	05/08/06	198.94839	1.02282	113	5.9865		x	3.7472	14.66	x		15.5528	-1.29
Tue	05/09/06	198.98387	1.02300	114	6.0405		x	3.6932	14.48	x		15.6068	-1.11
Wed	05/10/06	199.01935	1.02318	115	6.0946		x	3.6391	14.30	x		15.6609	-0.93
Thu	05/11/06	199.05484	1.02337	116	6.1487		x	3.5850	14.11	x		15.7150	-0.74
Fri	05/12/06	199.09032	1.02355	117	6.2028		x	3.5309	13.93	x		15.7691	-0.56
Mon	05/15/06	199.19677	1.02410	120	6.3653		x	3.3684	13.38	x		15.9316	-0.01
Tue	05/16/06	199.23226	1.02428	121	6.4194		x	3.3143	13.20	x		15.9857	0.17
Wed	05/17/06	199.26774	1.02446	122	6.4736		x	3.2601	13.02	x		16.0399	0.35
Thu	05/18/06	199.30323	1.02464	123	6.5278		x	3.2059	12.84	x		16.0941	0.53
Fri	05/19/06	199.33871	1.02483	124	6.5821		x	3.1516	12.65	x		16.1484	0.72
Mon	05/22/06	199.44516	1.02537	127	6.7449		x	2.9888	12.11	x		16.3112	1.26
Tue	05/23/06	199.48065	1.02556	128	6.7993		x	2.9344	11.92	x		16.3656	1.45
Wed	05/24/06	199.51613	1.02574	129	6.8536		x	2.8801	11.74	x		16.4199	1.63
Thu	05/25/06	199.55161	1.02592	130	6.9080		x	2.8257	11.56	x		16.4743	1.81
Fri	05/26/06	199.58710	1.02610	131	6.9623		x	2.7714	11.38	x		16.5286	1.99
Mon	05/29/06	199.69355	1.02665	134	7.1256		x	2.6081	10.83	x		16.6919	2.54
Tue	05/30/06	199.72903	1.02683	135	7.1800		x	2.5537	10.65	x		16.7463	2.72
Wed	05/31/06	199.76452	1.02702	136	7.2345		x	2.4992	10.46	x		16.8008	2.91
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	1.02720	137	7.2890		x	2.4447	10.28	x		16.8553	3.09
Fri	06/02/06	199.85667	1.02749	138	7.3443		x	2.3894	9.99	x		16.9106	3.38
Mon	06/05/06	200.02667	1.02836	141	7.5103		x	2.2234	9.12	x		17.0766	4.25
Tue	06/06/06	200.08333	1.02865	142	7.5657		x	2.1680	8.83	x		17.1320	4.54
Wed	06/07/06	200.14000	1.02895	143	7.6212		x	2.1125	8.53	x		17.1875	4.84
Thu	06/08/06	200.19667	1.02924	144	7.6767		x	2.0570	8.24	x		17.2430	5.13
Fri	06/09/06	200.25333	1.02953	145	7.7321		x	2.0016	7.95	x		17.2984	5.42
Mon	06/12/06	200.42333	1.03040	148	7.8988		x	1.8349	7.08	x		17.4651	6.29
Tue	06/13/06	200.48000	1.03069	149	7.9544		x	1.7793	6.79	x		17.5207	6.58
Wed	06/14/06	200.53667	1.03099	150	8.0101		x	1.7236	6.49	x		17.5764	6.88
Thu	06/15/06	200.59333	1.03128	151	8.0658		x	1.6679	6.20	x		17.6321	7.17
Fri	06/16/06	200.65000	1.03157	152	8.1215		x	1.6122	5.91	x		17.6878	7.46
Mon	06/19/06	200.82000	1.03244	155	8.2888		x	1.4449	5.04	x		17.8551	8.33
Tue	06/20/06	200.87667	1.03273	156	8.3446		x	1.3891	4.75	x		17.9109	8.62
Wed	06/21/06	200.93333	1.03302	157	8.4004		x	1.3333	4.46	x		17.9667	8.91
Thu	06/22/06	200.99000	1.03332	158	8.4564		x	1.2773	4.16	x		18.0227	9.21
Fri	06/23/06	201.04667	1.03361	159	8.5123		x	1.2214	3.87	x		18.0786	9.50
