3.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2007

Interest and OID per $1,000 Face Value for 2000

CUSIP Number	9128272M3	Interest 01/15/00 (184 days)	$17.9199
Dated Date	January 15, 1997	Interest 07/15/00 (182 days)	$18.2393
Ref CPI on Dated Date	158.43548	Interest Total	$36.1592
Original Issue Date	February 6, 1997	Interest 01/15/01 (184 days)

						Purchased on Settelment Date & held to 01/01/01				Held on 01/01/00 & 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
Sat	01/01/00	168.20000	1.06163	170	16.5519	x	x	19.6073	36.61			16.5519	0.00
Mon	01/03/00	168.20645	1.06167	172	16.7473	x	x	19.4119	36.57			16.7473	0.04
Tue	01/04/00	168.20968	1.06169	173	16.8450	x	x	19.3142	36.55			16.8450	0.06
Wed	01/05/00	168.21290	1.06171	174	16.9426	x	x	19.2166	36.53			16.9426	0.08
Thu	01/06/00	168.21613	1.06173	175	17.0403	x	x	19.1189	36.51			17.0403	0.10
Fri	01/07/00	168.21935	1.06175	176	17.1380	x	x	19.0212	36.49			17.1380	0.12
Mon	01/10/00	168.22903	1.06181	179	17.4311	x	x	18.7281	36.43			17.4311	0.18
Tue	01/11/00	168.23226	1.06183	180	17.5289	x	x	18.6303	36.41			17.5289	0.20
Wed	01/12/00	168.23548	1.06185	181	17.6266	x	x	18.5326	36.39			17.6266	0.22
Thu	01/13/00	168.23871	1.06188	182	17.7245	x	x	18.4347	36.36			17.7245	0.25
Fri	01/14/00	168.24194	1.06190	183	17.8222	x	x	18.3370	36.34			17.8222	0.27
Sat	01/15/00	168.24516	1.06192	0	0.0000		x	18.2393	36.32	x		17.9199	0.29
Mon	01/17/00	168.25161	1.06196	2	0.1969		x	18.0424	36.28	x		18.1168	0.33
Tue	01/18/00	168.25484	1.06198	3	0.2954		x	17.9439	36.26	x		18.2153	0.35
Wed	01/19/00	168.25806	1.06200	4	0.3939		x	17.8454	36.24	x		18.3138	0.37
Thu	01/20/00	168.26129	1.06202	5	0.4924		x	17.7469	36.22	x		18.4123	0.39
Fri	01/21/00	168.26452	1.06204	6	0.5908		x	17.6485	36.20	x		18.5107	0.41
Mon	01/24/00	168.27419	1.06210	9	0.8863		x	17.3530	36.14	x		18.8062	0.47
Tue	01/25/00	168.27742	1.06212	10	0.9848		x	17.2545	36.12	x		18.9047	0.49
Wed	01/26/00	168.28065	1.06214	11	1.0833		x	17.1560	36.10	x		19.0032	0.51
Thu	01/27/00	168.28387	1.06216	12	1.1818		x	17.0575	36.08	x		19.1017	0.53
Fri	01/28/00	168.28710	1.06218	13	1.2803		x	16.9590	36.06	x		19.2002	0.55
Mon	01/31/00	168.29677	1.06224	16	1.5759		x	16.6634	36.00	x		19.4958	0.61
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	02/01/00	168.30000	1.06226	17	1.6744		x	16.5649	35.98	x		19.5943	0.63
Wed	02/02/00	168.30000	1.06226	18	1.7729		x	16.4664	35.98	x		19.6928	0.63
Thu	02/03/00	168.30000	1.06226	19	1.8714		x	16.3679	35.98	x		19.7913	0.63
Fri	02/04/00	168.30000	1.06226	20	1.9699		x	16.2694	35.98	x		19.8898	0.63
Mon	02/07/00	168.30000	1.06226	23	2.2653		x	15.9740	35.98	x		20.1852	0.63
