3.5% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2011

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

CUSIP Number	9128276R8
Dated Date	January 15, 2001	Interest 07/15/01 (181 days)	$17.8234
Ref CPI on Dated Date	174.04516
Original Issue Date	January 16, 2001	Interest 01/15/02 (184 days)

						Purchased on Settelment Date & held to 01/01/02				Held on 01/16/01 & 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
Tue	01/16/01	174.04839	1.00002	1	0.0967		x	17.7267	20.98			0.0967	0.00
Wed	01/17/01	174.05161	1.00004	2	0.1934		x	17.6300	20.96			0.1934	0.02
Thu	01/18/01	174.05484	1.00006	3	0.2901		x	17.5333	20.94			0.2901	0.04
Fri	01/19/01	174.05806	1.00007	4	0.3868		x	17.4366	20.93			0.3868	0.05
Mon	01/22/01	174.06774	1.00013	7	0.6769		x	17.1465	20.87			0.6769	0.11
Tue	01/23/01	174.07097	1.00015	8	0.7736		x	17.0498	20.85			0.7736	0.13
Wed	01/24/01	174.07419	1.00017	9	0.8703		x	16.9531	20.83			0.8703	0.15
Thu	01/25/01	174.07742	1.00019	10	0.9670		x	16.8564	20.81			0.9670	0.17
Fri	01/26/01	174.08065	1.00020	11	1.0637		x	16.7597	20.80			1.0637	0.18
Mon	01/29/01	174.09032	1.00026	14	1.3539		x	16.4695	20.74			1.3539	0.24
Tue	01/30/01	174.09355	1.00028	15	1.4507		x	16.3727	20.72			1.4507	0.26
Wed	01/31/01	174.09677	1.00030	16	1.5474		x	16.2760	20.70			1.5474	0.28
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	1.00032	17	1.6442		x	16.1792	20.68			1.6442	0.30
Fri	02/02/01	174.09643	1.00029	18	1.7408		x	16.0826	20.71			1.7408	0.27
Mon	02/05/01	174.08571	1.00023	21	2.0309		x	15.7925	20.77			2.0309	0.21
Tue	02/06/01	174.08214	1.00021	22	2.1275		x	15.6959	20.79			2.1275	0.19
Wed	02/07/01	174.07857	1.00019	23	2.2242		x	15.5992	20.81			2.2242	0.17
Thu	02/08/01	174.07500	1.00017	24	2.3208		x	15.5026	20.83			2.3208	0.15
Fri	02/09/01	174.07143	1.00015	25	2.4175		x	15.4059	20.85			2.4175	0.13
Mon	02/12/01	174.06071	1.00009	28	2.7074		x	15.1160	20.91			2.7074	0.07
Tue	02/13/01	174.05714	1.00007	29	2.8041		x	15.0193	20.93			2.8041	0.05
Wed	02/14/01	174.05357	1.00005	30	2.9007		x	14.9227	20.95			2.9007	0.03
Thu	02/15/01	174.05000	1.00003	31	2.9973		x	14.8261	20.97			2.9973	0.01
Fri	02/16/01	174.04643	1.00001	32	3.0940		x	14.7294	20.99			3.0940	-0.01
Mon	02/19/01	174.03571	0.99995	35	3.3838		x	14.4396	21.05			3.3838	-0.07
Tue	02/20/01	174.03214	0.99993	36	3.4804		x	14.3430	21.07			3.4804	-0.09
Wed	02/21/01	174.02857	0.99990	37	3.5770		x	14.2464	21.10			3.5770	-0.12
Thu	02/22/01	174.02500	0.99988	38	3.6736		x	14.1498	21.12			3.6736	-0.14
Fri	02/23/01	174.02143	0.99986	39	3.7702		x	14.0532	21.14			3.7702	-0.16
Mon	02/26/01	174.01071	0.99980	42	4.0600		x	13.7634	21.20			4.0600	-0.22
Tue	02/27/01	174.00714	0.99978	43	4.1565		x	13.6669	21.22			4.1565	-0.24
Wed	02/28/01	174.00357	0.99976	44	4.2531		x	13.5703	21.24			4.2531	-0.26
