3.625% 5-Year Treasury Inflation Protected Security (TIPS) due July 15, 2002

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

CUSIP Number	9128273A8	Interest 01/15/00 (184 days)	$19.0407
Dated Date	July 15, 1997	Interest 07/15/00 (182 days)	$19.3802
Ref CPI on Dated Date	160.15484	Interest Total	$38.4209
Original Issue Date	July 15, 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	1.05023	170	17.5871	x	x	20.8338	36.22			17.5871	0.00
Mon	01/03/00	168.20645	1.05027	172	17.7947	x	x	20.6262	36.18			17.7947	0.04
Tue	01/04/00	168.20968	1.05029	173	17.8985	x	x	20.5224	36.16			17.8985	0.06
Wed	01/05/00	168.21290	1.05031	174	18.0023	x	x	20.4186	36.14			18.0023	0.08
Thu	01/06/00	168.21613	1.05033	175	18.1061	x	x	20.3148	36.12			18.1061	0.10
Fri	01/07/00	168.21935	1.05035	176	18.2099	x	x	20.2110	36.10			18.2099	0.12
Mon	01/10/00	168.22903	1.05041	179	18.5213	x	x	19.8996	36.04			18.5213	0.18
Tue	01/11/00	168.23226	1.05044	180	18.6253	x	x	19.7956	36.01			18.6253	0.21
Wed	01/12/00	168.23548	1.05046	181	18.7292	x	x	19.6917	35.99			18.7292	0.23
Thu	01/13/00	168.23871	1.05048	182	18.8330	x	x	19.5879	35.97			18.8330	0.25
Fri	01/14/00	168.24194	1.05050	183	18.9368	x	x	19.4841	35.95			18.9368	0.27
Sat	01/15/00	168.24516	1.05052	0	0.0000		x	19.3802	35.93	x		19.0407	0.29
Mon	01/17/00	168.25161	1.05056	2	0.2092		x	19.1710	35.89	x		19.2499	0.33
Tue	01/18/00	168.25484	1.05058	3	0.3139		x	19.0663	35.87	x		19.3546	0.35
Wed	01/19/00	168.25806	1.05060	4	0.4185		x	18.9617	35.85	x		19.4592	0.37
Thu	01/20/00	168.26129	1.05062	5	0.5231		x	18.8571	35.83	x		19.5638	0.39
Fri	01/21/00	168.26452	1.05064	6	0.6278		x	18.7524	35.81	x		19.6685	0.41
Mon	01/24/00	168.27419	1.05070	9	0.9417		x	18.4385	35.75	x		19.9824	0.47
Tue	01/25/00	168.27742	1.05072	10	1.0464		x	18.3338	35.73	x		20.0871	0.49
Wed	01/26/00	168.28065	1.05074	11	1.1511		x	18.2291	35.71	x		20.1918	0.51
Thu	01/27/00	168.28387	1.05076	12	1.2557		x	18.1245	35.69	x		20.2964	0.53
Fri	01/28/00	168.28710	1.05078	13	1.3604		x	18.0198	35.67	x		20.4011	0.55
Mon	01/31/00	168.29677	1.05084	16	1.6744		x	17.7058	35.61	x		20.7151	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	1.05086	17	1.7791		x	17.6011	35.59	x		20.8198	0.63
Wed	02/02/00	168.30000	1.05086	18	1.8838		x	17.4964	35.59	x		20.9245	0.63
Thu	02/03/00	168.30000	1.05086	19	1.9884		x	17.3918	35.59	x		21.0291	0.63
Fri	02/04/00	168.30000	1.05086	20	2.0931		x	17.2871	35.59	x		21.1338	0.63
Mon	02/07/00	168.30000	1.05086	23	2.4070		x	16.9732	35.59	x		21.4477	0.63
Tue	02/08/00	168.30000	1.05086	24	2.5117		x	16.8685	35.59	x		21.5524	0.63
