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

Interest and OID per $1,000 Face Value for 2002 (until 07/15/02)

CUSIP Number	9128273A8	Interest 01/15/02 (184 days)	$20.0954
Dated Date	July 15, 1997	Interest 07/15/02 (181 days)	$20.3482
Ref CPI on Dated Date	160.15484	Interest Total	$40.4436
Original Issue Date	July 15, 1997

						Purchased on Settelment Date & held to 07/15/02				Held on 01/01/02 & 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	01/01/02	177.70000	1.10955	170	18.5804	x	x	21.8632	13.11			18.5804	0.00
Wed	01/02/02	177.69032	1.10949	171	18.6887	x	x	21.7549	13.17			18.6887	-0.06
Thu	01/03/02	177.68065	1.10943	172	18.7970	x	x	21.6466	13.23			18.7970	-0.12
Fri	01/04/02	177.67097	1.10937	173	18.9053	x	x	21.5383	13.29			18.9053	-0.18
Mon	01/07/02	177.64194	1.10919	176	19.2300	x	x	21.2136	13.47			19.2300	-0.36
Tue	01/08/02	177.63226	1.10913	177	19.3382	x	x	21.1054	13.53			19.3382	-0.42
Wed	01/09/02	177.62258	1.10907	178	19.4464	x	x	20.9972	13.59			19.4464	-0.48
Thu	01/10/02	177.61290	1.10901	179	19.5546	x	x	20.8890	13.65			19.5546	-0.54
Fri	01/11/02	177.60323	1.10895	180	19.6628	x	x	20.7808	13.71			19.6628	-0.60
Mon	01/14/02	177.57419	1.10877	183	19.9872	x	x	20.4564	13.89			19.9872	-0.78
Tue	01/15/02	177.56452	1.10871	0	0.0000		x	20.3482	13.95	x		20.0954	-0.84
Wed	01/16/02	177.55484	1.10864	1	0.1110		x	20.2372	14.02	x		20.2064	-0.91
Thu	01/17/02	177.54516	1.10858	2	0.2220		x	20.1262	14.08	x		20.3174	-0.97
Fri	01/18/02	177.53548	1.10852	3	0.3330		x	20.0152	14.14	x		20.4284	-1.03
Mon	01/21/02	177.50645	1.10834	6	0.6659		x	19.6823	14.32	x		20.7613	-1.21
Tue	01/22/02	177.49677	1.10828	7	0.7769		x	19.5713	14.38	x		20.8723	-1.27
Wed	01/23/02	177.48710	1.10822	8	0.8878		x	19.4604	14.44	x		20.9832	-1.33
Thu	01/24/02	177.47742	1.10816	9	0.9987		x	19.3495	14.50	x		21.0941	-1.39
Fri	01/25/02	177.46774	1.10810	10	1.1096		x	19.2386	14.56	x		21.2050	-1.45
Mon	01/28/02	177.43871	1.10792	13	1.4423		x	18.9059	14.74	x		21.5377	-1.63
Tue	01/29/02	177.42903	1.10786	14	1.5531		x	18.7951	14.80	x		21.6485	-1.69
Wed	01/30/02	177.41935	1.10780	15	1.6640		x	18.6842	14.86	x		21.7594	-1.75
Thu	01/31/02	177.40968	1.10774	16	1.7748		x	18.5734	14.92	x		21.8702	-1.81
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	02/01/02	177.40000	1.10768	17	1.8857		x	18.4625	14.98	x		21.9811	-1.87
Mon	02/04/02	177.32500	1.10721	20	2.2175		x	18.1307	15.45	x		22.3129	-2.34
Tue	02/05/02	177.30000	1.10705	21	2.3280		x	18.0202	15.61	x		22.4234	-2.50
Wed	02/06/02	177.27500	1.10690	22	2.4385		x	17.9097	15.76	x		22.5339	-2.65
Thu	02/07/02	177.25000	1.10674	23	2.5490		x	17.7992	15.92	x		22.6444	-2.81
Fri	02/08/02	177.22500	1.10659	24	2.6595		x	17.6887	16.07	x		22.7549	-2.96
Mon	02/11/02	177.15000	1.10612	27	2.9906		x	17.3576	16.54	x		23.0860	-3.43
Tue	02/12/02	177.12500	1.10596	28	3.1010		x	17.2472	16.70	x		23.1964	-3.59
