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

Interest and OID per $1,000 Face Value for 2001

CUSIP Number	9128272M3	Interest 01/15/01 (184 days)	$18.5375
Dated Date	January 15, 1997	Interest 07/15/01 (181 days)	$18.8801
Ref CPI on Dated Date	158.43548	Interest Total	$37.4176
Original Issue Date	February 6, 1997	Interest 01/15/02 (184 days)

						Purchased on Settelment Date & held to 01/01/02				Held on 01/01/01 & 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
Mon	01/01/01	174.00000	1.09824	170	17.1227	x	x	20.2949	23.35			17.1227	0.00
Tue	01/02/01	174.00323	1.09826	171	17.2237	x	x	20.1939	23.33			17.2237	0.02
Wed	01/03/01	174.00645	1.09828	172	17.3248	x	x	20.0928	23.31			17.3248	0.04
Thu	01/04/01	174.00968	1.09830	173	17.4258	x	x	19.9918	23.29			17.4258	0.06
Fri	01/05/01	174.01290	1.09832	174	17.5269	x	x	19.8907	23.27			17.5269	0.08
Mon	01/08/01	174.02258	1.09838	177	17.8300	x	x	19.5876	23.21			17.8300	0.14
Tue	01/09/01	174.02581	1.09840	178	17.9311	x	x	19.4865	23.19			17.9311	0.16
Wed	01/10/01	174.02903	1.09842	179	18.0321	x	x	19.3855	23.17			18.0321	0.18
Thu	01/11/01	174.03226	1.09844	180	18.1332	x	x	19.2844	23.15			18.1332	0.20
Fri	01/12/01	174.03548	1.09846	181	18.2343	x	x	19.1833	23.13			18.2343	0.22
Mon	01/15/01	174.04516	1.09852	0	0.0000		x	18.8801	23.07	x		18.5375	0.28
Tue	01/16/01	174.04839	1.09854	1	0.1024		x	18.7777	23.05	x		18.6399	0.30
Wed	01/17/01	174.05161	1.09856	2	0.2048		x	18.6753	23.03	x		18.7423	0.32
Thu	01/18/01	174.05484	1.09858	3	0.3073		x	18.5728	23.01	x		18.8448	0.34
Fri	01/19/01	174.05806	1.09861	4	0.4097		x	18.4704	22.98	x		18.9472	0.37
Mon	01/22/01	174.06774	1.09867	7	0.7170		x	18.1631	22.92	x		19.2545	0.43
Tue	01/23/01	174.07097	1.09869	8	0.8195		x	18.0606	22.90	x		19.3570	0.45
Wed	01/24/01	174.07419	1.09871	9	0.9219		x	17.9582	22.88	x		19.4594	0.47
Thu	01/25/01	174.07742	1.09873	10	1.0244		x	17.8557	22.86	x		19.5619	0.49
Fri	01/26/01	174.08065	1.09875	11	1.1268		x	17.7533	22.84	x		19.6643	0.51
Mon	01/29/01	174.09032	1.09881	14	1.4342		x	17.4459	22.78	x		19.9717	0.57
Tue	01/30/01	174.09355	1.09883	15	1.5367		x	17.3434	22.76	x		20.0742	0.59
Wed	01/31/01	174.09677	1.09885	16	1.6392		x	17.2409	22.74	x		20.1767	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
Thu	02/01/01	174.10000	1.09887	17	1.7416		x	17.1385	22.72	x		20.2791	0.63
Fri	02/02/01	174.09643	1.09885	18	1.8441		x	17.0360	22.74	x		20.3816	0.61
Mon	02/05/01	174.08571	1.09878	21	2.1513		x	16.7288	22.81	x		20.6888	0.54
Tue	02/06/01	174.08214	1.09876	22	2.2537		x	16.6264	22.83	x		20.7912	0.52
Wed	02/07/01	174.07857	1.09873	23	2.3560		x	16.5241	22.86	x		20.8935	0.49