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	0.99974	45	4.3497		x	13.4737	21.26			4.3497	-0.28
Fri	03/02/01	174.03548	0.99994	46	4.4472		x	13.3762	21.06			4.4472	-0.08
Mon	03/05/01	174.14194	1.00056	49	4.7402		x	13.0832	20.44			4.7402	0.54
Tue	03/06/01	174.17742	1.00076	50	4.8379		x	12.9855	20.24			4.8379	0.74
Wed	03/07/01	174.21290	1.00096	51	4.9357		x	12.8877	20.04			4.9357	0.94
Thu	03/08/01	174.24839	1.00117	52	5.0335		x	12.7899	19.83			5.0335	1.15
Fri	03/09/01	174.28387	1.00137	53	5.1313		x	12.6921	19.63			5.1313	1.35
Mon	03/12/01	174.39032	1.00198	56	5.4251		x	12.3983	19.02			5.4251	1.96
Tue	03/13/01	174.42581	1.00219	57	5.5231		x	12.3003	18.81			5.5231	2.17
Wed	03/14/01	174.46129	1.00239	58	5.6211		x	12.2023	18.61			5.6211	2.37
Thu	03/15/01	174.49677	1.00259	59	5.7192		x	12.1042	18.41			5.7192	2.57
Fri	03/16/01	174.53226	1.00280	60	5.8173		x	12.0061	18.20			5.8173	2.78
Mon	03/19/01	174.63871	1.00341	63	6.1119		x	11.7115	17.59			6.1119	3.39
Tue	03/20/01	174.67419	1.00361	64	6.2102		x	11.6132	17.39			6.2102	3.59
Wed	03/21/01	174.70968	1.00382	65	6.3085		x	11.5149	17.18			6.3085	3.80
Thu	03/22/01	174.74516	1.00402	66	6.4069		x	11.4165	16.98			6.4069	4.00
Fri	03/23/01	174.78065	1.00423	67	6.5053		x	11.3181	16.77			6.5053	4.21
Mon	03/26/01	174.88710	1.00484	70	6.8007		x	11.0227	16.16			6.8007	4.82
Tue	03/27/01	174.92258	1.00504	71	6.8992		x	10.9242	15.96			6.8992	5.02
Wed	03/28/01	174.95806	1.00525	72	6.9979		x	10.8255	15.75			6.9979	5.23
Thu	03/29/01	174.99355	1.00545	73	7.0965		x	10.7269	15.55			7.0965	5.43
Fri	03/30/01	175.02903	1.00565	74	7.1951		x	10.6283	15.35			7.1951	5.63
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	04/02/01	175.12333	1.00619	77	7.4908		x	10.3326	14.81			7.4908	6.17
Tue	04/03/01	175.14667	1.00633	78	7.5892		x	10.2342	14.67			7.5892	6.31
Wed	04/04/01	175.17000	1.00646	79	7.6875		x	10.1359	14.54			7.6875	6.44
Thu	04/05/01	175.19333	1.00660	80	7.7859		x	10.0375	14.40			7.7859	6.58
Fri	04/06/01	175.21667	1.00673	81	7.8842		x	9.9392	14.27			7.8842	6.71
Mon	04/09/01	175.28667	1.00713	84	8.1795		x	9.6439	13.87			8.1795	7.11
Tue	04/10/01	175.31000	1.00727	85	8.2780		x	9.5454	13.73			8.2780	7.25
Wed	04/11/01	175.33333	1.00740	86	8.3764		x	9.4470	13.60			8.3764	7.38
Thu	04/12/01	175.35667	1.00754	87	8.4750		x	9.3484	13.46			8.4750	7.52
Fri	04/13/01	175.38000	1.00767	88	8.5735		x	9.2499	13.33			8.5735	7.65
Mon	04/16/01	175.45000	1.00807	91	8.8693		x	8.9541	12.93			8.8693	8.05
Tue	04/17/01	175.47333	1.00821	92	8.9681		x	8.8553	12.79			8.9681	8.19
Wed	04/18/01	175.49667	1.00834	93	9.0667		x	8.7567	12.66			9.0667	8.32
Thu	04/19/01	175.52000	1.00847	94	9.1654		x	8.6580	12.53			9.1654	8.45
Fri	04/20/01	175.54333	1.00861	95	9.2642		x	8.5592	12.39			9.2642	8.59
Mon	04/23/01	175.61333	1.00901	98	9.5605		x	8.2629	11.99			9.5605	8.99