Wed	02/13/02	177.10000	1.10580	29	3.2112		x	17.1370	16.86	x		23.3066	-3.75
Thu	02/14/02	177.07500	1.10565	30	3.3215		x	17.0267	17.01	x		23.4169	-3.90
Fri	02/15/02	177.05000	1.10549	31	3.4318		x	16.9164	17.17	x		23.5272	-4.06
Mon	02/18/02	176.97500	1.10502	34	3.7623		x	16.5859	17.64	x		23.8577	-4.53
Tue	02/19/02	176.95000	1.10487	35	3.8724		x	16.4758	17.79	x		23.9678	-4.68
Wed	02/20/02	176.92500	1.10471	36	3.9824		x	16.3658	17.95	x		24.0778	-4.84
Thu	02/21/02	176.90000	1.10456	37	4.0925		x	16.2557	18.10	x		24.1879	-4.99
Fri	02/22/02	176.87500	1.10440	38	4.2025		x	16.1457	18.26	x		24.2979	-5.15
Mon	02/25/02	176.80000	1.10393	41	4.5324		x	15.8158	18.73	x		24.6278	-5.62
Tue	02/26/02	176.77500	1.10378	42	4.6423		x	15.7059	18.88	x		24.7377	-5.77
Wed	02/27/02	176.75000	1.10362	43	4.7521		x	15.5961	19.04	x		24.8475	-5.93
Thu	02/28/02	176.72500	1.10346	44	4.8619		x	15.4863	19.20	x		24.9573	-6.09
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	03/01/02	176.70000	1.10331	45	4.9718		x	15.3764	19.35	x		25.0672	-6.24
Mon	03/04/02	176.73871	1.10355	48	5.3044		x	15.0438	19.11	x		25.3998	-6.00
Tue	03/05/02	176.75161	1.10363	49	5.4153		x	14.9329	19.03	x		25.5107	-5.92
Wed	03/06/02	176.76452	1.10371	50	5.5262		x	14.8220	18.95	x		25.6216	-5.84
Thu	03/07/02	176.77742	1.10379	51	5.6371		x	14.7111	18.87	x		25.7325	-5.76
Fri	03/08/02	176.79032	1.10387	52	5.7481		x	14.6001	18.79	x		25.8435	-5.68
Mon	03/11/02	176.82903	1.10411	55	6.0810		x	14.2672	18.55	x		26.1764	-5.44
Tue	03/12/02	176.84194	1.10419	56	6.1920		x	14.1562	18.47	x		26.2874	-5.36
Wed	03/13/02	176.85484	1.10427	57	6.3030		x	14.0452	18.39	x		26.3984	-5.28
Thu	03/14/02	176.86774	1.10435	58	6.4141		x	13.9341	18.31	x		26.5095	-5.20
Fri	03/15/02	176.88065	1.10444	59	6.5252		x	13.8230	18.22	x		26.6206	-5.11
Mon	03/18/02	176.91935	1.10468	62	6.8585		x	13.4897	17.98	x		26.9539	-4.87
Tue	03/19/02	176.93226	1.10476	63	6.9696		x	13.3786	17.90	x		27.0650	-4.79
Wed	03/20/02	176.94516	1.10484	64	7.0807		x	13.2675	17.82	x		27.1761	-4.71
Thu	03/21/02	176.95806	1.10492	65	7.1919		x	13.1563	17.74	x		27.2873	-4.63
Fri	03/22/02	176.97097	1.10500	66	7.3031		x	13.0451	17.66	x		27.3985	-4.55
Mon	03/25/02	177.00968	1.10524	69	7.6367		x	12.7115	17.42	x		27.7321	-4.31
Tue	03/26/02	177.02258	1.10532	70	7.7479		x	12.6003	17.34	x		27.8433	-4.23
Wed	03/27/02	177.03548	1.10540	71	7.8592		x	12.4890	17.26	x		27.9546	-4.15
Thu	03/28/02	177.04839	1.10548	72	7.9704		x	12.3778	17.18	x		28.0658	-4.07
Fri	03/29/02	177.06129	1.10556	73	8.0817		x	12.2665	17.10	x		28.1771	-3.99
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	04/01/02	177.10000	1.10580	76	8.4157		x	11.9325	16.86	x		28.5111	-3.75
Tue	04/02/02	177.12333	1.10595	77	8.5276		x	11.8206	16.71	x		28.6230	-3.60
Wed	04/03/02	177.14667	1.10610	78	8.6395		x	11.7087	16.56	x		28.7349	-3.45