Wed	02/09/00	168.30000	1.05086	25	2.6163		x	16.7639	35.59	x		21.6570	0.63
Thu	02/10/00	168.30000	1.05086	26	2.7210		x	16.6592	35.59	x		21.7617	0.63
Fri	02/11/00	168.30000	1.05086	27	2.8256		x	16.5546	35.59	x		21.8663	0.63
Mon	02/14/00	168.30000	1.05086	30	3.1396		x	16.2406	35.59	x		22.1803	0.63
Tue	02/15/00	168.30000	1.05086	31	3.2442		x	16.1360	35.59	x		22.2849	0.63
Wed	02/16/00	168.30000	1.05086	32	3.3489		x	16.0313	35.59	x		22.3896	0.63
Thu	02/17/00	168.30000	1.05086	33	3.4535		x	15.9267	35.59	x		22.4942	0.63
Fri	02/18/00	168.30000	1.05086	34	3.5582		x	15.8220	35.59	x		22.5989	0.63
Mon	02/21/00	168.30000	1.05086	37	3.8722		x	15.5080	35.59	x		22.9129	0.63
Tue	02/22/00	168.30000	1.05086	38	3.9768		x	15.4034	35.59	x		23.0175	0.63
Wed	02/23/00	168.30000	1.05086	39	4.0815		x	15.2987	35.59	x		23.1222	0.63
Thu	02/24/00	168.30000	1.05086	40	4.1861		x	15.1941	35.59	x		23.2268	0.63
Fri	02/25/00	168.30000	1.05086	41	4.2908		x	15.0894	35.59	x		23.3315	0.63
Mon	02/28/00	168.30000	1.05086	44	4.6047		x	14.7755	35.59	x		23.6454	0.63
Tue	02/29/00	168.30000	1.05086	45	4.7094		x	14.6708	35.59	x		23.7501	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	1.05086	46	4.8140		x	14.5662	35.59	x		23.8547	0.63
Thu	03/02/00	168.31290	1.05094	47	4.9191		x	14.4611	35.51	x		23.9598	0.71
Fri	03/03/00	168.32581	1.05102	48	5.0241		x	14.3561	35.43	x		24.0648	0.79
Mon	03/06/00	168.36452	1.05126	51	5.3393		x	14.0409	35.19	x		24.3800	1.03
Tue	03/07/00	168.37742	1.05134	52	5.4444		x	13.9358	35.11	x		24.4851	1.11
Wed	03/08/00	168.39032	1.05142	53	5.5496		x	13.8306	35.03	x		24.5903	1.19
Thu	03/09/00	168.40323	1.05150	54	5.6547		x	13.7255	34.95	x		24.6954	1.27
Fri	03/10/00	168.41613	1.05158	55	5.7599		x	13.6203	34.87	x		24.8006	1.35
Mon	03/13/00	168.45484	1.05182	58	6.0754		x	13.3048	34.63	x		25.1161	1.59
Tue	03/14/00	168.46774	1.05191	59	6.1807		x	13.1995	34.54	x		25.2214	1.68
Wed	03/15/00	168.48065	1.05199	60	6.2859		x	13.0943	34.46	x		25.3266	1.76
Thu	03/16/00	168.49355	1.05207	61	6.3912		x	12.9890	34.38	x		25.4319	1.84
Fri	03/17/00	168.50645	1.05215	62	6.4964		x	12.8838	34.30	x		25.5371	1.92
Mon	03/20/00	168.54516	1.05239	65	6.8123		x	12.5679	34.06	x		25.8530	2.16
Tue	03/21/00	168.55806	1.05247	66	6.9177		x	12.4625	33.98	x		25.9584	2.24
Wed	03/22/00	168.57097	1.05255	67	7.0230		x	12.3572	33.90	x		26.0637	2.32
Thu	03/23/00	168.58387	1.05263	68	7.1284		x	12.2518	33.82	x		26.1691	2.40
Fri	03/24/00	168.59677	1.05271	69	7.2338		x	12.1464	33.74	x		26.2745	2.48
Mon	03/27/00	168.63548	1.05295	72	7.5500		x	11.8302	33.50	x		26.5907	2.72
Tue	03/28/00	168.64839	1.05303	73	7.6554		x	11.7248	33.42	x		26.6961	2.80
