2% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2014

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

CUSIP Number	912828BW9
Dated Date	January 15, 2004	Interest 07/15/04 (182 days)	$10.2015
Ref CPI on Dated Date	184.77419
Original Issue Date	January 15, 2004	Interest 01/15/05 (184 days)

						Purchased on Settelment Date & held to 01/01/05				Held on 01/15/04 & 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	01/15/04	184.77419	1.00000	0	0.0000		x	10.2015	33.15			0.0000	0.00
Fri	01/16/04	184.75806	0.99991	1	0.0549		x	10.1466	33.24			0.0549	-0.09
Mon	01/19/04	184.70968	0.99965	4	0.2197		x	9.9818	33.50			0.2197	-0.35
Tue	01/20/04	184.69355	0.99956	5	0.2746		x	9.9269	33.59			0.2746	-0.44
Wed	01/21/04	184.67742	0.99948	6	0.3295		x	9.8720	33.67			0.3295	-0.52
Thu	01/22/04	184.66129	0.99939	7	0.3844		x	9.8171	33.76			0.3844	-0.61
Fri	01/23/04	184.64516	0.99930	8	0.4393		x	9.7622	33.85			0.4393	-0.70
Mon	01/26/04	184.59677	0.99904	11	0.6038		x	9.5977	34.11			0.6038	-0.96
Tue	01/27/04	184.58065	0.99895	12	0.6586		x	9.5429	34.20			0.6586	-1.05
Wed	01/28/04	184.56452	0.99887	13	0.7135		x	9.4880	34.28			0.7135	-1.13
Thu	01/29/04	184.54839	0.99878	14	0.7683		x	9.4332	34.37			0.7683	-1.22
Fri	01/30/04	184.53226	0.99869	15	0.8231		x	9.3784	34.46			0.8231	-1.31
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	0.99848	18	0.9875		x	9.2140	34.67			0.9875	-1.52
Tue	02/03/04	184.48621	0.99844	19	1.0423		x	9.1592	34.71			1.0423	-1.56
Wed	02/04/04	184.47931	0.99840	20	1.0971		x	9.1044	34.75			1.0971	-1.60
Thu	02/05/04	184.47241	0.99837	21	1.1520		x	9.0495	34.78			1.1520	-1.63
Fri	02/06/04	184.46552	0.99833	22	1.2068		x	8.9947	34.82			1.2068	-1.67
Mon	02/09/04	184.44483	0.99822	25	1.3712		x	8.8303	34.93			1.3712	-1.78
Tue	02/10/04	184.43793	0.99818	26	1.4260		x	8.7755	34.97			1.4260	-1.82
Wed	02/11/04	184.43103	0.99814	27	1.4808		x	8.7207	35.01			1.4808	-1.86
Thu	02/12/04	184.42414	0.99811	28	1.5356		x	8.6659	35.04			1.5356	-1.89
Fri	02/13/04	184.41724	0.99807	29	1.5903		x	8.6112	35.08			1.5903	-1.93
Mon	02/16/04	184.39655	0.99796	32	1.7547		x	8.4468	35.19			1.7547	-2.04
Tue	02/17/04	184.38966	0.99792	33	1.8094		x	8.3921	35.23			1.8094	-2.08
Wed	02/18/04	184.38276	0.99788	34	1.8642		x	8.3373	35.27			1.8642	-2.12
Thu	02/19/04	184.37586	0.99784	35	1.9189		x	8.2826	35.31			1.9189	-2.16
Fri	02/20/04	184.36897	0.99781	36	1.9737		x	8.2278	35.34			1.9737	-2.19
Mon	02/23/04	184.34828	0.99769	39	2.1379		x	8.0636	35.46			2.1379	-2.31
Tue	02/24/04	184.34138	0.99766	40	2.1927		x	8.0088	35.49			2.1927	-2.34
