3.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2007

Interest and OID per $1,000 Face Value for 2004

CUSIP Number	9128272M3	Interest 01/15/04 (184 days)	$19.6803
Dated Date	January 15, 1997	Interest 07/15/04 (182 days)	$20.0769
Ref CPI on Dated Date	158.43548	Interest Total	$39.7572
Original Issue Date	February 6, 1997	Interest 01/15/05 (184 days)

						Purchased on Settelment Date & held to 01/01/05				Held on 01/01/04 & 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
Thu	01/01/04	185.00000	1.16767	170	18.2052	x	x	21.5520	37.24			18.2052	0.00
Fri	01/02/04	184.98387	1.16757	171	18.3107	x	x	21.4465	37.34			18.3107	-0.10
Mon	01/05/04	184.93548	1.16726	174	18.6270	x	x	21.1302	37.65			18.6270	-0.41
Tue	01/06/04	184.91935	1.16716	175	18.7324	x	x	21.0248	37.75			18.7324	-0.51
Wed	01/07/04	184.90323	1.16706	176	18.8379	x	x	20.9193	37.85			18.8379	-0.61
Thu	01/08/04	184.88710	1.16696	177	18.9433	x	x	20.8139	37.95			18.9433	-0.71
Fri	01/09/04	184.87097	1.16685	178	19.0485	x	x	20.7087	38.06			19.0485	-0.82
Mon	01/12/04	184.82258	1.16655	181	19.3646	x	x	20.3926	38.36			19.3646	-1.12
Tue	01/13/04	184.80645	1.16645	182	19.4699	x	x	20.2873	38.46			19.4699	-1.22
Wed	01/14/04	184.79032	1.16634	183	19.5750	x	x	20.1822	38.57			19.5750	-1.33
Thu	01/15/04	184.77419	1.16624	0	0.0000		x	20.0769	38.67	x		19.6803	-1.43
Fri	01/16/04	184.75806	1.16614	1	0.1081		x	19.9688	38.77	x		19.7884	-1.53
Mon	01/19/04	184.70968	1.16584	4	0.4324		x	19.6445	39.07	x		20.1127	-1.83
Tue	01/20/04	184.69355	1.16573	5	0.5404		x	19.5365	39.18	x		20.2207	-1.94
Wed	01/21/04	184.67742	1.16563	6	0.6485		x	19.4284	39.28	x		20.3288	-2.04
Thu	01/22/04	184.66129	1.16553	7	0.7565		x	19.3204	39.38	x		20.4368	-2.14
Fri	01/23/04	184.64516	1.16543	8	0.8645		x	19.2124	39.48	x		20.5448	-2.24
Mon	01/26/04	184.59677	1.16512	11	1.1883		x	18.8886	39.79	x		20.8686	-2.55
Tue	01/27/04	184.58065	1.16502	12	1.2962		x	18.7807	39.89	x		20.9765	-2.65
Wed	01/28/04	184.56452	1.16492	13	1.4041		x	18.6728	39.99	x		21.0844	-2.75
Thu	01/29/04	184.54839	1.16482	14	1.5120		x	18.5649	40.09	x		21.1923	-2.85
Fri	01/30/04	184.53226	1.16472	15	1.6199		x	18.4570	40.19	x		21.3002	-2.95
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	02/02/04	184.49310	1.16447	18	1.9434		x	18.1335	40.44	x		21.6237	-3.20
Tue	02/03/04	184.48621	1.16442	19	2.0513		x	18.0256	40.49	x		21.7316	-3.25
Wed	02/04/04	184.47931	1.16438	20	2.1592		x	17.9177	40.53	x		21.8395	-3.29
Thu	02/05/04	184.47241	1.16434	21	2.2671		x	17.8098	40.57	x		21.9474	-3.33
Fri	02/06/04	184.46552	1.16429	22	2.3750		x	17.7019	40.62	x		22.0553	-3.38
