2.375% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2011

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

CUSIP Number912828FB1  
Dated DateApril 15, 2006Interest 10/15/06 (183 days)$12.1858
Ref CPI on Dated Date198.48667  
Original Issue DateApril 28, 2006Interest 04/15/07 (182 days)  
 Purchased on Settelment Date
& held to 01/01/07
Held on 04/28/06
& Sold on Settlement Date
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Fri04/28/06198.660001.00087130.8443 x11.341515.82  0.84430.00
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Mon05/01/06198.700001.00107161.0394 x11.146415.62  1.03940.20
Tue05/02/06198.735481.00125171.1045 x11.081315.44  1.10450.38
Wed05/03/06198.770971.00143181.1697 x11.016115.26  1.16970.56
Thu05/04/06198.806451.00161191.2349 x10.950915.08  1.23490.74
Fri05/05/06198.841941.00179201.3001 x10.885714.90  1.30010.92
Mon05/08/06198.948391.00233231.4960 x10.689814.36  1.49601.46
Tue05/09/06198.983871.00250241.5613 x10.624514.19  1.56131.63
Wed05/10/06199.019351.00268251.6266 x10.559214.01  1.62661.81
Thu05/11/06199.054841.00286261.6920 x10.493813.83  1.69201.99
Fri05/12/06199.090321.00304271.7574 x10.428413.65  1.75742.17
Mon05/15/06199.196771.00358301.9537 x10.232113.11  1.95372.71
Tue05/16/06199.232261.00376312.0192 x10.166612.93  2.01922.89
Wed05/17/06199.267741.00394322.0847 x10.101112.75  2.08473.07
Thu05/18/06199.303231.00411332.1502 x10.035612.58  2.15023.24
Fri05/19/06199.338711.00429342.2157 x9.970112.40  2.21573.42
Mon05/22/06199.445161.00483372.4126 x9.773211.86  2.41263.96
Tue05/23/06199.480651.00501382.4782 x9.707611.68  2.47824.14
Wed05/24/06199.516131.00519392.5439 x9.641911.50  2.54394.32
Thu05/25/06199.551611.00537402.6096 x9.576211.32  2.60964.50
Fri05/26/06199.587101.00554412.6753 x9.510511.15  2.67534.67
Mon05/29/06199.693551.00608442.8726 x9.313210.61  2.87265.21
Tue05/30/06199.729031.00626452.9384 x9.247410.43  2.93845.39
Wed05/31/06199.764521.00644463.0042 x9.181610.25  3.00425.57
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Thu06/01/06199.800001.00662473.0701 x9.115710.07  3.07015.75
Fri06/02/06199.856671.00690483.1362 x9.04969.79  3.13626.03
Mon06/05/06200.026671.00776513.3351 x8.85078.93  3.33516.89
Tue06/06/06200.083331.00804523.4014 x8.78448.65  3.40147.17
Wed06/07/06200.140001.00833533.4679 x8.71798.36  3.46797.46
Thu06/08/06200.196671.00862543.5343 x8.65158.07  3.53437.75
Fri06/09/06200.253331.00890553.6008 x8.58507.79  3.60088.03
Mon06/12/06200.423331.00976583.8004 x8.38546.93  3.80048.89
Tue06/13/06200.480001.01004593.8670 x8.31886.65  3.86709.17
Wed06/14/06200.536671.01033603.9337 x8.25216.36  3.93379.46
Thu06/15/06200.593331.01061614.0003 x8.18556.08  4.00039.74
Fri06/16/06200.650001.01090624.0671 x8.11875.79  4.067110.03
Mon06/19/06200.820001.01176654.2675 x7.91834.93  4.267510.89
Tue06/20/06200.876671.01204664.3344 x7.85144.65  4.334411.17
Wed06/21/06200.933331.01233674.4013 x7.78454.36  4.401311.46
Thu06/22/06200.990001.01261684.4682 x7.71764.08  4.468211.74