Wed	02/25/04	184.33448	0.99762	41	2.2474		x	7.9541	35.53			2.2474	-2.38
Thu	02/26/04	184.32759	0.99758	42	2.3021		x	7.8994	35.57			2.3021	-2.42
Fri	02/27/04	184.32069	0.99755	43	2.3568		x	7.8447	35.60			2.3568	-2.45
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	03/01/04	184.30000	0.99743	46	2.5210		x	7.6805	35.72			2.5210	-2.57
Tue	03/02/04	184.32903	0.99759	47	2.5762		x	7.6253	35.56			2.5762	-2.41
Wed	03/03/04	184.35806	0.99775	48	2.6314		x	7.5701	35.40			2.6314	-2.25
Thu	03/04/04	184.38710	0.99791	49	2.6867		x	7.5148	35.24			2.6867	-2.09
Fri	03/05/04	184.41613	0.99806	50	2.7419		x	7.4596	35.09			2.7419	-1.94
Mon	03/08/04	184.50323	0.99853	53	2.9078		x	7.2937	34.62			2.9078	-1.47
Tue	03/09/04	184.53226	0.99869	54	2.9631		x	7.2384	34.46			2.9631	-1.31
Wed	03/10/04	184.56129	0.99885	55	3.0185		x	7.1830	34.30			3.0185	-1.15
Thu	03/11/04	184.59032	0.99900	56	3.0738		x	7.1277	34.15			3.0738	-1.00
Fri	03/12/04	184.61935	0.99916	57	3.1292		x	7.0723	33.99			3.1292	-0.84
Mon	03/15/04	184.70645	0.99963	60	3.2955		x	6.9060	33.52			3.2955	-0.37
Tue	03/16/04	184.73548	0.99979	61	3.3509		x	6.8506	33.36			3.3509	-0.21
Wed	03/17/04	184.76452	0.99995	62	3.4064		x	6.7951	33.20			3.4064	-0.05
Thu	03/18/04	184.79355	1.00010	63	3.4619		x	6.7396	33.05			3.4619	0.10
Fri	03/19/04	184.82258	1.00026	64	3.5174		x	6.6841	32.89			3.5174	0.26
Mon	03/22/04	184.90968	1.00073	67	3.6840		x	6.5175	32.42			3.6840	0.73
Tue	03/23/04	184.93871	1.00089	68	3.7396		x	6.4619	32.26			3.7396	0.89
Wed	03/24/04	184.96774	1.00105	69	3.7952		x	6.4063	32.10			3.7952	1.05
Thu	03/25/04	184.99677	1.00120	70	3.8508		x	6.3507	31.95			3.8508	1.20
Fri	03/26/04	185.02581	1.00136	71	3.9064		x	6.2951	31.79			3.9064	1.36
Mon	03/29/04	185.11290	1.00183	74	4.0734		x	6.1281	31.32			4.0734	1.83
Tue	03/30/04	185.14194	1.00199	75	4.1291		x	6.0724	31.16			4.1291	1.99
Wed	03/31/04	185.17097	1.00215	76	4.1848		x	6.0167	31.00			4.1848	2.15
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	1.00230	77	4.2405		x	5.9610	30.85			4.2405	2.30
Fri	04/02/04	185.23333	1.00248	78	4.2963		x	5.9052	30.67			4.2963	2.48
Mon	04/05/04	185.33333	1.00303	81	4.4640		x	5.7375	30.12			4.4640	3.03
Tue	04/06/04	185.36667	1.00321	82	4.5200		x	5.6815	29.94			4.5200	3.21
Wed	04/07/04	185.40000	1.00339	83	4.5759		x	5.6256	29.76			4.5759	3.39
Thu	04/08/04	185.43333	1.00357	84	4.6319		x	5.5696	29.58			4.6319	3.57
Fri	04/09/04	185.46667	1.00375	85	4.6878		x	5.5137	29.40			4.6878	3.75
Mon	04/12/04	185.56667	1.00429	88	4.8559		x	5.3456	28.86			4.8559	4.29
Tue	04/13/04	185.60000	1.00447	89	4.9120		x	5.2895	28.68			4.9120	4.47