Mon	02/09/04	184.44483	1.16416	25	2.6985		x	17.3784	40.75	x		22.3788	-3.51
Tue	02/10/04	184.43793	1.16412	26	2.8064		x	17.2705	40.79	x		22.4867	-3.55
Wed	02/11/04	184.43103	1.16408	27	2.9142		x	17.1627	40.83	x		22.5945	-3.59
Thu	02/12/04	184.42414	1.16403	28	3.0220		x	17.0549	40.88	x		22.7023	-3.64
Fri	02/13/04	184.41724	1.16399	29	3.1298		x	16.9471	40.92	x		22.8101	-3.68
Mon	02/16/04	184.39655	1.16386	32	3.4532		x	16.6237	41.05	x		23.1335	-3.81
Tue	02/17/04	184.38966	1.16382	33	3.5610		x	16.5159	41.09	x		23.2413	-3.85
Wed	02/18/04	184.38276	1.16377	34	3.6688		x	16.4081	41.14	x		23.3491	-3.90
Thu	02/19/04	184.37586	1.16373	35	3.7765		x	16.3004	41.18	x		23.4568	-3.94
Fri	02/20/04	184.36897	1.16368	36	3.8843		x	16.1926	41.23	x		23.5646	-3.99
Mon	02/23/04	184.34828	1.16355	39	4.2075		x	15.8694	41.36	x		23.8878	-4.12
Tue	02/24/04	184.34138	1.16351	40	4.3152		x	15.7617	41.40	x		23.9955	-4.16
Wed	02/25/04	184.33448	1.16347	41	4.4229		x	15.6540	41.44	x		24.1032	-4.20
Thu	02/26/04	184.32759	1.16342	42	4.5306		x	15.5463	41.49	x		24.2109	-4.25
Fri	02/27/04	184.32069	1.16338	43	4.6383		x	15.4386	41.53	x		24.3186	-4.29
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	03/01/04	184.30000	1.16325	46	4.9614		x	15.1155	41.66	x		24.6417	-4.42
Tue	03/02/04	184.32903	1.16343	47	5.0700		x	15.0069	41.48	x		24.7503	-4.24
Wed	03/03/04	184.35806	1.16362	48	5.1787		x	14.8982	41.29	x		24.8590	-4.05
Thu	03/04/04	184.38710	1.16380	49	5.2875		x	14.7894	41.11	x		24.9678	-3.87
Fri	03/05/04	184.41613	1.16398	50	5.3962		x	14.6807	40.93	x		25.0765	-3.69
Mon	03/08/04	184.50323	1.16453	53	5.7227		x	14.3542	40.38	x		25.4030	-3.14
Tue	03/09/04	184.53226	1.16472	54	5.8316		x	14.2453	40.19	x		25.5119	-2.95
Wed	03/10/04	184.56129	1.16490	55	5.9405		x	14.1364	40.01	x		25.6208	-2.77
Thu	03/11/04	184.59032	1.16508	56	6.0495		x	14.0274	39.83	x		25.7298	-2.59
Fri	03/12/04	184.61935	1.16527	57	6.1585		x	13.9184	39.64	x		25.8388	-2.40
Mon	03/15/04	184.70645	1.16581	60	6.4856		x	13.5913	39.10	x		26.1659	-1.86
Tue	03/16/04	184.73548	1.16600	61	6.5948		x	13.4821	38.91	x		26.2751	-1.67
Wed	03/17/04	184.76452	1.16618	62	6.7039		x	13.3730	38.73	x		26.3842	-1.49
Thu	03/18/04	184.79355	1.16636	63	6.8131		x	13.2638	38.55	x		26.4934	-1.31
Fri	03/19/04	184.82258	1.16655	64	6.9224		x	13.1545	38.36	x		26.6027	-1.12
Mon	03/22/04	184.90968	1.16710	67	7.2503		x	12.8266	37.81	x		26.9306	-0.57
Tue	03/23/04	184.93871	1.16728	68	7.3596		x	12.7173	37.63	x		27.0399	-0.39
Wed	03/24/04	184.96774	1.16746	69	7.4690		x	12.6079	37.45	x		27.1493	-0.21
Thu	03/25/04	184.99677	1.16765	70	7.5785		x	12.4984	37.26	x		27.2588	-0.02