Wed	03/29/00	168.66129	1.05311	74	7.7609		x	11.6193	33.34	x		26.8016	2.88
Thu	03/30/00	168.67419	1.05319	75	7.8664		x	11.5138	33.26	x		26.9071	2.96
Fri	03/31/00	168.68710	1.05328	76	7.9719		x	11.4083	33.17	x		27.0126	3.05
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	1.05377	79	8.2905		x	11.0897	32.68	x		27.3312	3.54
Tue	04/04/00	168.80000	1.05398	80	8.3971		x	10.9831	32.47	x		27.4378	3.75
Wed	04/05/00	168.83333	1.05419	81	8.5038		x	10.8764	32.26	x		27.5445	3.96
Thu	04/06/00	168.86667	1.05440	82	8.6105		x	10.7697	32.05	x		27.6512	4.17
Fri	04/07/00	168.90000	1.05460	83	8.7171		x	10.6631	31.85	x		27.7578	4.37
Mon	04/10/00	169.00000	1.05523	86	9.0376		x	10.3426	31.22	x		28.0783	5.00
Tue	04/11/00	169.03333	1.05544	87	9.1445		x	10.2357	31.01	x		28.1852	5.21
Wed	04/12/00	169.06667	1.05565	88	9.2514		x	10.1288	30.80	x		28.2921	5.42
Thu	04/13/00	169.10000	1.05585	89	9.3583		x	10.0219	30.60	x		28.3990	5.62
Fri	04/14/00	169.13333	1.05606	90	9.4654		x	9.9148	30.39	x		28.5061	5.83
Mon	04/17/00	169.23333	1.05669	93	9.7867		x	9.5935	29.76	x		28.8274	6.46
Tue	04/18/00	169.26667	1.05689	94	9.8938		x	9.4864	29.56	x		28.9345	6.66
Wed	04/19/00	169.30000	1.05710	95	10.0011		x	9.3791	29.35	x		29.0418	6.87
Thu	04/20/00	169.33333	1.05731	96	10.1083		x	9.2719	29.14	x		29.1490	7.08
Fri	04/21/00	169.36667	1.05752	97	10.2157		x	9.1645	28.93	x		29.2564	7.29
Mon	04/24/00	169.46667	1.05814	100	10.5378		x	8.8424	28.31	x		29.5785	7.91
Tue	04/25/00	169.50000	1.05835	101	10.6453		x	8.7349	28.10	x		29.6860	8.12
Wed	04/26/00	169.53333	1.05856	102	10.7528		x	8.6274	27.89	x		29.7935	8.33
Thu	04/27/00	169.56667	1.05877	103	10.8604		x	8.5198	27.68	x		29.9011	8.54
Fri	04/28/00	169.60000	1.05898	104	10.9680		x	8.4122	27.47	x		30.0087	8.75
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	1.05960	107	11.2910		x	8.0892	26.85	x		30.3317	9.37
Tue	05/02/00	169.74516	1.05988	108	11.3995		x	7.9807	26.57	x		30.4402	9.65
Wed	05/03/00	169.79032	1.06016	109	11.5081		x	7.8721	26.29	x		30.5488	9.93
Thu	05/04/00	169.83548	1.06045	110	11.6169		x	7.7633	26.00	x		30.6576	10.22
Fri	05/05/00	169.88065	1.06073	111	11.7256		x	7.6546	25.72	x		30.7663	10.50
Mon	05/08/00	170.01613	1.06157	114	12.0520		x	7.3282	24.88	x		31.0927	11.34
Tue	05/09/00	170.06129	1.06186	115	12.1611		x	7.2191	24.59	x		31.2018	11.63
Wed	05/10/00	170.10645	1.06214	116	12.2701		x	7.1101	24.31	x		31.3108	11.91
Thu	05/11/00	170.15161	1.06242	117	12.3791		x	7.0011	24.03	x		31.4198	12.19
Fri	05/12/00	170.19677	1.06270	118	12.4882		x	6.8920	23.75	x		31.5289	12.47