Thu	04/04/02	177.17000	1.10624	79	8.7514		x	11.5968	16.42	x		28.8468	-3.31
Fri	04/05/02	177.19333	1.10639	80	8.8633		x	11.4849	16.27	x		28.9587	-3.16
Mon	04/08/02	177.26333	1.10682	83	9.1993		x	11.1489	15.84	x		29.2947	-2.73
Tue	04/09/02	177.28667	1.10697	84	9.3114		x	11.0368	15.69	x		29.4068	-2.58
Wed	04/10/02	177.31000	1.10712	85	9.4235		x	10.9247	15.54	x		29.5189	-2.43
Thu	04/11/02	177.33333	1.10726	86	9.5356		x	10.8126	15.40	x		29.6310	-2.29
Fri	04/12/02	177.35667	1.10741	87	9.6478		x	10.7004	15.25	x		29.7432	-2.14
Mon	04/15/02	177.42667	1.10784	90	9.9843		x	10.3639	14.82	x		30.0797	-1.71
Tue	04/16/02	177.45000	1.10799	91	10.0966		x	10.2516	14.67	x		30.1920	-1.56
Wed	04/17/02	177.47333	1.10814	92	10.2090		x	10.1392	14.52	x		30.3044	-1.41
Thu	04/18/02	177.49667	1.10828	93	10.3212		x	10.0270	14.38	x		30.4166	-1.27
Fri	04/19/02	177.52000	1.10843	94	10.4336		x	9.9146	14.23	x		30.5290	-1.12
Mon	04/22/02	177.59000	1.10886	97	10.7708		x	9.5774	13.80	x		30.8662	-0.69
Tue	04/23/02	177.61333	1.10901	98	10.8833		x	9.4649	13.65	x		30.9787	-0.54
Wed	04/24/02	177.63667	1.10916	99	10.9959		x	9.3523	13.50	x		31.0913	-0.39
Thu	04/25/02	177.66000	1.10930	100	11.1083		x	9.2399	13.36	x		31.2037	-0.25
Fri	04/26/02	177.68333	1.10945	101	11.2209		x	9.1273	13.21	x		31.3163	-0.10
Mon	04/29/02	177.75333	1.10988	104	11.5587		x	8.7895	12.78	x		31.6541	0.33
Tue	04/30/02	177.77667	1.11003	105	11.6714		x	8.6768	12.63	x		31.7668	0.48
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	05/01/02	177.80000	1.11018	106	11.7842		x	8.5640	12.48	x		31.8796	0.63
Thu	05/02/02	177.83226	1.11038	107	11.8975		x	8.4507	12.28	x		31.9929	0.83
Fri	05/03/02	177.86452	1.11058	108	12.0108		x	8.3374	12.08	x		32.1062	1.03
Mon	05/06/02	177.96129	1.11118	111	12.3511		x	7.9971	11.48	x		32.4465	1.63
Tue	05/07/02	177.99355	1.11138	112	12.4646		x	7.8836	11.28	x		32.5600	1.83
Wed	05/08/02	178.02581	1.11159	113	12.5783		x	7.7699	11.07	x		32.6737	2.04
Thu	05/09/02	178.05806	1.11179	114	12.6919		x	7.6563	10.87	x		32.7873	2.24
Fri	05/10/02	178.09032	1.11199	115	12.8055		x	7.5427	10.67	x		32.9009	2.44
Mon	05/13/02	178.18710	1.11259	118	13.1467		x	7.2015	10.07	x		33.2421	3.04
Tue	05/14/02	178.21935	1.11279	119	13.2605		x	7.0877	9.87	x		33.3559	3.24
Wed	05/15/02	178.25161	1.11300	120	13.3744		x	6.9738	9.66	x		33.4698	3.45
Thu	05/16/02	178.28387	1.11320	121	13.4883		x	6.8599	9.46	x		33.5837	3.65
Fri	05/17/02	178.31613	1.11340	122	13.6022		x	6.7460	9.26	x		33.6976	3.85
Mon	05/20/02	178.41290	1.11400	125	13.9442		x	6.4040	8.66	x		34.0396	4.45
Tue	05/21/02	178.44516	1.11420	126	14.0583		x	6.2899	8.46	x		34.1537	4.65
Wed	05/22/02	178.47742	1.11441	127	14.1726		x	6.1756	8.25	x		34.2680	4.86
Thu	05/23/02	178.50968	1.11461	128	14.2867		x	6.0615	8.05	x		34.3821	5.06
Fri	05/24/02	178.54194	1.11481	129	14.4009		x	5.9473	7.85	x		34.4963	5.26