Fri06/23/06201.046671.01290694.5352 x7.65063.79  4.535212.03
Mon06/26/06201.216671.01375724.7364 x7.44942.94  4.736412.88
Tue06/27/06201.273331.01404734.8035 x7.38232.65  4.803513.17
Wed06/28/06201.330001.01433744.8707 x7.31512.36  4.870713.46
Thu06/29/06201.386671.01461754.9379 x7.24792.08  4.937913.74
Fri06/30/06201.443331.01490765.0052 x7.18061.79  5.005214.03
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Mon07/03/06201.564521.01551795.2059 x6.97991.18  5.205914.64
Tue07/04/06201.596771.01567805.2726 x6.91321.02  5.272614.80
Wed07/05/06201.629031.01583815.3394 x6.84640.86  5.339414.96
Thu07/06/06201.661291.01599825.4061 x6.77970.70  5.406115.12
Fri07/07/06201.693551.01616835.4730 x6.71280.53  5.473015.29
Mon07/10/06201.790321.01664865.6735 x6.51230.05  5.673515.77
Tue07/11/06201.822581.01681875.7404 x6.4454-0.12  5.740415.94
Wed07/12/06201.854841.01697885.8073 x6.3785-0.28  5.807316.10
Thu07/13/06201.887101.01713895.8742 x6.3116-0.44  5.874216.26
Fri07/14/06201.919351.01729905.9411 x6.2447-0.60  5.941116.42
Mon07/17/06202.016131.01778936.1421 x6.0437-1.09  6.142116.91
Tue07/18/06202.048391.01794946.2092 x5.9766-1.25  6.209217.07
Wed07/19/06202.080651.01811956.2763 x5.9095-1.42  6.276317.24
Thu07/20/06202.112901.01827966.3433 x5.8425-1.58  6.343317.40
Fri07/21/06202.145161.01843976.4104 x5.7754-1.74  6.410417.56
Mon07/24/06202.241941.018921006.6118 x5.5740-2.23  6.611818.05
Tue07/25/06202.274191.019081016.6790 x5.5068-2.39  6.679018.21
Wed07/26/06202.306451.019241026.7462 x5.4396-2.55  6.746218.37
Thu07/27/06202.338711.019411036.8135 x5.3723-2.72  6.813518.54
Fri07/28/06202.370971.019571046.8807 x5.3051-2.88  6.880718.70
Mon07/31/06202.467741.020061077.0826 x5.1032-3.37  7.082619.19
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Tue08/01/06202.500001.020221087.1499 x5.0359-3.53  7.149919.35
Wed08/02/06202.512901.020281097.2165 x4.9693-3.59  7.216519.41
Thu08/03/06202.525811.020351107.2832 x4.9026-3.66  7.283219.48
Fri08/04/06202.538711.020411117.3499 x4.8359-3.72  7.349919.54
Mon08/07/06202.577421.020611147.5500 x4.6358-3.92  7.550019.74
Tue08/08/06202.590321.020671157.6167 x4.5691-3.98  7.616719.80
Wed08/09/06202.603231.020741167.6834 x4.5024-4.05  7.683419.87
Thu08/10/06202.616131.020801177.7501 x4.4357-4.11  7.750119.93
Fri08/11/06202.629031.020871187.8169 x4.3689-4.18  7.816920.00
Mon08/14/06202.667741.021061218.0171 x4.1687-4.37  8.017120.19
Tue08/15/06202.680651.021131228.0839 x4.1019-4.44  8.083920.26
Wed08/16/06202.693551.021191238.1507 x4.0351-4.50  8.150720.32
Thu08/17/06202.706451.021261248.2175 x3.9683-4.57  8.217520.39
Fri08/18/06202.719351.021321258.2843 x3.9015-4.63  8.284320.45
Mon08/21/06202.758061.021521288.4848 x3.7010-4.83  8.484820.65
Tue08/22/06202.770971.021581298.5515 x3.6343-4.89  8.551520.71
Wed08/23/06202.783871.021651308.6184 x3.5674-4.96  8.618420.78
Thu08/24/06202.796771.021711318.6852 x3.5006-5.02  8.685220.84
Fri08/25/06202.809681.021781328.7521 x3.4337-5.09  8.752120.91
Mon08/28/06202.848391.021971358.9527 x3.2331-5.28  8.952721.10