Mon	05/15/00	170.33226	1.06355	121	12.8159		x	6.5643	22.90	x		31.8566	13.32
Tue	05/16/00	170.37742	1.06383	122	12.9252		x	6.4550	22.62	x		31.9659	13.60
Wed	05/17/00	170.42258	1.06411	123	13.0346		x	6.3456	22.34	x		32.0753	13.88
Thu	05/18/00	170.46774	1.06439	124	13.1440		x	6.2362	22.06	x		32.1847	14.16
Fri	05/19/00	170.51290	1.06468	125	13.2537		x	6.1265	21.77	x		32.2944	14.45
Mon	05/22/00	170.64839	1.06552	128	13.5825		x	5.7977	20.93	x		32.6232	15.29
Tue	05/23/00	170.69355	1.06580	129	13.6922		x	5.6880	20.65	x		32.7329	15.57
Wed	05/24/00	170.73871	1.06609	130	13.8021		x	5.5781	20.36	x		32.8428	15.86
Thu	05/25/00	170.78387	1.06637	131	13.9119		x	5.4683	20.08	x		32.9526	16.14
Fri	05/26/00	170.82903	1.06665	132	14.0218		x	5.3584	19.80	x		33.0625	16.42
Mon	05/29/00	170.96452	1.06750	135	14.3519		x	5.0283	18.95	x		33.3926	17.27
Tue	05/30/00	171.00968	1.06778	136	14.4620		x	4.9182	18.67	x		33.5027	17.55
Wed	05/31/00	171.05484	1.06806	137	14.5721		x	4.8081	18.39	x		33.6128	17.83
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	1.06834	138	14.6823		x	4.6979	18.11	x		33.7230	18.11
Fri	06/02/00	171.10333	1.06836	139	14.7890		x	4.5912	18.09	x		33.8297	18.13
Mon	06/05/00	171.11333	1.06842	142	15.1090		x	4.2712	18.03	x		34.1497	18.19
Tue	06/06/00	171.11667	1.06845	143	15.2159		x	4.1643	18.00	x		34.2566	18.22
Wed	06/07/00	171.12000	1.06847	144	15.3226		x	4.0576	17.98	x		34.3633	18.24
Thu	06/08/00	171.12333	1.06849	145	15.4293		x	3.9509	17.96	x		34.4700	18.26
Fri	06/09/00	171.12667	1.06851	146	15.5360		x	3.8442	17.94	x		34.5767	18.28
Mon	06/12/00	171.13667	1.06857	149	15.8561		x	3.5241	17.88	x		34.8968	18.34
Tue	06/13/00	171.14000	1.06859	150	15.9628		x	3.4174	17.86	x		35.0035	18.36
Wed	06/14/00	171.14333	1.06861	151	16.0695		x	3.3107	17.84	x		35.1102	18.38
Thu	06/15/00	171.14667	1.06863	152	16.1762		x	3.2040	17.82	x		35.2169	18.40
Fri	06/16/00	171.15000	1.06865	153	16.2830		x	3.0972	17.80	x		35.3237	18.42
Mon	06/19/00	171.16000	1.06872	156	16.6033		x	2.7769	17.73	x		35.6440	18.49
Tue	06/20/00	171.16333	1.06874	157	16.7101		x	2.6701	17.71	x		35.7508	18.51
Wed	06/21/00	171.16667	1.06876	158	16.8168		x	2.5634	17.69	x		35.8575	18.53
Thu	06/22/00	171.17000	1.06878	159	16.9236		x	2.4566	17.67	x		35.9643	18.55
Fri	06/23/00	171.17333	1.06880	160	17.0303		x	2.3499	17.65	x		36.0710	18.57
Mon	06/26/00	171.18333	1.06886	163	17.3506		x	2.0296	17.59	x		36.3913	18.63
Tue	06/27/00	171.18667	1.06888	164	17.4574		x	1.9228	17.57	x		36.4981	18.65
Wed	06/28/00	171.19000	1.06890	165	17.5642		x	1.8160	17.55	x		36.6049	18.67
Thu	06/29/00	171.19333	1.06892	166	17.6710		x	1.7092	17.53	x		36.7117	18.69