Thu	02/08/01	174.07500	1.09871	24	2.4584		x	16.4217	22.88	x		20.9959	0.47
Fri	02/09/01	174.07143	1.09869	25	2.5608		x	16.3193	22.90	x		21.0983	0.45
Mon	02/12/01	174.06071	1.09862	28	2.8679		x	16.0122	22.97	x		21.4054	0.38
Tue	02/13/01	174.05714	1.09860	29	2.9703		x	15.9098	22.99	x		21.5078	0.36
Wed	02/14/01	174.05357	1.09858	30	3.0727		x	15.8074	23.01	x		21.6102	0.34
Thu	02/15/01	174.05000	1.09855	31	3.1750		x	15.7051	23.04	x		21.7125	0.31
Fri	02/16/01	174.04643	1.09853	32	3.2774		x	15.6027	23.06	x		21.8149	0.29
Mon	02/19/01	174.03571	1.09846	35	3.5844		x	15.2957	23.13	x		22.1219	0.22
Tue	02/20/01	174.03214	1.09844	36	3.6868		x	15.1933	23.15	x		22.2243	0.20
Wed	02/21/01	174.02857	1.09842	37	3.7891		x	15.0910	23.17	x		22.3266	0.18
Thu	02/22/01	174.02500	1.09840	38	3.8914		x	14.9887	23.19	x		22.4289	0.16
Fri	02/23/01	174.02143	1.09837	39	3.9937		x	14.8864	23.22	x		22.5312	0.13
Mon	02/26/01	174.01071	1.09831	42	4.3007		x	14.5794	23.28	x		22.8382	0.07
Tue	02/27/01	174.00714	1.09828	43	4.4030		x	14.4771	23.31	x		22.9405	0.04
Wed	02/28/01	174.00357	1.09826	44	4.5053		x	14.3748	23.33	x		23.0428	0.02
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	03/01/01	174.00000	1.09824	45	4.6076		x	14.2725	23.35	x		23.1451	0.00
Fri	03/02/01	174.03548	1.09846	46	4.7109		x	14.1692	23.13	x		23.2484	0.22
Mon	03/05/01	174.14194	1.09913	49	5.0212		x	13.8589	22.46	x		23.5587	0.89
Tue	03/06/01	174.17742	1.09936	50	5.1248		x	13.7553	22.23	x		23.6623	1.12
Wed	03/07/01	174.21290	1.09958	51	5.2283		x	13.6518	22.01	x		23.7658	1.34
Thu	03/08/01	174.24839	1.09981	52	5.3320		x	13.5481	21.78	x		23.8695	1.57
Fri	03/09/01	174.28387	1.10003	53	5.4356		x	13.4445	21.56	x		23.9731	1.79
Mon	03/12/01	174.39032	1.10070	56	5.7467		x	13.1334	20.89	x		24.2842	2.46
Tue	03/13/01	174.42581	1.10093	57	5.8506		x	13.0295	20.66	x		24.3881	2.69
Wed	03/14/01	174.46129	1.10115	58	5.9544		x	12.9257	20.44	x		24.4919	2.91
Thu	03/15/01	174.49677	1.10137	59	6.0583		x	12.8218	20.22	x		24.5958	3.13
Fri	03/16/01	174.53226	1.10160	60	6.1623		x	12.7178	19.99	x		24.6998	3.36
Mon	03/19/01	174.63871	1.10227	63	6.4743		x	12.4058	19.32	x		25.0118	4.03
Tue	03/20/01	174.67419	1.10249	64	6.5784		x	12.3017	19.10	x		25.1159	4.25
Wed	03/21/01	174.70968	1.10272	65	6.6826		x	12.1975	18.87	x		25.2201	4.48
Thu	03/22/01	174.74516	1.10294	66	6.7867		x	12.0934	18.65	x		25.3242	4.70
Fri	03/23/01	174.78065	1.10317	67	6.8910		x	11.9891	18.42	x		25.4285	4.93
Mon	03/26/01	174.88710	1.10384	70	7.2039		x	11.6762	17.75	x		25.7414	5.60
Tue	03/27/01	174.92258	1.10406	71	7.3083		x	11.5718	17.53	x		25.8458	5.82
