4.25% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2010

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

CUSIP Number	9128275W8	Interest 01/15/01 (184 days)	$21.9825
Dated Date	January 15, 2000	Interest 07/15/01 (181 days)	$22.3888
Ref CPI on Dated Date	168.24516	Interest Total	$44.3713
Original Issue Date	January 18, 2000	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	1.03421	170	20.3048	x	x	24.0665	21.99			20.3048	0.00
Tue	01/02/01	174.00323	1.03422	171	20.4244	x	x	23.9469	21.98			20.4244	0.01
Wed	01/03/01	174.00645	1.03424	172	20.5443	x	x	23.8270	21.96			20.5443	0.03
Thu	01/04/01	174.00968	1.03426	173	20.6641	x	x	23.7072	21.94			20.6641	0.05
Fri	01/05/01	174.01290	1.03428	174	20.7840	x	x	23.5873	21.92			20.7840	0.07
Mon	01/08/01	174.02258	1.03434	177	21.1435	x	x	23.2278	21.86			21.1435	0.13
Tue	01/09/01	174.02581	1.03436	178	21.2634	x	x	23.1079	21.84			21.2634	0.15
Wed	01/10/01	174.02903	1.03438	179	21.3833	x	x	22.9880	21.82			21.3833	0.17
Thu	01/11/01	174.03226	1.03440	180	21.5032	x	x	22.8681	21.80			21.5032	0.19
Fri	01/12/01	174.03548	1.03442	181	21.6230	x	x	22.7483	21.78			21.6230	0.21
Mon	01/15/01	174.04516	1.03447	0	0.0000		x	22.3888	21.73	x		21.9825	0.26
Tue	01/16/01	174.04839	1.03449	1	0.1215		x	22.2673	21.71	x		22.1040	0.28
Wed	01/17/01	174.05161	1.03451	2	0.2429		x	22.1459	21.69	x		22.2254	0.30
Thu	01/18/01	174.05484	1.03453	3	0.3644		x	22.0244	21.67	x		22.3469	0.32
Fri	01/19/01	174.05806	1.03455	4	0.4858		x	21.9030	21.65	x		22.4683	0.34
Mon	01/22/01	174.06774	1.03461	7	0.8503		x	21.5385	21.59	x		22.8328	0.40
Tue	01/23/01	174.07097	1.03463	8	0.9718		x	21.4170	21.57	x		22.9543	0.42
Wed	01/24/01	174.07419	1.03465	9	1.0932		x	21.2956	21.55	x		23.0757	0.44
Thu	01/25/01	174.07742	1.03467	10	1.2147		x	21.1741	21.53	x		23.1972	0.46
Fri	01/26/01	174.08065	1.03468	11	1.3362		x	21.0526	21.52	x		23.3187	0.47
Mon	01/29/01	174.09032	1.03474	14	1.7007		x	20.6881	21.46	x		23.6832	0.53
Tue	01/30/01	174.09355	1.03476	15	1.8223		x	20.5665	21.44	x		23.8048	0.55
Wed	01/31/01	174.09677	1.03478	16	1.9438		x	20.4450	21.42	x		23.9263	0.57
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	1.03480	17	2.0653		x	20.3235	21.40	x		24.0478	0.59
Fri	02/02/01	174.09643	1.03478	18	2.1868		x	20.2020	21.42	x		24.1693	0.57
Mon	02/05/01	174.08571	1.03471	21	2.5510		x	19.8378	21.49	x		24.5335	0.50
Tue	02/06/01	174.08214	1.03469	22	2.6725		x	19.7163	21.51	x		24.6550	0.48
Wed	02/07/01	174.07857	1.03467	23	2.7939		x	19.5949	21.53	x		24.7764	0.46
Thu	02/08/01	174.07500	1.03465	24	2.9153		x	19.4735	21.55	x		24.8978	0.44