Tue	04/24/01	175.63667	1.00914	99	9.6593		x	8.1641	11.86			9.6593	9.12
Wed	04/25/01	175.66000	1.00928	100	9.7582		x	8.0652	11.72			9.7582	9.26
Thu	04/26/01	175.68333	1.00941	101	9.8571		x	7.9663	11.59			9.8571	9.39
Fri	04/27/01	175.70667	1.00955	102	9.9561		x	7.8673	11.45			9.9561	9.53
Mon	04/30/01	175.77667	1.00995	105	10.2529		x	7.5705	11.05			10.2529	9.93
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	1.01008	106	10.3519		x	7.4715	10.92			10.3519	10.06
Wed	05/02/01	175.81290	1.01016	107	10.4504		x	7.3730	10.84			10.4504	10.14
Thu	05/03/01	175.82581	1.01023	108	10.5488		x	7.2746	10.77			10.5488	10.21
Fri	05/04/01	175.83871	1.01031	109	10.6473		x	7.1761	10.69			10.6473	10.29
Mon	05/07/01	175.87742	1.01053	112	10.9428		x	6.8806	10.47			10.9428	10.51
Tue	05/08/01	175.89032	1.01060	113	11.0412		x	6.7822	10.40			11.0412	10.58
Wed	05/09/01	175.90323	1.01068	114	11.1398		x	6.6836	10.32			11.1398	10.66
Thu	05/10/01	175.91613	1.01075	115	11.2383		x	6.5851	10.25			11.2383	10.73
Fri	05/11/01	175.92903	1.01082	116	11.3368		x	6.4866	10.18			11.3368	10.80
Mon	05/14/01	175.96774	1.01105	119	11.6327		x	6.1907	9.95			11.6327	11.03
Tue	05/15/01	175.98065	1.01112	120	11.7312		x	6.0922	9.88			11.7312	11.10
Wed	05/16/01	175.99355	1.01119	121	11.8298		x	5.9936	9.81			11.8298	11.17
Thu	05/17/01	176.00645	1.01127	122	11.9285		x	5.8949	9.73			11.9285	11.25
Fri	05/18/01	176.01935	1.01134	123	12.0271		x	5.7963	9.66			12.0271	11.32
Mon	05/21/01	176.05806	1.01157	126	12.3233		x	5.5001	9.43			12.3233	11.55
Tue	05/22/01	176.07097	1.01164	127	12.4219		x	5.4015	9.36			12.4219	11.62
Wed	05/23/01	176.08387	1.01171	128	12.5206		x	5.3028	9.29			12.5206	11.69
Thu	05/24/01	176.09677	1.01179	129	12.6194		x	5.2040	9.21			12.6194	11.77
Fri	05/25/01	176.10968	1.01186	130	12.7181		x	5.1053	9.14			12.7181	11.84
Mon	05/28/01	176.14839	1.01208	133	13.0145		x	4.8089	8.92			13.0145	12.06
Tue	05/29/01	176.16129	1.01216	134	13.1133		x	4.7101	8.84			13.1133	12.14
Wed	05/30/01	176.17419	1.01223	135	13.2121		x	4.6113	8.77			13.2121	12.21
Thu	05/31/01	176.18710	1.01231	136	13.3110		x	4.5124	8.69			13.3110	12.29
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	1.01238	137	13.4098		x	4.4136	8.62			13.4098	12.36
Mon	06/04/01	176.27000	1.01278	140	13.7089		x	4.1145	8.22			13.7089	12.76
Tue	06/05/01	176.29333	1.01292	141	13.8087		x	4.0147	8.08			13.8087	12.90
Wed	06/06/01	176.31667	1.01305	142	13.9084		x	3.9150	7.95			13.9084	13.03
Thu	06/07/01	176.34000	1.01319	143	14.0083		x	3.8151	7.81			14.0083	13.17
Fri	06/08/01	176.36333	1.01332	144	14.1081		x	3.7153	7.68			14.1081	13.30
Mon	06/11/01	176.43333	1.01372	147	14.4077		x	3.4157	7.28			14.4077	13.70
Tue	06/12/01	176.45667	1.01386	148	14.5077		x	3.3157	7.14			14.5077	13.84