Fri	06/30/00	171.19667	1.06894	167	17.7777		x	1.6025	17.51	x		36.8184	18.71
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	1.06901	170	18.0983		x	1.2819	17.44	x		37.1390	18.78
Tue	07/04/00	171.20968	1.06903	171	18.2051		x	1.1751	17.42	x		37.2458	18.80
Wed	07/05/00	171.21290	1.06905	172	18.3119		x	1.0683	17.40	x		37.3526	18.82
Thu	07/06/00	171.21613	1.06907	173	18.4187		x	0.9615	17.38	x		37.4594	18.84
Fri	07/07/00	171.21935	1.06909	174	18.5255		x	0.8547	17.36	x		37.5662	18.86
Mon	07/10/00	171.22903	1.06915	177	18.8460		x	0.5342	17.30	x		37.8867	18.92
Tue	07/11/00	171.23226	1.06917	178	18.9528		x	0.4274	17.28	x		37.9935	18.94
Wed	07/12/00	171.23548	1.06919	179	19.0596		x	0.3206	17.26	x		38.1003	18.96
Thu	07/13/00	171.23871	1.06921	180	19.1665		x	0.2137	17.24	x		38.2072	18.98
Fri	07/14/00	171.24194	1.06923	181	19.2733		x	0.1069	17.22	x		38.3140	19.00
Sat	07/15/00	171.24516	1.06925	0	0.0000			0.0000	17.20	x	x	38.4209	19.02
Mon	07/17/00	171.25161	1.06929	2	0.2107			-0.2107	17.16	x	x	38.6316	19.06
Tue	07/18/00	171.25484	1.06931	3	0.3160			-0.3160	17.14	x	x	38.7369	19.08
Wed	07/19/00	171.25806	1.06933	4	0.4213			-0.4213	17.12	x	x	38.8422	19.10
Thu	07/20/00	171.26129	1.06935	5	0.5267			-0.5267	17.10	x	x	38.9476	19.12
Fri	07/21/00	171.26452	1.06937	6	0.6320			-0.6320	17.08	x	x	39.0529	19.14
Mon	07/24/00	171.27419	1.06943	9	0.9481			-0.9481	17.02	x	x	39.3690	19.20
Tue	07/25/00	171.27742	1.06945	10	1.0535			-1.0535	17.00	x	x	39.4744	19.22
Wed	07/26/00	171.28065	1.06947	11	1.1588			-1.1588	16.98	x	x	39.5797	19.24
Thu	07/27/00	171.28387	1.06949	12	1.2642			-1.2642	16.96	x	x	39.6851	19.26
Fri	07/28/00	171.28710	1.06951	13	1.3696			-1.3696	16.94	x	x	39.7905	19.28
Mon	07/31/00	171.29677	1.06957	16	1.6857			-1.6857	16.88	x	x	40.1066	19.34
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	08/01/00	171.30000	1.06959	17	1.7911			-1.7911	16.86	x	x	40.2120	19.36
Wed	08/02/00	171.33226	1.06979	18	1.8968			-1.8968	16.66	x	x	40.3177	19.56
Thu	08/03/00	171.36452	1.06999	19	2.0026			-2.0026	16.46	x	x	40.4235	19.76
Fri	08/04/00	171.39677	1.07019	20	2.1084			-2.1084	16.26	x	x	40.5293	19.96
Mon	08/07/00	171.49355	1.07080	23	2.4260			-2.4260	15.65	x	x	40.8469	20.57
Tue	08/08/00	171.52581	1.07100	24	2.5320			-2.5320	15.45	x	x	40.9529	20.77
Wed	08/09/00	171.55806	1.07120	25	2.6380			-2.6380	15.25	x	x	41.0589	20.97
Thu	08/10/00	171.59032	1.07140	26	2.7440			-2.7440	15.05	x	x	41.1649	21.17
Fri	08/11/00	171.62258	1.07160	27	2.8501			-2.8501	14.85	x	x	41.2710	21.37
Mon	08/14/00	171.71935	1.07221	30	3.1686			-3.1686	14.24	x	x	41.5895	21.98