Tue08/29/06202.861291.022041369.0196 x3.1662-5.35  9.019621.17
Wed08/30/06202.874191.022101379.0865 x3.0993-5.41  9.086521.23
Thu08/31/06202.887101.022171389.1534 x3.0324-5.48  9.153421.30
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Fri09/01/06202.900001.022231399.2203 x2.9655-5.54  9.220321.36
Mon09/04/06202.960001.022541429.4222 x2.7636-5.85  9.422221.67
Tue09/05/06202.980001.022641439.4895 x2.6963-5.95  9.489521.77
Wed09/06/06203.000001.022741449.5568 x2.6290-6.05  9.556821.87
Thu09/07/06203.020001.022841459.6241 x2.5617-6.15  9.624121.97
Fri09/08/06203.040001.022941469.6914 x2.4944-6.25  9.691422.07
Mon09/11/06203.100001.023241499.8934 x2.2924-6.55  9.893422.37
Tue09/12/06203.120001.023341509.9608 x2.2250-6.65  9.960822.47
Wed09/13/06203.140001.0234415110.0282 x2.1576-6.75  10.028222.57
Thu09/14/06203.160001.0235415210.0956 x2.0902-6.85  10.095622.67
Fri09/15/06203.180001.0236515310.1631 x2.0227-6.96  10.163122.78
Mon09/18/06203.240001.0239515610.3654 x1.8204-7.26  10.365423.08
Tue09/19/06203.260001.0240515710.4329 x1.7529-7.36  10.432923.18
Wed09/20/06203.280001.0241515810.5003 x1.6855-7.46  10.500323.28
Thu09/21/06203.300001.0242515910.5678 x1.6180-7.56  10.567823.38
Fri09/22/06203.320001.0243516010.6353 x1.5505-7.66  10.635323.48
Mon09/25/06203.380001.0246516310.8379 x1.3479-7.96  10.837923.78
Tue09/26/06203.400001.0247516410.9055 x1.2803-8.06  10.905523.88
Wed09/27/06203.420001.0248516510.9730 x1.2128-8.16  10.973023.98
Thu09/28/06203.440001.0249616611.0407 x1.1451-8.27  11.040724.09
Fri09/29/06203.460001.0250616711.1083 x1.0775-8.37  11.108324.19
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Mon10/02/06203.512901.0253217011.3107 x0.8751-8.63  11.310724.45
Tue10/03/06203.525811.0253917111.3780 x0.8078-8.70  11.378024.52
Wed10/04/06203.538711.0254517211.4453 x0.7405-8.76  11.445324.58
Thu10/05/06203.551611.0255217311.5126 x0.6732-8.83  11.512624.65
Fri10/06/06203.564521.0255817411.5798 x0.6060-8.89  11.579824.71
Mon10/09/06203.603231.0257817711.7818 x0.4040-9.09  11.781824.91
Tue10/10/06203.616131.0258417811.8490 x0.3368-9.15  11.849024.97
Wed10/11/06203.629031.0259117911.9164 x0.2694-9.22  11.916425.04
Thu10/12/06203.641941.0259718011.9837 x0.2021-9.28  11.983725.10
Fri10/13/06203.654841.0260418112.0511 x0.1347-9.35  12.051125.17
Sun10/15/06203.680651.0261700.0000  0.0000-9.48 x12.185825.30
Mon10/16/06203.693551.0262310.0670  -0.0670-9.54 x12.252825.36
Tue10/17/06203.706451.0263020.1339  -0.1339-9.61 x12.319725.43
Wed10/18/06203.719351.0263630.2009  -0.2009-9.67 x12.386725.49
Thu10/19/06203.732261.0264340.2679  -0.2679-9.74 x12.453725.56
Fri10/20/06203.745161.0264950.3349  -0.3349-9.80 x12.520725.62
Mon10/23/06203.783871.0266980.5359  -0.5359-10.00 x12.721725.82
Tue10/24/06203.796771.0267590.6029  -0.6029-10.06 x12.788725.88
Wed10/25/06203.809681.02682100.6700  -0.6700-10.13 x12.855825.95
Thu10/26/06203.822581.02688110.7370  -0.7370-10.19 x12.922826.01
Fri10/27/06203.835481.02695120.8041  -0.8041-10.26 x12.989926.08