Tue	02/08/00	168.30000	1.06226	24	2.3638		x	15.8755	35.98	x		20.2837	0.63
Wed	02/09/00	168.30000	1.06226	25	2.4623		x	15.7770	35.98	x		20.3822	0.63
Thu	02/10/00	168.30000	1.06226	26	2.5608		x	15.6785	35.98	x		20.4807	0.63
Fri	02/11/00	168.30000	1.06226	27	2.6593		x	15.5800	35.98	x		20.5792	0.63
Mon	02/14/00	168.30000	1.06226	30	2.9548		x	15.2845	35.98	x		20.8747	0.63
Tue	02/15/00	168.30000	1.06226	31	3.0533		x	15.1860	35.98	x		20.9732	0.63
Wed	02/16/00	168.30000	1.06226	32	3.1518		x	15.0875	35.98	x		21.0717	0.63
Thu	02/17/00	168.30000	1.06226	33	3.2503		x	14.9890	35.98	x		21.1702	0.63
Fri	02/18/00	168.30000	1.06226	34	3.3487		x	14.8906	35.98	x		21.2686	0.63
Mon	02/21/00	168.30000	1.06226	37	3.6442		x	14.5951	35.98	x		21.5641	0.63
Tue	02/22/00	168.30000	1.06226	38	3.7427		x	14.4966	35.98	x		21.6626	0.63
Wed	02/23/00	168.30000	1.06226	39	3.8412		x	14.3981	35.98	x		21.7611	0.63
Thu	02/24/00	168.30000	1.06226	40	3.9397		x	14.2996	35.98	x		21.8596	0.63
Fri	02/25/00	168.30000	1.06226	41	4.0382		x	14.2011	35.98	x		21.9581	0.63
Mon	02/28/00	168.30000	1.06226	44	4.3337		x	13.9056	35.98	x		22.2536	0.63
Tue	02/29/00	168.30000	1.06226	45	4.4322		x	13.8071	35.98	x		22.3521	0.63
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	03/01/00	168.30000	1.06226	46	4.5307		x	13.7086	35.98	x		22.4506	0.63
Thu	03/02/00	168.31290	1.06234	47	4.6295		x	13.6098	35.90	x		22.5494	0.71
Fri	03/03/00	168.32581	1.06242	48	4.7284		x	13.5109	35.82	x		22.6483	0.79
Mon	03/06/00	168.36452	1.06267	51	5.0251		x	13.2142	35.57	x		22.9450	1.04
Tue	03/07/00	168.37742	1.06275	52	5.1240		x	13.1153	35.49	x		23.0439	1.12
Wed	03/08/00	168.39032	1.06283	53	5.2229		x	13.0164	35.41	x		23.1428	1.20
Thu	03/09/00	168.40323	1.06291	54	5.3219		x	12.9174	35.33	x		23.2418	1.28
Fri	03/10/00	168.41613	1.06300	55	5.4209		x	12.8184	35.24	x		23.3408	1.37
Mon	03/13/00	168.45484	1.06324	58	5.7178		x	12.5215	35.00	x		23.6377	1.61
Tue	03/14/00	168.46774	1.06332	59	5.8169		x	12.4224	34.92	x		23.7368	1.69
Wed	03/15/00	168.48065	1.06340	60	5.9159		x	12.3234	34.84	x		23.8358	1.77
Thu	03/16/00	168.49355	1.06348	61	6.0149		x	12.2244	34.76	x		23.9348	1.85
Fri	03/17/00	168.50645	1.06357	62	6.1141		x	12.1252	34.67	x		24.0340	1.94
Mon	03/20/00	168.54516	1.06381	65	6.4114		x	11.8279	34.43	x		24.3313	2.18
Tue	03/21/00	168.55806	1.06389	66	6.5105		x	11.7288	34.35	x		24.4304	2.26
Wed	03/22/00	168.57097	1.06397	67	6.6096		x	11.6297	34.27	x		24.5295	2.34
Thu	03/23/00	168.58387	1.06405	68	6.7088		x	11.5305	34.19	x		24.6287	2.42
Fri	03/24/00	168.59677	1.06414	69	6.8080		x	11.4313	34.10	x		24.7279	2.51