Fri	03/26/04	185.02581	1.16783	71	7.6879		x	12.3890	37.08	x		27.3682	0.16
Mon	03/29/04	185.11290	1.16838	74	8.0166		x	12.0603	36.53	x		27.6969	0.71
Tue	03/30/04	185.14194	1.16856	75	8.1261		x	11.9508	36.35	x		27.8064	0.89
Wed	03/31/04	185.17097	1.16875	76	8.2358		x	11.8411	36.16	x		27.9161	1.08
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	04/01/04	185.20000	1.16893	77	8.3455		x	11.7314	35.98	x		28.0258	1.26
Fri	04/02/04	185.23333	1.16914	78	8.4554		x	11.6215	35.77	x		28.1357	1.47
Mon	04/05/04	185.33333	1.16977	81	8.7853		x	11.2916	35.14	x		28.4656	2.10
Tue	04/06/04	185.36667	1.16998	82	8.8954		x	11.1815	34.93	x		28.5757	2.31
Wed	04/07/04	185.40000	1.17019	83	9.0055		x	11.0714	34.72	x		28.6858	2.52
Thu	04/08/04	185.43333	1.17040	84	9.1156		x	10.9613	34.51	x		28.7959	2.73
Fri	04/09/04	185.46667	1.17061	85	9.2258		x	10.8511	34.30	x		28.9061	2.94
Mon	04/12/04	185.56667	1.17124	88	9.5565		x	10.5204	33.67	x		29.2368	3.57
Tue	04/13/04	185.60000	1.17145	89	9.6669		x	10.4100	33.46	x		29.3472	3.78
Wed	04/14/04	185.63333	1.17167	90	9.7773		x	10.2996	33.24	x		29.4576	4.00
Thu	04/15/04	185.66667	1.17188	91	9.8877		x	10.1892	33.03	x		29.5680	4.21
Fri	04/16/04	185.70000	1.17209	92	9.9982		x	10.0787	32.82	x		29.6785	4.42
Mon	04/19/04	185.80000	1.17272	95	10.3298		x	9.7471	32.19	x		30.0101	5.05
Tue	04/20/04	185.83333	1.17293	96	10.4404		x	9.6365	31.98	x		30.1207	5.26
Wed	04/21/04	185.86667	1.17314	97	10.5510		x	9.5259	31.77	x		30.2313	5.47
Thu	04/22/04	185.90000	1.17335	98	10.6617		x	9.4152	31.56	x		30.3420	5.68
Fri	04/23/04	185.93333	1.17356	99	10.7724		x	9.3045	31.35	x		30.4527	5.89
Mon	04/26/04	186.03333	1.17419	102	11.1048		x	8.9721	30.72	x		30.7851	6.52
Tue	04/27/04	186.06667	1.17440	103	11.2157		x	8.8612	30.51	x		30.8960	6.73
Wed	04/28/04	186.10000	1.17461	104	11.3266		x	8.7503	30.30	x		31.0069	6.94
Thu	04/29/04	186.13333	1.17482	105	11.4376		x	8.6393	30.09	x		31.1179	7.15
Fri	04/30/04	186.16667	1.17503	106	11.5485		x	8.5284	29.88	x		31.2288	7.36
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	05/03/04	186.27742	1.17573	109	11.8825		x	8.1944	29.18	x		31.5628	8.06
Tue	05/04/04	186.31613	1.17597	110	11.9939		x	8.0830	28.94	x		31.6742	8.30
Wed	05/05/04	186.35484	1.17622	111	12.1055		x	7.9714	28.69	x		31.7858	8.55
Thu	05/06/04	186.39355	1.17646	112	12.2171		x	7.8598	28.45	x		31.8974	8.79
Fri	05/07/04	186.43226	1.17671	113	12.3288		x	7.7481	28.20	x		32.0091	9.04
Mon	05/10/04	186.54839	1.17744	116	12.6639		x	7.4130	27.47	x		32.3442	9.77
Tue	05/11/04	186.58710	1.17769	117	12.7758		x	7.3011	27.22	x		32.4561	10.02
Wed	05/12/04	186.62581	1.17793	118	12.8877		x	7.1892	26.98	x		32.5680	10.26
