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

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

CUSIP Number	9128273A8	Interest 01/15/01 (184 days)	$19.6970
Dated Date	July 15, 1997	Interest 07/15/01 (181 days)	$20.0609
Ref CPI on Dated Date	160.15484	Interest Total	$39.7579
Original Issue Date	July 15, 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	1.08645	170	18.1936	x	x	21.5643	23.10			18.1936	0.00
Tue	01/02/01	174.00323	1.08647	171	18.3010	x	x	21.4569	23.08			18.3010	0.02
Wed	01/03/01	174.00645	1.08649	172	18.4083	x	x	21.3496	23.06			18.4083	0.04
Thu	01/04/01	174.00968	1.08651	173	18.5157	x	x	21.2422	23.04			18.5157	0.06
Fri	01/05/01	174.01290	1.08653	174	18.6231	x	x	21.1348	23.02			18.6231	0.08
Mon	01/08/01	174.02258	1.08659	177	18.9452	x	x	20.8127	22.96			18.9452	0.14
Tue	01/09/01	174.02581	1.08661	178	19.0526	x	x	20.7053	22.94			19.0526	0.16
Wed	01/10/01	174.02903	1.08663	179	19.1600	x	x	20.5979	22.92			19.1600	0.18
Thu	01/11/01	174.03226	1.08665	180	19.2674	x	x	20.4905	22.90			19.2674	0.20
Fri	01/12/01	174.03548	1.08667	181	19.3748	x	x	20.3831	22.88			19.3748	0.22
Mon	01/15/01	174.04516	1.08673	0	0.0000		x	20.0609	22.82	x		19.6970	0.28
Tue	01/16/01	174.04839	1.08675	1	0.1088		x	19.9521	22.80	x		19.8058	0.30
Wed	01/17/01	174.05161	1.08677	2	0.2177		x	19.8432	22.78	x		19.9147	0.32
Thu	01/18/01	174.05484	1.08679	3	0.3265		x	19.7344	22.76	x		20.0235	0.34
Fri	01/19/01	174.05806	1.08681	4	0.4353		x	19.6256	22.74	x		20.1323	0.36
Mon	01/22/01	174.06774	1.08687	7	0.7619		x	19.2990	22.68	x		20.4589	0.42
Tue	01/23/01	174.07097	1.08689	8	0.8707		x	19.1902	22.66	x		20.5677	0.44
Wed	01/24/01	174.07419	1.08691	9	0.9796		x	19.0813	22.64	x		20.6766	0.46
Thu	01/25/01	174.07742	1.08693	10	1.0884		x	18.9725	22.62	x		20.7854	0.48
Fri	01/26/01	174.08065	1.08695	11	1.1973		x	18.8636	22.60	x		20.8943	0.50
Mon	01/29/01	174.09032	1.08701	14	1.5239		x	18.5370	22.54	x		21.2209	0.56
Tue	01/30/01	174.09355	1.08703	15	1.6328		x	18.4281	22.52	x		21.3298	0.58
Wed	01/31/01	174.09677	1.08705	16	1.7417		x	18.3192	22.50	x		21.4387	0.60
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	1.08707	17	1.8506		x	18.2103	22.48	x		21.5476	0.62
Fri	02/02/01	174.09643	1.08705	18	1.9594		x	18.1015	22.50	x		21.6564	0.60
Mon	02/05/01	174.08571	1.08698	21	2.2858		x	17.7751	22.57	x		21.9828	0.53
Tue	02/06/01	174.08214	1.08696	22	2.3946		x	17.6663	22.59	x		22.0916	0.51
Wed	02/07/01	174.07857	1.08694	23	2.5034		x	17.5575	22.61	x		22.2004	0.49
Thu	02/08/01	174.07500	1.08692	24	2.6122		x	17.4487	22.63	x		22.3092	0.47