Fri	02/09/01	174.07143	1.03463	25	3.0367		x	19.3521	21.57	x		25.0192	0.42
Mon	02/12/01	174.06071	1.03457	28	3.4009		x	18.9879	21.63	x		25.3834	0.36
Tue	02/13/01	174.05714	1.03454	29	3.5223		x	18.8665	21.66	x		25.5048	0.33
Wed	02/14/01	174.05357	1.03452	30	3.6437		x	18.7451	21.68	x		25.6262	0.31
Thu	02/15/01	174.05000	1.03450	31	3.7651		x	18.6237	21.70	x		25.7476	0.29
Fri	02/16/01	174.04643	1.03448	32	3.8864		x	18.5024	21.72	x		25.8689	0.27
Mon	02/19/01	174.03571	1.03442	35	4.2506		x	18.1382	21.78	x		26.2331	0.21
Tue	02/20/01	174.03214	1.03440	36	4.3719		x	18.0169	21.80	x		26.3544	0.19
Wed	02/21/01	174.02857	1.03437	37	4.4932		x	17.8956	21.83	x		26.4757	0.16
Thu	02/22/01	174.02500	1.03435	38	4.6146		x	17.7742	21.85	x		26.5971	0.14
Fri	02/23/01	174.02143	1.03433	39	4.7359		x	17.6529	21.87	x		26.7184	0.12
Mon	02/26/01	174.01071	1.03427	42	5.0999		x	17.2889	21.93	x		27.0824	0.06
Tue	02/27/01	174.00714	1.03425	43	5.2212		x	17.1676	21.95	x		27.2037	0.04
Wed	02/28/01	174.00357	1.03423	44	5.3426		x	17.0462	21.97	x		27.3251	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	1.03421	45	5.4639		x	16.9249	21.99	x		27.4464	0.00
Fri	03/02/01	174.03548	1.03442	46	5.5864		x	16.8024	21.78	x		27.5689	0.21
Mon	03/05/01	174.14194	1.03505	49	5.9544		x	16.4344	21.15	x		27.9369	0.84
Tue	03/06/01	174.17742	1.03526	50	6.0771		x	16.3117	20.94	x		28.0596	1.05
Wed	03/07/01	174.21290	1.03547	51	6.1999		x	16.1889	20.73	x		28.1824	1.26
Thu	03/08/01	174.24839	1.03568	52	6.3228		x	16.0660	20.52	x		28.3053	1.47
Fri	03/09/01	174.28387	1.03589	53	6.4457		x	15.9431	20.31	x		28.4282	1.68
Mon	03/12/01	174.39032	1.03653	56	6.8148		x	15.5740	19.67	x		28.7973	2.32
Tue	03/13/01	174.42581	1.03674	57	6.9379		x	15.4509	19.46	x		28.9204	2.53
Wed	03/14/01	174.46129	1.03695	58	7.0610		x	15.3278	19.25	x		29.0435	2.74
Thu	03/15/01	174.49677	1.03716	59	7.1842		x	15.2046	19.04	x		29.1667	2.95
Fri	03/16/01	174.53226	1.03737	60	7.3074		x	15.0814	18.83	x		29.2899	3.16
Mon	03/19/01	174.63871	1.03800	63	7.6775		x	14.7113	18.20	x		29.6600	3.79
Tue	03/20/01	174.67419	1.03821	64	7.8009		x	14.5879	17.99	x		29.7834	4.00
Wed	03/21/01	174.70968	1.03842	65	7.9244		x	14.4644	17.78	x		29.9069	4.21
Thu	03/22/01	174.74516	1.03863	66	8.0479		x	14.3409	17.57	x		30.0304	4.42
Fri	03/23/01	174.78065	1.03885	67	8.1716		x	14.2172	17.35	x		30.1541	4.64
Mon	03/26/01	174.88710	1.03948	70	8.5427		x	13.8461	16.72	x		30.5252	5.27
Tue	03/27/01	174.92258	1.03969	71	8.6665		x	13.7223	16.51	x		30.6490	5.48
Wed	03/28/01	174.95806	1.03990	72	8.7903		x	13.5985	16.30	x		30.7728	5.69