Thu	05/13/04	186.66452	1.17817	119	12.9995		x	7.0774	26.74	x		32.6798	10.50
Fri	05/14/04	186.70323	1.17842	120	13.1115		x	6.9654	26.49	x		32.7918	10.75
Mon	05/17/04	186.81935	1.17915	123	13.4477		x	6.6292	25.76	x		33.1280	11.48
Tue	05/18/04	186.85806	1.17940	124	13.5599		x	6.5170	25.51	x		33.2402	11.73
Wed	05/19/04	186.89677	1.17964	125	13.6720		x	6.4049	25.27	x		33.3523	11.97
Thu	05/20/04	186.93548	1.17988	126	13.7842		x	6.2927	25.03	x		33.4645	12.21
Fri	05/21/04	186.97419	1.18013	127	13.8965		x	6.1804	24.78	x		33.5768	12.46
Mon	05/24/04	187.09032	1.18086	130	14.2336		x	5.8433	24.05	x		33.9139	13.19
Tue	05/25/04	187.12903	1.18111	131	14.3461		x	5.7308	23.80	x		34.0264	13.44
Wed	05/26/04	187.16774	1.18135	132	14.4586		x	5.6183	23.56	x		34.1389	13.68
Thu	05/27/04	187.20645	1.18159	133	14.5710		x	5.5059	23.32	x		34.2513	13.92
Fri	05/28/04	187.24516	1.18184	134	14.6837		x	5.3932	23.07	x		34.3640	14.17
Mon	05/31/04	187.36129	1.18257	137	15.0217		x	5.0552	22.34	x		34.7020	14.90
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	06/01/04	187.40000	1.18282	138	15.1346		x	4.9423	22.09	x		34.8149	15.15
Wed	06/02/04	187.42000	1.18294	139	15.2458		x	4.8311	21.97	x		34.9261	15.27
Thu	06/03/04	187.44000	1.18307	140	15.3572		x	4.7197	21.84	x		35.0375	15.40
Fri	06/04/04	187.46000	1.18319	141	15.4684		x	4.6085	21.72	x		35.1487	15.52
Mon	06/07/04	187.52000	1.18357	144	15.8026		x	4.2743	21.34	x		35.4829	15.90
Tue	06/08/04	187.54000	1.18370	145	15.9141		x	4.1628	21.21	x		35.5944	16.03
Wed	06/09/04	187.56000	1.18383	146	16.0256		x	4.0513	21.08	x		35.7059	16.16
Thu	06/10/04	187.58000	1.18395	147	16.1370		x	3.9399	20.96	x		35.8173	16.28
Fri	06/11/04	187.60000	1.18408	148	16.2486		x	3.8283	20.83	x		35.9289	16.41
Mon	06/14/04	187.66000	1.18446	151	16.5833		x	3.4936	20.45	x		36.2636	16.79
Tue	06/15/04	187.68000	1.18458	152	16.6948		x	3.3821	20.33	x		36.3751	16.91
Wed	06/16/04	187.70000	1.18471	153	16.8064		x	3.2705	20.20	x		36.4867	17.04
Thu	06/17/04	187.72000	1.18484	154	16.9181		x	3.1588	20.07	x		36.5984	17.17
Fri	06/18/04	187.74000	1.18496	155	17.0297		x	3.0472	19.95	x		36.7100	17.29
Mon	06/21/04	187.80000	1.18534	158	17.3649		x	2.7120	19.57	x		37.0452	17.67
Tue	06/22/04	187.82000	1.18547	159	17.4767		x	2.6002	19.44	x		37.1570	17.80
Wed	06/23/04	187.84000	1.18559	160	17.5884		x	2.4885	19.32	x		37.2687	17.92
Thu	06/24/04	187.86000	1.18572	161	17.7003		x	2.3766	19.19	x		37.3806	18.05
Fri	06/25/04	187.88000	1.18585	162	17.8122		x	2.2647	19.06	x		37.4925	18.18
Mon	06/28/04	187.94000	1.18622	165	18.1477		x	1.9292	18.69	x		37.8280	18.55
Tue	06/29/04	187.96000	1.18635	166	18.2597		x	1.8172	18.56	x		37.9400	18.68