Fri	02/09/01	174.07143	1.08689	25	2.7210		x	17.3399	22.66	x		22.4180	0.44
Mon	02/12/01	174.06071	1.08683	28	3.0473		x	17.0136	22.72	x		22.7443	0.38
Tue	02/13/01	174.05714	1.08681	29	3.1561		x	16.9048	22.74	x		22.8531	0.36
Wed	02/14/01	174.05357	1.08678	30	3.2648		x	16.7961	22.77	x		22.9618	0.33
Thu	02/15/01	174.05000	1.08676	31	3.3736		x	16.6873	22.79	x		23.0706	0.31
Fri	02/16/01	174.04643	1.08674	32	3.4824		x	16.5785	22.81	x		23.1794	0.29
Mon	02/19/01	174.03571	1.08667	35	3.8086		x	16.2523	22.88	x		23.5056	0.22
Tue	02/20/01	174.03214	1.08665	36	3.9173		x	16.1436	22.90	x		23.6143	0.20
Wed	02/21/01	174.02857	1.08663	37	4.0261		x	16.0348	22.92	x		23.7231	0.18
Thu	02/22/01	174.02500	1.08660	38	4.1348		x	15.9261	22.95	x		23.8318	0.15
Fri	02/23/01	174.02143	1.08658	39	4.2435		x	15.8174	22.97	x		23.9405	0.13
Mon	02/26/01	174.01071	1.08652	42	4.5697		x	15.4912	23.03	x		24.2667	0.07
Tue	02/27/01	174.00714	1.08649	43	4.6784		x	15.3825	23.06	x		24.3754	0.04
Wed	02/28/01	174.00357	1.08647	44	4.7871		x	15.2738	23.08	x		24.4841	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	1.08645	45	4.8958		x	15.1651	23.10	x		24.5928	0.00
Fri	03/02/01	174.03548	1.08667	46	5.0056		x	15.0553	22.88	x		24.7026	0.22
Mon	03/05/01	174.14194	1.08733	49	5.3353		x	14.7256	22.22	x		25.0323	0.88
Tue	03/06/01	174.17742	1.08756	50	5.4453		x	14.6156	21.99	x		25.1423	1.11
Wed	03/07/01	174.21290	1.08778	51	5.5553		x	14.5056	21.77	x		25.2523	1.33
Thu	03/08/01	174.24839	1.08800	52	5.6654		x	14.3955	21.55	x		25.3624	1.55
Fri	03/09/01	174.28387	1.08822	53	5.7755		x	14.2854	21.33	x		25.4725	1.77
Mon	03/12/01	174.39032	1.08889	56	6.1062		x	13.9547	20.66	x		25.8032	2.44
Tue	03/13/01	174.42581	1.08911	57	6.2165		x	13.8444	20.44	x		25.9135	2.66
Wed	03/14/01	174.46129	1.08933	58	6.3268		x	13.7341	20.22	x		26.0238	2.88
Thu	03/15/01	174.49677	1.08955	59	6.4372		x	13.6237	20.00	x		26.1342	3.10
Fri	03/16/01	174.53226	1.08977	60	6.5477		x	13.5132	19.78	x		26.2447	3.32
Mon	03/19/01	174.63871	1.09044	63	6.8793		x	13.1816	19.11	x		26.5763	3.99
Tue	03/20/01	174.67419	1.09066	64	6.9899		x	13.0710	18.89	x		26.6869	4.21
Wed	03/21/01	174.70968	1.09088	65	7.1005		x	12.9604	18.67	x		26.7975	4.43
Thu	03/22/01	174.74516	1.09110	66	7.2112		x	12.8497	18.45	x		26.9082	4.65
Fri	03/23/01	174.78065	1.09132	67	7.3219		x	12.7390	18.23	x		27.0189	4.87
Mon	03/26/01	174.88710	1.09199	70	7.6545		x	12.4064	17.56	x		27.3515	5.54
Tue	03/27/01	174.92258	1.09221	71	7.7654		x	12.2955	17.34	x		27.4624	5.76
Wed	03/28/01	174.95806	1.09243	72	7.8764		x	12.1845	17.12	x		27.5734	5.98
Thu	03/29/01	174.99355	1.09265	73	7.9874		x	12.0735	16.90	x		27.6844	6.20