Wed	06/13/01	176.48000	1.01399	149	14.6076		x	3.2158	7.01			14.6076	13.97
Thu	06/14/01	176.50333	1.01412	150	14.7075		x	3.1159	6.88			14.7075	14.10
Fri	06/15/01	176.52667	1.01426	151	14.8076		x	3.0158	6.74			14.8076	14.24
Mon	06/18/01	176.59667	1.01466	154	15.1078		x	2.7156	6.34			15.1078	14.64
Tue	06/19/01	176.62000	1.01479	155	15.2078		x	2.6156	6.21			15.2078	14.77
Wed	06/20/01	176.64333	1.01493	156	15.3081		x	2.5153	6.07			15.3081	14.91
Thu	06/21/01	176.66667	1.01506	157	15.4082		x	2.4152	5.94			15.4082	15.04
Fri	06/22/01	176.69000	1.01520	158	15.5084		x	2.3150	5.80			15.5084	15.18
Mon	06/25/01	176.76000	1.01560	161	15.8091		x	2.0143	5.40			15.8091	15.58
Tue	06/26/01	176.78333	1.01573	162	15.9094		x	1.9140	5.27			15.9094	15.71
Wed	06/27/01	176.80667	1.01587	163	16.0098		x	1.8136	5.13			16.0098	15.85
Thu	06/28/01	176.83000	1.01600	164	16.1101		x	1.7133	5.00			16.1101	15.98
Fri	06/29/01	176.85333	1.01613	165	16.2104		x	1.6130	4.87			16.2104	16.11
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	07/02/01	176.92581	1.01655	168	16.5119		x	1.3115	4.45			16.5119	16.53
Tue	07/03/01	176.95161	1.01670	169	16.6127		x	1.2107	4.30			16.6127	16.68
Wed	07/04/01	176.97742	1.01685	170	16.7134		x	1.1100	4.15			16.7134	16.83
Thu	07/05/01	177.00323	1.01700	171	16.8142		x	1.0092	4.00			16.8142	16.98
Fri	07/06/01	177.02903	1.01714	172	16.9149		x	0.9085	3.86			16.9149	17.12
Mon	07/09/01	177.10645	1.01759	175	17.2175		x	0.6059	3.41			17.2175	17.57
Tue	07/10/01	177.13226	1.01774	176	17.3184		x	0.5050	3.26			17.3184	17.72
Wed	07/11/01	177.15806	1.01789	177	17.4194		x	0.4040	3.11			17.4194	17.87
Thu	07/12/01	177.18387	1.01803	178	17.5202		x	0.3032	2.97			17.5202	18.01
Fri	07/13/01	177.20968	1.01818	179	17.6213		x	0.2021	2.82			17.6213	18.16
Sun	07/15/01	177.26129	1.01848	0	0.0000			0.0000	2.52		x	17.8234	18.46
Mon	07/16/01	177.28710	1.01863	1	0.0969			-0.0969	2.37		x	17.9203	18.61
Tue	07/17/01	177.31290	1.01878	2	0.1938			-0.1938	2.22		x	18.0172	18.76
Wed	07/18/01	177.33871	1.01892	3	0.2907			-0.2907	2.08		x	18.1141	18.90
Thu	07/19/01	177.36452	1.01907	4	0.3877			-0.3877	1.93		x	18.2111	19.05
Fri	07/20/01	177.39032	1.01922	5	0.4847			-0.4847	1.78		x	18.3081	19.20
Mon	07/23/01	177.46774	1.01966	8	0.7758			-0.7758	1.34		x	18.5992	19.64
Tue	07/24/01	177.49355	1.01981	9	0.8729			-0.8729	1.19		x	18.6963	19.79
Wed	07/25/01	177.51935	1.01996	10	0.9701			-0.9701	1.04		x	18.7935	19.94
Thu	07/26/01	177.54516	1.02011	11	1.0672			-1.0672	0.89		x	18.8906	20.09
Fri	07/27/01	177.57097	1.02026	12	1.1644			-1.1644	0.74		x	18.9878	20.24
Mon	07/30/01	177.64839	1.02070	15	1.4562			-1.4562	0.30		x	19.2796	20.68
Tue	07/31/01	177.67419	1.02085	16	1.5535			-1.5535	0.15		x	19.3769	20.83
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	1.02100	17	1.6508			-1.6508	0.00		x	19.4742	20.98