Wed	04/14/04	185.63333	1.00465	90	4.9680		x	5.2335	28.50			4.9680	4.65
Thu	04/15/04	185.66667	1.00483	91	5.0242		x	5.1773	28.32			5.0242	4.83
Fri	04/16/04	185.70000	1.00501	92	5.0803		x	5.1212	28.14			5.0803	5.01
Mon	04/19/04	185.80000	1.00555	95	5.2487		x	4.9528	27.60			5.2487	5.55
Tue	04/20/04	185.83333	1.00573	96	5.3049		x	4.8966	27.42			5.3049	5.73
Wed	04/21/04	185.86667	1.00591	97	5.3612		x	4.8403	27.24			5.3612	5.91
Thu	04/22/04	185.90000	1.00609	98	5.4174		x	4.7841	27.06			5.4174	6.09
Fri	04/23/04	185.93333	1.00627	99	5.4737		x	4.7278	26.88			5.4737	6.27
Mon	04/26/04	186.03333	1.00681	102	5.6426		x	4.5589	26.34			5.6426	6.81
Tue	04/27/04	186.06667	1.00699	103	5.6989		x	4.5026	26.16			5.6989	6.99
Wed	04/28/04	186.10000	1.00718	104	5.7553		x	4.4462	25.97			5.7553	7.18
Thu	04/29/04	186.13333	1.00736	105	5.8117		x	4.3898	25.79			5.8117	7.36
Fri	04/30/04	186.16667	1.00754	106	5.8681		x	4.3334	25.61			5.8681	7.54
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	05/03/04	186.27742	1.00814	109	6.0378		x	4.1637	25.01			6.0378	8.14
Tue	05/04/04	186.31613	1.00834	110	6.0944		x	4.1071	24.81			6.0944	8.34
Wed	05/05/04	186.35484	1.00855	111	6.1510		x	4.0505	24.60			6.1510	8.55
Thu	05/06/04	186.39355	1.00876	112	6.2078		x	3.9937	24.39			6.2078	8.76
Fri	05/07/04	186.43226	1.00897	113	6.2645		x	3.9370	24.18			6.2645	8.97
Mon	05/10/04	186.54839	1.00960	116	6.4348		x	3.7667	23.55			6.4348	9.60
Tue	05/11/04	186.58710	1.00981	117	6.4916		x	3.7099	23.34			6.4916	9.81
Wed	05/12/04	186.62581	1.01002	118	6.5485		x	3.6530	23.13			6.5485	10.02
Thu	05/13/04	186.66452	1.01023	119	6.6054		x	3.5961	22.92			6.6054	10.23
Fri	05/14/04	186.70323	1.01044	120	6.6622		x	3.5393	22.71			6.6622	10.44
Mon	05/17/04	186.81935	1.01107	123	6.8331		x	3.3684	22.08			6.8331	11.07
Tue	05/18/04	186.85806	1.01128	124	6.8900		x	3.3115	21.87			6.8900	11.28
Wed	05/19/04	186.89677	1.01149	125	6.9470		x	3.2545	21.66			6.9470	11.49
Thu	05/20/04	186.93548	1.01170	126	7.0041		x	3.1974	21.45			7.0041	11.70
Fri	05/21/04	186.97419	1.01191	127	7.0611		x	3.1404	21.24			7.0611	11.91
Mon	05/24/04	187.09032	1.01253	130	7.2324		x	2.9691	20.62			7.2324	12.53
Tue	05/25/04	187.12903	1.01274	131	7.2895		x	2.9120	20.41			7.2895	12.74
Wed	05/26/04	187.16774	1.01295	132	7.3467		x	2.8548	20.20			7.3467	12.95
Thu	05/27/04	187.20645	1.01316	133	7.4039		x	2.7976	19.99			7.4039	13.16
Fri	05/28/04	187.24516	1.01337	134	7.4611		x	2.7404	19.78			7.4611	13.37
Mon	05/31/04	187.36129	1.01400	137	7.6329		x	2.5686	19.15			7.6329	14.00
