3.625% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2008

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

CUSIP Number	9128273T7	Interest 01/15/01 (184 days)	$19.5262
Dated Date	January 15, 1998	Interest 07/15/01 (181 days)	$19.8871
Ref CPI on Dated Date	161.55484	Interest Total	$39.4133
Original Issue Date	January 15, 1998	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	1.07703	170	18.0359	x	x	21.3774	22.91			18.0359	0.00
Tue	01/02/01	174.00323	1.07705	171	18.1423	x	x	21.2710	22.89			18.1423	0.02
Wed	01/03/01	174.00645	1.07707	172	18.2487	x	x	21.1646	22.87			18.2487	0.04
Thu	01/04/01	174.00968	1.07709	173	18.3552	x	x	21.0581	22.85			18.3552	0.06
Fri	01/05/01	174.01290	1.07711	174	18.4616	x	x	20.9517	22.83			18.4616	0.08
Mon	01/08/01	174.02258	1.07717	177	18.7810	x	x	20.6323	22.77			18.7810	0.14
Tue	01/09/01	174.02581	1.07719	178	18.8874	x	x	20.5259	22.75			18.8874	0.16
Wed	01/10/01	174.02903	1.07721	179	18.9939	x	x	20.4194	22.73			18.9939	0.18
Thu	01/11/01	174.03226	1.07723	180	19.1003	x	x	20.3130	22.71			19.1003	0.20
Fri	01/12/01	174.03548	1.07725	181	19.2068	x	x	20.2065	22.69			19.2068	0.22
Mon	01/15/01	174.04516	1.07731	0	0.0000		x	19.8871	22.63	x		19.5262	0.28
Tue	01/16/01	174.04839	1.07733	1	0.1079		x	19.7792	22.61	x		19.6341	0.30
Wed	01/17/01	174.05161	1.07735	2	0.2158		x	19.6713	22.59	x		19.7420	0.32
Thu	01/18/01	174.05484	1.07737	3	0.3237		x	19.5634	22.57	x		19.8499	0.34
Fri	01/19/01	174.05806	1.07739	4	0.4316		x	19.4555	22.55	x		19.9578	0.36
Mon	01/22/01	174.06774	1.07745	7	0.7553		x	19.1318	22.49	x		20.2815	0.42
Tue	01/23/01	174.07097	1.07747	8	0.8632		x	19.0239	22.47	x		20.3894	0.44
Wed	01/24/01	174.07419	1.07749	9	0.9711		x	18.9160	22.45	x		20.4973	0.46
Thu	01/25/01	174.07742	1.07751	10	1.0790		x	18.8081	22.43	x		20.6052	0.48
Fri	01/26/01	174.08065	1.07753	11	1.1869		x	18.7002	22.41	x		20.7131	0.50
Mon	01/29/01	174.09032	1.07759	14	1.5107		x	18.3764	22.35	x		21.0369	0.56
Tue	01/30/01	174.09355	1.07761	15	1.6186		x	18.2685	22.33	x		21.1448	0.58
Wed	01/31/01	174.09677	1.07763	16	1.7266		x	18.1605	22.31	x		21.2528	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	1.07765	17	1.8345		x	18.0526	22.29	x		21.3607	0.62
Fri	02/02/01	174.09643	1.07763	18	1.9424		x	17.9447	22.31	x		21.4686	0.60
Mon	02/05/01	174.08571	1.07756	21	2.2660		x	17.6211	22.38	x		21.7922	0.53
Tue	02/06/01	174.08214	1.07754	22	2.3739		x	17.5132	22.40	x		21.9001	0.51
Wed	02/07/01	174.07857	1.07752	23	2.4817		x	17.4054	22.42	x		22.0079	0.49
Thu	02/08/01	174.07500	1.07750	24	2.5896		x	17.2975	22.44	x		22.1158	0.47