Mon	03/27/00	168.63548	1.06438	72	7.1056		x	11.1337	33.86	x		25.0255	2.75
Tue	03/28/00	168.64839	1.06446	73	7.2048		x	11.0345	33.78	x		25.1247	2.83
Wed	03/29/00	168.66129	1.06454	74	7.3041		x	10.9352	33.70	x		25.2240	2.91
Thu	03/30/00	168.67419	1.06462	75	7.4033		x	10.8360	33.62	x		25.3232	2.99
Fri	03/31/00	168.68710	1.06471	76	7.5027		x	10.7366	33.53	x		25.4226	3.08
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	04/03/00	168.76667	1.06521	79	7.8025		x	10.4368	33.03	x		25.7224	3.58
Tue	04/04/00	168.80000	1.06542	80	7.9028		x	10.3365	32.82	x		25.8227	3.79
Wed	04/05/00	168.83333	1.06563	81	8.0032		x	10.2361	32.61	x		25.9231	4.00
Thu	04/06/00	168.86667	1.06584	82	8.1036		x	10.1357	32.40	x		26.0235	4.21
Fri	04/07/00	168.90000	1.06605	83	8.2040		x	10.0353	32.19	x		26.1239	4.42
Mon	04/10/00	169.00000	1.06668	86	8.5056		x	9.7337	31.56	x		26.4255	5.05
Tue	04/11/00	169.03333	1.06689	87	8.6062		x	9.6331	31.35	x		26.5261	5.26
Wed	04/12/00	169.06667	1.06710	88	8.7068		x	9.5325	31.14	x		26.6267	5.47
Thu	04/13/00	169.10000	1.06731	89	8.8075		x	9.4318	30.93	x		26.7274	5.68
Fri	04/14/00	169.13333	1.06752	90	8.9082		x	9.3311	30.72	x		26.8281	5.89
Mon	04/17/00	169.23333	1.06815	93	9.2106		x	9.0287	30.09	x		27.1305	6.52
Tue	04/18/00	169.26667	1.06836	94	9.3115		x	8.9278	29.88	x		27.2314	6.73
Wed	04/19/00	169.30000	1.06857	95	9.4124		x	8.8269	29.67	x		27.3323	6.94
Thu	04/20/00	169.33333	1.06878	96	9.5133		x	8.7260	29.46	x		27.4332	7.15
Fri	04/21/00	169.36667	1.06899	97	9.6143		x	8.6250	29.25	x		27.5342	7.36
Mon	04/24/00	169.46667	1.06963	100	9.9176		x	8.3217	28.61	x		27.8375	8.00
Tue	04/25/00	169.50000	1.06984	101	10.0187		x	8.2206	28.40	x		27.9386	8.21
Wed	04/26/00	169.53333	1.07005	102	10.1199		x	8.1194	28.19	x		28.0398	8.42
Thu	04/27/00	169.56667	1.07026	103	10.2211		x	8.0182	27.98	x		28.1410	8.63
Fri	04/28/00	169.60000	1.07047	104	10.3224		x	7.9169	27.77	x		28.2423	8.84
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	05/01/00	169.70000	1.07110	107	10.6264		x	7.6129	27.14	x		28.5463	9.47
Tue	05/02/00	169.74516	1.07138	108	10.7285		x	7.5108	26.86	x		28.6484	9.75
Wed	05/03/00	169.79032	1.07167	109	10.8308		x	7.4085	26.57	x		28.7507	10.04
Thu	05/04/00	169.83548	1.07195	110	10.9330		x	7.3063	26.29	x		28.8529	10.32
Fri	05/05/00	169.88065	1.07224	111	11.0354		x	7.2039	26.00	x		28.9553	10.61
Mon	05/08/00	170.01613	1.07309	114	11.3426		x	6.8967	25.15	x		29.2625	11.46
Tue	05/09/00	170.06129	1.07338	115	11.4452		x	6.7941	24.86	x		29.3651	11.75
Wed	05/10/00	170.10645	1.07366	116	11.5477		x	6.6916	24.58	x		29.4676	12.03
Thu	05/11/00	170.15161	1.07395	117	11.6504		x	6.5889	24.29	x		29.5703	12.32