Fri	03/30/01	175.02903	1.09287	74	8.0984		x	11.9625	16.68	x		27.7954	6.42
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	1.09346	77	8.4313		x	11.6296	16.09	x		28.1283	7.01
Tue	04/03/01	175.14667	1.09361	78	8.5419		x	11.5190	15.94	x		28.2389	7.16
Wed	04/04/01	175.17000	1.09375	79	8.6526		x	11.4083	15.80	x		28.3496	7.30
Thu	04/05/01	175.19333	1.09390	80	8.7633		x	11.2976	15.65	x		28.4603	7.45
Fri	04/06/01	175.21667	1.09405	81	8.8740		x	11.1869	15.50	x		28.5710	7.60
Mon	04/09/01	175.28667	1.09448	84	9.2063		x	10.8546	15.07	x		28.9033	8.03
Tue	04/10/01	175.31000	1.09463	85	9.3172		x	10.7437	14.92	x		29.0142	8.18
Wed	04/11/01	175.33333	1.09477	86	9.4280		x	10.6329	14.78	x		29.1250	8.32
Thu	04/12/01	175.35667	1.09492	87	9.5390		x	10.5219	14.63	x		29.2360	8.47
Fri	04/13/01	175.38000	1.09507	88	9.6499		x	10.4110	14.48	x		29.3469	8.62
Mon	04/16/01	175.45000	1.09550	91	9.9828		x	10.0781	14.05	x		29.6798	9.05
Tue	04/17/01	175.47333	1.09565	92	10.0939		x	9.9670	13.90	x		29.7909	9.20
Wed	04/18/01	175.49667	1.09579	93	10.2049		x	9.8560	13.76	x		29.9019	9.34
Thu	04/19/01	175.52000	1.09594	94	10.3161		x	9.7448	13.61	x		30.0131	9.49
Fri	04/20/01	175.54333	1.09609	95	10.4272		x	9.6337	13.46	x		30.1242	9.64
Mon	04/23/01	175.61333	1.09652	98	10.7607		x	9.3002	13.03	x		30.4577	10.07
Tue	04/24/01	175.63667	1.09667	99	10.8720		x	9.1889	12.88	x		30.5690	10.22
Wed	04/25/01	175.66000	1.09681	100	10.9832		x	9.0777	12.74	x		30.6802	10.36
Thu	04/26/01	175.68333	1.09696	101	11.0946		x	8.9663	12.59	x		30.7916	10.51
Fri	04/27/01	175.70667	1.09710	102	11.2059		x	8.8550	12.45	x		30.9029	10.65
Mon	04/30/01	175.77667	1.09754	105	11.5401		x	8.5208	12.01	x		31.2371	11.09
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	05/01/01	175.80000	1.09769	106	11.6516		x	8.4093	11.86	x		31.3486	11.24
Wed	05/02/01	175.81290	1.09777	107	11.7624		x	8.2985	11.78	x		31.4594	11.32
Thu	05/03/01	175.82581	1.09785	108	11.8732		x	8.1877	11.70	x		31.5702	11.40
Fri	05/04/01	175.83871	1.09793	109	11.9840		x	8.0769	11.62	x		31.6810	11.48
Mon	05/07/01	175.87742	1.09817	112	12.3165		x	7.7444	11.38	x		32.0135	11.72
Tue	05/08/01	175.89032	1.09825	113	12.4274		x	7.6335	11.30	x		32.1244	11.80
Wed	05/09/01	175.90323	1.09833	114	12.5383		x	7.5226	11.22	x		32.2353	11.88
Thu	05/10/01	175.91613	1.09841	115	12.6492		x	7.4117	11.14	x		32.3462	11.96
Fri	05/11/01	175.92903	1.09849	116	12.7601		x	7.3008	11.06	x		32.4571	12.04
Mon	05/14/01	175.96774	1.09874	119	13.0931		x	6.9678	10.81	x		32.7901	12.29
Tue	05/15/01	175.98065	1.09882	120	13.2041		x	6.8568	10.73	x		32.9011	12.37