Fri	02/09/01	174.07143	1.07748	25	2.6974		x	17.1897	22.46	x		22.2236	0.45
Mon	02/12/01	174.06071	1.07741	28	3.0209		x	16.8662	22.53	x		22.5471	0.38
Tue	02/13/01	174.05714	1.07739	29	3.1287		x	16.7584	22.55	x		22.6549	0.36
Wed	02/14/01	174.05357	1.07737	30	3.2366		x	16.6505	22.57	x		22.7628	0.34
Thu	02/15/01	174.05000	1.07734	31	3.3444		x	16.5427	22.60	x		22.8706	0.31
Fri	02/16/01	174.04643	1.07732	32	3.4522		x	16.4349	22.62	x		22.9784	0.29
Mon	02/19/01	174.03571	1.07725	35	3.7756		x	16.1115	22.69	x		23.3018	0.22
Tue	02/20/01	174.03214	1.07723	36	3.8834		x	16.0037	22.71	x		23.4096	0.20
Wed	02/21/01	174.02857	1.07721	37	3.9912		x	15.8959	22.73	x		23.5174	0.18
Thu	02/22/01	174.02500	1.07719	38	4.0990		x	15.7881	22.75	x		23.6252	0.16
Fri	02/23/01	174.02143	1.07717	39	4.2068		x	15.6803	22.77	x		23.7330	0.14
Mon	02/26/01	174.01071	1.07710	42	4.5301		x	15.3570	22.84	x		24.0563	0.07
Tue	02/27/01	174.00714	1.07708	43	4.6378		x	15.2493	22.86	x		24.1640	0.05
Wed	02/28/01	174.00357	1.07706	44	4.7456		x	15.1415	22.88	x		24.2718	0.03
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	1.07703	45	4.8533		x	15.0338	22.91	x		24.3795	0.00
Fri	03/02/01	174.03548	1.07725	46	4.9622		x	14.9249	22.69	x		24.4884	0.22
Mon	03/05/01	174.14194	1.07791	49	5.2891		x	14.5980	22.03	x		24.8153	0.88
Tue	03/06/01	174.17742	1.07813	50	5.3981		x	14.4890	21.81	x		24.9243	1.10
Wed	03/07/01	174.21290	1.07835	51	5.5072		x	14.3799	21.59	x		25.0334	1.32
Thu	03/08/01	174.24839	1.07857	52	5.6163		x	14.2708	21.37	x		25.1425	1.54
Fri	03/09/01	174.28387	1.07879	53	5.7255		x	14.1616	21.15	x		25.2517	1.76
Mon	03/12/01	174.39032	1.07945	56	6.0533		x	13.8338	20.49	x		25.5795	2.42
Tue	03/13/01	174.42581	1.07967	57	6.1626		x	13.7245	20.27	x		25.6888	2.64
Wed	03/14/01	174.46129	1.07989	58	6.2720		x	13.6151	20.05	x		25.7982	2.86
Thu	03/15/01	174.49677	1.08011	59	6.3815		x	13.5056	19.83	x		25.9077	3.08
Fri	03/16/01	174.53226	1.08033	60	6.4909		x	13.3962	19.61	x		26.0171	3.30
Mon	03/19/01	174.63871	1.08099	63	6.8196		x	13.0675	18.95	x		26.3458	3.96
Tue	03/20/01	174.67419	1.08121	64	6.9293		x	12.9578	18.73	x		26.4555	4.18
Wed	03/21/01	174.70968	1.08143	65	7.0390		x	12.8481	18.51	x		26.5652	4.40
Thu	03/22/01	174.74516	1.08165	66	7.1488		x	12.7383	18.29	x		26.6750	4.62
Fri	03/23/01	174.78065	1.08187	67	7.2585		x	12.6286	18.07	x		26.7847	4.84
Mon	03/26/01	174.88710	1.08252	70	7.5881		x	12.2990	17.42	x		27.1143	5.49
Tue	03/27/01	174.92258	1.08274	71	7.6981		x	12.1890	17.20	x		27.2243	5.71
Wed	03/28/01	174.95806	1.08296	72	7.8081		x	12.0790	16.98	x		27.3343	5.93