Fri	05/12/00	170.19677	1.07423	118	11.7531		x	6.4862	24.01	x		29.6730	12.60
Mon	05/15/00	170.33226	1.07509	121	12.0615		x	6.1778	23.15	x		29.9814	13.46
Tue	05/16/00	170.37742	1.07537	122	12.1644		x	6.0749	22.87	x		30.0843	13.74
Wed	05/17/00	170.42258	1.07566	123	12.2674		x	5.9719	22.58	x		30.1873	14.03
Thu	05/18/00	170.46774	1.07594	124	12.3704		x	5.8689	22.30	x		30.2903	14.31
Fri	05/19/00	170.51290	1.07623	125	12.4735		x	5.7658	22.01	x		30.3934	14.60
Mon	05/22/00	170.64839	1.07708	128	12.7829		x	5.4564	21.16	x		30.7028	15.45
Tue	05/23/00	170.69355	1.07737	129	12.8863		x	5.3530	20.87	x		30.8062	15.74
Wed	05/24/00	170.73871	1.07765	130	12.9895		x	5.2498	20.59	x		30.9094	16.02
Thu	05/25/00	170.78387	1.07794	131	13.0930		x	5.1463	20.30	x		31.0129	16.31
Fri	05/26/00	170.82903	1.07822	132	13.1963		x	5.0430	20.02	x		31.1162	16.59
Mon	05/29/00	170.96452	1.07908	135	13.5070		x	4.7323	19.16	x		31.4269	17.45
Tue	05/30/00	171.00968	1.07936	136	13.6106		x	4.6287	18.88	x		31.5305	17.73
Wed	05/31/00	171.05484	1.07965	137	13.7144		x	4.5249	18.59	x		31.6343	18.02
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	06/01/00	171.10000	1.07993	138	13.8181		x	4.4212	18.31	x		31.7380	18.30
Fri	06/02/00	171.10333	1.07996	139	13.9186		x	4.3207	18.28	x		31.8385	18.33
Mon	06/05/00	171.11333	1.08002	142	14.2198		x	4.0195	18.22	x		32.1397	18.39
Tue	06/06/00	171.11667	1.08004	143	14.3202		x	3.9191	18.20	x		32.2401	18.41
Wed	06/07/00	171.12000	1.08006	144	14.4206		x	3.8187	18.18	x		32.3405	18.43
Thu	06/08/00	171.12333	1.08008	145	14.5210		x	3.7183	18.16	x		32.4409	18.45
Fri	06/09/00	171.12667	1.08010	146	14.6214		x	3.6179	18.14	x		32.5413	18.47
Mon	06/12/00	171.13667	1.08017	149	14.9228		x	3.3165	18.07	x		32.8427	18.54
Tue	06/13/00	171.14000	1.08019	150	15.0232		x	3.2161	18.05	x		32.9431	18.56
Wed	06/14/00	171.14333	1.08021	151	15.1237		x	3.1156	18.03	x		33.0436	18.58
Thu	06/15/00	171.14667	1.08023	152	15.2241		x	3.0152	18.01	x		33.1440	18.60
Fri	06/16/00	171.15000	1.08025	153	15.3246		x	2.9147	17.99	x		33.2445	18.62
Mon	06/19/00	171.16000	1.08031	156	15.6259		x	2.6134	17.93	x		33.5458	18.68
Tue	06/20/00	171.16333	1.08033	157	15.7264		x	2.5129	17.91	x		33.6463	18.70
Wed	06/21/00	171.16667	1.08036	158	15.8270		x	2.4123	17.88	x		33.7469	18.73
Thu	06/22/00	171.17000	1.08038	159	15.9274		x	2.3119	17.86	x		33.8473	18.75
Fri	06/23/00	171.17333	1.08040	160	16.0279		x	2.2114	17.84	x		33.9478	18.77
Mon	06/26/00	171.18333	1.08046	163	16.3293		x	1.9100	17.78	x		34.2492	18.83
Tue	06/27/00	171.18667	1.08048	164	16.4298		x	1.8095	17.76	x		34.3497	18.85
Wed	06/28/00	171.19000	1.08050	165	16.5303		x	1.7090	17.74	x		34.4502	18.87