Thu	08/02/01	177.70968	1.02105	18	1.7480			-1.7480	-0.05		x	19.5714	21.03
Fri	08/03/01	177.71935	1.02111	19	1.8452			-1.8452	-0.11		x	19.6686	21.09
Mon	08/06/01	177.74839	1.02128	22	2.1369			-2.1369	-0.28		x	19.9603	21.26
Tue	08/07/01	177.75806	1.02133	23	2.2342			-2.2342	-0.33		x	20.0576	21.31
Wed	08/08/01	177.76774	1.02139	24	2.3314			-2.3314	-0.39		x	20.1548	21.37
Thu	08/09/01	177.77742	1.02144	25	2.4287			-2.4287	-0.44		x	20.2521	21.42
Fri	08/10/01	177.78710	1.02150	26	2.5260			-2.5260	-0.50		x	20.3494	21.48
Mon	08/13/01	177.81613	1.02167	29	2.8179			-2.8179	-0.67		x	20.6413	21.65
Tue	08/14/01	177.82581	1.02172	30	2.9152			-2.9152	-0.72		x	20.7386	21.70
Wed	08/15/01	177.83548	1.02178	31	3.0126			-3.0126	-0.78		x	20.8360	21.76
Thu	08/16/01	177.84516	1.02183	32	3.1099			-3.1099	-0.83		x	20.9333	21.81
Fri	08/17/01	177.85484	1.02189	33	3.2073			-3.2073	-0.89		x	21.0307	21.87
Mon	08/20/01	177.88387	1.02206	36	3.4994			-3.4994	-1.06		x	21.3228	22.04
Tue	08/21/01	177.89355	1.02211	37	3.5968			-3.5968	-1.11		x	21.4202	22.09
Wed	08/22/01	177.90323	1.02217	38	3.6943			-3.6943	-1.17		x	21.5177	22.15
Thu	08/23/01	177.91290	1.02222	39	3.7917			-3.7917	-1.22		x	21.6151	22.20
Fri	08/24/01	177.92258	1.02228	40	3.8891			-3.8891	-1.28		x	21.7125	22.26
Mon	08/27/01	177.95161	1.02245	43	4.1815			-4.1815	-1.45		x	22.0049	22.43
Tue	08/28/01	177.96129	1.02250	44	4.2789			-4.2789	-1.50		x	22.1023	22.48
Wed	08/29/01	177.97097	1.02256	45	4.3764			-4.3764	-1.56		x	22.1998	22.54
Thu	08/30/01	177.98065	1.02261	46	4.4739			-4.4739	-1.61		x	22.2973	22.59
Fri	08/31/01	177.99032	1.02267	47	4.5714			-4.5714	-1.67		x	22.3948	22.65
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	09/03/01	177.96667	1.02253	50	4.8626			-4.8626	-1.53		x	22.6860	22.51
Tue	09/04/01	177.95000	1.02244	51	4.9594			-4.9594	-1.44		x	22.7828	22.42
Wed	09/05/01	177.93333	1.02234	52	5.0561			-5.0561	-1.34		x	22.8795	22.32
Thu	09/06/01	177.91667	1.02224	53	5.1529			-5.1529	-1.24		x	22.9763	22.22
Fri	09/07/01	177.90000	1.02215	54	5.2496			-5.2496	-1.15		x	23.0730	22.13
Mon	09/10/01	177.85000	1.02186	57	5.5397			-5.5397	-0.86		x	23.3631	21.84
Tue	09/11/01	177.83333	1.02177	58	5.6364			-5.6364	-0.77		x	23.4598	21.75
Wed	09/12/01	177.81667	1.02167	59	5.7330			-5.7330	-0.67		x	23.5564	21.65
Thu	09/13/01	177.80000	1.02157	60	5.8296			-5.8296	-0.57		x	23.6530	21.55
Fri	09/14/01	177.78333	1.02148	61	5.9262			-5.9262	-0.48		x	23.7496	21.46
Mon	09/17/01	177.73333	1.02119	64	6.2159			-6.2159	-0.19		x	24.0393	21.17
Tue	09/18/01	177.71667	1.02110	65	6.3125			-6.3125	-0.10		x	24.1359	21.08
Wed	09/19/01	177.70000	1.02100	66	6.4090			-6.4090	0.00		x	24.2324	20.98
Thu	09/20/01	177.68333	1.02090	67	6.5055			-6.5055	0.10		x	24.3289	20.88
Fri	09/21/01	177.66667	1.02081	68	6.6020			-6.6020	0.19		x	24.4254	20.79