Wed	05/16/01	175.99355	1.09890	121	13.3151		x	6.7458	10.65	x		33.0121	12.45
Thu	05/17/01	176.00645	1.09898	122	13.4261		x	6.6348	10.57	x		33.1231	12.53
Fri	05/18/01	176.01935	1.09906	123	13.5371		x	6.5238	10.49	x		33.2341	12.61
Mon	05/21/01	176.05806	1.09930	126	13.8703		x	6.1906	10.25	x		33.5673	12.85
Tue	05/22/01	176.07097	1.09938	127	13.9814		x	6.0795	10.17	x		33.6784	12.93
Wed	05/23/01	176.08387	1.09946	128	14.0925		x	5.9684	10.09	x		33.7895	13.01
Thu	05/24/01	176.09677	1.09954	129	14.2037		x	5.8572	10.01	x		33.9007	13.09
Fri	05/25/01	176.10968	1.09962	130	14.3148		x	5.7461	9.93	x		34.0118	13.17
Mon	05/28/01	176.14839	1.09986	133	14.6483		x	5.4126	9.69	x		34.3453	13.41
Tue	05/29/01	176.16129	1.09994	134	14.7596		x	5.3013	9.61	x		34.4566	13.49
Wed	05/30/01	176.17419	1.10002	135	14.8708		x	5.1901	9.53	x		34.5678	13.57
Thu	05/31/01	176.18710	1.10010	136	14.9820		x	5.0789	9.45	x		34.6790	13.65
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	06/01/01	176.20000	1.10019	137	15.0934		x	4.9675	9.36	x		34.7904	13.74
Mon	06/04/01	176.27000	1.10062	140	15.4300		x	4.6309	8.93	x		35.1270	14.17
Tue	06/05/01	176.29333	1.10077	141	15.5423		x	4.5186	8.78	x		35.2393	14.32
Wed	06/06/01	176.31667	1.10091	142	15.6545		x	4.4064	8.64	x		35.3515	14.46
Thu	06/07/01	176.34000	1.10106	143	15.7669		x	4.2940	8.49	x		35.4639	14.61
Fri	06/08/01	176.36333	1.10121	144	15.8793		x	4.1816	8.34	x		35.5763	14.76
Mon	06/11/01	176.43333	1.10164	147	16.2165		x	3.8444	7.91	x		35.9135	15.19
Tue	06/12/01	176.45667	1.10179	148	16.3290		x	3.7319	7.76	x		36.0260	15.34
Wed	06/13/01	176.48000	1.10193	149	16.4414		x	3.6195	7.62	x		36.1384	15.48
Thu	06/14/01	176.50333	1.10208	150	16.5540		x	3.5069	7.47	x		36.2510	15.63
Fri	06/15/01	176.52667	1.10223	151	16.6667		x	3.3942	7.32	x		36.3637	15.78
Mon	06/18/01	176.59667	1.10266	154	17.0044		x	3.0565	6.89	x		36.7014	16.21
Tue	06/19/01	176.62000	1.10281	155	17.1172		x	2.9437	6.74	x		36.8142	16.36
Wed	06/20/01	176.64333	1.10295	156	17.2298		x	2.8311	6.60	x		36.9268	16.50
Thu	06/21/01	176.66667	1.10310	157	17.3426		x	2.7183	6.45	x		37.0396	16.65
Fri	06/22/01	176.69000	1.10324	158	17.4553		x	2.6056	6.31	x		37.1523	16.79
Mon	06/25/01	176.76000	1.10368	161	17.7938		x	2.2671	5.87	x		37.4908	17.23
Tue	06/26/01	176.78333	1.10383	162	17.9067		x	2.1542	5.72	x		37.6037	17.38
Wed	06/27/01	176.80667	1.10397	163	18.0196		x	2.0413	5.58	x		37.7166	17.52
Thu	06/28/01	176.83000	1.10412	164	18.1326		x	1.9283	5.43	x		37.8296	17.67
Fri	06/29/01	176.85333	1.10426	165	18.2455		x	1.8154	5.29	x		37.9425	17.81