Wed	06/30/04	187.98000	1.18648	167	18.3717		x	1.7052	18.43	x		38.0520	18.81
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	07/01/04	188.00000	1.18660	168	18.4836		x	1.5933	18.31	x		38.1639	18.93
Fri	07/02/04	188.03548	1.18683	169	18.5972		x	1.4797	18.08	x		38.2775	19.16
Mon	07/05/04	188.14194	1.18750	172	18.9380		x	1.1389	17.41	x		38.6183	19.83
Tue	07/06/04	188.17742	1.18772	173	19.0516		x	1.0253	17.19	x		38.7319	20.05
Wed	07/07/04	188.21290	1.18795	174	19.1655		x	0.9114	16.96	x		38.8458	20.28
Thu	07/08/04	188.24839	1.18817	175	19.2792		x	0.7977	16.74	x		38.9595	20.50
Fri	07/09/04	188.28387	1.18839	176	19.3930		x	0.6839	16.52	x		39.0733	20.72
Mon	07/12/04	188.39032	1.18907	179	19.7348		x	0.3421	15.84	x		39.4151	21.40
Tue	07/13/04	188.42581	1.18929	180	19.8487		x	0.2282	15.62	x		39.5290	21.62
Wed	07/14/04	188.46129	1.18951	181	19.9627		x	0.1142	15.40	x		39.6430	21.84
Thu	07/15/04	188.49677	1.18974	0	0.0000			0.0000	15.17	x	x	39.7572	22.07
Fri	07/16/04	188.53226	1.18996	1	0.1091			-0.1091	14.95	x	x	39.8663	22.29
Mon	07/19/04	188.63871	1.19063	4	0.4368			-0.4368	14.28	x	x	40.1940	22.96
Tue	07/20/04	188.67419	1.19086	5	0.5461			-0.5461	14.05	x	x	40.3033	23.19
Wed	07/21/04	188.70968	1.19108	6	0.6554			-0.6554	13.83	x	x	40.4126	23.41
Thu	07/22/04	188.74516	1.19131	7	0.7648			-0.7648	13.60	x	x	40.5220	23.64
Fri	07/23/04	188.78065	1.19153	8	0.8742			-0.8742	13.38	x	x	40.6314	23.86
Mon	07/26/04	188.88710	1.19220	11	1.2027			-1.2027	12.71	x	x	40.9599	24.53
Tue	07/27/04	188.92258	1.19243	12	1.3123			-1.3123	12.48	x	x	41.0695	24.76
Wed	07/28/04	188.95806	1.19265	13	1.4219			-1.4219	12.26	x	x	41.1791	24.98
Thu	07/29/04	188.99355	1.19287	14	1.5316			-1.5316	12.04	x	x	41.2888	25.20
Fri	07/30/04	189.02903	1.19310	15	1.6413			-1.6413	11.81	x	x	41.3985	25.43
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	08/02/04	189.11935	1.19367	18	1.9705			-1.9705	11.24	x	x	41.7277	26.00
Tue	08/03/04	189.13871	1.19379	19	2.0802			-2.0802	11.12	x	x	41.8374	26.12
Wed	08/04/04	189.15806	1.19391	20	2.1899			-2.1899	11.00	x	x	41.9471	26.24
Thu	08/05/04	189.17742	1.19403	21	2.2996			-2.2996	10.88	x	x	42.0568	26.36
Fri	08/06/04	189.19677	1.19416	22	2.4094			-2.4094	10.75	x	x	42.1666	26.49
Mon	08/09/04	189.25484	1.19452	25	2.7388			-2.7388	10.39	x	x	42.4960	26.85
Tue	08/10/04	189.27419	1.19465	26	2.8487			-2.8487	10.26	x	x	42.6059	26.98
Wed	08/11/04	189.29355	1.19477	27	2.9585			-2.9585	10.14	x	x	42.7157	27.10
Thu	08/12/04	189.31290	1.19489	28	3.0684			-3.0684	10.02	x	x	42.8256	27.22
Fri	08/13/04	189.33226	1.19501	29	3.1783			-3.1783	9.90	x	x	42.9355	27.34