Thu	03/29/01	174.99355	1.08318	73	7.9181		x	11.9690	16.76	x		27.4443	6.15
Fri	03/30/01	175.02903	1.08340	74	8.0282		x	11.8589	16.54	x		27.5544	6.37
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	1.08399	77	8.3583		x	11.5288	15.95	x		27.8845	6.96
Tue	04/03/01	175.14667	1.08413	78	8.4679		x	11.4192	15.81	x		27.9941	7.10
Wed	04/04/01	175.17000	1.08428	79	8.5776		x	11.3095	15.66	x		28.1038	7.25
Thu	04/05/01	175.19333	1.08442	80	8.6873		x	11.1998	15.52	x		28.2135	7.39
Fri	04/06/01	175.21667	1.08456	81	8.7971		x	11.0900	15.38	x		28.3233	7.53
Mon	04/09/01	175.28667	1.08500	84	9.1266		x	10.7605	14.94	x		28.6528	7.97
Tue	04/10/01	175.31000	1.08514	85	9.2364		x	10.6507	14.80	x		28.7626	8.11
Wed	04/11/01	175.33333	1.08529	86	9.3464		x	10.5407	14.65	x		28.8726	8.26
Thu	04/12/01	175.35667	1.08543	87	9.4563		x	10.4308	14.51	x		28.9825	8.40
Fri	04/13/01	175.38000	1.08558	88	9.5663		x	10.3208	14.36	x		29.0925	8.55
Mon	04/16/01	175.45000	1.08601	91	9.8963		x	9.9908	13.93	x		29.4225	8.98
Tue	04/17/01	175.47333	1.08615	92	10.0064		x	9.8807	13.79	x		29.5326	9.12
Wed	04/18/01	175.49667	1.08630	93	10.1165		x	9.7706	13.64	x		29.6427	9.27
Thu	04/19/01	175.52000	1.08644	94	10.2266		x	9.6605	13.50	x		29.7528	9.41
Fri	04/20/01	175.54333	1.08659	95	10.3369		x	9.5502	13.35	x		29.8631	9.56
Mon	04/23/01	175.61333	1.08702	98	10.6675		x	9.2196	12.92	x		30.1937	9.99
Tue	04/24/01	175.63667	1.08716	99	10.7777		x	9.1094	12.78	x		30.3039	10.13
Wed	04/25/01	175.66000	1.08731	100	10.8881		x	8.9990	12.63	x		30.4143	10.28
Thu	04/26/01	175.68333	1.08745	101	10.9984		x	8.8887	12.49	x		30.5246	10.42
Fri	04/27/01	175.70667	1.08760	102	11.1088		x	8.7783	12.34	x		30.6350	10.57
Mon	04/30/01	175.77667	1.08803	105	11.4401		x	8.4470	11.91	x		30.9663	11.00
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	1.08818	106	11.5506		x	8.3365	11.76	x		31.0768	11.15
Wed	05/02/01	175.81290	1.08826	107	11.6605		x	8.2266	11.68	x		31.1867	11.23
Thu	05/03/01	175.82581	1.08834	108	11.7703		x	8.1168	11.60	x		31.2965	11.31
Fri	05/04/01	175.83871	1.08841	109	11.8801		x	8.0070	11.53	x		31.4063	11.38
Mon	05/07/01	175.87742	1.08865	112	12.2097		x	7.6774	11.29	x		31.7359	11.62
Tue	05/08/01	175.89032	1.08873	113	12.3196		x	7.5675	11.21	x		31.8458	11.70
Wed	05/09/01	175.90323	1.08881	114	12.4296		x	7.4575	11.13	x		31.9558	11.78
Thu	05/10/01	175.91613	1.08889	115	12.5395		x	7.3476	11.05	x		32.0657	11.86
Fri	05/11/01	175.92903	1.08897	116	12.6495		x	7.2376	10.97	x		32.1757	11.94
Mon	05/14/01	175.96774	1.08921	119	12.9795		x	6.9076	10.73	x		32.5057	12.18
Tue	05/15/01	175.98065	1.08929	120	13.0895		x	6.7976	10.65	x		32.6157	12.26