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	1.10472	168	18.5849		x	1.4760	4.83	x		38.2819	18.27
Tue	07/03/01	176.95161	1.10488	169	18.6983		x	1.3626	4.67	x		38.3953	18.43
Wed	07/04/01	176.97742	1.10504	170	18.8116		x	1.2493	4.51	x		38.5086	18.59
Thu	07/05/01	177.00323	1.10520	171	18.9250		x	1.1359	4.35	x		38.6220	18.75
Fri	07/06/01	177.02903	1.10536	172	19.0385		x	1.0224	4.19	x		38.7355	18.91
Mon	07/09/01	177.10645	1.10585	175	19.3791		x	0.6818	3.70	x		39.0761	19.40
Tue	07/10/01	177.13226	1.10601	176	19.4927		x	0.5682	3.54	x		39.1897	19.56
Wed	07/11/01	177.15806	1.10617	177	19.6063		x	0.4546	3.38	x		39.3033	19.72
Thu	07/12/01	177.18387	1.10633	178	19.7199		x	0.3410	3.22	x		39.4169	19.88
Fri	07/13/01	177.20968	1.10649	179	19.8335		x	0.2274	3.06	x		39.5305	20.04
Sun	07/15/01	177.26129	1.10681	0	0.0000			0.0000	2.74	x	x	39.7579	20.36
Mon	07/16/01	177.28710	1.10697	1	0.1090			-0.1090	2.58	x	x	39.8669	20.52
Tue	07/17/01	177.31290	1.10713	2	0.2181			-0.2181	2.42	x	x	39.9760	20.68
Wed	07/18/01	177.33871	1.10730	3	0.3272			-0.3272	2.25	x	x	40.0851	20.85
Thu	07/19/01	177.36452	1.10746	4	0.4364			-0.4364	2.09	x	x	40.1943	21.01
Fri	07/20/01	177.39032	1.10762	5	0.5455			-0.5455	1.93	x	x	40.3034	21.17
Mon	07/23/01	177.46774	1.10810	8	0.8732			-0.8732	1.45	x	x	40.6311	21.65
Tue	07/24/01	177.49355	1.10826	9	0.9825			-0.9825	1.29	x	x	40.7404	21.81
Wed	07/25/01	177.51935	1.10842	10	1.0919			-1.0919	1.13	x	x	40.8498	21.97
Thu	07/26/01	177.54516	1.10858	11	1.2012			-1.2012	0.97	x	x	40.9591	22.13
Fri	07/27/01	177.57097	1.10875	12	1.3106			-1.3106	0.80	x	x	41.0685	22.30
Mon	07/30/01	177.64839	1.10923	15	1.6390			-1.6390	0.32	x	x	41.3969	22.78
Tue	07/31/01	177.67419	1.10939	16	1.7485			-1.7485	0.16	x	x	41.5064	22.94
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	1.10955	17	1.8580			-1.8580	0.00	x	x	41.6159	23.10
Thu	08/02/01	177.70968	1.10961	18	1.9674			-1.9674	-0.06	x	x	41.7253	23.16
Fri	08/03/01	177.71935	1.10967	19	2.0769			-2.0769	-0.12	x	x	41.8348	23.22
Mon	08/06/01	177.74839	1.10985	22	2.4052			-2.4052	-0.30	x	x	42.1631	23.40
Tue	08/07/01	177.75806	1.10991	23	2.5146			-2.5146	-0.36	x	x	42.2725	23.46
Wed	08/08/01	177.76774	1.10997	24	2.6241			-2.6241	-0.42	x	x	42.3820	23.52
Thu	08/09/01	177.77742	1.11003	25	2.7336			-2.7336	-0.48	x	x	42.4915	23.58
Fri	08/10/01	177.78710	1.11010	26	2.8431			-2.8431	-0.55	x	x	42.6010	23.65
Mon	08/13/01	177.81613	1.11028	29	3.1717			-3.1717	-0.73	x	x	42.9296	23.83
Tue	08/14/01	177.82581	1.11034	30	3.2812			-3.2812	-0.79	x	x	43.0391	23.89
Wed	08/15/01	177.83548	1.11040	31	3.3908			-3.3908	-0.85	x	x	43.1487	23.95