Thu	03/29/01	174.99355	1.04011	73	8.9142		x	13.4746	16.09	x		30.8967	5.90
Fri	03/30/01	175.02903	1.04032	74	9.0381		x	13.3507	15.88	x		31.0206	6.11
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	1.04088	77	9.4096		x	12.9792	15.32	x		31.3921	6.67
Tue	04/03/01	175.14667	1.04102	78	9.5331		x	12.8557	15.18	x		31.5156	6.81
Wed	04/04/01	175.17000	1.04116	79	9.6566		x	12.7322	15.04	x		31.6391	6.95
Thu	04/05/01	175.19333	1.04130	80	9.7802		x	12.6086	14.90	x		31.7627	7.09
Fri	04/06/01	175.21667	1.04144	81	9.9037		x	12.4851	14.76	x		31.8862	7.23
Mon	04/09/01	175.28667	1.04185	84	10.2746		x	12.1142	14.35	x		32.2571	7.64
Tue	04/10/01	175.31000	1.04199	85	10.3983		x	11.9905	14.21	x		32.3808	7.78
Wed	04/11/01	175.33333	1.04213	86	10.5221		x	11.8667	14.07	x		32.5046	7.92
Thu	04/12/01	175.35667	1.04227	87	10.6458		x	11.7430	13.93	x		32.6283	8.06
Fri	04/13/01	175.38000	1.04241	88	10.7697		x	11.6191	13.79	x		32.7522	8.20
Mon	04/16/01	175.45000	1.04282	91	11.1412		x	11.2476	13.38	x		33.1237	8.61
Tue	04/17/01	175.47333	1.04296	92	11.2651		x	11.1237	13.24	x		33.2476	8.75
Wed	04/18/01	175.49667	1.04310	93	11.3891		x	10.9997	13.10	x		33.3716	8.89
Thu	04/19/01	175.52000	1.04324	94	11.5131		x	10.8757	12.96	x		33.4956	9.03
Fri	04/20/01	175.54333	1.04338	95	11.6371		x	10.7517	12.82	x		33.6196	9.17
Mon	04/23/01	175.61333	1.04379	98	12.0094		x	10.3794	12.41	x		33.9919	9.58
Tue	04/24/01	175.63667	1.04393	99	12.1335		x	10.2553	12.27	x		34.1160	9.72
Wed	04/25/01	175.66000	1.04407	100	12.2577		x	10.1311	12.13	x		34.2402	9.86
Thu	04/26/01	175.68333	1.04421	101	12.3820		x	10.0068	11.99	x		34.3645	10.00
Fri	04/27/01	175.70667	1.04435	102	12.5062		x	9.8826	11.85	x		34.4887	10.14
Mon	04/30/01	175.77667	1.04477	105	12.8792		x	9.5096	11.43	x		34.8617	10.56
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	1.04490	106	13.0035		x	9.3853	11.30	x		34.9860	10.69
Wed	05/02/01	175.81290	1.04498	107	13.1272		x	9.2616	11.22	x		35.1097	10.77
Thu	05/03/01	175.82581	1.04506	108	13.2509		x	9.1379	11.14	x		35.2334	10.85
Fri	05/04/01	175.83871	1.04513	109	13.3745		x	9.0143	11.07	x		35.3570	10.92
Mon	05/07/01	175.87742	1.04536	112	13.7456		x	8.6432	10.84	x		35.7281	11.15
Tue	05/08/01	175.89032	1.04544	113	13.8694		x	8.5194	10.76	x		35.8519	11.23
Wed	05/09/01	175.90323	1.04552	114	13.9932		x	8.3956	10.68	x		35.9757	11.31
Thu	05/10/01	175.91613	1.04559	115	14.1169		x	8.2719	10.61	x		36.0994	11.38
Fri	05/11/01	175.92903	1.04567	116	14.2408		x	8.1480	10.53	x		36.2233	11.46
Mon	05/14/01	175.96774	1.04590	119	14.6123		x	7.7765	10.30	x		36.5948	11.69
Tue	05/15/01	175.98065	1.04598	120	14.7362		x	7.6526	10.22	x		36.7187	11.77