Tue	08/15/00	171.75161	1.07241	31	3.2748			-3.2748	14.04	x	x	41.6957	22.18
Wed	08/16/00	171.78387	1.07261	32	3.3811			-3.3811	13.84	x	x	41.8020	22.38
Thu	08/17/00	171.81613	1.07281	33	3.4874			-3.4874	13.64	x	x	41.9083	22.58
Fri	08/18/00	171.84839	1.07301	34	3.5937			-3.5937	13.44	x	x	42.0146	22.78
Mon	08/21/00	171.94516	1.07362	37	3.9130			-3.9130	12.83	x	x	42.3339	23.39
Tue	08/22/00	171.97742	1.07382	38	4.0195			-4.0195	12.63	x	x	42.4404	23.59
Wed	08/23/00	172.00968	1.07402	39	4.1261			-4.1261	12.43	x	x	42.5470	23.79
Thu	08/24/00	172.04194	1.07422	40	4.2327			-4.2327	12.23	x	x	42.6536	23.99
Fri	08/25/00	172.07419	1.07442	41	4.3393			-4.3393	12.03	x	x	42.7602	24.19
Mon	08/28/00	172.17097	1.07503	44	4.6594			-4.6594	11.42	x	x	43.0803	24.80
Tue	08/29/00	172.20323	1.07523	45	4.7662			-4.7662	11.22	x	x	43.1871	25.00
Wed	08/30/00	172.23548	1.07543	46	4.8730			-4.8730	11.02	x	x	43.2939	25.20
Thu	08/31/00	172.26774	1.07563	47	4.9799			-4.9799	10.82	x	x	43.4008	25.40
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	1.07583	48	5.0868			-5.0868	10.62	x	x	43.5077	25.60
Mon	09/04/00	172.33000	1.07602	51	5.4057			-5.4057	10.43	x	x	43.8266	25.79
Tue	09/05/00	172.34000	1.07608	52	5.5120			-5.5120	10.37	x	x	43.9329	25.85
Wed	09/06/00	172.35000	1.07615	53	5.6184			-5.6184	10.30	x	x	44.0393	25.92
Thu	09/07/00	172.36000	1.07621	54	5.7247			-5.7247	10.24	x	x	44.1456	25.98
Fri	09/08/00	172.37000	1.07627	55	5.8310			-5.8310	10.18	x	x	44.2519	26.04
Mon	09/11/00	172.40000	1.07646	58	6.1502			-6.1502	9.99	x	x	44.5711	26.23
Tue	09/12/00	172.41000	1.07652	59	6.2565			-6.2565	9.93	x	x	44.6774	26.29
Wed	09/13/00	172.42000	1.07658	60	6.3629			-6.3629	9.87	x	x	44.7838	26.35
Thu	09/14/00	172.43000	1.07665	61	6.4694			-6.4694	9.80	x	x	44.8903	26.42
Fri	09/15/00	172.44000	1.07671	62	6.5758			-6.5758	9.74	x	x	44.9967	26.48
Mon	09/18/00	172.47000	1.07690	65	6.8952			-6.8952	9.55	x	x	45.3161	26.67
Tue	09/19/00	172.48000	1.07696	66	7.0017			-7.0017	9.49	x	x	45.4226	26.73
Wed	09/20/00	172.49000	1.07702	67	7.1082			-7.1082	9.43	x	x	45.5291	26.79
Thu	09/21/00	172.50000	1.07708	68	7.2147			-7.2147	9.37	x	x	45.6356	26.85
Fri	09/22/00	172.51000	1.07715	69	7.3213			-7.3213	9.30	x	x	45.7422	26.92
Mon	09/25/00	172.54000	1.07733	72	7.6408			-7.6408	9.12	x	x	46.0617	27.10
Tue	09/26/00	172.55000	1.07739	73	7.7474			-7.7474	9.06	x	x	46.1683	27.16
Wed	09/27/00	172.56000	1.07746	74	7.8540			-7.8540	8.99	x	x	46.2749	27.23
Thu	09/28/00	172.57000	1.07752	75	7.9606			-7.9606	8.93	x	x	46.3815	27.29
Fri	09/29/00	172.58000	1.07758	76	8.0672			-8.0672	8.87	x	x	46.4881	27.35