Thu	06/29/00	171.19333	1.08052	166	16.6308		x	1.6085	17.72	x		34.5507	18.89
Fri	06/30/00	171.19667	1.08055	167	16.7315		x	1.5078	17.69	x		34.6514	18.92
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	07/03/00	171.20645	1.08061	170	17.0330		x	1.2063	17.63	x		34.9529	18.98
Tue	07/04/00	171.20968	1.08063	171	17.1335		x	1.1058	17.61	x		35.0534	19.00
Wed	07/05/00	171.21290	1.08065	172	17.2340		x	1.0053	17.59	x		35.1539	19.02
Thu	07/06/00	171.21613	1.08067	173	17.3345		x	0.9048	17.57	x		35.2544	19.04
Fri	07/07/00	171.21935	1.08069	174	17.4350		x	0.8043	17.55	x		35.3549	19.06
Mon	07/10/00	171.22903	1.08075	177	17.7366		x	0.5027	17.49	x		35.6565	19.12
Tue	07/11/00	171.23226	1.08077	178	17.8372		x	0.4021	17.47	x		35.7571	19.14
Wed	07/12/00	171.23548	1.08079	179	17.9377		x	0.3016	17.45	x		35.8576	19.16
Thu	07/13/00	171.23871	1.08081	180	18.0382		x	0.2011	17.43	x		35.9581	19.18
Fri	07/14/00	171.24194	1.08083	181	18.1388		x	0.1005	17.41	x		36.0587	19.20
Sat	07/15/00	171.24516	1.08085	0	0.0000			0.0000	17.39	x	x	36.1592	19.22
Mon	07/17/00	171.25161	1.08089	2	0.1983			-0.1983	17.35	x	x	36.3575	19.26
Tue	07/18/00	171.25484	1.08091	3	0.2974			-0.2974	17.33	x	x	36.4566	19.28
Wed	07/19/00	171.25806	1.08093	4	0.3965			-0.3965	17.31	x	x	36.5557	19.30
Thu	07/20/00	171.26129	1.08095	5	0.4957			-0.4957	17.29	x	x	36.6549	19.32
Fri	07/21/00	171.26452	1.08097	6	0.5948			-0.5948	17.27	x	x	36.7540	19.34
Mon	07/24/00	171.27419	1.08103	9	0.8923			-0.8923	17.21	x	x	37.0515	19.40
Tue	07/25/00	171.27742	1.08105	10	0.9915			-0.9915	17.19	x	x	37.1507	19.42
Wed	07/26/00	171.28065	1.08108	11	1.0906			-1.0906	17.16	x	x	37.2498	19.45
Thu	07/27/00	171.28387	1.08110	12	1.1898			-1.1898	17.14	x	x	37.3490	19.47
Fri	07/28/00	171.28710	1.08112	13	1.2890			-1.2890	17.12	x	x	37.4482	19.49
Mon	07/31/00	171.29677	1.08118	16	1.5865			-1.5865	17.06	x	x	37.7457	19.55
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	08/01/00	171.30000	1.08120	17	1.6857			-1.6857	17.04	x	x	37.8449	19.57
Wed	08/02/00	171.33226	1.08140	18	1.7852			-1.7852	16.84	x	x	37.9444	19.77
Thu	08/03/00	171.36452	1.08160	19	1.8847			-1.8847	16.64	x	x	38.0439	19.97
Fri	08/04/00	171.39677	1.08181	20	1.9843			-1.9843	16.43	x	x	38.1435	20.18
Mon	08/07/00	171.49355	1.08242	23	2.2832			-2.2832	15.82	x	x	38.4424	20.79
Tue	08/08/00	171.52581	1.08262	24	2.3829			-2.3829	15.62	x	x	38.5421	20.99
Wed	08/09/00	171.55806	1.08283	25	2.4827			-2.4827	15.41	x	x	38.6419	21.20
Thu	08/10/00	171.59032	1.08303	26	2.5825			-2.5825	15.21	x	x	38.7417	21.40
Fri	08/11/00	171.62258	1.08323	27	2.6823			-2.6823	15.01	x	x	38.8415	21.60