Wed	03/28/01	174.95806	1.10429	72	7.4128		x	11.4673	17.30	x		25.9503	6.05
Thu	03/29/01	174.99355	1.10451	73	7.5172		x	11.3629	17.08	x		26.0547	6.27
Fri	03/30/01	175.02903	1.10473	74	7.6217		x	11.2584	16.86	x		26.1592	6.49
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	04/02/01	175.12333	1.10533	77	7.9350		x	10.9451	16.26	x		26.4725	7.09
Tue	04/03/01	175.14667	1.10548	78	8.0392		x	10.8409	16.11	x		26.5767	7.24
Wed	04/04/01	175.17000	1.10562	79	8.1433		x	10.7368	15.97	x		26.6808	7.38
Thu	04/05/01	175.19333	1.10577	80	8.2475		x	10.6326	15.82	x		26.7850	7.53
Fri	04/06/01	175.21667	1.10592	81	8.3517		x	10.5284	15.67	x		26.8892	7.68
Mon	04/09/01	175.28667	1.10636	84	8.6644		x	10.2157	15.23	x		27.2019	8.12
Tue	04/10/01	175.31000	1.10651	85	8.7688		x	10.1113	15.08	x		27.3063	8.27
Wed	04/11/01	175.33333	1.10665	86	8.8731		x	10.0070	14.94	x		27.4106	8.41
Thu	04/12/01	175.35667	1.10680	87	8.9775		x	9.9026	14.79	x		27.5150	8.56
Fri	04/13/01	175.38000	1.10695	88	9.0819		x	9.7982	14.64	x		27.6194	8.71
Mon	04/16/01	175.45000	1.10739	91	9.3952		x	9.4849	14.20	x		27.9327	9.15
Tue	04/17/01	175.47333	1.10754	92	9.4998		x	9.3803	14.05	x		28.0373	9.30
Wed	04/18/01	175.49667	1.10769	93	9.6043		x	9.2758	13.90	x		28.1418	9.45
Thu	04/19/01	175.52000	1.10783	94	9.7088		x	9.1713	13.76	x		28.2463	9.59
Fri	04/20/01	175.54333	1.10798	95	9.8134		x	9.0667	13.61	x		28.3509	9.74
Mon	04/23/01	175.61333	1.10842	98	10.1273		x	8.7528	13.17	x		28.6648	10.18
Tue	04/24/01	175.63667	1.10857	99	10.2321		x	8.6480	13.02	x		28.7696	10.33
Wed	04/25/01	175.66000	1.10872	100	10.3368		x	8.5433	12.87	x		28.8743	10.48
Thu	04/26/01	175.68333	1.10886	101	10.4415		x	8.4386	12.73	x		28.9790	10.62
Fri	04/27/01	175.70667	1.10901	102	10.5463		x	8.3338	12.58	x		29.0838	10.77
Mon	04/30/01	175.77667	1.10945	105	10.8608		x	8.0193	12.14	x		29.3983	11.21
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	05/01/01	175.80000	1.10960	106	10.9657		x	7.9144	11.99	x		29.5032	11.36
Wed	05/02/01	175.81290	1.10968	107	11.0700		x	7.8101	11.91	x		29.6075	11.44
Thu	05/03/01	175.82581	1.10976	108	11.1742		x	7.7059	11.83	x		29.7117	11.52
Fri	05/04/01	175.83871	1.10984	109	11.2785		x	7.6016	11.75	x		29.8160	11.60
Mon	05/07/01	175.87742	1.11009	112	11.5915		x	7.2886	11.50	x		30.1290	11.85
Tue	05/08/01	175.89032	1.11017	113	11.6959		x	7.1842	11.42	x		30.2334	11.93
Wed	05/09/01	175.90323	1.11025	114	11.8002		x	7.0799	11.34	x		30.3377	12.01
Thu	05/10/01	175.91613	1.11033	115	11.9046		x	6.9755	11.26	x		30.4421	12.09
Fri	05/11/01	175.92903	1.11041	116	12.0090		x	6.8711	11.18	x		30.5465	12.17
Mon	05/14/01	175.96774	1.11066	119	12.3223		x	6.5578	10.93	x		30.8598	12.42