Thu	08/16/01	177.84516	1.11046	32	3.5004			-3.5004	-0.91	x	x	43.2583	24.01
Fri	08/17/01	177.85484	1.11052	33	3.6099			-3.6099	-0.97	x	x	43.3678	24.07
Mon	08/20/01	177.88387	1.11070	36	3.9388			-3.9388	-1.15	x	x	43.6967	24.25
Tue	08/21/01	177.89355	1.11076	37	4.0484			-4.0484	-1.21	x	x	43.8063	24.31
Wed	08/22/01	177.90323	1.11082	38	4.1580			-4.1580	-1.27	x	x	43.9159	24.37
Thu	08/23/01	177.91290	1.11088	39	4.2677			-4.2677	-1.33	x	x	44.0256	24.43
Fri	08/24/01	177.92258	1.11094	40	4.3773			-4.3773	-1.39	x	x	44.1352	24.49
Mon	08/27/01	177.95161	1.11112	43	4.7064			-4.7064	-1.57	x	x	44.4643	24.67
Tue	08/28/01	177.96129	1.11118	44	4.8161			-4.8161	-1.63	x	x	44.5740	24.73
Wed	08/29/01	177.97097	1.11124	45	4.9258			-4.9258	-1.69	x	x	44.6837	24.79
Thu	08/30/01	177.98065	1.11130	46	5.0356			-5.0356	-1.75	x	x	44.7935	24.85
Fri	08/31/01	177.99032	1.11136	47	5.1453			-5.1453	-1.81	x	x	44.9032	24.91
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	09/03/01	177.96667	1.11122	50	5.4731			-5.4731	-1.67	x	x	45.2310	24.77
Tue	09/04/01	177.95000	1.11111	51	5.5820			-5.5820	-1.56	x	x	45.3399	24.66
Wed	09/05/01	177.93333	1.11101	52	5.6909			-5.6909	-1.46	x	x	45.4488	24.56
Thu	09/06/01	177.91667	1.11090	53	5.7998			-5.7998	-1.35	x	x	45.5577	24.45
Fri	09/07/01	177.90000	1.11080	54	5.9087			-5.9087	-1.25	x	x	45.6666	24.35
Mon	09/10/01	177.85000	1.11049	57	6.2352			-6.2352	-0.94	x	x	45.9931	24.04
Tue	09/11/01	177.83333	1.11038	58	6.3440			-6.3440	-0.83	x	x	46.1019	23.93
Wed	09/12/01	177.81667	1.11028	59	6.4527			-6.4527	-0.73	x	x	46.2106	23.83
Thu	09/13/01	177.80000	1.11018	60	6.5615			-6.5615	-0.63	x	x	46.3194	23.73
Fri	09/14/01	177.78333	1.11007	61	6.6702			-6.6702	-0.52	x	x	46.4281	23.62
Mon	09/17/01	177.73333	1.10976	64	6.9963			-6.9963	-0.21	x	x	46.7542	23.31
Tue	09/18/01	177.71667	1.10966	65	7.1050			-7.1050	-0.11	x	x	46.8629	23.21
Wed	09/19/01	177.70000	1.10955	66	7.2136			-7.2136	0.00	x	x	46.9715	23.10
Thu	09/20/01	177.68333	1.10945	67	7.3222			-7.3222	0.10	x	x	47.0801	23.00
Fri	09/21/01	177.66667	1.10934	68	7.4308			-7.4308	0.21	x	x	47.1887	22.89
Mon	09/24/01	177.61667	1.10903	71	7.7564			-7.7564	0.52	x	x	47.5143	22.58
Tue	09/25/01	177.60000	1.10893	72	7.8650			-7.8650	0.62	x	x	47.6229	22.48
Wed	09/26/01	177.58333	1.10882	73	7.9734			-7.9734	0.73	x	x	47.7313	22.37
Thu	09/27/01	177.56667	1.10872	74	8.0819			-8.0819	0.83	x	x	47.8398	22.27
Fri	09/28/01	177.55000	1.10861	75	8.1903			-8.1903	0.94	x	x	47.9482	22.16
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	1.10830	78	8.5155			-8.5155	1.25	x	x	48.2734	21.85