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	06/01/04	187.40000	1.01421	138	7.6902		x	2.5113	18.94			7.6902	14.21
Wed	06/02/04	187.42000	1.01432	139	7.7467		x	2.4548	18.83			7.7467	14.32
Thu	06/03/04	187.44000	1.01443	140	7.8033		x	2.3982	18.72			7.8033	14.43
Fri	06/04/04	187.46000	1.01454	141	7.8599		x	2.3416	18.61			7.8599	14.54
Mon	06/07/04	187.52000	1.01486	144	8.0297		x	2.1718	18.29			8.0297	14.86
Tue	06/08/04	187.54000	1.01497	145	8.0863		x	2.1152	18.18			8.0863	14.97
Wed	06/09/04	187.56000	1.01508	146	8.1429		x	2.0586	18.07			8.1429	15.08
Thu	06/10/04	187.58000	1.01519	147	8.1996		x	2.0019	17.96			8.1996	15.19
Fri	06/11/04	187.60000	1.01529	148	8.2562		x	1.9453	17.86			8.2562	15.29
Mon	06/14/04	187.66000	1.01562	151	8.4263		x	1.7752	17.53			8.4263	15.62
Tue	06/15/04	187.68000	1.01573	152	8.4830		x	1.7185	17.42			8.4830	15.73
Wed	06/16/04	187.70000	1.01583	153	8.5397		x	1.6618	17.32			8.5397	15.83
Thu	06/17/04	187.72000	1.01594	154	8.5964		x	1.6051	17.21			8.5964	15.94
Fri	06/18/04	187.74000	1.01605	155	8.6532		x	1.5483	17.10			8.6532	16.05
Mon	06/21/04	187.80000	1.01638	158	8.8235		x	1.3780	16.77			8.8235	16.38
Tue	06/22/04	187.82000	1.01648	159	8.8802		x	1.3213	16.67			8.8802	16.48
Wed	06/23/04	187.84000	1.01659	160	8.9371		x	1.2644	16.56			8.9371	16.59
Thu	06/24/04	187.86000	1.01670	161	8.9939		x	1.2076	16.45			8.9939	16.70
Fri	06/25/04	187.88000	1.01681	162	9.0507		x	1.1508	16.34			9.0507	16.81
Mon	06/28/04	187.94000	1.01713	165	9.2212		x	0.9803	16.02			9.2212	17.13
Tue	06/29/04	187.96000	1.01724	166	9.2781		x	0.9234	15.91			9.2781	17.24
Wed	06/30/04	187.98000	1.01735	167	9.3350		x	0.8665	15.80			9.3350	17.35
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	1.01746	168	9.3919		x	0.8096	15.69			9.3919	17.46
Fri	07/02/04	188.03548	1.01765	169	9.4496		x	0.7519	15.50			9.4496	17.65
Mon	07/05/04	188.14194	1.01823	172	9.6228		x	0.5787	14.92			9.6228	18.23
Tue	07/06/04	188.17742	1.01842	173	9.6806		x	0.5209	14.73			9.6806	18.42
Wed	07/07/04	188.21290	1.01861	174	9.7384		x	0.4631	14.54			9.7384	18.61
Thu	07/08/04	188.24839	1.01880	175	9.7962		x	0.4053	14.35			9.7962	18.80
Fri	07/09/04	188.28387	1.01899	176	9.8540		x	0.3475	14.16			9.8540	18.99
Mon	07/12/04	188.39032	1.01957	179	10.0276		x	0.1739	13.58			10.0276	19.57
Tue	07/13/04	188.42581	1.01976	180	10.0855		x	0.1160	13.39			10.0855	19.76
Wed	07/14/04	188.46129	1.01995	181	10.1435		x	0.0580	13.20			10.1435	19.95
Thu	07/15/04	188.49677	1.02015	0	0.0000			0.0000	13.00		x	10.2015	20.15
Fri	07/16/04	188.53226	1.02034	1	0.0555			-0.0555	12.81		x	10.2570	20.34