Wed	05/16/01	175.99355	1.08937	121	13.1996		x	6.6875	10.57	x		32.7258	12.34
Thu	05/17/01	176.00645	1.08945	122	13.3096		x	6.5775	10.49	x		32.8358	12.42
Fri	05/18/01	176.01935	1.08953	123	13.4197		x	6.4674	10.41	x		32.9459	12.50
Mon	05/21/01	176.05806	1.08977	126	13.7501		x	6.1370	10.17	x		33.2763	12.74
Tue	05/22/01	176.07097	1.08985	127	13.8602		x	6.0269	10.09	x		33.3864	12.82
Wed	05/23/01	176.08387	1.08993	128	13.9704		x	5.9167	10.01	x		33.4966	12.90
Thu	05/24/01	176.09677	1.09001	129	14.0806		x	5.8065	9.93	x		33.6068	12.98
Fri	05/25/01	176.10968	1.09009	130	14.1907		x	5.6964	9.85	x		33.7169	13.06
Mon	05/28/01	176.14839	1.09033	133	14.5214		x	5.3657	9.61	x		34.0476	13.30
Tue	05/29/01	176.16129	1.09041	134	14.6317		x	5.2554	9.53	x		34.1579	13.38
Wed	05/30/01	176.17419	1.09049	135	14.7419		x	5.1452	9.45	x		34.2681	13.46
Thu	05/31/01	176.18710	1.09057	136	14.8522		x	5.0349	9.37	x		34.3784	13.54
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	1.09065	137	14.9625		x	4.9246	9.29	x		34.4887	13.62
Mon	06/04/01	176.27000	1.09108	140	15.2962		x	4.5909	8.86	x		34.8224	14.05
Tue	06/05/01	176.29333	1.09123	141	15.4076		x	4.4795	8.71	x		34.9338	14.20
Wed	06/06/01	176.31667	1.09137	142	15.5189		x	4.3682	8.57	x		35.0451	14.34
Thu	06/07/01	176.34000	1.09152	143	15.6303		x	4.2568	8.42	x		35.1565	14.49
Fri	06/08/01	176.36333	1.09166	144	15.7416		x	4.1455	8.28	x		35.2678	14.63
Mon	06/11/01	176.43333	1.09210	147	16.0760		x	3.8111	7.84	x		35.6022	15.07
Tue	06/12/01	176.45667	1.09224	148	16.1875		x	3.6996	7.70	x		35.7137	15.21
Wed	06/13/01	176.48000	1.09238	149	16.2989		x	3.5882	7.56	x		35.8251	15.35
Thu	06/14/01	176.50333	1.09253	150	16.4106		x	3.4765	7.41	x		35.9368	15.50
Fri	06/15/01	176.52667	1.09267	151	16.5221		x	3.3650	7.27	x		36.0483	15.64
Mon	06/18/01	176.59667	1.09311	154	16.8571		x	3.0300	6.83	x		36.3833	16.08
Tue	06/19/01	176.62000	1.09325	155	16.9688		x	2.9183	6.69	x		36.4950	16.22
Wed	06/20/01	176.64333	1.09340	156	17.0806		x	2.8065	6.54	x		36.6068	16.37
Thu	06/21/01	176.66667	1.09354	157	17.1923		x	2.6948	6.40	x		36.7185	16.51
Fri	06/22/01	176.69000	1.09368	158	17.3040		x	2.5831	6.26	x		36.8302	16.65
Mon	06/25/01	176.76000	1.09412	161	17.6397		x	2.2474	5.82	x		37.1659	17.09
Tue	06/26/01	176.78333	1.09426	162	17.7515		x	2.1356	5.68	x		37.2777	17.23
Wed	06/27/01	176.80667	1.09441	163	17.8635		x	2.0236	5.53	x		37.3897	17.38
Thu	06/28/01	176.83000	1.09455	164	17.9754		x	1.9117	5.39	x		37.5016	17.52
Fri	06/29/01	176.85333	1.09470	165	18.0875		x	1.7996	5.24	x		37.6137	17.67