Tue	10/02/01	177.50000	1.10830	79	8.6247			-8.6247	1.25	x	x	48.3826	21.85
Wed	10/03/01	177.50000	1.10830	80	8.7339			-8.7339	1.25	x	x	48.4918	21.85
Thu	10/04/01	177.50000	1.10830	81	8.8431			-8.8431	1.25	x	x	48.6010	21.85
Fri	10/05/01	177.50000	1.10830	82	8.9522			-8.9522	1.25	x	x	48.7101	21.85
Mon	10/08/01	177.50000	1.10830	85	9.2798			-9.2798	1.25	x	x	49.0377	21.85
Tue	10/09/01	177.50000	1.10830	86	9.3889			-9.3889	1.25	x	x	49.1468	21.85
Wed	10/10/01	177.50000	1.10830	87	9.4981			-9.4981	1.25	x	x	49.2560	21.85
Thu	10/11/01	177.50000	1.10830	88	9.6073			-9.6073	1.25	x	x	49.3652	21.85
Fri	10/12/01	177.50000	1.10830	89	9.7164			-9.7164	1.25	x	x	49.4743	21.85
Mon	10/15/01	177.50000	1.10830	92	10.0440			-10.0440	1.25	x	x	49.8019	21.85
Tue	10/16/01	177.50000	1.10830	93	10.1531			-10.1531	1.25	x	x	49.9110	21.85
Wed	10/17/01	177.50000	1.10830	94	10.2623			-10.2623	1.25	x	x	50.0202	21.85
Thu	10/18/01	177.50000	1.10830	95	10.3715			-10.3715	1.25	x	x	50.1294	21.85
Fri	10/19/01	177.50000	1.10830	96	10.4807			-10.4807	1.25	x	x	50.2386	21.85
Mon	10/22/01	177.50000	1.10830	99	10.8082			-10.8082	1.25	x	x	50.5661	21.85
Tue	10/23/01	177.50000	1.10830	100	10.9174			-10.9174	1.25	x	x	50.6753	21.85
Wed	10/24/01	177.50000	1.10830	101	11.0265			-11.0265	1.25	x	x	50.7844	21.85
Thu	10/25/01	177.50000	1.10830	102	11.1357			-11.1357	1.25	x	x	50.8936	21.85
Fri	10/26/01	177.50000	1.10830	103	11.2449			-11.2449	1.25	x	x	51.0028	21.85
Mon	10/29/01	177.50000	1.10830	106	11.5724			-11.5724	1.25	x	x	51.3303	21.85
Tue	10/30/01	177.50000	1.10830	107	11.6816			-11.6816	1.25	x	x	51.4395	21.85
Wed	10/31/01	177.50000	1.10830	108	11.7907			-11.7907	1.25	x	x	51.5486	21.85
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	1.10830	109	11.8999			-11.8999	1.25	x	x	51.6578	21.85
Fri	11/02/01	177.52667	1.10847	110	12.0109			-12.0109	1.08	x	x	51.7688	22.02
Mon	11/05/01	177.60667	1.10897	113	12.3441			-12.3441	0.58	x	x	52.1020	22.52
Tue	11/06/01	177.63333	1.10913	114	12.4551			-12.4551	0.42	x	x	52.2130	22.68
Wed	11/07/01	177.66000	1.10930	115	12.5663			-12.5663	0.25	x	x	52.3242	22.85
Thu	11/08/01	177.68667	1.10947	116	12.6775			-12.6775	0.08	x	x	52.4354	23.02
Fri	11/09/01	177.71333	1.10963	117	12.7886			-12.7886	-0.08	x	x	52.5465	23.18
Mon	11/12/01	177.79333	1.11013	120	13.1225			-13.1225	-0.58	x	x	52.8804	23.68
Tue	11/13/01	177.82000	1.11030	121	13.2338			-13.2338	-0.75	x	x	52.9917	23.85
Wed	11/14/01	177.84667	1.11047	122	13.3453			-13.3453	-0.92	x	x	53.1032	24.02
Thu	11/15/01	177.87333	1.11063	123	13.4566			-13.4566	-1.08	x	x	53.2145	24.18