Tue	05/15/01	175.98065	1.11074	120	12.4268		x	6.4533	10.85	x		30.9643	12.50
Wed	05/16/01	175.99355	1.11082	121	12.5312		x	6.3489	10.77	x		31.0687	12.58
Thu	05/17/01	176.00645	1.11090	122	12.6357		x	6.2444	10.69	x		31.1732	12.66
Fri	05/18/01	176.01935	1.11098	123	12.7402		x	6.1399	10.61	x		31.2777	12.74
Mon	05/21/01	176.05806	1.11123	126	13.0539		x	5.8262	10.36	x		31.5914	12.99
Tue	05/22/01	176.07097	1.11131	127	13.1584		x	5.7217	10.28	x		31.6959	13.07
Wed	05/23/01	176.08387	1.11139	128	13.2630		x	5.6171	10.20	x		31.8005	13.15
Thu	05/24/01	176.09677	1.11147	129	13.3676		x	5.5125	10.12	x		31.9051	13.23
Fri	05/25/01	176.10968	1.11155	130	13.4722		x	5.4079	10.04	x		32.0097	13.31
Mon	05/28/01	176.14839	1.11180	133	13.7862		x	5.0939	9.79	x		32.3237	13.56
Tue	05/29/01	176.16129	1.11188	134	13.8908		x	4.9893	9.71	x		32.4283	13.64
Wed	05/30/01	176.17419	1.11196	135	13.9955		x	4.8846	9.63	x		32.5330	13.72
Thu	05/31/01	176.18710	1.11204	136	14.1002		x	4.7799	9.55	x		32.6377	13.80
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	06/01/01	176.20000	1.11212	137	14.2049		x	4.6752	9.47	x		32.7424	13.88
Mon	06/04/01	176.27000	1.11257	140	14.5218		x	4.3583	9.02	x		33.0593	14.33
Tue	06/05/01	176.29333	1.11271	141	14.6274		x	4.2527	8.88	x		33.1649	14.47
Wed	06/06/01	176.31667	1.11286	142	14.7331		x	4.1470	8.73	x		33.2706	14.62
Thu	06/07/01	176.34000	1.11301	143	14.8389		x	4.0412	8.58	x		33.3764	14.77
Fri	06/08/01	176.36333	1.11316	144	14.9446		x	3.9355	8.43	x		33.4821	14.92
Mon	06/11/01	176.43333	1.11360	147	15.2620		x	3.6181	7.99	x		33.7995	15.36
Tue	06/12/01	176.45667	1.11374	148	15.3678		x	3.5123	7.85	x		33.9053	15.50
Wed	06/13/01	176.48000	1.11389	149	15.4737		x	3.4064	7.70	x		34.0112	15.65
Thu	06/14/01	176.50333	1.11404	150	15.5796		x	3.3005	7.55	x		34.1171	15.80
Fri	06/15/01	176.52667	1.11419	151	15.6856		x	3.1945	7.40	x		34.2231	15.95
Mon	06/18/01	176.59667	1.11463	154	16.0036		x	2.8765	6.96	x		34.5411	16.39
Tue	06/19/01	176.62000	1.11478	155	16.1096		x	2.7705	6.81	x		34.6471	16.54
Wed	06/20/01	176.64333	1.11492	156	16.2156		x	2.6645	6.67	x		34.7531	16.68
Thu	06/21/01	176.66667	1.11507	157	16.3218		x	2.5583	6.52	x		34.8593	16.83
Fri	06/22/01	176.69000	1.11522	158	16.4279		x	2.4522	6.37	x		34.9654	16.98
Mon	06/25/01	176.76000	1.11566	161	16.7465		x	2.1336	5.93	x		35.2840	17.42
Tue	06/26/01	176.78333	1.11581	162	16.8527		x	2.0274	5.78	x		35.3902	17.57
Wed	06/27/01	176.80667	1.11595	163	16.9589		x	1.9212	5.64	x		35.4964	17.71
Thu	06/28/01	176.83000	1.11610	164	17.0652		x	1.8149	5.49	x		35.6027	17.86