Mon	08/14/00	171.71935	1.08384	30	2.9820			-2.9820	14.40	x	x	39.1412	22.21
Tue	08/15/00	171.75161	1.08405	31	3.0820			-3.0820	14.19	x	x	39.2412	22.42
Wed	08/16/00	171.78387	1.08425	32	3.1820			-3.1820	13.99	x	x	39.3412	22.62
Thu	08/17/00	171.81613	1.08445	33	3.2821			-3.2821	13.79	x	x	39.4413	22.82
Fri	08/18/00	171.84839	1.08466	34	3.3822			-3.3822	13.58	x	x	39.5414	23.03
Mon	08/21/00	171.94516	1.08527	37	3.6827			-3.6827	12.97	x	x	39.8419	23.64
Tue	08/22/00	171.97742	1.08547	38	3.7829			-3.7829	12.77	x	x	39.9421	23.84
Wed	08/23/00	172.00968	1.08568	39	3.8832			-3.8832	12.56	x	x	40.0424	24.05
Thu	08/24/00	172.04194	1.08588	40	3.9835			-3.9835	12.36	x	x	40.1427	24.25
Fri	08/25/00	172.07419	1.08608	41	4.0839			-4.0839	12.16	x	x	40.2431	24.45
Mon	08/28/00	172.17097	1.08669	44	4.3851			-4.3851	11.55	x	x	40.5443	25.06
Tue	08/29/00	172.20323	1.08690	45	4.4857			-4.4857	11.34	x	x	40.6449	25.27
Wed	08/30/00	172.23548	1.08710	46	4.5862			-4.5862	11.14	x	x	40.7454	25.47
Thu	08/31/00	172.26774	1.08731	47	4.6868			-4.6868	10.93	x	x	40.8460	25.68
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	09/01/00	172.30000	1.08751	48	4.7874			-4.7874	10.73	x	x	40.9466	25.88
Mon	09/04/00	172.33000	1.08770	51	5.0875			-5.0875	10.54	x	x	41.2467	26.07
Tue	09/05/00	172.34000	1.08776	52	5.1876			-5.1876	10.48	x	x	41.3468	26.13
Wed	09/06/00	172.35000	1.08782	53	5.2876			-5.2876	10.42	x	x	41.4468	26.19
Thu	09/07/00	172.36000	1.08789	54	5.3877			-5.3877	10.35	x	x	41.5469	26.26
Fri	09/08/00	172.37000	1.08795	55	5.4878			-5.4878	10.29	x	x	41.6470	26.32
Mon	09/11/00	172.40000	1.08814	58	5.7881			-5.7881	10.10	x	x	41.9473	26.51
Tue	09/12/00	172.41000	1.08820	59	5.8883			-5.8883	10.04	x	x	42.0475	26.57
Wed	09/13/00	172.42000	1.08827	60	5.9884			-5.9884	9.97	x	x	42.1476	26.64
Thu	09/14/00	172.43000	1.08833	61	6.0886			-6.0886	9.91	x	x	42.2478	26.70
Fri	09/15/00	172.44000	1.08839	62	6.1887			-6.1887	9.85	x	x	42.3479	26.76
Mon	09/18/00	172.47000	1.08858	65	6.4893			-6.4893	9.66	x	x	42.6485	26.95
Tue	09/19/00	172.48000	1.08865	66	6.5896			-6.5896	9.59	x	x	42.7488	27.02
Wed	09/20/00	172.49000	1.08871	67	6.6898			-6.6898	9.53	x	x	42.8490	27.08
Thu	09/21/00	172.50000	1.08877	68	6.7900			-6.7900	9.47	x	x	42.9492	27.14
Fri	09/22/00	172.51000	1.08883	69	6.8903			-6.8903	9.41	x	x	43.0495	27.20
Mon	09/25/00	172.54000	1.08902	72	7.1911			-7.1911	9.22	x	x	43.3503	27.39
Tue	09/26/00	172.55000	1.08909	73	7.2914			-7.2914	9.15	x	x	43.4506	27.46
Wed	09/27/00	172.56000	1.08915	74	7.3917			-7.3917	9.09	x	x	43.5509	27.52
Thu	09/28/00	172.57000	1.08921	75	7.4920			-7.4920	9.03	x	x	43.6512	27.58