Mon	06/26/06	201.21667	1.03448	162	8.6802		x	1.0535	3.00	x		18.2465	10.37
Tue	06/27/06	201.27333	1.03477	163	8.7362		x	0.9975	2.71	x		18.3025	10.66
Wed	06/28/06	201.33000	1.03506	164	8.7923		x	0.9414	2.42	x		18.3586	10.95
Thu	06/29/06	201.38667	1.03536	165	8.8485		x	0.8852	2.12	x		18.4148	11.25
Fri	06/30/06	201.44333	1.03565	166	8.9046		x	0.8291	1.83	x		18.4709	11.54
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	1.03627	169	9.0709		x	0.6628	1.21	x		18.6372	12.16
Tue	07/04/06	201.59677	1.03644	170	9.1261		x	0.6076	1.04	x		18.6924	12.33
Wed	07/05/06	201.62903	1.03660	171	9.1812		x	0.5525	0.88	x		18.7475	12.49
Thu	07/06/06	201.66129	1.03677	172	9.2364		x	0.4973	0.71	x		18.8027	12.66
Fri	07/07/06	201.69355	1.03693	173	9.2916		x	0.4421	0.55	x		18.8579	12.82
Mon	07/10/06	201.79032	1.03743	176	9.4572		x	0.2765	0.05	x		19.0235	13.32
Tue	07/11/06	201.82258	1.03760	177	9.5125		x	0.2212	-0.12	x		19.0788	13.49
Wed	07/12/06	201.85484	1.03776	178	9.5677		x	0.1660	-0.28	x		19.1340	13.65
Thu	07/13/06	201.88710	1.03793	179	9.6231		x	0.1106	-0.45	x		19.1894	13.82
Fri	07/14/06	201.91935	1.03809	180	9.6783		x	0.0554	-0.61	x		19.2446	13.98
Sat	07/15/06	201.95161	1.03826	0	0.0000			0.0000	-0.78	x	x	19.3000	14.15
Mon	07/17/06	202.01613	1.03859	2	0.1058			-0.1058	-1.11	x	x	19.4058	14.48
Tue	07/18/06	202.04839	1.03876	3	0.1588			-0.1588	-1.28	x	x	19.4588	14.65
Wed	07/19/06	202.08065	1.03892	4	0.2117			-0.2117	-1.44	x	x	19.5117	14.81
Thu	07/20/06	202.11290	1.03909	5	0.2647			-0.2647	-1.61	x	x	19.5647	14.98
Fri	07/21/06	202.14516	1.03926	6	0.3177			-0.3177	-1.78	x	x	19.6177	15.15
Mon	07/24/06	202.24194	1.03975	9	0.4768			-0.4768	-2.27	x	x	19.7768	15.64
Tue	07/25/06	202.27419	1.03992	10	0.5299			-0.5299	-2.44	x	x	19.8299	15.81
Wed	07/26/06	202.30645	1.04008	11	0.5829			-0.5829	-2.60	x	x	19.8829	15.97
Thu	07/27/06	202.33871	1.04025	12	0.6360			-0.6360	-2.77	x	x	19.9360	16.14
Fri	07/28/06	202.37097	1.04042	13	0.6891			-0.6891	-2.94	x	x	19.9891	16.31
Mon	07/31/06	202.46774	1.04091	16	0.8486			-0.8486	-3.43	x	x	20.1486	16.80
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	1.04108	17	0.9018			-0.9018	-3.60	x	x	20.2018	16.97
Wed	08/02/06	202.51290	1.04115	18	0.9549			-0.9549	-3.67	x	x	20.2549	17.04
Thu	08/03/06	202.52581	1.04121	19	1.0080			-1.0080	-3.73	x	x	20.3080	17.10
Fri	08/04/06	202.53871	1.04128	20	1.0611			-1.0611	-3.80	x	x	20.3611	17.17
Mon	08/07/06	202.57742	1.04148	23	1.2205			-1.2205	-4.00	x	x	20.5205	17.37
Tue	08/08/06	202.59032	1.04154	24	1.2736			-1.2736	-4.06	x	x	20.5736	17.43
Wed	08/09/06	202.60323	1.04161	25	1.3268			-1.3268	-4.13	x	x	20.6268	17.50
Thu	08/10/06	202.61613	1.04168	26	1.3799			-1.3799	-4.20	x	x	20.6799	17.57