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	1.09514	168	18.4238		x	1.4633	4.80	x		37.9500	18.11
Tue	07/03/01	176.95161	1.09530	169	18.5361		x	1.3510	4.64	x		38.0623	18.27
Wed	07/04/01	176.97742	1.09546	170	18.6485		x	1.2386	4.48	x		38.1747	18.43
Thu	07/05/01	177.00323	1.09562	171	18.7610		x	1.1261	4.32	x		38.2872	18.59
Fri	07/06/01	177.02903	1.09578	172	18.8734		x	1.0137	4.16	x		38.3996	18.75
Mon	07/09/01	177.10645	1.09626	175	19.2110		x	0.6761	3.68	x		38.7372	19.23
Tue	07/10/01	177.13226	1.09642	176	19.3236		x	0.5635	3.52	x		38.8498	19.39
Wed	07/11/01	177.15806	1.09658	177	19.4363		x	0.4508	3.36	x		38.9625	19.55
Thu	07/12/01	177.18387	1.09674	178	19.5489		x	0.3382	3.20	x		39.0751	19.71
Fri	07/13/01	177.20968	1.09690	179	19.6616		x	0.2255	3.04	x		39.1878	19.87
Sun	07/15/01	177.26129	1.09722	0	0.0000			0.0000	2.72	x	x	39.4133	20.19
Mon	07/16/01	177.28710	1.09738	1	0.1081			-0.1081	2.56	x	x	39.5214	20.35
Tue	07/17/01	177.31290	1.09754	2	0.2162			-0.2162	2.40	x	x	39.6295	20.51
Wed	07/18/01	177.33871	1.09770	3	0.3244			-0.3244	2.24	x	x	39.7377	20.67
Thu	07/19/01	177.36452	1.09786	4	0.4326			-0.4326	2.08	x	x	39.8459	20.83
Fri	07/20/01	177.39032	1.09802	5	0.5408			-0.5408	1.92	x	x	39.9541	20.99
Mon	07/23/01	177.46774	1.09850	8	0.8657			-0.8657	1.44	x	x	40.2790	21.47
Tue	07/24/01	177.49355	1.09866	9	0.9740			-0.9740	1.28	x	x	40.3873	21.63
Wed	07/25/01	177.51935	1.09882	10	1.0824			-1.0824	1.12	x	x	40.4957	21.79
Thu	07/26/01	177.54516	1.09898	11	1.1908			-1.1908	0.96	x	x	40.6041	21.95
Fri	07/27/01	177.57097	1.09914	12	1.2993			-1.2993	0.80	x	x	40.7126	22.11
Mon	07/30/01	177.64839	1.09962	15	1.6248			-1.6248	0.32	x	x	41.0381	22.59
Tue	07/31/01	177.67419	1.09978	16	1.7333			-1.7333	0.16	x	x	41.1466	22.75
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	08/01/01	177.70000	1.09994	17	1.8420			-1.8420	0.00	x	x	41.2553	22.91
Thu	08/02/01	177.70968	1.10000	18	1.9504			-1.9504	-0.06	x	x	41.3637	22.97
Fri	08/03/01	177.71935	1.10006	19	2.0589			-2.0589	-0.12	x	x	41.4722	23.03
Mon	08/06/01	177.74839	1.10024	22	2.3844			-2.3844	-0.30	x	x	41.7977	23.21
Tue	08/07/01	177.75806	1.10030	23	2.4929			-2.4929	-0.36	x	x	41.9062	23.27
Wed	08/08/01	177.76774	1.10036	24	2.6014			-2.6014	-0.42	x	x	42.0147	23.33
Thu	08/09/01	177.77742	1.10042	25	2.7099			-2.7099	-0.48	x	x	42.1232	23.39
Fri	08/10/01	177.78710	1.10048	26	2.8185			-2.8185	-0.54	x	x	42.2318	23.45
Mon	08/13/01	177.81613	1.10065	29	3.1442			-3.1442	-0.71	x	x	42.5575	23.62
Tue	08/14/01	177.82581	1.10071	30	3.2528			-3.2528	-0.77	x	x	42.6661	23.68
Wed	08/15/01	177.83548	1.10077	31	3.3614			-3.3614	-0.83	x	x	42.7747	23.74