Mon	05/27/02	178.63871	1.11541	132	14.7437		x	5.6045	7.25	x		34.8391	5.86
Tue	05/28/02	178.67097	1.11561	133	14.8581		x	5.4901	7.05	x		34.9535	6.06
Wed	05/29/02	178.70323	1.11582	134	14.9726		x	5.3756	6.84	x		35.0680	6.27
Thu	05/30/02	178.73548	1.11602	135	15.0871		x	5.2611	6.64	x		35.1825	6.47
Fri	05/31/02	178.76774	1.11622	136	15.2016		x	5.1466	6.44	x		35.2970	6.67
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	06/03/02	178.86667	1.11684	139	15.5455		x	4.8027	5.82	x		35.6409	7.29
Tue	06/04/02	178.90000	1.11704	140	15.6602		x	4.6880	5.62	x		35.7556	7.49
Wed	06/05/02	178.93333	1.11725	141	15.7750		x	4.5732	5.41	x		35.8704	7.70
Thu	06/06/02	178.96667	1.11746	142	15.8898		x	4.4584	5.20	x		35.9852	7.91
Fri	06/07/02	179.00000	1.11767	143	16.0048		x	4.3434	4.99	x		36.1002	8.12
Mon	06/10/02	179.10000	1.11829	146	16.3496		x	3.9986	4.37	x		36.4450	8.74
Tue	06/11/02	179.13333	1.11850	147	16.4647		x	3.8835	4.16	x		36.5601	8.95
Wed	06/12/02	179.16667	1.11871	148	16.5798		x	3.7684	3.95	x		36.6752	9.16
Thu	06/13/02	179.20000	1.11892	149	16.6949		x	3.6533	3.74	x		36.7903	9.37
Fri	06/14/02	179.23333	1.11913	150	16.8101		x	3.5381	3.53	x		36.9055	9.58
Mon	06/17/02	179.33333	1.11975	153	17.1558		x	3.1924	2.91	x		37.2512	10.20
Tue	06/18/02	179.36667	1.11996	154	17.2712		x	3.0770	2.70	x		37.3666	10.41
Wed	06/19/02	179.40000	1.12017	155	17.3866		x	2.9616	2.49	x		37.4820	10.62
Thu	06/20/02	179.43333	1.12037	156	17.5019		x	2.8463	2.29	x		37.5973	10.82
Fri	06/21/02	179.46667	1.12058	157	17.6174		x	2.7308	2.08	x		37.7128	11.03
Mon	06/24/02	179.56667	1.12121	160	17.9641		x	2.3841	1.45	x		38.0595	11.66
Tue	06/25/02	179.60000	1.12141	161	18.0796		x	2.2686	1.25	x		38.1750	11.86
Wed	06/26/02	179.63333	1.12162	162	18.1953		x	2.1529	1.04	x		38.2907	12.07
Thu	06/27/02	179.66667	1.12183	163	18.3111		x	2.0371	0.83	x		38.4065	12.28
Fri	06/28/02	179.70000	1.12204	164	18.4269		x	1.9213	0.62	x		38.5223	12.49
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	07/01/02	179.80000	1.12266	167	18.7743		x	1.5739	0.00	x		38.8697	13.11
Tue	07/02/02	179.80000	1.12266	168	18.8867		x	1.4615	0.00	x		38.9821	13.11
Wed	07/03/02	179.80000	1.12266	169	18.9992		x	1.3490	0.00	x		39.0946	13.11
Thu	07/04/02	179.80000	1.12266	170	19.1116		x	1.2366	0.00	x		39.2070	13.11
Fri	07/05/02	179.80000	1.12266	171	19.2240		x	1.1242	0.00	x		39.3194	13.11
Mon	07/08/02	179.80000	1.12266	174	19.5613		x	0.7869	0.00	x		39.6567	13.11
Tue	07/09/02	179.80000	1.12266	175	19.6737		x	0.6745	0.00	x		39.7691	13.11
Wed	07/10/02	179.80000	1.12266	176	19.7861		x	0.5621	0.00	x		39.8815	13.11
Thu	07/11/02	179.80000	1.12266	177	19.8985		x	0.4497	0.00	x		39.9939	13.11
Fri	07/12/02	179.80000	1.12266	178	20.0109		x	0.3373	0.00	x		40.1063	13.11
Mon	07/15/02	179.80000	1.12266	0	0.0000			0.0000	0.00	x	x	40.4436	13.11

Generated 03/09/11 23:46