Wed	05/16/01	175.99355	1.04605	121	14.8600		x	7.5288	10.15	x		36.8425	11.84
Thu	05/17/01	176.00645	1.04613	122	14.9839		x	7.4049	10.07	x		36.9664	11.92
Fri	05/18/01	176.01935	1.04621	123	15.1079		x	7.2809	9.99	x		37.0904	12.00
Mon	05/21/01	176.05806	1.04644	126	15.4798		x	6.9090	9.76	x		37.4623	12.23
Tue	05/22/01	176.07097	1.04651	127	15.6037		x	6.7851	9.69	x		37.5862	12.30
Wed	05/23/01	176.08387	1.04659	128	15.7278		x	6.6610	9.61	x		37.7103	12.38
Thu	05/24/01	176.09677	1.04667	129	15.8518		x	6.5370	9.53	x		37.8343	12.46
Fri	05/25/01	176.10968	1.04674	130	15.9758		x	6.4130	9.46	x		37.9583	12.53
Mon	05/28/01	176.14839	1.04697	133	16.3481		x	6.0407	9.23	x		38.3306	12.76
Tue	05/29/01	176.16129	1.04705	134	16.4722		x	5.9166	9.15	x		38.4547	12.84
Wed	05/30/01	176.17419	1.04713	135	16.5964		x	5.7924	9.07	x		38.5789	12.92
Thu	05/31/01	176.18710	1.04720	136	16.7205		x	5.6683	9.00	x		38.7030	12.99
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	1.04728	137	16.8447		x	5.5441	8.92	x		38.8272	13.07
Mon	06/04/01	176.27000	1.04770	140	17.2205		x	5.1683	8.50	x		39.2030	13.49
Tue	06/05/01	176.29333	1.04784	141	17.3458		x	5.0430	8.36	x		39.3283	13.63
Wed	06/06/01	176.31667	1.04797	142	17.4710		x	4.9178	8.23	x		39.4535	13.76
Thu	06/07/01	176.34000	1.04811	143	17.5964		x	4.7924	8.09	x		39.5789	13.90
Fri	06/08/01	176.36333	1.04825	144	17.7218		x	4.6670	7.95	x		39.7043	14.04
Mon	06/11/01	176.43333	1.04867	147	18.0982		x	4.2906	7.53	x		40.0807	14.46
Tue	06/12/01	176.45667	1.04881	148	18.2238		x	4.1650	7.39	x		40.2063	14.60
Wed	06/13/01	176.48000	1.04895	149	18.3494		x	4.0394	7.25	x		40.3319	14.74
Thu	06/14/01	176.50333	1.04908	150	18.4748		x	3.9140	7.12	x		40.4573	14.87
Fri	06/15/01	176.52667	1.04922	151	18.6005		x	3.7883	6.98	x		40.5830	15.01
Mon	06/18/01	176.59667	1.04964	154	18.9776		x	3.4112	6.56	x		40.9601	15.43
Tue	06/19/01	176.62000	1.04978	155	19.1034		x	3.2854	6.42	x		41.0859	15.57
Wed	06/20/01	176.64333	1.04992	156	19.2292		x	3.1596	6.28	x		41.2117	15.71
Thu	06/21/01	176.66667	1.05005	157	19.3549		x	3.0339	6.15	x		41.3374	15.84
Fri	06/22/01	176.69000	1.05019	158	19.4807		x	2.9081	6.01	x		41.4632	15.98
Mon	06/25/01	176.76000	1.05061	161	19.8586		x	2.5302	5.59	x		41.8411	16.40
Tue	06/26/01	176.78333	1.05075	162	19.9846		x	2.4042	5.45	x		41.9671	16.54
Wed	06/27/01	176.80667	1.05089	163	20.1106		x	2.2782	5.31	x		42.0931	16.68
Thu	06/28/01	176.83000	1.05103	164	20.2367		x	2.1521	5.17	x		42.2192	16.82
Fri	06/29/01	176.85333	1.05116	165	20.3626		x	2.0262	5.04	x		42.3451	16.95