Mon	07/19/04	188.63871	1.02091	4	0.2219			-0.2219	12.24		x	10.4234	20.91
Tue	07/20/04	188.67419	1.02111	5	0.2775			-0.2775	12.04		x	10.4790	21.11
Wed	07/21/04	188.70968	1.02130	6	0.3330			-0.3330	11.85		x	10.5345	21.30
Thu	07/22/04	188.74516	1.02149	7	0.3886			-0.3886	11.66		x	10.5901	21.49
Fri	07/23/04	188.78065	1.02168	8	0.4442			-0.4442	11.47		x	10.6457	21.68
Mon	07/26/04	188.88710	1.02226	11	0.6111			-0.6111	10.89		x	10.8126	22.26
Tue	07/27/04	188.92258	1.02245	12	0.6668			-0.6668	10.70		x	10.8683	22.45
Wed	07/28/04	188.95806	1.02264	13	0.7225			-0.7225	10.51		x	10.9240	22.64
Thu	07/29/04	188.99355	1.02284	14	0.7782			-0.7782	10.31		x	10.9797	22.84
Fri	07/30/04	189.02903	1.02303	15	0.8340			-0.8340	10.12		x	11.0355	23.03
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	08/02/04	189.11935	1.02352	18	1.0013			-1.0013	9.63		x	11.2028	23.52
Tue	08/03/04	189.13871	1.02362	19	1.0570			-1.0570	9.53		x	11.2585	23.62
Wed	08/04/04	189.15806	1.02373	20	1.1128			-1.1128	9.42		x	11.3143	23.73
Thu	08/05/04	189.17742	1.02383	21	1.1685			-1.1685	9.32		x	11.3700	23.83
Fri	08/06/04	189.19677	1.02394	22	1.2243			-1.2243	9.21		x	11.4258	23.94
Mon	08/09/04	189.25484	1.02425	25	1.3916			-1.3916	8.90		x	11.5931	24.25
Tue	08/10/04	189.27419	1.02435	26	1.4475			-1.4475	8.80		x	11.6490	24.35
Wed	08/11/04	189.29355	1.02446	27	1.5033			-1.5033	8.69		x	11.7048	24.46
Thu	08/12/04	189.31290	1.02456	28	1.5591			-1.5591	8.59		x	11.7606	24.56
Fri	08/13/04	189.33226	1.02467	29	1.6150			-1.6150	8.48		x	11.8165	24.67
Mon	08/16/04	189.39032	1.02498	32	1.7826			-1.7826	8.17		x	11.9841	24.98
Tue	08/17/04	189.40968	1.02509	33	1.8385			-1.8385	8.06		x	12.0400	25.09
Wed	08/18/04	189.42903	1.02519	34	1.8944			-1.8944	7.96		x	12.0959	25.19
Thu	08/19/04	189.44839	1.02530	35	1.9503			-1.9503	7.85		x	12.1518	25.30
Fri	08/20/04	189.46774	1.02540	36	2.0062			-2.0062	7.75		x	12.2077	25.40
Mon	08/23/04	189.52581	1.02572	39	2.1741			-2.1741	7.43		x	12.3756	25.72
Tue	08/24/04	189.54516	1.02582	40	2.2300			-2.2300	7.33		x	12.4315	25.82
Wed	08/25/04	189.56452	1.02593	41	2.2860			-2.2860	7.22		x	12.4875	25.93
Thu	08/26/04	189.58387	1.02603	42	2.3420			-2.3420	7.12		x	12.5435	26.03
Fri	08/27/04	189.60323	1.02613	43	2.3980			-2.3980	7.02		x	12.5995	26.13
Mon	08/30/04	189.66129	1.02645	46	2.5661			-2.5661	6.70		x	12.7676	26.45
Tue	08/31/04	189.68065	1.02655	47	2.6222			-2.6222	6.60		x	12.8237	26.55
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	1.02666	48	2.6782			-2.6782	6.49		x	12.8797	26.66
Thu	09/02/04	189.69000	1.02660	49	2.7339			-2.7339	6.55		x	12.9354	26.60