Mon	08/16/04	189.39032	1.19538	32	3.5082			-3.5082	9.53	x	x	43.2654	27.71
Tue	08/17/04	189.40968	1.19550	33	3.6182			-3.6182	9.41	x	x	43.3754	27.83
Wed	08/18/04	189.42903	1.19562	34	3.7282			-3.7282	9.29	x	x	43.4854	27.95
Thu	08/19/04	189.44839	1.19574	35	3.8382			-3.8382	9.17	x	x	43.5954	28.07
Fri	08/20/04	189.46774	1.19587	36	3.9483			-3.9483	9.04	x	x	43.7055	28.20
Mon	08/23/04	189.52581	1.19623	39	4.2786			-4.2786	8.68	x	x	44.0358	28.56
Tue	08/24/04	189.54516	1.19636	40	4.3888			-4.3888	8.55	x	x	44.1460	28.69
Wed	08/25/04	189.56452	1.19648	41	4.4990			-4.4990	8.43	x	x	44.2562	28.81
Thu	08/26/04	189.58387	1.19660	42	4.6092			-4.6092	8.31	x	x	44.3664	28.93
Fri	08/27/04	189.60323	1.19672	43	4.7194			-4.7194	8.19	x	x	44.4766	29.05
Mon	08/30/04	189.66129	1.19709	46	5.0502			-5.0502	7.82	x	x	44.8074	29.42
Tue	08/31/04	189.68065	1.19721	47	5.1605			-5.1605	7.70	x	x	44.9177	29.54
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	09/01/04	189.70000	1.19733	48	5.2709			-5.2709	7.58	x	x	45.0281	29.66
Thu	09/02/04	189.69000	1.19727	49	5.3804			-5.3804	7.64	x	x	45.1376	29.60
Fri	09/03/04	189.68000	1.19721	50	5.4899			-5.4899	7.70	x	x	45.2471	29.54
Mon	09/06/04	189.65000	1.19702	53	5.8184			-5.8184	7.89	x	x	45.5756	29.35
Tue	09/07/04	189.64000	1.19695	54	5.9278			-5.9278	7.96	x	x	45.6850	29.28
Wed	09/08/04	189.63000	1.19689	55	6.0373			-6.0373	8.02	x	x	45.7945	29.22
Thu	09/09/04	189.62000	1.19683	56	6.1468			-6.1468	8.08	x	x	45.9040	29.16
Fri	09/10/04	189.61000	1.19676	57	6.2562			-6.2562	8.15	x	x	46.0134	29.09
Mon	09/13/04	189.58000	1.19658	60	6.5844			-6.5844	8.33	x	x	46.3416	28.91
Tue	09/14/04	189.57000	1.19651	61	6.6938			-6.6938	8.40	x	x	46.4510	28.84
Wed	09/15/04	189.56000	1.19645	62	6.8032			-6.8032	8.46	x	x	46.5604	28.78
Thu	09/16/04	189.55000	1.19639	63	6.9126			-6.9126	8.52	x	x	46.6698	28.72
Fri	09/17/04	189.54000	1.19632	64	7.0219			-7.0219	8.59	x	x	46.7791	28.65
Mon	09/20/04	189.51000	1.19613	67	7.3499			-7.3499	8.78	x	x	47.1071	28.46
Tue	09/21/04	189.50000	1.19607	68	7.4592			-7.4592	8.84	x	x	47.2164	28.40
Wed	09/22/04	189.49000	1.19601	69	7.5685			-7.5685	8.90	x	x	47.3257	28.34
Thu	09/23/04	189.48000	1.19594	70	7.6777			-7.6777	8.97	x	x	47.4349	28.27
Fri	09/24/04	189.47000	1.19588	71	7.7870			-7.7870	9.03	x	x	47.5442	28.21
Mon	09/27/04	189.44000	1.19569	74	8.1148			-8.1148	9.22	x	x	47.8720	28.02
Tue	09/28/04	189.43000	1.19563	75	8.2240			-8.2240	9.28	x	x	47.9812	27.96
Wed	09/29/04	189.42000	1.19557	76	8.3333			-8.3333	9.34	x	x	48.0905	27.90
Thu	09/30/04	189.41000	1.19550	77	8.4424			-8.4424	9.41	x	x	48.1996	27.83