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	1.05160	168	20.7415		x	1.6473	4.60	x		42.7240	17.39
Tue	07/03/01	176.95161	1.05175	169	20.8679		x	1.5209	4.45	x		42.8504	17.54
Wed	07/04/01	176.97742	1.05190	170	20.9944		x	1.3944	4.30	x		42.9769	17.69
Thu	07/05/01	177.00323	1.05206	171	21.1211		x	1.2677	4.14	x		43.1036	17.85
Fri	07/06/01	177.02903	1.05221	172	21.2477		x	1.1411	3.99	x		43.2302	18.00
Mon	07/09/01	177.10645	1.05267	175	21.6277		x	0.7611	3.53	x		43.6102	18.46
Tue	07/10/01	177.13226	1.05282	176	21.7544		x	0.6344	3.38	x		43.7369	18.61
Wed	07/11/01	177.15806	1.05298	177	21.8813		x	0.5075	3.22	x		43.8638	18.77
Thu	07/12/01	177.18387	1.05313	178	22.0081		x	0.3807	3.07	x		43.9906	18.92
Fri	07/13/01	177.20968	1.05328	179	22.1349		x	0.2539	2.92	x		44.1174	19.07
Sun	07/15/01	177.26129	1.05359	0	0.0000			0.0000	2.61	x	x	44.3713	19.38
Mon	07/16/01	177.28710	1.05374	1	0.1217			-0.1217	2.46	x	x	44.4930	19.53
Tue	07/17/01	177.31290	1.05390	2	0.2434			-0.2434	2.30	x	x	44.6147	19.69
Wed	07/18/01	177.33871	1.05405	3	0.3652			-0.3652	2.15	x	x	44.7365	19.84
Thu	07/19/01	177.36452	1.05420	4	0.4870			-0.4870	2.00	x	x	44.8583	19.99
Fri	07/20/01	177.39032	1.05436	5	0.6088			-0.6088	1.84	x	x	44.9801	20.15
Mon	07/23/01	177.46774	1.05482	8	0.9746			-0.9746	1.38	x	x	45.3459	20.61
Tue	07/24/01	177.49355	1.05497	9	1.0965			-1.0965	1.23	x	x	45.4678	20.76
Wed	07/25/01	177.51935	1.05512	10	1.2185			-1.2185	1.08	x	x	45.5898	20.91
Thu	07/26/01	177.54516	1.05528	11	1.3406			-1.3406	0.92	x	x	45.7119	21.07
Fri	07/27/01	177.57097	1.05543	12	1.4627			-1.4627	0.77	x	x	45.8340	21.22
Mon	07/30/01	177.64839	1.05589	15	1.8292			-1.8292	0.31	x	x	46.2005	21.68
Tue	07/31/01	177.67419	1.05604	16	1.9514			-1.9514	0.16	x	x	46.3227	21.83
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	08/01/01	177.70000	1.05620	17	2.0737			-2.0737	0.00	x	x	46.4450	21.99
Thu	08/02/01	177.70968	1.05625	18	2.1957			-2.1957	-0.05	x	x	46.5670	22.04
Fri	08/03/01	177.71935	1.05631	19	2.3179			-2.3179	-0.11	x	x	46.6892	22.10
Mon	08/06/01	177.74839	1.05648	22	2.6843			-2.6843	-0.28	x	x	47.0556	22.27
Tue	08/07/01	177.75806	1.05654	23	2.8064			-2.8064	-0.34	x	x	47.1777	22.33
Wed	08/08/01	177.76774	1.05660	24	2.9286			-2.9286	-0.40	x	x	47.2999	22.39
Thu	08/09/01	177.77742	1.05666	25	3.0508			-3.0508	-0.46	x	x	47.4221	22.45
Fri	08/10/01	177.78710	1.05671	26	3.1730			-3.1730	-0.51	x	x	47.5443	22.50
Mon	08/13/01	177.81613	1.05689	29	3.5397			-3.5397	-0.69	x	x	47.9110	22.68
Tue	08/14/01	177.82581	1.05694	30	3.6620			-3.6620	-0.74	x	x	48.0333	22.73
Wed	08/15/01	177.83548	1.05700	31	3.7842			-3.7842	-0.80	x	x	48.1555	22.79