Fri	08/11/06	202.62903	1.04174	27	1.4331			-1.4331	-4.26	x	x	20.7331	17.63
Mon	08/14/06	202.66774	1.04194	30	1.5926			-1.5926	-4.46	x	x	20.8926	17.83
Tue	08/15/06	202.68065	1.04201	31	1.6458			-1.6458	-4.53	x	x	20.9458	17.90
Wed	08/16/06	202.69355	1.04207	32	1.6990			-1.6990	-4.59	x	x	20.9990	17.96
Thu	08/17/06	202.70645	1.04214	33	1.7522			-1.7522	-4.66	x	x	21.0522	18.03
Fri	08/18/06	202.71935	1.04221	34	1.8055			-1.8055	-4.73	x	x	21.1055	18.10
Mon	08/21/06	202.75806	1.04241	37	1.9651			-1.9651	-4.93	x	x	21.2651	18.30
Tue	08/22/06	202.77097	1.04247	38	2.0184			-2.0184	-4.99	x	x	21.3184	18.36
Wed	08/23/06	202.78387	1.04254	39	2.0716			-2.0716	-5.06	x	x	21.3716	18.43
Thu	08/24/06	202.79677	1.04261	40	2.1249			-2.1249	-5.13	x	x	21.4249	18.50
Fri	08/25/06	202.80968	1.04267	41	2.1781			-2.1781	-5.19	x	x	21.4781	18.56
Mon	08/28/06	202.84839	1.04287	44	2.3380			-2.3380	-5.39	x	x	21.6380	18.76
Tue	08/29/06	202.86129	1.04294	45	2.3913			-2.3913	-5.46	x	x	21.6913	18.83
Wed	08/30/06	202.87419	1.04300	46	2.4445			-2.4445	-5.52	x	x	21.7445	18.89
Thu	08/31/06	202.88710	1.04307	47	2.4978			-2.4978	-5.59	x	x	21.7978	18.96
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	1.04314	48	2.5512			-2.5512	-5.66	x	x	21.8512	19.03
Mon	09/04/06	202.96000	1.04344	51	2.7114			-2.7114	-5.96	x	x	22.0114	19.33
Tue	09/05/06	202.98000	1.04355	52	2.7648			-2.7648	-6.07	x	x	22.0648	19.44
Wed	09/06/06	203.00000	1.04365	53	2.8183			-2.8183	-6.17	x	x	22.1183	19.54
Thu	09/07/06	203.02000	1.04375	54	2.8717			-2.8717	-6.27	x	x	22.1717	19.64
Fri	09/08/06	203.04000	1.04386	55	2.9252			-2.9252	-6.38	x	x	22.2252	19.75
Mon	09/11/06	203.10000	1.04416	58	3.0857			-3.0857	-6.68	x	x	22.3857	20.05
Tue	09/12/06	203.12000	1.04427	59	3.1392			-3.1392	-6.79	x	x	22.4392	20.16
Wed	09/13/06	203.14000	1.04437	60	3.1927			-3.1927	-6.89	x	x	22.4927	20.26
Thu	09/14/06	203.16000	1.04447	61	3.2462			-3.2462	-6.99	x	x	22.5462	20.36
Fri	09/15/06	203.18000	1.04458	62	3.2998			-3.2998	-7.10	x	x	22.5998	20.47
Mon	09/18/06	203.24000	1.04488	65	3.4605			-3.4605	-7.40	x	x	22.7605	20.77
Tue	09/19/06	203.26000	1.04499	66	3.5141			-3.5141	-7.51	x	x	22.8141	20.88
Wed	09/20/06	203.28000	1.04509	67	3.5676			-3.5676	-7.61	x	x	22.8676	20.98
Thu	09/21/06	203.30000	1.04519	68	3.6212			-3.6212	-7.71	x	x	22.9212	21.08
Fri	09/22/06	203.32000	1.04530	69	3.6749			-3.6749	-7.82	x	x	22.9749	21.19
Mon	09/25/06	203.38000	1.04560	72	3.8358			-3.8358	-8.12	x	x	23.1358	21.49
Tue	09/26/06	203.40000	1.04571	73	3.8894			-3.8894	-8.23	x	x	23.1894	21.60
Wed	09/27/06	203.42000	1.04581	74	3.9431			-3.9431	-8.33	x	x	23.2431	21.70