Mon	09/24/01	177.61667	1.02052	71	6.8913			-6.8913	0.48		x	24.7147	20.50
Tue	09/25/01	177.60000	1.02042	72	6.9877			-6.9877	0.58		x	24.8111	20.40
Wed	09/26/01	177.58333	1.02033	73	7.0841			-7.0841	0.67		x	24.9075	20.31
Thu	09/27/01	177.56667	1.02023	74	7.1804			-7.1804	0.77		x	25.0038	20.21
Fri	09/28/01	177.55000	1.02014	75	7.2768			-7.2768	0.86		x	25.1002	20.12
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	1.01985	78	7.5657			-7.5657	1.15		x	25.3891	19.83
Tue	10/02/01	177.50000	1.01985	79	7.6627			-7.6627	1.15		x	25.4861	19.83
Wed	10/03/01	177.50000	1.01985	80	7.7597			-7.7597	1.15		x	25.5831	19.83
Thu	10/04/01	177.50000	1.01985	81	7.8567			-7.8567	1.15		x	25.6801	19.83
Fri	10/05/01	177.50000	1.01985	82	7.9537			-7.9537	1.15		x	25.7771	19.83
Mon	10/08/01	177.50000	1.01985	85	8.2447			-8.2447	1.15		x	26.0681	19.83
Tue	10/09/01	177.50000	1.01985	86	8.3417			-8.3417	1.15		x	26.1651	19.83
Wed	10/10/01	177.50000	1.01985	87	8.4387			-8.4387	1.15		x	26.2621	19.83
Thu	10/11/01	177.50000	1.01985	88	8.5357			-8.5357	1.15		x	26.3591	19.83
Fri	10/12/01	177.50000	1.01985	89	8.6327			-8.6327	1.15		x	26.4561	19.83
Mon	10/15/01	177.50000	1.01985	92	8.9237			-8.9237	1.15		x	26.7471	19.83
Tue	10/16/01	177.50000	1.01985	93	9.0207			-9.0207	1.15		x	26.8441	19.83
Wed	10/17/01	177.50000	1.01985	94	9.1177			-9.1177	1.15		x	26.9411	19.83
Thu	10/18/01	177.50000	1.01985	95	9.2147			-9.2147	1.15		x	27.0381	19.83
Fri	10/19/01	177.50000	1.01985	96	9.3117			-9.3117	1.15		x	27.1351	19.83
Mon	10/22/01	177.50000	1.01985	99	9.6027			-9.6027	1.15		x	27.4261	19.83
Tue	10/23/01	177.50000	1.01985	100	9.6997			-9.6997	1.15		x	27.5231	19.83
Wed	10/24/01	177.50000	1.01985	101	9.7967			-9.7967	1.15		x	27.6201	19.83
Thu	10/25/01	177.50000	1.01985	102	9.8937			-9.8937	1.15		x	27.7171	19.83
Fri	10/26/01	177.50000	1.01985	103	9.9907			-9.9907	1.15		x	27.8141	19.83
Mon	10/29/01	177.50000	1.01985	106	10.2816			-10.2816	1.15		x	28.1050	19.83
Tue	10/30/01	177.50000	1.01985	107	10.3786			-10.3786	1.15		x	28.2020	19.83
Wed	10/31/01	177.50000	1.01985	108	10.4756			-10.4756	1.15		x	28.2990	19.83
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	11/01/01	177.50000	1.01985	109	10.5726			-10.5726	1.15		x	28.3960	19.83
Fri	11/02/01	177.52667	1.02000	110	10.6712			-10.6712	1.00		x	28.4946	19.98
Mon	11/05/01	177.60667	1.02046	113	10.9672			-10.9672	0.54		x	28.7906	20.44
Tue	11/06/01	177.63333	1.02062	114	11.0660			-11.0660	0.38		x	28.8894	20.60
Wed	11/07/01	177.66000	1.02077	115	11.1647			-11.1647	0.23		x	28.9881	20.75
Thu	11/08/01	177.68667	1.02092	116	11.2634			-11.2634	0.08		x	29.0868	20.90
Fri	11/09/01	177.71333	1.02108	117	11.3623			-11.3623	-0.08		x	29.1857	21.06
Mon	11/12/01	177.79333	1.02154	120	11.6589			-11.6589	-0.54		x	29.4823	21.52