Thu	08/16/01	177.84516	1.05706	32	3.9065			-3.9065	-0.86	x	x	48.2778	22.85
Fri	08/17/01	177.85484	1.05712	33	4.0288			-4.0288	-0.92	x	x	48.4001	22.91
Mon	08/20/01	177.88387	1.05729	36	4.3958			-4.3958	-1.09	x	x	48.7671	23.08
Tue	08/21/01	177.89355	1.05735	37	4.5182			-4.5182	-1.15	x	x	48.8895	23.14
Wed	08/22/01	177.90323	1.05740	38	4.6405			-4.6405	-1.20	x	x	49.0118	23.19
Thu	08/23/01	177.91290	1.05746	39	4.7629			-4.7629	-1.26	x	x	49.1342	23.25
Fri	08/24/01	177.92258	1.05752	40	4.8853			-4.8853	-1.32	x	x	49.2566	23.31
Mon	08/27/01	177.95161	1.05769	43	5.2525			-5.2525	-1.49	x	x	49.6238	23.48
Tue	08/28/01	177.96129	1.05775	44	5.3750			-5.3750	-1.55	x	x	49.7463	23.54
Wed	08/29/01	177.97097	1.05781	45	5.4975			-5.4975	-1.61	x	x	49.8688	23.60
Thu	08/30/01	177.98065	1.05786	46	5.6199			-5.6199	-1.66	x	x	49.9912	23.65
Fri	08/31/01	177.99032	1.05792	47	5.7424			-5.7424	-1.72	x	x	50.1137	23.71
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	09/03/01	177.96667	1.05778	50	6.1081			-6.1081	-1.58	x	x	50.4794	23.57
Tue	09/04/01	177.95000	1.05768	51	6.2297			-6.2297	-1.48	x	x	50.6010	23.47
Wed	09/05/01	177.93333	1.05758	52	6.3512			-6.3512	-1.38	x	x	50.7225	23.37
Thu	09/06/01	177.91667	1.05748	53	6.4728			-6.4728	-1.28	x	x	50.8441	23.27
Fri	09/07/01	177.90000	1.05739	54	6.5943			-6.5943	-1.19	x	x	50.9656	23.18
Mon	09/10/01	177.85000	1.05709	57	6.9587			-6.9587	-0.89	x	x	51.3300	22.88
Tue	09/11/01	177.83333	1.05699	58	7.0801			-7.0801	-0.79	x	x	51.4514	22.78
Wed	09/12/01	177.81667	1.05689	59	7.2015			-7.2015	-0.69	x	x	51.5728	22.68
Thu	09/13/01	177.80000	1.05679	60	7.3229			-7.3229	-0.59	x	x	51.6942	22.58
Fri	09/14/01	177.78333	1.05669	61	7.4442			-7.4442	-0.49	x	x	51.8155	22.48
Mon	09/17/01	177.73333	1.05639	64	7.8081			-7.8081	-0.19	x	x	52.1794	22.18
Tue	09/18/01	177.71667	1.05630	65	7.9294			-7.9294	-0.10	x	x	52.3007	22.09
Wed	09/19/01	177.70000	1.05620	66	8.0507			-8.0507	0.00	x	x	52.4220	21.99
Thu	09/20/01	177.68333	1.05610	67	8.1719			-8.1719	0.10	x	x	52.5432	21.89
Fri	09/21/01	177.66667	1.05600	68	8.2930			-8.2930	0.20	x	x	52.6643	21.79
Mon	09/24/01	177.61667	1.05570	71	8.6565			-8.6565	0.50	x	x	53.0278	21.49
Tue	09/25/01	177.60000	1.05560	72	8.7775			-8.7775	0.60	x	x	53.1488	21.39
Wed	09/26/01	177.58333	1.05550	73	8.8986			-8.8986	0.70	x	x	53.2699	21.29
Thu	09/27/01	177.56667	1.05540	74	9.0197			-9.0197	0.80	x	x	53.3910	21.19
Fri	09/28/01	177.55000	1.05531	75	9.1408			-9.1408	0.89	x	x	53.5121	21.10
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	1.05501	78	9.5037			-9.5037	1.19	x	x	53.8750	20.80