Thu	08/16/01	177.84516	1.10083	32	3.4700			-3.4700	-0.89	x	x	42.8833	23.80
Fri	08/17/01	177.85484	1.10089	33	3.5786			-3.5786	-0.95	x	x	42.9919	23.86
Mon	08/20/01	177.88387	1.10107	36	3.9046			-3.9046	-1.13	x	x	43.3179	24.04
Tue	08/21/01	177.89355	1.10113	37	4.0133			-4.0133	-1.19	x	x	43.4266	24.10
Wed	08/22/01	177.90323	1.10119	38	4.1220			-4.1220	-1.25	x	x	43.5353	24.16
Thu	08/23/01	177.91290	1.10125	39	4.2307			-4.2307	-1.31	x	x	43.6440	24.22
Fri	08/24/01	177.92258	1.10131	40	4.3394			-4.3394	-1.37	x	x	43.7527	24.28
Mon	08/27/01	177.95161	1.10149	43	4.6656			-4.6656	-1.55	x	x	44.0789	24.46
Tue	08/28/01	177.96129	1.10155	44	4.7744			-4.7744	-1.61	x	x	44.1877	24.52
Wed	08/29/01	177.97097	1.10161	45	4.8832			-4.8832	-1.67	x	x	44.2965	24.58
Thu	08/30/01	177.98065	1.10167	46	4.9919			-4.9919	-1.73	x	x	44.4052	24.64
Fri	08/31/01	177.99032	1.10173	47	5.1007			-5.1007	-1.79	x	x	44.5140	24.70
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	1.10159	50	5.4256			-5.4256	-1.65	x	x	44.8389	24.56
Tue	09/04/01	177.95000	1.10148	51	5.5336			-5.5336	-1.54	x	x	44.9469	24.45
Wed	09/05/01	177.93333	1.10138	52	5.6416			-5.6416	-1.44	x	x	45.0549	24.35
Thu	09/06/01	177.91667	1.10128	53	5.7495			-5.7495	-1.34	x	x	45.1628	24.25
Fri	09/07/01	177.90000	1.10117	54	5.8574			-5.8574	-1.23	x	x	45.2707	24.14
Mon	09/10/01	177.85000	1.10086	57	6.1811			-6.1811	-0.92	x	x	45.5944	23.83
Tue	09/11/01	177.83333	1.10076	58	6.2890			-6.2890	-0.82	x	x	45.7023	23.73
Wed	09/12/01	177.81667	1.10066	59	6.3968			-6.3968	-0.72	x	x	45.8101	23.63
Thu	09/13/01	177.80000	1.10056	60	6.5047			-6.5047	-0.62	x	x	45.9180	23.53
Fri	09/14/01	177.78333	1.10045	61	6.6124			-6.6124	-0.51	x	x	46.0257	23.42
Mon	09/17/01	177.73333	1.10014	64	6.9357			-6.9357	-0.20	x	x	46.3490	23.11
Tue	09/18/01	177.71667	1.10004	65	7.0434			-7.0434	-0.10	x	x	46.4567	23.01
Wed	09/19/01	177.70000	1.09994	66	7.1511			-7.1511	0.00	x	x	46.5644	22.91
Thu	09/20/01	177.68333	1.09983	67	7.2587			-7.2587	0.11	x	x	46.6720	22.80
Fri	09/21/01	177.66667	1.09973	68	7.3664			-7.3664	0.21	x	x	46.7797	22.70
Mon	09/24/01	177.61667	1.09942	71	7.6892			-7.6892	0.52	x	x	47.1025	22.39
Tue	09/25/01	177.60000	1.09932	72	7.7968			-7.7968	0.62	x	x	47.2101	22.29
Wed	09/26/01	177.58333	1.09921	73	7.9043			-7.9043	0.73	x	x	47.3176	22.18
Thu	09/27/01	177.56667	1.09911	74	8.0119			-8.0119	0.83	x	x	47.4252	22.08
Fri	09/28/01	177.55000	1.09901	75	8.1194			-8.1194	0.93	x	x	47.5327	21.98
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	1.09870	78	8.4418			-8.4418	1.24	x	x	47.8551	21.67