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	1.07773	79	8.3868			-8.3868	8.72	x	x	46.8077	27.50
Tue	10/03/00	172.60645	1.07775	80	8.4931			-8.4931	8.70	x	x	46.9140	27.52
Wed	10/04/00	172.60968	1.07777	81	8.5995			-8.5995	8.68	x	x	47.0204	27.54
Thu	10/05/00	172.61290	1.07779	82	8.7058			-8.7058	8.66	x	x	47.1267	27.56
Fri	10/06/00	172.61613	1.07781	83	8.8121			-8.8121	8.64	x	x	47.2330	27.58
Mon	10/09/00	172.62581	1.07787	86	9.1311			-9.1311	8.58	x	x	47.5520	27.64
Tue	10/10/00	172.62903	1.07789	87	9.2375			-9.2375	8.56	x	x	47.6584	27.66
Wed	10/11/00	172.63226	1.07791	88	9.3438			-9.3438	8.54	x	x	47.7647	27.68
Thu	10/12/00	172.63548	1.07793	89	9.4502			-9.4502	8.52	x	x	47.8711	27.70
Fri	10/13/00	172.63871	1.07795	90	9.5566			-9.5566	8.50	x	x	47.9775	27.72
Mon	10/16/00	172.64839	1.07801	93	9.8757			-9.8757	8.44	x	x	48.2966	27.78
Tue	10/17/00	172.65161	1.07803	94	9.9820			-9.9820	8.42	x	x	48.4029	27.80
Wed	10/18/00	172.65484	1.07805	95	10.0884			-10.0884	8.40	x	x	48.5093	27.82
Thu	10/19/00	172.65806	1.07807	96	10.1948			-10.1948	8.38	x	x	48.6157	27.84
Fri	10/20/00	172.66129	1.07809	97	10.3012			-10.3012	8.36	x	x	48.7221	27.86
Mon	10/23/00	172.67097	1.07815	100	10.6204			-10.6204	8.30	x	x	49.0413	27.92
Tue	10/24/00	172.67419	1.07817	101	10.7268			-10.7268	8.28	x	x	49.1477	27.94
Wed	10/25/00	172.67742	1.07819	102	10.8332			-10.8332	8.26	x	x	49.2541	27.96
Thu	10/26/00	172.68065	1.07821	103	10.9396			-10.9396	8.24	x	x	49.3605	27.98
Fri	10/27/00	172.68387	1.07823	104	11.0460			-11.0460	8.22	x	x	49.4669	28.00
Mon	10/30/00	172.69355	1.07829	107	11.3653			-11.3653	8.16	x	x	49.7862	28.06
Tue	10/31/00	172.69677	1.07831	108	11.4717			-11.4717	8.14	x	x	49.8926	28.08
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	11/01/00	172.70000	1.07833	109	11.5781			-11.5781	8.12	x	x	49.9990	28.10
Thu	11/02/00	172.73333	1.07854	110	11.6866			-11.6866	7.91	x	x	50.1075	28.31
Fri	11/03/00	172.76667	1.07875	111	11.7952			-11.7952	7.70	x	x	50.2161	28.52
Mon	11/06/00	172.86667	1.07937	114	12.1209			-12.1209	7.08	x	x	50.5418	29.14
Tue	11/07/00	172.90000	1.07958	115	12.2296			-12.2296	6.87	x	x	50.6505	29.35
Wed	11/08/00	172.93333	1.07979	116	12.3384			-12.3384	6.66	x	x	50.7593	29.56
Thu	11/09/00	172.96667	1.08000	117	12.4471			-12.4471	6.45	x	x	50.8680	29.77
Fri	11/10/00	173.00000	1.08020	118	12.5559			-12.5559	6.25	x	x	50.9768	29.97
Mon	11/13/00	173.10000	1.08083	121	12.8826			-12.8826	5.62	x	x	51.3035	30.60
Tue	11/14/00	173.13333	1.08104	122	12.9916			-12.9916	5.41	x	x	51.4125	30.81
Wed	11/15/00	173.16667	1.08125	123	13.1006			-13.1006	5.20	x	x	51.5215	31.02