Tue	11/13/01	177.82000	1.02169	121	11.7578			-11.7578	-0.69		x	29.5812	21.67
Wed	11/14/01	177.84667	1.02184	122	11.8567			-11.8567	-0.84		x	29.6801	21.82
Thu	11/15/01	177.87333	1.02200	123	11.9557			-11.9557	-1.00		x	29.7791	21.98
Fri	11/16/01	177.90000	1.02215	124	12.0547			-12.0547	-1.15		x	29.8781	22.13
Mon	11/19/01	177.98000	1.02261	127	12.3519			-12.3519	-1.61		x	30.1753	22.59
Tue	11/20/01	178.00667	1.02276	128	12.4510			-12.4510	-1.76		x	30.2744	22.74
Wed	11/21/01	178.03333	1.02291	129	12.5501			-12.5501	-1.91		x	30.3735	22.89
Thu	11/22/01	178.06000	1.02307	130	12.6494			-12.6494	-2.07		x	30.4728	23.05
Fri	11/23/01	178.08667	1.02322	131	12.7485			-12.7485	-2.22		x	30.5719	23.20
Mon	11/26/01	178.16667	1.02368	134	13.0464			-13.0464	-2.68		x	30.8698	23.66
Tue	11/27/01	178.19333	1.02383	135	13.1456			-13.1456	-2.83		x	30.9690	23.81
Wed	11/28/01	178.22000	1.02399	136	13.2451			-13.2451	-2.99		x	31.0685	23.97
Thu	11/29/01	178.24667	1.02414	137	13.3444			-13.3444	-3.14		x	31.1678	24.12
Fri	11/30/01	178.27333	1.02429	138	13.4438			-13.4438	-3.29		x	31.2672	24.27
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	1.02422	141	13.7351			-13.7351	-3.22		x	31.5585	24.20
Tue	12/04/01	178.24194	1.02411	142	13.8311			-13.8311	-3.11		x	31.6545	24.09
Wed	12/05/01	178.22258	1.02400	143	13.9270			-13.9270	-3.00		x	31.7504	23.98
Thu	12/06/01	178.20323	1.02389	144	14.0228			-14.0228	-2.89		x	31.8462	23.87
Fri	12/07/01	178.18387	1.02378	145	14.1187			-14.1187	-2.78		x	31.9421	23.76
Mon	12/10/01	178.12581	1.02345	148	14.4062			-14.4062	-2.45		x	32.2296	23.43
Tue	12/11/01	178.10645	1.02333	149	14.5018			-14.5018	-2.33		x	32.3252	23.31
Wed	12/12/01	178.08710	1.02322	150	14.5976			-14.5976	-2.22		x	32.4210	23.20
Thu	12/13/01	178.06774	1.02311	151	14.6933			-14.6933	-2.11		x	32.5167	23.09
Fri	12/14/01	178.04839	1.02300	152	14.7890			-14.7890	-2.00		x	32.6124	22.98
Mon	12/17/01	177.99032	1.02267	155	15.0760			-15.0760	-1.67		x	32.8994	22.65
Tue	12/18/01	177.97097	1.02256	156	15.1717			-15.1717	-1.56		x	32.9951	22.54
Wed	12/19/01	177.95161	1.02245	157	15.2673			-15.2673	-1.45		x	33.0907	22.43
Thu	12/20/01	177.93226	1.02233	158	15.3627			-15.3627	-1.33		x	33.1861	22.31
Fri	12/21/01	177.91290	1.02222	159	15.4583			-15.4583	-1.22		x	33.2817	22.20
Mon	12/24/01	177.85484	1.02189	162	15.7449			-15.7449	-0.89		x	33.5683	21.87
Tue	12/25/01	177.83548	1.02178	163	15.8404			-15.8404	-0.78		x	33.6638	21.76
Wed	12/26/01	177.81613	1.02167	164	15.9358			-15.9358	-0.67		x	33.7592	21.65
Thu	12/27/01	177.79677	1.02156	165	16.0313			-16.0313	-0.56		x	33.8547	21.54
Fri	12/28/01	177.77742	1.02144	166	16.1265			-16.1265	-0.44		x	33.9499	21.42
Mon	12/31/01	177.71935	1.02111	169	16.4127			-16.4127	-0.11		x	34.2361	21.09
Tue	01/01/02	177.70000	1.02100

Generated 03/09/11 23:46