Thu	09/28/06	203.44000	1.04591	75	3.9968			-3.9968	-8.43	x	x	23.2968	21.80
Fri	09/29/06	203.46000	1.04601	76	4.0504			-4.0504	-8.53	x	x	23.3504	21.90
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	10/02/06	203.51290	1.04629	79	4.2115			-4.2115	-8.81	x	x	23.5115	22.18
Tue	10/03/06	203.52581	1.04635	80	4.2650			-4.2650	-8.87	x	x	23.5650	22.24
Wed	10/04/06	203.53871	1.04642	81	4.3186			-4.3186	-8.94	x	x	23.6186	22.31
Thu	10/05/06	203.55161	1.04649	82	4.3722			-4.3722	-9.01	x	x	23.6722	22.38
Fri	10/06/06	203.56452	1.04655	83	4.4258			-4.4258	-9.07	x	x	23.7258	22.44
Mon	10/09/06	203.60323	1.04675	86	4.5866			-4.5866	-9.27	x	x	23.8866	22.64
Tue	10/10/06	203.61613	1.04682	87	4.6403			-4.6403	-9.34	x	x	23.9403	22.71
Wed	10/11/06	203.62903	1.04688	88	4.6939			-4.6939	-9.40	x	x	23.9939	22.77
Thu	10/12/06	203.64194	1.04695	89	4.7475			-4.7475	-9.47	x	x	24.0475	22.84
Fri	10/13/06	203.65484	1.04702	90	4.8012			-4.8012	-9.54	x	x	24.1012	22.91
Mon	10/16/06	203.69355	1.04722	93	4.9622			-4.9622	-9.74	x	x	24.2622	23.11
Tue	10/17/06	203.70645	1.04728	94	5.0158			-5.0158	-9.80	x	x	24.3158	23.17
Wed	10/18/06	203.71935	1.04735	95	5.0695			-5.0695	-9.87	x	x	24.3695	23.24
Thu	10/19/06	203.73226	1.04741	96	5.1232			-5.1232	-9.93	x	x	24.4232	23.30
Fri	10/20/06	203.74516	1.04748	97	5.1769			-5.1769	-10.00	x	x	24.4769	23.37
Mon	10/23/06	203.78387	1.04768	100	5.3380			-5.3380	-10.20	x	x	24.6380	23.57
Tue	10/24/06	203.79677	1.04775	101	5.3918			-5.3918	-10.27	x	x	24.6918	23.64
Wed	10/25/06	203.80968	1.04781	102	5.4455			-5.4455	-10.33	x	x	24.7455	23.70
Thu	10/26/06	203.82258	1.04788	103	5.4992			-5.4992	-10.40	x	x	24.7992	23.77
Fri	10/27/06	203.83548	1.04795	104	5.5530			-5.5530	-10.47	x	x	24.8530	23.84
Mon	10/30/06	203.87419	1.04814	107	5.7142			-5.7142	-10.66	x	x	25.0142	24.03
Tue	10/31/06	203.88710	1.04821	108	5.7680			-5.7680	-10.73	x	x	25.0680	24.10
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	1.04828	109	5.8218			-5.8218	-10.80	x	x	25.1218	24.17
Thu	11/02/06	203.86667	1.04811	110	5.8743			-5.8743	-10.63	x	x	25.1743	24.00
Fri	11/03/06	203.83333	1.04793	111	5.9266			-5.9266	-10.45	x	x	25.2266	23.82
Mon	11/06/06	203.73333	1.04742	114	6.0839			-6.0839	-9.94	x	x	25.3839	23.31
Tue	11/07/06	203.70000	1.04725	115	6.1362			-6.1362	-9.77	x	x	25.4362	23.14
Wed	11/08/06	203.66667	1.04708	116	6.1886			-6.1886	-9.60	x	x	25.4886	22.97
Thu	11/09/06	203.63333	1.04691	117	6.2409			-6.2409	-9.43	x	x	25.5409	22.80
Fri	11/10/06	203.60000	1.04673	118	6.2932			-6.2932	-9.25	x	x	25.5932	22.62
Mon	11/13/06	203.50000	1.04622	121	6.4500			-6.4500	-8.74	x	x	25.7500	22.11
Tue	11/14/06	203.46667	1.04605	122	6.5023			-6.5023	-8.57	x	x	25.8023	21.94