Fri	09/29/00	172.58000	1.08928	76	7.5924			-7.5924	8.96	x	x	43.7516	27.65
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	10/02/00	172.60323	1.08942	79	7.8931			-7.8931	8.82	x	x	44.0523	27.79
Tue	10/03/00	172.60645	1.08944	80	7.9932			-7.9932	8.80	x	x	44.1524	27.81
Wed	10/04/00	172.60968	1.08946	81	8.0932			-8.0932	8.78	x	x	44.2524	27.83
Thu	10/05/00	172.61290	1.08948	82	8.1933			-8.1933	8.76	x	x	44.3525	27.85
Fri	10/06/00	172.61613	1.08950	83	8.2934			-8.2934	8.74	x	x	44.4526	27.87
Mon	10/09/00	172.62581	1.08957	86	8.5937			-8.5937	8.67	x	x	44.7529	27.94
Tue	10/10/00	172.62903	1.08959	87	8.6938			-8.6938	8.65	x	x	44.8530	27.96
Wed	10/11/00	172.63226	1.08961	88	8.7939			-8.7939	8.63	x	x	44.9531	27.98
Thu	10/12/00	172.63548	1.08963	89	8.8940			-8.8940	8.61	x	x	45.0532	28.00
Fri	10/13/00	172.63871	1.08965	90	8.9941			-8.9941	8.59	x	x	45.1533	28.02
Mon	10/16/00	172.64839	1.08971	93	9.2944			-9.2944	8.53	x	x	45.4536	28.08
Tue	10/17/00	172.65161	1.08973	94	9.3945			-9.3945	8.51	x	x	45.5537	28.10
Wed	10/18/00	172.65484	1.08975	95	9.4946			-9.4946	8.49	x	x	45.6538	28.12
Thu	10/19/00	172.65806	1.08977	96	9.5947			-9.5947	8.47	x	x	45.7539	28.14
Fri	10/20/00	172.66129	1.08979	97	9.6948			-9.6948	8.45	x	x	45.8540	28.16
Mon	10/23/00	172.67097	1.08985	100	9.9952			-9.9952	8.39	x	x	46.1544	28.22
Tue	10/24/00	172.67419	1.08987	101	10.0954			-10.0954	8.37	x	x	46.2546	28.24
Wed	10/25/00	172.67742	1.08989	102	10.1955			-10.1955	8.35	x	x	46.3547	28.26
Thu	10/26/00	172.68065	1.08991	103	10.2957			-10.2957	8.33	x	x	46.4549	28.28
Fri	10/27/00	172.68387	1.08993	104	10.3958			-10.3958	8.31	x	x	46.5550	28.30
Mon	10/30/00	172.69355	1.08999	107	10.6963			-10.6963	8.25	x	x	46.8555	28.36
Tue	10/31/00	172.69677	1.09001	108	10.7964			-10.7964	8.23	x	x	46.9556	28.38
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	11/01/00	172.70000	1.09003	109	10.8966			-10.8966	8.21	x	x	47.0558	28.40
Thu	11/02/00	172.73333	1.09024	110	10.9987			-10.9987	8.00	x	x	47.1579	28.61
Fri	11/03/00	172.76667	1.09045	111	11.1008			-11.1008	7.79	x	x	47.2600	28.82
Mon	11/06/00	172.86667	1.09109	114	11.4075			-11.4075	7.15	x	x	47.5667	29.46
Tue	11/07/00	172.90000	1.09130	115	11.5098			-11.5098	6.94	x	x	47.6690	29.67
Wed	11/08/00	172.93333	1.09151	116	11.6121			-11.6121	6.73	x	x	47.7713	29.88
Thu	11/09/00	172.96667	1.09172	117	11.7145			-11.7145	6.52	x	x	47.8737	30.09
Fri	11/10/00	173.00000	1.09193	118	11.8169			-11.8169	6.31	x	x	47.9761	30.30
Mon	11/13/00	173.10000	1.09256	121	12.1243			-12.1243	5.68	x	x	48.2835	30.93
Tue	11/14/00	173.13333	1.09277	122	12.2268			-12.2268	5.47	x	x	48.3860	31.14
Wed	11/15/00	173.16667	1.09298	123	12.3294			-12.3294	5.26	x	x	48.4886	31.35