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	10/01/04	189.40000	1.19544	78	8.5516			-8.5516	9.47	x	x	48.3088	27.77
Mon	10/04/04	189.40968	1.19550	81	8.8810			-8.8810	9.41	x	x	48.6382	27.83
Tue	10/05/04	189.41290	1.19552	82	8.9908			-8.9908	9.39	x	x	48.7480	27.85
Wed	10/06/04	189.41613	1.19554	83	9.1006			-9.1006	9.37	x	x	48.8578	27.87
Thu	10/07/04	189.41935	1.19556	84	9.2104			-9.2104	9.35	x	x	48.9676	27.89
Fri	10/08/04	189.42258	1.19558	85	9.3202			-9.3202	9.33	x	x	49.0774	27.91
Mon	10/11/04	189.43226	1.19564	88	9.6496			-9.6496	9.27	x	x	49.4068	27.97
Tue	10/12/04	189.43548	1.19566	89	9.7594			-9.7594	9.25	x	x	49.5166	27.99
Wed	10/13/04	189.43871	1.19568	90	9.8692			-9.8692	9.23	x	x	49.6264	28.01
Thu	10/14/04	189.44194	1.19570	91	9.9791			-9.9791	9.21	x	x	49.7363	28.03
Fri	10/15/04	189.44516	1.19572	92	10.0889			-10.0889	9.19	x	x	49.8461	28.05
Mon	10/18/04	189.45484	1.19579	95	10.4185			-10.4185	9.12	x	x	50.1757	28.12
Tue	10/19/04	189.45806	1.19581	96	10.5283			-10.5283	9.10	x	x	50.2855	28.14
Wed	10/20/04	189.46129	1.19583	97	10.6382			-10.6382	9.08	x	x	50.3954	28.16
Thu	10/21/04	189.46452	1.19585	98	10.7480			-10.7480	9.06	x	x	50.5052	28.18
Fri	10/22/04	189.46774	1.19587	99	10.8579			-10.8579	9.04	x	x	50.6151	28.20
Mon	10/25/04	189.47742	1.19593	102	11.1875			-11.1875	8.98	x	x	50.9447	28.26
Tue	10/26/04	189.48065	1.19595	103	11.2973			-11.2973	8.96	x	x	51.0545	28.28
Wed	10/27/04	189.48387	1.19597	104	11.4072			-11.4072	8.94	x	x	51.1644	28.30
Thu	10/28/04	189.48710	1.19599	105	11.5171			-11.5171	8.92	x	x	51.2743	28.32
Fri	10/29/04	189.49032	1.19601	106	11.6270			-11.6270	8.90	x	x	51.3842	28.34
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	11/01/04	189.50000	1.19607	109	11.9566			-11.9566	8.84	x	x	51.7138	28.40
Tue	11/02/04	189.51333	1.19615	110	12.0671			-12.0671	8.76	x	x	51.8243	28.48
Wed	11/03/04	189.52667	1.19624	111	12.1778			-12.1778	8.67	x	x	51.9350	28.57
Thu	11/04/04	189.54000	1.19632	112	12.2883			-12.2883	8.59	x	x	52.0455	28.65
Fri	11/05/04	189.55333	1.19641	113	12.3989			-12.3989	8.50	x	x	52.1561	28.74
Mon	11/08/04	189.59333	1.19666	116	12.7308			-12.7308	8.25	x	x	52.4880	28.99
Tue	11/09/04	189.60667	1.19674	117	12.8414			-12.8414	8.17	x	x	52.5986	29.07
Wed	11/10/04	189.62000	1.19683	118	12.9521			-12.9521	8.08	x	x	52.7093	29.16
Thu	11/11/04	189.63333	1.19691	119	13.0627			-13.0627	8.00	x	x	52.8199	29.24
Fri	11/12/04	189.64667	1.19700	120	13.1735			-13.1735	7.91	x	x	52.9307	29.33
Mon	11/15/04	189.68667	1.19725	123	13.5057			-13.5057	7.66	x	x	53.2629	29.58
Tue	11/16/04	189.70000	1.19733	124	13.6164			-13.6164	7.58	x	x	53.3736	29.66
Wed	11/17/04	189.71333	1.19742	125	13.7272			-13.7272	7.49	x	x	53.4844	29.75