Fri	06/29/01	176.85333	1.11625	165	17.1716		x	1.7085	5.34	x		35.7091	18.01
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	07/02/01	176.92581	1.11671	168	17.4910		x	1.3891	4.88	x		36.0285	18.47
Tue	07/03/01	176.95161	1.11687	169	17.5976		x	1.2825	4.72	x		36.1351	18.63
Wed	07/04/01	176.97742	1.11703	170	17.7043		x	1.1758	4.56	x		36.2418	18.79
Thu	07/05/01	177.00323	1.11719	171	17.8110		x	1.0691	4.40	x		36.3485	18.95
Fri	07/06/01	177.02903	1.11736	172	17.9179		x	0.9622	4.23	x		36.4554	19.12
Mon	07/09/01	177.10645	1.11785	175	18.2384		x	0.6417	3.74	x		36.7759	19.61
Tue	07/10/01	177.13226	1.11801	176	18.3452		x	0.5349	3.58	x		36.8827	19.77
Wed	07/11/01	177.15806	1.11817	177	18.4521		x	0.4280	3.42	x		36.9896	19.93
Thu	07/12/01	177.18387	1.11833	178	18.5590		x	0.3211	3.26	x		37.0965	20.09
Fri	07/13/01	177.20968	1.11850	179	18.6661		x	0.2140	3.09	x		37.2036	20.26
Sun	07/15/01	177.26129	1.11882	0	0.0000			0.0000	2.77	x	x	37.4176	20.58
Mon	07/16/01	177.28710	1.11899	1	0.1026			-0.1026	2.60	x	x	37.5202	20.75
Tue	07/17/01	177.31290	1.11915	2	0.2053			-0.2053	2.44	x	x	37.6229	20.91
Wed	07/18/01	177.33871	1.11931	3	0.3080			-0.3080	2.28	x	x	37.7256	21.07
Thu	07/19/01	177.36452	1.11947	4	0.4107			-0.4107	2.12	x	x	37.8283	21.23
Fri	07/20/01	177.39032	1.11964	5	0.5134			-0.5134	1.95	x	x	37.9310	21.40
Mon	07/23/01	177.46774	1.12013	8	0.8218			-0.8218	1.46	x	x	38.2394	21.89
Tue	07/24/01	177.49355	1.12029	9	0.9247			-0.9247	1.30	x	x	38.3423	22.05
Wed	07/25/01	177.51935	1.12045	10	1.0276			-1.0276	1.14	x	x	38.4452	22.21
Thu	07/26/01	177.54516	1.12061	11	1.1305			-1.1305	0.98	x	x	38.5481	22.37
Fri	07/27/01	177.57097	1.12078	12	1.2335			-1.2335	0.81	x	x	38.6511	22.54
Mon	07/30/01	177.64839	1.12127	15	1.5425			-1.5425	0.32	x	x	38.9601	23.03
Tue	07/31/01	177.67419	1.12143	16	1.6456			-1.6456	0.16	x	x	39.0632	23.19
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	08/01/01	177.70000	1.12159	17	1.7487			-1.7487	0.00	x	x	39.1663	23.35
Thu	08/02/01	177.70968	1.12165	18	1.8516			-1.8516	-0.06	x	x	39.2692	23.41
Fri	08/03/01	177.71935	1.12171	19	1.9546			-1.9546	-0.12	x	x	39.3722	23.47
Mon	08/06/01	177.74839	1.12190	22	2.2636			-2.2636	-0.31	x	x	39.6812	23.66
Tue	08/07/01	177.75806	1.12196	23	2.3666			-2.3666	-0.37	x	x	39.7842	23.72
Wed	08/08/01	177.76774	1.12202	24	2.4697			-2.4697	-0.43	x	x	39.8873	23.78
Thu	08/09/01	177.77742	1.12208	25	2.5727			-2.5727	-0.49	x	x	39.9903	23.84
Fri	08/10/01	177.78710	1.12214	26	2.6758			-2.6758	-0.55	x	x	40.0934	23.90
Mon	08/13/01	177.81613	1.12233	29	2.9850			-2.9850	-0.74	x	x	40.4026	24.09
Tue	08/14/01	177.82581	1.12239	30	3.0881			-3.0881	-0.80	x	x	40.5057	24.15