Wed	11/15/06	203.43333	1.04588	123	6.5545			-6.5545	-8.40	x	x	25.8545	21.77
Thu	11/16/06	203.40000	1.04571	124	6.6067			-6.6067	-8.23	x	x	25.9067	21.60
Fri	11/17/06	203.36667	1.04553	125	6.6589			-6.6589	-8.05	x	x	25.9589	21.42
Mon	11/20/06	203.26667	1.04502	128	6.8153			-6.8153	-7.54	x	x	26.1153	20.91
Tue	11/21/06	203.23333	1.04485	129	6.8675			-6.8675	-7.37	x	x	26.1675	20.74
Wed	11/22/06	203.20000	1.04468	130	6.9196			-6.9196	-7.20	x	x	26.2196	20.57
Thu	11/23/06	203.16667	1.04451	131	6.9717			-6.9717	-7.03	x	x	26.2717	20.40
Fri	11/24/06	203.13333	1.04434	132	7.0238			-7.0238	-6.86	x	x	26.3238	20.23
Mon	11/27/06	203.03333	1.04382	135	7.1798			-7.1798	-6.34	x	x	26.4798	19.71
Tue	11/28/06	203.00000	1.04365	136	7.2318			-7.2318	-6.17	x	x	26.5318	19.54
Wed	11/29/06	202.96667	1.04348	137	7.2838			-7.2838	-6.00	x	x	26.5838	19.37
Thu	11/30/06	202.93333	1.04331	138	7.3358			-7.3358	-5.83	x	x	26.6358	19.20
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	1.04314	139	7.3877			-7.3877	-5.66	x	x	26.6877	19.03
Mon	12/04/06	202.79355	1.04259	142	7.5432			-7.5432	-5.11	x	x	26.8432	18.48
Tue	12/05/06	202.75806	1.04241	143	7.5950			-7.5950	-4.93	x	x	26.8950	18.30
Wed	12/06/06	202.72258	1.04222	144	7.6467			-7.6467	-4.74	x	x	26.9467	18.11
Thu	12/07/06	202.68710	1.04204	145	7.6985			-7.6985	-4.56	x	x	26.9985	17.93
Fri	12/08/06	202.65161	1.04186	146	7.7502			-7.7502	-4.38	x	x	27.0502	17.75
Mon	12/11/06	202.54516	1.04131	149	7.9053			-7.9053	-3.83	x	x	27.2053	17.20
Tue	12/12/06	202.50968	1.04113	150	7.9570			-7.9570	-3.65	x	x	27.2570	17.02
Wed	12/13/06	202.47419	1.04095	151	8.0087			-8.0087	-3.47	x	x	27.3087	16.84
Thu	12/14/06	202.43871	1.04076	152	8.0602			-8.0602	-3.28	x	x	27.3602	16.65
Fri	12/15/06	202.40323	1.04058	153	8.1119			-8.1119	-3.10	x	x	27.4119	16.47
Mon	12/18/06	202.29677	1.04003	156	8.2665			-8.2665	-2.55	x	x	27.5665	15.92
Tue	12/19/06	202.26129	1.03985	157	8.3181			-8.3181	-2.37	x	x	27.6181	15.74
Wed	12/20/06	202.22581	1.03967	158	8.3696			-8.3696	-2.19	x	x	27.6696	15.56
Thu	12/21/06	202.19032	1.03949	159	8.4211			-8.4211	-2.01	x	x	27.7211	15.38
Fri	12/22/06	202.15484	1.03930	160	8.4726			-8.4726	-1.82	x	x	27.7726	15.19
Mon	12/25/06	202.04839	1.03876	163	8.6269			-8.6269	-1.28	x	x	27.9269	14.65
Tue	12/26/06	202.01290	1.03858	164	8.6784			-8.6784	-1.10	x	x	27.9784	14.47
Wed	12/27/06	201.97742	1.03839	165	8.7297			-8.7297	-0.91	x	x	28.0297	14.28
Thu	12/28/06	201.94194	1.03821	166	8.7811			-8.7811	-0.73	x	x	28.0811	14.10
Fri	12/29/06	201.90645	1.03803	167	8.8324			-8.8324	-0.55	x	x	28.1324	13.92
Mon	01/01/07	201.80000	1.03748

Generated 03/09/11 23:47