Thu	11/18/04	189.72667	1.19750	126	13.8380			-13.8380	7.41	x	x	53.5952	29.83
Fri	11/19/04	189.74000	1.19759	127	13.9488			-13.9488	7.32	x	x	53.7060	29.92
Mon	11/22/04	189.78000	1.19784	130	14.2813			-14.2813	7.07	x	x	54.0385	30.17
Tue	11/23/04	189.79333	1.19792	131	14.3921			-14.3921	6.99	x	x	54.1493	30.25
Wed	11/24/04	189.80667	1.19801	132	14.5031			-14.5031	6.90	x	x	54.2603	30.34
Thu	11/25/04	189.82000	1.19809	133	14.6139			-14.6139	6.82	x	x	54.3711	30.42
Fri	11/26/04	189.83333	1.19817	134	14.7248			-14.7248	6.74	x	x	54.4820	30.50
Mon	11/29/04	189.87333	1.19843	137	15.0577			-15.0577	6.48	x	x	54.8149	30.76
Tue	11/30/04	189.88667	1.19851	138	15.1686			-15.1686	6.40	x	x	54.9258	30.84
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	12/01/04	189.90000	1.19860	139	15.2797			-15.2797	6.31	x	x	55.0369	30.93
Thu	12/02/04	189.93226	1.19880	140	15.3922			-15.3922	6.11	x	x	55.1494	31.13
Fri	12/03/04	189.96452	1.19900	141	15.5047			-15.5047	5.91	x	x	55.2619	31.33
Mon	12/06/04	190.06129	1.19961	144	15.8427			-15.8427	5.30	x	x	55.5999	31.94
Tue	12/07/04	190.09355	1.19982	145	15.9555			-15.9555	5.09	x	x	55.7127	32.15
Wed	12/08/04	190.12581	1.20002	146	16.0682			-16.0682	4.89	x	x	55.8254	32.35
Thu	12/09/04	190.15806	1.20022	147	16.1810			-16.1810	4.69	x	x	55.9382	32.55
Fri	12/10/04	190.19032	1.20043	148	16.2939			-16.2939	4.48	x	x	56.0511	32.76
Mon	12/13/04	190.28710	1.20104	151	16.6326			-16.6326	3.87	x	x	56.3898	33.37
Tue	12/14/04	190.31935	1.20124	152	16.7455			-16.7455	3.67	x	x	56.5027	33.57
Wed	12/15/04	190.35161	1.20145	153	16.8587			-16.8587	3.46	x	x	56.6159	33.78
Thu	12/16/04	190.38387	1.20165	154	16.9717			-16.9717	3.26	x	x	56.7289	33.98
Fri	12/17/04	190.41613	1.20185	155	17.0847			-17.0847	3.06	x	x	56.8419	34.18
Mon	12/20/04	190.51290	1.20246	158	17.4242			-17.4242	2.45	x	x	57.1814	34.79
Tue	12/21/04	190.54516	1.20267	159	17.5376			-17.5376	2.24	x	x	57.2948	35.00
Wed	12/22/04	190.57742	1.20287	160	17.6508			-17.6508	2.04	x	x	57.4080	35.20
Thu	12/23/04	190.60968	1.20307	161	17.7641			-17.7641	1.84	x	x	57.5213	35.40
Fri	12/24/04	190.64194	1.20328	162	17.8775			-17.8775	1.63	x	x	57.6347	35.61
Mon	12/27/04	190.73871	1.20389	165	18.2178			-18.2178	1.02	x	x	57.9750	36.22
Tue	12/28/04	190.77097	1.20409	166	18.3313			-18.3313	0.82	x	x	58.0885	36.42
Wed	12/29/04	190.80323	1.20430	167	18.4449			-18.4449	0.61	x	x	58.2021	36.63
Thu	12/30/04	190.83548	1.20450	168	18.5585			-18.5585	0.41	x	x	58.3157	36.83
Fri	12/31/04	190.86774	1.20470	169	18.6720			-18.6720	0.21	x	x	58.4292	37.03
Sat	01/01/05	190.90000	1.20491

Generated 08/28/11 09:28