Wed	08/15/01	177.83548	1.12245	31	3.1912			-3.1912	-0.86	x	x	40.6088	24.21
Thu	08/16/01	177.84516	1.12251	32	3.2943			-3.2943	-0.92	x	x	40.7119	24.27
Fri	08/17/01	177.85484	1.12257	33	3.3975			-3.3975	-0.98	x	x	40.8151	24.33
Mon	08/20/01	177.88387	1.12275	36	3.7069			-3.7069	-1.16	x	x	41.1245	24.51
Tue	08/21/01	177.89355	1.12281	37	3.8101			-3.8101	-1.22	x	x	41.2277	24.57
Wed	08/22/01	177.90323	1.12287	38	3.9133			-3.9133	-1.28	x	x	41.3309	24.63
Thu	08/23/01	177.91290	1.12294	39	4.0165			-4.0165	-1.35	x	x	41.4341	24.70
Fri	08/24/01	177.92258	1.12300	40	4.1197			-4.1197	-1.41	x	x	41.5373	24.76
Mon	08/27/01	177.95161	1.12318	43	4.4294			-4.4294	-1.59	x	x	41.8470	24.94
Tue	08/28/01	177.96129	1.12324	44	4.5326			-4.5326	-1.65	x	x	41.9502	25.00
Wed	08/29/01	177.97097	1.12330	45	4.6359			-4.6359	-1.71	x	x	42.0535	25.06
Thu	08/30/01	177.98065	1.12336	46	4.7392			-4.7392	-1.77	x	x	42.1568	25.12
Fri	08/31/01	177.99032	1.12342	47	4.8425			-4.8425	-1.83	x	x	42.2601	25.18
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	09/03/01	177.96667	1.12328	50	5.1509			-5.1509	-1.69	x	x	42.5685	25.04
Tue	09/04/01	177.95000	1.12317	51	5.2534			-5.2534	-1.58	x	x	42.6710	24.93
Wed	09/05/01	177.93333	1.12306	52	5.3559			-5.3559	-1.47	x	x	42.7735	24.82
Thu	09/06/01	177.91667	1.12296	53	5.4584			-5.4584	-1.37	x	x	42.8760	24.72
Fri	09/07/01	177.90000	1.12285	54	5.5609			-5.5609	-1.26	x	x	42.9785	24.61
Mon	09/10/01	177.85000	1.12254	57	5.8682			-5.8682	-0.95	x	x	43.2858	24.30
Tue	09/11/01	177.83333	1.12243	58	5.9705			-5.9705	-0.84	x	x	43.3881	24.19
Wed	09/12/01	177.81667	1.12233	59	6.0729			-6.0729	-0.74	x	x	43.4905	24.09
Thu	09/13/01	177.80000	1.12222	60	6.1753			-6.1753	-0.63	x	x	43.5929	23.98
Fri	09/14/01	177.78333	1.12212	61	6.2776			-6.2776	-0.53	x	x	43.6952	23.88
Mon	09/17/01	177.73333	1.12180	64	6.5845			-6.5845	-0.21	x	x	44.0021	23.56
Tue	09/18/01	177.71667	1.12170	65	6.6868			-6.6868	-0.11	x	x	44.1044	23.46
Wed	09/19/01	177.70000	1.12159	66	6.7890			-6.7890	0.00	x	x	44.2066	23.35
Thu	09/20/01	177.68333	1.12149	67	6.8912			-6.8912	0.10	x	x	44.3088	23.25
Fri	09/21/01	177.66667	1.12138	68	6.9934			-6.9934	0.21	x	x	44.4110	23.14
Mon	09/24/01	177.61667	1.12107	71	7.2999			-7.2999	0.52	x	x	44.7175	22.83
Tue	09/25/01	177.60000	1.12096	72	7.4020			-7.4020	0.63	x	x	44.8196	22.72
Wed	09/26/01	177.58333	1.12086	73	7.5041			-7.5041	0.73	x	x	44.9217	22.62
Thu	09/27/01	177.56667	1.12075	74	7.6062			-7.6062	0.84	x	x	45.0238	22.51
Fri	09/28/01	177.55000	1.12065	75	7.7083			-7.7083	0.94	x	x	45.1259	22.41
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	10/01/01	177.50000	1.12033	78	8.0143			-8.0143	1.26	x	x	45.4319	22.09