Mon10/30/06203.874191.02714151.0053  -1.0053-10.45 x13.191126.27
Tue10/31/06203.887101.02721161.0724  -1.0724-10.52 x13.258226.34
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Wed11/01/06203.900001.02727171.1395  -1.1395-10.58 x13.325326.40
Thu11/02/06203.866671.02711181.2063  -1.2063-10.42 x13.392126.24
Fri11/03/06203.833331.02694191.2731  -1.2731-10.25 x13.458926.07
Mon11/06/06203.733331.02643221.4734  -1.4734-9.74 x13.659225.56
Tue11/07/06203.700001.02627231.5401  -1.5401-9.58 x13.725925.40
Wed11/08/06203.666671.02610241.6068  -1.6068-9.41 x13.792625.23
Thu11/09/06203.633331.02593251.6735  -1.6735-9.24 x13.859325.06
Fri11/10/06203.600001.02576261.7401  -1.7401-9.07 x13.925924.89
Mon11/13/06203.500001.02526291.9400  -1.9400-8.57 x14.125824.39
Tue11/14/06203.466671.02509302.0065  -2.0065-8.40 x14.192324.22
Wed11/15/06203.433331.02492312.0731  -2.0731-8.23 x14.258924.05
Thu11/16/06203.400001.02475322.1396  -2.1396-8.06 x14.325423.88
Fri11/17/06203.366671.02459332.2061  -2.2061-7.90 x14.391923.72
Mon11/20/06203.266671.02408362.4055  -2.4055-7.39 x14.591323.21
Tue11/21/06203.233331.02391372.4719  -2.4719-7.22 x14.657723.04
Wed11/22/06203.200001.02375382.5383  -2.5383-7.06 x14.724122.88
Thu11/23/06203.166671.02358392.6046  -2.6046-6.89 x14.790422.71
Fri11/24/06203.133331.02341402.6710  -2.6710-6.72 x14.856822.54
Mon11/27/06203.033331.02291432.8699  -2.8699-6.22 x15.055722.04
Tue11/28/06203.000001.02274442.9362  -2.9362-6.05 x15.122021.87
Wed11/29/06202.966671.02257453.0024  -3.0024-5.88 x15.188221.70
Thu11/30/06202.933331.02240463.0686  -3.0686-5.71 x15.254421.53
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Fri12/01/06202.900001.02223473.1348  -3.1348-5.54 x15.320621.36
Mon12/04/06202.793551.02170503.3332  -3.3332-5.01 x15.519020.83
Tue12/05/06202.758061.02152513.3992  -3.3992-4.83 x15.585020.65
Wed12/06/06202.722581.02134523.4653  -3.4653-4.65 x15.651120.47
Thu12/07/06202.687101.02116533.5313  -3.5313-4.47 x15.717120.29
Fri12/08/06202.651611.02098543.5973  -3.5973-4.29 x15.783120.11
Mon12/11/06202.545161.02045573.7951  -3.7951-3.76 x15.980919.58
Tue12/12/06202.509681.02027583.8610  -3.8610-3.58 x16.046819.40
Wed12/13/06202.474191.02009593.9269  -3.9269-3.40 x16.112719.22
Thu12/14/06202.438711.01991603.9928  -3.9928-3.22 x16.178619.04
Fri12/15/06202.403231.01973614.0586  -4.0586-3.04 x16.244418.86
Mon12/18/06202.296771.01920644.2560  -4.2560-2.51 x16.441818.33
Tue12/19/06202.261291.01902654.3217  -4.3217-2.33 x16.507518.15
Wed12/20/06202.225811.01884664.3874  -4.3874-2.15 x16.573217.97
Thu12/21/06202.190321.01866674.4531  -4.4531-1.97 x16.638917.79
Fri12/22/06202.154841.01848684.5188  -4.5188-1.79 x16.704617.61
Mon12/25/06202.048391.01794714.7157  -4.7157-1.25 x16.901517.07
Tue12/26/06202.012901.01777724.7813  -4.7813-1.08 x16.967116.90
Wed12/27/06201.977421.01759734.8468  -4.8468-0.90 x17.032616.72
Thu12/28/06201.941941.01741744.9124  -4.9124-0.72 x17.098216.54
Fri12/29/06201.906451.01723754.9779  -4.9779-0.54 x17.163716.36
Mon01/01/07201.800001.01669

Generated  03/09/11  23:47