Tue	10/02/01	177.50000	1.09870	79	8.5500			-8.5500	1.24	x	x	47.9633	21.67
Wed	10/03/01	177.50000	1.09870	80	8.6582			-8.6582	1.24	x	x	48.0715	21.67
Thu	10/04/01	177.50000	1.09870	81	8.7665			-8.7665	1.24	x	x	48.1798	21.67
Fri	10/05/01	177.50000	1.09870	82	8.8747			-8.8747	1.24	x	x	48.2880	21.67
Mon	10/08/01	177.50000	1.09870	85	9.1994			-9.1994	1.24	x	x	48.6127	21.67
Tue	10/09/01	177.50000	1.09870	86	9.3076			-9.3076	1.24	x	x	48.7209	21.67
Wed	10/10/01	177.50000	1.09870	87	9.4158			-9.4158	1.24	x	x	48.8291	21.67
Thu	10/11/01	177.50000	1.09870	88	9.5241			-9.5241	1.24	x	x	48.9374	21.67
Fri	10/12/01	177.50000	1.09870	89	9.6323			-9.6323	1.24	x	x	49.0456	21.67
Mon	10/15/01	177.50000	1.09870	92	9.9570			-9.9570	1.24	x	x	49.3703	21.67
Tue	10/16/01	177.50000	1.09870	93	10.0652			-10.0652	1.24	x	x	49.4785	21.67
Wed	10/17/01	177.50000	1.09870	94	10.1734			-10.1734	1.24	x	x	49.5867	21.67
Thu	10/18/01	177.50000	1.09870	95	10.2817			-10.2817	1.24	x	x	49.6950	21.67
Fri	10/19/01	177.50000	1.09870	96	10.3899			-10.3899	1.24	x	x	49.8032	21.67
Mon	10/22/01	177.50000	1.09870	99	10.7146			-10.7146	1.24	x	x	50.1279	21.67
Tue	10/23/01	177.50000	1.09870	100	10.8228			-10.8228	1.24	x	x	50.2361	21.67
Wed	10/24/01	177.50000	1.09870	101	10.9310			-10.9310	1.24	x	x	50.3443	21.67
Thu	10/25/01	177.50000	1.09870	102	11.0392			-11.0392	1.24	x	x	50.4525	21.67
Fri	10/26/01	177.50000	1.09870	103	11.1475			-11.1475	1.24	x	x	50.5608	21.67
Mon	10/29/01	177.50000	1.09870	106	11.4722			-11.4722	1.24	x	x	50.8855	21.67
Tue	10/30/01	177.50000	1.09870	107	11.5804			-11.5804	1.24	x	x	50.9937	21.67
Wed	10/31/01	177.50000	1.09870	108	11.6886			-11.6886	1.24	x	x	51.1019	21.67
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	1.09870	109	11.7968			-11.7968	1.24	x	x	51.2101	21.67
Fri	11/02/01	177.52667	1.09886	110	11.9068			-11.9068	1.08	x	x	51.3201	21.83
Mon	11/05/01	177.60667	1.09936	113	12.2371			-12.2371	0.58	x	x	51.6504	22.33
Tue	11/06/01	177.63333	1.09952	114	12.3472			-12.3472	0.42	x	x	51.7605	22.49
Wed	11/07/01	177.66000	1.09969	115	12.4574			-12.4574	0.25	x	x	51.8707	22.66
Thu	11/08/01	177.68667	1.09985	116	12.5676			-12.5676	0.09	x	x	51.9809	22.82
Fri	11/09/01	177.71333	1.10002	117	12.6779			-12.6779	-0.08	x	x	52.0912	22.99
Mon	11/12/01	177.79333	1.10051	120	13.0087			-13.0087	-0.57	x	x	52.4220	23.48
Tue	11/13/01	177.82000	1.10068	121	13.1192			-13.1192	-0.74	x	x	52.5325	23.65
Wed	11/14/01	177.84667	1.10084	122	13.2295			-13.2295	-0.90	x	x	52.6428	23.81
Thu	11/15/01	177.87333	1.10101	123	13.3400			-13.3400	-1.07	x	x	52.7533	23.98