Tue	10/02/01	177.50000	1.12033	79	8.1171			-8.1171	1.26	x	x	45.5347	22.09
Wed	10/03/01	177.50000	1.12033	80	8.2198			-8.2198	1.26	x	x	45.6374	22.09
Thu	10/04/01	177.50000	1.12033	81	8.3226			-8.3226	1.26	x	x	45.7402	22.09
Fri	10/05/01	177.50000	1.12033	82	8.4253			-8.4253	1.26	x	x	45.8429	22.09
Mon	10/08/01	177.50000	1.12033	85	8.7336			-8.7336	1.26	x	x	46.1512	22.09
Tue	10/09/01	177.50000	1.12033	86	8.8363			-8.8363	1.26	x	x	46.2539	22.09
Wed	10/10/01	177.50000	1.12033	87	8.9390			-8.9390	1.26	x	x	46.3566	22.09
Thu	10/11/01	177.50000	1.12033	88	9.0418			-9.0418	1.26	x	x	46.4594	22.09
Fri	10/12/01	177.50000	1.12033	89	9.1445			-9.1445	1.26	x	x	46.5621	22.09
Mon	10/15/01	177.50000	1.12033	92	9.4528			-9.4528	1.26	x	x	46.8704	22.09
Tue	10/16/01	177.50000	1.12033	93	9.5555			-9.5555	1.26	x	x	46.9731	22.09
Wed	10/17/01	177.50000	1.12033	94	9.6583			-9.6583	1.26	x	x	47.0759	22.09
Thu	10/18/01	177.50000	1.12033	95	9.7610			-9.7610	1.26	x	x	47.1786	22.09
Fri	10/19/01	177.50000	1.12033	96	9.8638			-9.8638	1.26	x	x	47.2814	22.09
Mon	10/22/01	177.50000	1.12033	99	10.1720			-10.1720	1.26	x	x	47.5896	22.09
Tue	10/23/01	177.50000	1.12033	100	10.2748			-10.2748	1.26	x	x	47.6924	22.09
Wed	10/24/01	177.50000	1.12033	101	10.3775			-10.3775	1.26	x	x	47.7951	22.09
Thu	10/25/01	177.50000	1.12033	102	10.4803			-10.4803	1.26	x	x	47.8979	22.09
Fri	10/26/01	177.50000	1.12033	103	10.5830			-10.5830	1.26	x	x	48.0006	22.09
Mon	10/29/01	177.50000	1.12033	106	10.8913			-10.8913	1.26	x	x	48.3089	22.09
Tue	10/30/01	177.50000	1.12033	107	10.9940			-10.9940	1.26	x	x	48.4116	22.09
Wed	10/31/01	177.50000	1.12033	108	11.0967			-11.0967	1.26	x	x	48.5143	22.09
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	11/01/01	177.50000	1.12033	109	11.1995			-11.1995	1.26	x	x	48.6171	22.09
Fri	11/02/01	177.52667	1.12050	110	11.3040			-11.3040	1.09	x	x	48.7216	22.26
Mon	11/05/01	177.60667	1.12100	113	11.6174			-11.6174	0.59	x	x	49.0350	22.76
Tue	11/06/01	177.63333	1.12117	114	11.7220			-11.7220	0.42	x	x	49.1396	22.93
Wed	11/07/01	177.66000	1.12134	115	11.8266			-11.8266	0.25	x	x	49.2442	23.10
Thu	11/08/01	177.68667	1.12151	116	11.9313			-11.9313	0.08	x	x	49.3489	23.27
Fri	11/09/01	177.71333	1.12168	117	12.0360			-12.0360	-0.09	x	x	49.4536	23.44
Mon	11/12/01	177.79333	1.12218	120	12.3501			-12.3501	-0.59	x	x	49.7677	23.94
Tue	11/13/01	177.82000	1.12235	121	12.4549			-12.4549	-0.76	x	x	49.8725	24.11
Wed	11/14/01	177.84667	1.12252	122	12.5597			-12.5597	-0.93	x	x	49.9773	24.28
Thu	11/15/01	177.87333	1.12269	123	12.6646			-12.6646	-1.10	x	x	50.0822	24.45