Tue	10/02/01	177.50000	1.05501	79	9.6255			-9.6255	1.19	x	x	53.9968	20.80
Wed	10/03/01	177.50000	1.05501	80	9.7474			-9.7474	1.19	x	x	54.1187	20.80
Thu	10/04/01	177.50000	1.05501	81	9.8692			-9.8692	1.19	x	x	54.2405	20.80
Fri	10/05/01	177.50000	1.05501	82	9.9911			-9.9911	1.19	x	x	54.3624	20.80
Mon	10/08/01	177.50000	1.05501	85	10.3566			-10.3566	1.19	x	x	54.7279	20.80
Tue	10/09/01	177.50000	1.05501	86	10.4784			-10.4784	1.19	x	x	54.8497	20.80
Wed	10/10/01	177.50000	1.05501	87	10.6003			-10.6003	1.19	x	x	54.9716	20.80
Thu	10/11/01	177.50000	1.05501	88	10.7221			-10.7221	1.19	x	x	55.0934	20.80
Fri	10/12/01	177.50000	1.05501	89	10.8440			-10.8440	1.19	x	x	55.2153	20.80
Mon	10/15/01	177.50000	1.05501	92	11.2095			-11.2095	1.19	x	x	55.5808	20.80
Tue	10/16/01	177.50000	1.05501	93	11.3313			-11.3313	1.19	x	x	55.7026	20.80
Wed	10/17/01	177.50000	1.05501	94	11.4532			-11.4532	1.19	x	x	55.8245	20.80
Thu	10/18/01	177.50000	1.05501	95	11.5750			-11.5750	1.19	x	x	55.9463	20.80
Fri	10/19/01	177.50000	1.05501	96	11.6969			-11.6969	1.19	x	x	56.0682	20.80
Mon	10/22/01	177.50000	1.05501	99	12.0624			-12.0624	1.19	x	x	56.4337	20.80
Tue	10/23/01	177.50000	1.05501	100	12.1842			-12.1842	1.19	x	x	56.5555	20.80
Wed	10/24/01	177.50000	1.05501	101	12.3061			-12.3061	1.19	x	x	56.6774	20.80
Thu	10/25/01	177.50000	1.05501	102	12.4279			-12.4279	1.19	x	x	56.7992	20.80
Fri	10/26/01	177.50000	1.05501	103	12.5497			-12.5497	1.19	x	x	56.9210	20.80
Mon	10/29/01	177.50000	1.05501	106	12.9153			-12.9153	1.19	x	x	57.2866	20.80
Tue	10/30/01	177.50000	1.05501	107	13.0371			-13.0371	1.19	x	x	57.4084	20.80
Wed	10/31/01	177.50000	1.05501	108	13.1590			-13.1590	1.19	x	x	57.5303	20.80
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	11/01/01	177.50000	1.05501	109	13.2808			-13.2808	1.19	x	x	57.6521	20.80
Fri	11/02/01	177.52667	1.05517	110	13.4047			-13.4047	1.03	x	x	57.7760	20.96
Mon	11/05/01	177.60667	1.05564	113	13.7764			-13.7764	0.56	x	x	58.1477	21.43
Tue	11/06/01	177.63333	1.05580	114	13.9004			-13.9004	0.40	x	x	58.2717	21.59
Wed	11/07/01	177.66000	1.05596	115	14.0245			-14.0245	0.24	x	x	58.3958	21.75
Thu	11/08/01	177.68667	1.05612	116	14.1486			-14.1486	0.08	x	x	58.5199	21.91
Fri	11/09/01	177.71333	1.05628	117	14.2727			-14.2727	-0.08	x	x	58.6440	22.07
Mon	11/12/01	177.79333	1.05675	120	14.6452			-14.6452	-0.55	x	x	59.0165	22.54
Tue	11/13/01	177.82000	1.05691	121	14.7695			-14.7695	-0.71	x	x	59.1408	22.70
Wed	11/14/01	177.84667	1.05707	122	14.8938			-14.8938	-0.87	x	x	59.2651	22.86
Thu	11/15/01	177.87333	1.05723	123	15.0181			-15.0181	-1.03	x	x	59.3894	23.02