Fri	11/16/01	177.90000	1.11080	124	13.5681			-13.5681	-1.25	x	x	53.3260	24.35
Mon	11/19/01	177.98000	1.11130	127	13.9026			-13.9026	-1.75	x	x	53.6605	24.85
Tue	11/20/01	178.00667	1.11147	128	14.0142			-14.0142	-1.92	x	x	53.7721	25.02
Wed	11/21/01	178.03333	1.11163	129	14.1257			-14.1257	-2.08	x	x	53.8836	25.18
Thu	11/22/01	178.06000	1.11180	130	14.2374			-14.2374	-2.25	x	x	53.9953	25.35
Fri	11/23/01	178.08667	1.11197	131	14.3491			-14.3491	-2.42	x	x	54.1070	25.52
Mon	11/26/01	178.16667	1.11247	134	14.6843			-14.6843	-2.92	x	x	54.4422	26.02
Tue	11/27/01	178.19333	1.11263	135	14.7960			-14.7960	-3.08	x	x	54.5539	26.18
Wed	11/28/01	178.22000	1.11280	136	14.9079			-14.9079	-3.25	x	x	54.6658	26.35
Thu	11/29/01	178.24667	1.11296	137	15.0197			-15.0197	-3.41	x	x	54.7776	26.51
Fri	11/30/01	178.27333	1.11313	138	15.1316			-15.1316	-3.58	x	x	54.8895	26.68
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	12/03/01	178.26129	1.11306	141	15.4596			-15.4596	-3.51	x	x	55.2175	26.61
Tue	12/04/01	178.24194	1.11294	142	15.5676			-15.5676	-3.39	x	x	55.3255	26.49
Wed	12/05/01	178.22258	1.11281	143	15.6754			-15.6754	-3.26	x	x	55.4333	26.36
Thu	12/06/01	178.20323	1.11269	144	15.7833			-15.7833	-3.14	x	x	55.5412	26.24
Fri	12/07/01	178.18387	1.11257	145	15.8912			-15.8912	-3.02	x	x	55.6491	26.12
Mon	12/10/01	178.12581	1.11221	148	16.2147			-16.2147	-2.66	x	x	55.9726	25.76
Tue	12/11/01	178.10645	1.11209	149	16.3225			-16.3225	-2.54	x	x	56.0804	25.64
Wed	12/12/01	178.08710	1.11197	150	16.4303			-16.4303	-2.42	x	x	56.1882	25.52
Thu	12/13/01	178.06774	1.11185	151	16.5380			-16.5380	-2.30	x	x	56.2959	25.40
Fri	12/14/01	178.04839	1.11173	152	16.6457			-16.6457	-2.18	x	x	56.4036	25.28
Mon	12/17/01	177.99032	1.11136	155	16.9686			-16.9686	-1.81	x	x	56.7265	24.91
Tue	12/18/01	177.97097	1.11124	156	17.0763			-17.0763	-1.69	x	x	56.8342	24.79
Wed	12/19/01	177.95161	1.11112	157	17.1839			-17.1839	-1.57	x	x	56.9418	24.67
Thu	12/20/01	177.93226	1.11100	158	17.2914			-17.2914	-1.45	x	x	57.0493	24.55
Fri	12/21/01	177.91290	1.11088	159	17.3990			-17.3990	-1.33	x	x	57.1569	24.43
Mon	12/24/01	177.85484	1.11052	162	17.7215			-17.7215	-0.97	x	x	57.4794	24.07
Tue	12/25/01	177.83548	1.11040	163	17.8290			-17.8290	-0.85	x	x	57.5869	23.95
Wed	12/26/01	177.81613	1.11028	164	17.9365			-17.9365	-0.73	x	x	57.6944	23.83
Thu	12/27/01	177.79677	1.11016	165	18.0439			-18.0439	-0.61	x	x	57.8018	23.71
Fri	12/28/01	177.77742	1.11003	166	18.1511			-18.1511	-0.48	x	x	57.9090	23.58
Mon	12/31/01	177.71935	1.10967	169	18.4731			-18.4731	-0.12	x	x	58.2310	23.22
Tue	01/01/02	177.70000	1.10955

Generated 03/09/11 23:46