Fri	11/16/01	177.90000	1.10117	124	13.4504			-13.4504	-1.23	x	x	52.8637	24.14
Mon	11/19/01	177.98000	1.10167	127	13.7821			-13.7821	-1.73	x	x	53.1954	24.64
Tue	11/20/01	178.00667	1.10183	128	13.8926			-13.8926	-1.89	x	x	53.3059	24.80
Wed	11/21/01	178.03333	1.10200	129	14.0033			-14.0033	-2.06	x	x	53.4166	24.97
Thu	11/22/01	178.06000	1.10216	130	14.1139			-14.1139	-2.22	x	x	53.5272	25.13
Fri	11/23/01	178.08667	1.10233	131	14.2247			-14.2247	-2.39	x	x	53.6380	25.30
Mon	11/26/01	178.16667	1.10282	134	14.5569			-14.5569	-2.88	x	x	53.9702	25.79
Tue	11/27/01	178.19333	1.10299	135	14.6678			-14.6678	-3.05	x	x	54.0811	25.96
Wed	11/28/01	178.22000	1.10315	136	14.7786			-14.7786	-3.21	x	x	54.1919	26.12
Thu	11/29/01	178.24667	1.10332	137	14.8896			-14.8896	-3.38	x	x	54.3029	26.29
Fri	11/30/01	178.27333	1.10348	138	15.0004			-15.0004	-3.54	x	x	54.4137	26.45
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	1.10341	141	15.3256			-15.3256	-3.47	x	x	54.7389	26.38
Tue	12/04/01	178.24194	1.10329	142	15.4326			-15.4326	-3.35	x	x	54.8459	26.26
Wed	12/05/01	178.22258	1.10317	143	15.5396			-15.5396	-3.23	x	x	54.9529	26.14
Thu	12/06/01	178.20323	1.10305	144	15.6465			-15.6465	-3.11	x	x	55.0598	26.02
Fri	12/07/01	178.18387	1.10293	145	15.7535			-15.7535	-2.99	x	x	55.1668	25.90
Mon	12/10/01	178.12581	1.10257	148	16.0742			-16.0742	-2.63	x	x	55.4875	25.54
Tue	12/11/01	178.10645	1.10245	149	16.1810			-16.1810	-2.51	x	x	55.5943	25.42
Wed	12/12/01	178.08710	1.10233	150	16.2878			-16.2878	-2.39	x	x	55.7011	25.30
Thu	12/13/01	178.06774	1.10221	151	16.3946			-16.3946	-2.27	x	x	55.8079	25.18
Fri	12/14/01	178.04839	1.10209	152	16.5014			-16.5014	-2.15	x	x	55.9147	25.06
Mon	12/17/01	177.99032	1.10173	155	16.8216			-16.8216	-1.79	x	x	56.2349	24.70
Tue	12/18/01	177.97097	1.10161	156	16.9283			-16.9283	-1.67	x	x	56.3416	24.58
Wed	12/19/01	177.95161	1.10149	157	17.0349			-17.0349	-1.55	x	x	56.4482	24.46
Thu	12/20/01	177.93226	1.10137	158	17.1416			-17.1416	-1.43	x	x	56.5549	24.34
Fri	12/21/01	177.91290	1.10125	159	17.2482			-17.2482	-1.31	x	x	56.6615	24.22
Mon	12/24/01	177.85484	1.10089	162	17.5679			-17.5679	-0.95	x	x	56.9812	23.86
Tue	12/25/01	177.83548	1.10077	163	17.6744			-17.6744	-0.83	x	x	57.0877	23.74
Wed	12/26/01	177.81613	1.10065	164	17.7809			-17.7809	-0.71	x	x	57.1942	23.62
Thu	12/27/01	177.79677	1.10054	165	17.8875			-17.8875	-0.60	x	x	57.3008	23.51
Fri	12/28/01	177.77742	1.10042	166	17.9940			-17.9940	-0.48	x	x	57.4073	23.39
Mon	12/31/01	177.71935	1.10006	169	18.3132			-18.3132	-0.12	x	x	57.7265	23.03
Tue	01/01/02	177.70000	1.09994

Generated 03/09/11 23:46