Thu	11/16/00	173.20000	1.08145	124	13.2096			-13.2096	5.00	x	x	51.6305	31.22
Fri	11/17/00	173.23333	1.08166	125	13.3187			-13.3187	4.79	x	x	51.7396	31.43
Mon	11/20/00	173.33333	1.08229	128	13.6463			-13.6463	4.16	x	x	52.0672	32.06
Tue	11/21/00	173.36667	1.08249	129	13.7554			-13.7554	3.96	x	x	52.1763	32.26
Wed	11/22/00	173.40000	1.08270	130	13.8647			-13.8647	3.75	x	x	52.2856	32.47
Thu	11/23/00	173.43333	1.08291	131	13.9741			-13.9741	3.54	x	x	52.3950	32.68
Fri	11/24/00	173.46667	1.08312	132	14.0835			-14.0835	3.33	x	x	52.5044	32.89
Mon	11/27/00	173.56667	1.08374	135	14.4118			-14.4118	2.71	x	x	52.8327	33.51
Tue	11/28/00	173.60000	1.08395	136	14.5214			-14.5214	2.50	x	x	52.9423	33.72
Wed	11/29/00	173.63333	1.08416	137	14.6310			-14.6310	2.29	x	x	53.0519	33.93
Thu	11/30/00	173.66667	1.08437	138	14.7407			-14.7407	2.08	x	x	53.1616	34.14
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	1.08458	139	14.8503			-14.8503	1.87	x	x	53.2712	34.35
Mon	12/04/00	173.72903	1.08476	142	15.1734			-15.1734	1.69	x	x	53.5943	34.53
Tue	12/05/00	173.73871	1.08482	143	15.2811			-15.2811	1.63	x	x	53.7020	34.59
Wed	12/06/00	173.74839	1.08488	144	15.3888			-15.3888	1.57	x	x	53.8097	34.65
Thu	12/07/00	173.75806	1.08494	145	15.4965			-15.4965	1.51	x	x	53.9174	34.71
Fri	12/08/00	173.76774	1.08500	146	15.6042			-15.6042	1.45	x	x	54.0251	34.77
Mon	12/11/00	173.79677	1.08518	149	15.9275			-15.9275	1.27	x	x	54.3484	34.95
Tue	12/12/00	173.80645	1.08524	150	16.0353			-16.0353	1.21	x	x	54.4562	35.01
Wed	12/13/00	173.81613	1.08530	151	16.1431			-16.1431	1.15	x	x	54.5640	35.07
Thu	12/14/00	173.82581	1.08536	152	16.2509			-16.2509	1.09	x	x	54.6718	35.13
Fri	12/15/00	173.83548	1.08542	153	16.3587			-16.3587	1.03	x	x	54.7796	35.19
Mon	12/18/00	173.86452	1.08560	156	16.6822			-16.6822	0.85	x	x	55.1031	35.37
Tue	12/19/00	173.87419	1.08566	157	16.7901			-16.7901	0.79	x	x	55.2110	35.43
Wed	12/20/00	173.88387	1.08572	158	16.8980			-16.8980	0.73	x	x	55.3189	35.49
Thu	12/21/00	173.89355	1.08578	159	17.0059			-17.0059	0.67	x	x	55.4268	35.55
Fri	12/22/00	173.90323	1.08584	160	17.1138			-17.1138	0.61	x	x	55.5347	35.61
Mon	12/25/00	173.93226	1.08603	163	17.4377			-17.4377	0.42	x	x	55.8586	35.80
Tue	12/26/00	173.94194	1.08609	164	17.5457			-17.5457	0.36	x	x	55.9666	35.86
Wed	12/27/00	173.95161	1.08615	165	17.6536			-17.6536	0.30	x	x	56.0745	35.92
Thu	12/28/00	173.96129	1.08621	166	17.7616			-17.7616	0.24	x	x	56.1825	35.98
Fri	12/29/00	173.97097	1.08627	167	17.8696			-17.8696	0.18	x	x	56.2905	36.04
Mon	01/01/01	174.00000	1.08645

Generated 03/12/12 21:48