Thu	11/16/00	173.20000	1.09319	124	12.4321			-12.4321	5.05	x	x	48.5913	31.56
Fri	11/17/00	173.23333	1.09340	125	12.5347			-12.5347	4.84	x	x	48.6939	31.77
Mon	11/20/00	173.33333	1.09403	128	12.8430			-12.8430	4.21	x	x	49.0022	32.40
Tue	11/21/00	173.36667	1.09424	129	12.9458			-12.9458	4.00	x	x	49.1050	32.61
Wed	11/22/00	173.40000	1.09445	130	13.0486			-13.0486	3.79	x	x	49.2078	32.82
Thu	11/23/00	173.43333	1.09466	131	13.1515			-13.1515	3.58	x	x	49.3107	33.03
Fri	11/24/00	173.46667	1.09487	132	13.2545			-13.2545	3.37	x	x	49.4137	33.24
Mon	11/27/00	173.56667	1.09550	135	13.5635			-13.5635	2.74	x	x	49.7227	33.87
Tue	11/28/00	173.60000	1.09571	136	13.6666			-13.6666	2.53	x	x	49.8258	34.08
Wed	11/29/00	173.63333	1.09592	137	13.7697			-13.7697	2.32	x	x	49.9289	34.29
Thu	11/30/00	173.66667	1.09613	138	13.8729			-13.8729	2.11	x	x	50.0321	34.50
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	12/01/00	173.70000	1.09635	139	13.9762			-13.9762	1.89	x	x	50.1354	34.72
Mon	12/04/00	173.72903	1.09653	142	14.2802			-14.2802	1.71	x	x	50.4394	34.90
Tue	12/05/00	173.73871	1.09659	143	14.3816			-14.3816	1.65	x	x	50.5408	34.96
Wed	12/06/00	173.74839	1.09665	144	14.4829			-14.4829	1.59	x	x	50.6421	35.02
Thu	12/07/00	173.75806	1.09671	145	14.5843			-14.5843	1.53	x	x	50.7435	35.08
Fri	12/08/00	173.76774	1.09677	146	14.6857			-14.6857	1.47	x	x	50.8449	35.14
Mon	12/11/00	173.79677	1.09696	149	14.9900			-14.9900	1.28	x	x	51.1492	35.33
Tue	12/12/00	173.80645	1.09702	150	15.0915			-15.0915	1.22	x	x	51.2507	35.39
Wed	12/13/00	173.81613	1.09708	151	15.1929			-15.1929	1.16	x	x	51.3521	35.45
Thu	12/14/00	173.82581	1.09714	152	15.2944			-15.2944	1.10	x	x	51.4536	35.51
Fri	12/15/00	173.83548	1.09720	153	15.3958			-15.3958	1.04	x	x	51.5550	35.57
Mon	12/18/00	173.86452	1.09738	156	15.7003			-15.7003	0.86	x	x	51.8595	35.75
Tue	12/19/00	173.87419	1.09744	157	15.8018			-15.8018	0.80	x	x	51.9610	35.81
Wed	12/20/00	173.88387	1.09751	158	15.9035			-15.9035	0.73	x	x	52.0627	35.88
Thu	12/21/00	173.89355	1.09757	159	16.0050			-16.0050	0.67	x	x	52.1642	35.94
Fri	12/22/00	173.90323	1.09763	160	16.1065			-16.1065	0.61	x	x	52.2657	36.00
Mon	12/25/00	173.93226	1.09781	163	16.4112			-16.4112	0.43	x	x	52.5704	36.18
Tue	12/26/00	173.94194	1.09787	164	16.5128			-16.5128	0.37	x	x	52.6720	36.24
Wed	12/27/00	173.95161	1.09793	165	16.6144			-16.6144	0.31	x	x	52.7736	36.30
Thu	12/28/00	173.96129	1.09799	166	16.7160			-16.7160	0.25	x	x	52.8752	36.36
Fri	12/29/00	173.97097	1.09806	167	16.8178			-16.8178	0.18	x	x	52.9770	36.43
Mon	01/01/01	174.00000	1.09824

Generated 03/12/12 21:27