Fri	11/16/01	177.90000	1.12285	124	12.7694			-12.7694	-1.26	x	x	50.1870	24.61
Mon	11/19/01	177.98000	1.12336	127	13.0842			-13.0842	-1.77	x	x	50.5018	25.12
Tue	11/20/01	178.00667	1.12353	128	13.1893			-13.1893	-1.94	x	x	50.6069	25.29
Wed	11/21/01	178.03333	1.12370	129	13.2943			-13.2943	-2.11	x	x	50.7119	25.46
Thu	11/22/01	178.06000	1.12386	130	13.3993			-13.3993	-2.27	x	x	50.8169	25.62
Fri	11/23/01	178.08667	1.12403	131	13.5044			-13.5044	-2.44	x	x	50.9220	25.79
Mon	11/26/01	178.16667	1.12454	134	13.8199			-13.8199	-2.95	x	x	51.2375	26.30
Tue	11/27/01	178.19333	1.12471	135	13.9252			-13.9252	-3.12	x	x	51.3428	26.47
Wed	11/28/01	178.22000	1.12487	136	14.0303			-14.0303	-3.28	x	x	51.4479	26.63
Thu	11/29/01	178.24667	1.12504	137	14.1356			-14.1356	-3.45	x	x	51.5532	26.80
Fri	11/30/01	178.27333	1.12521	138	14.2409			-14.2409	-3.62	x	x	51.6585	26.97
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	12/03/01	178.26129	1.12513	141	14.5495			-14.5495	-3.54	x	x	51.9671	26.89
Tue	12/04/01	178.24194	1.12501	142	14.6511			-14.6511	-3.42	x	x	52.0687	26.77
Wed	12/05/01	178.22258	1.12489	143	14.7527			-14.7527	-3.30	x	x	52.1703	26.65
Thu	12/06/01	178.20323	1.12477	144	14.8543			-14.8543	-3.18	x	x	52.2719	26.53
Fri	12/07/01	178.18387	1.12465	145	14.9559			-14.9559	-3.06	x	x	52.3735	26.41
Mon	12/10/01	178.12581	1.12428	148	15.2603			-15.2603	-2.69	x	x	52.6779	26.04
Tue	12/11/01	178.10645	1.12416	149	15.3617			-15.3617	-2.57	x	x	52.7793	25.92
Wed	12/12/01	178.08710	1.12404	150	15.4632			-15.4632	-2.45	x	x	52.8808	25.80
Thu	12/13/01	178.06774	1.12391	151	15.5645			-15.5645	-2.32	x	x	52.9821	25.67
Fri	12/14/01	178.04839	1.12379	152	15.6659			-15.6659	-2.20	x	x	53.0835	25.55
Mon	12/17/01	177.99032	1.12342	155	15.9698			-15.9698	-1.83	x	x	53.3874	25.18
Tue	12/18/01	177.97097	1.12330	156	16.0711			-16.0711	-1.71	x	x	53.4887	25.06
Wed	12/19/01	177.95161	1.12318	157	16.1724			-16.1724	-1.59	x	x	53.5900	24.94
Thu	12/20/01	177.93226	1.12306	158	16.2737			-16.2737	-1.47	x	x	53.6913	24.82
Fri	12/21/01	177.91290	1.12294	159	16.3749			-16.3749	-1.35	x	x	53.7925	24.70
Mon	12/24/01	177.85484	1.12257	162	16.6784			-16.6784	-0.98	x	x	54.0960	24.33
Tue	12/25/01	177.83548	1.12245	163	16.7796			-16.7796	-0.86	x	x	54.1972	24.21
Wed	12/26/01	177.81613	1.12233	164	16.8807			-16.8807	-0.74	x	x	54.2983	24.09
Thu	12/27/01	177.79677	1.12220	165	16.9817			-16.9817	-0.61	x	x	54.3993	23.96
Fri	12/28/01	177.77742	1.12208	166	17.0828			-17.0828	-0.49	x	x	54.5004	23.84
Mon	12/31/01	177.71935	1.12171	169	17.3857			-17.3857	-0.12	x	x	54.8033	23.47
Tue	01/01/02	177.70000	1.12159

Generated 08/28/11 09:28