Fri	11/16/01	177.90000	1.05739	124	15.1425			-15.1425	-1.19	x	x	59.5138	23.18
Mon	11/19/01	177.98000	1.05786	127	15.5158			-15.5158	-1.66	x	x	59.8871	23.65
Tue	11/20/01	178.00667	1.05802	128	15.6403			-15.6403	-1.82	x	x	60.0116	23.81
Wed	11/21/01	178.03333	1.05818	129	15.7649			-15.7649	-1.98	x	x	60.1362	23.97
Thu	11/22/01	178.06000	1.05834	130	15.8895			-15.8895	-2.14	x	x	60.2608	24.13
Fri	11/23/01	178.08667	1.05850	131	16.0141			-16.0141	-2.30	x	x	60.3854	24.29
Mon	11/26/01	178.16667	1.05897	134	16.3881			-16.3881	-2.77	x	x	60.7594	24.76
Tue	11/27/01	178.19333	1.05913	135	16.5129			-16.5129	-2.93	x	x	60.8842	24.92
Wed	11/28/01	178.22000	1.05929	136	16.6378			-16.6378	-3.09	x	x	61.0091	25.08
Thu	11/29/01	178.24667	1.05945	137	16.7626			-16.7626	-3.25	x	x	61.1339	25.24
Fri	11/30/01	178.27333	1.05960	138	16.8874			-16.8874	-3.40	x	x	61.2587	25.39
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	1.05953	141	17.2534			-17.2534	-3.33	x	x	61.6247	25.32
Tue	12/04/01	178.24194	1.05942	142	17.3739			-17.3739	-3.22	x	x	61.7452	25.21
Wed	12/05/01	178.22258	1.05930	143	17.4943			-17.4943	-3.10	x	x	61.8656	25.09
Thu	12/06/01	178.20323	1.05919	144	17.6148			-17.6148	-2.99	x	x	61.9861	24.98
Fri	12/07/01	178.18387	1.05907	145	17.7351			-17.7351	-2.87	x	x	62.1064	24.86
Mon	12/10/01	178.12581	1.05873	148	18.0962			-18.0962	-2.53	x	x	62.4675	24.52
Tue	12/11/01	178.10645	1.05861	149	18.2164			-18.2164	-2.41	x	x	62.5877	24.40
Wed	12/12/01	178.08710	1.05850	150	18.3368			-18.3368	-2.30	x	x	62.7081	24.29
Thu	12/13/01	178.06774	1.05838	151	18.4569			-18.4569	-2.18	x	x	62.8282	24.17
Fri	12/14/01	178.04839	1.05827	152	18.5772			-18.5772	-2.07	x	x	62.9485	24.06
Mon	12/17/01	177.99032	1.05792	155	18.9376			-18.9376	-1.72	x	x	63.3089	23.71
Tue	12/18/01	177.97097	1.05781	156	19.0578			-19.0578	-1.61	x	x	63.4291	23.60
Wed	12/19/01	177.95161	1.05769	157	19.1778			-19.1778	-1.49	x	x	63.5491	23.48
Thu	12/20/01	177.93226	1.05758	158	19.2980			-19.2980	-1.38	x	x	63.6693	23.37
Fri	12/21/01	177.91290	1.05746	159	19.4179			-19.4179	-1.26	x	x	63.7892	23.25
Mon	12/24/01	177.85484	1.05712	162	19.7779			-19.7779	-0.92	x	x	64.1492	22.91
Tue	12/25/01	177.83548	1.05700	163	19.8977			-19.8977	-0.80	x	x	64.2690	22.79
Wed	12/26/01	177.81613	1.05689	164	20.0177			-20.0177	-0.69	x	x	64.3890	22.68
Thu	12/27/01	177.79677	1.05677	165	20.1375			-20.1375	-0.57	x	x	64.5088	22.56
Fri	12/28/01	177.77742	1.05666	166	20.2574			-20.2574	-0.46	x	x	64.6287	22.45
Mon	12/31/01	177.71935	1.05631	169	20.6167			-20.6167	-0.11	x	x	64.9880	22.10
Tue	01/01/02	177.70000	1.05620

Generated 03/09/11 23:46