Fri	09/03/04	189.68000	1.02655	50	2.7895			-2.7895	6.60		x	12.9910	26.55
Mon	09/06/04	189.65000	1.02639	53	2.9564			-2.9564	6.76		x	13.1579	26.39
Tue	09/07/04	189.64000	1.02633	54	3.0121			-3.0121	6.82		x	13.2136	26.33
Wed	09/08/04	189.63000	1.02628	55	3.0677			-3.0677	6.87		x	13.2692	26.28
Thu	09/09/04	189.62000	1.02623	56	3.1233			-3.1233	6.92		x	13.3248	26.23
Fri	09/10/04	189.61000	1.02617	57	3.1789			-3.1789	6.98		x	13.3804	26.17
Mon	09/13/04	189.58000	1.02601	60	3.3457			-3.3457	7.14		x	13.5472	26.01
Tue	09/14/04	189.57000	1.02595	61	3.4012			-3.4012	7.20		x	13.6027	25.95
Wed	09/15/04	189.56000	1.02590	62	3.4568			-3.4568	7.25		x	13.6583	25.90
Thu	09/16/04	189.55000	1.02585	63	3.5124			-3.5124	7.30		x	13.7139	25.85
Fri	09/17/04	189.54000	1.02579	64	3.5680			-3.5680	7.36		x	13.7695	25.79
Mon	09/20/04	189.51000	1.02563	67	3.7346			-3.7346	7.52		x	13.9361	25.63
Tue	09/21/04	189.50000	1.02558	68	3.7902			-3.7902	7.57		x	13.9917	25.58
Wed	09/22/04	189.49000	1.02552	69	3.8457			-3.8457	7.63		x	14.0472	25.52
Thu	09/23/04	189.48000	1.02547	70	3.9012			-3.9012	7.68		x	14.1027	25.47
Fri	09/24/04	189.47000	1.02541	71	3.9567			-3.9567	7.74		x	14.1582	25.41
Mon	09/27/04	189.44000	1.02525	74	4.1233			-4.1233	7.90		x	14.3248	25.25
Tue	09/28/04	189.43000	1.02520	75	4.1788			-4.1788	7.95		x	14.3803	25.20
Wed	09/29/04	189.42000	1.02514	76	4.2343			-4.2343	8.01		x	14.4358	25.14
Thu	09/30/04	189.41000	1.02509	77	4.2898			-4.2898	8.06		x	14.4913	25.09
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	10/01/04	189.40000	1.02503	78	4.3452			-4.3452	8.12		x	14.5467	25.03
Mon	10/04/04	189.40968	1.02509	81	4.5126			-4.5126	8.06		x	14.7141	25.09
Tue	10/05/04	189.41290	1.02510	82	4.5684			-4.5684	8.05		x	14.7699	25.10
Wed	10/06/04	189.41613	1.02512	83	4.6242			-4.6242	8.03		x	14.8257	25.12
Thu	10/07/04	189.41935	1.02514	84	4.6800			-4.6800	8.01		x	14.8815	25.14
Fri	10/08/04	189.42258	1.02516	85	4.7358			-4.7358	7.99		x	14.9373	25.16
Mon	10/11/04	189.43226	1.02521	88	4.9032			-4.9032	7.94		x	15.1047	25.21
Tue	10/12/04	189.43548	1.02523	89	4.9590			-4.9590	7.92		x	15.1605	25.23
Wed	10/13/04	189.43871	1.02524	90	5.0148			-5.0148	7.91		x	15.2163	25.24
Thu	10/14/04	189.44194	1.02526	91	5.0706			-5.0706	7.89		x	15.2721	25.26
Fri	10/15/04	189.44516	1.02528	92	5.1264			-5.1264	7.87		x	15.3279	25.28
Mon	10/18/04	189.45484	1.02533	95	5.2938			-5.2938	7.82		x	15.4953	25.33
Tue	10/19/04	189.45806	1.02535	96	5.3497			-5.3497	7.80		x	15.5512	25.35
Wed	10/20/04	189.46129	1.02537	97	5.4055			-5.4055	7.78		x	15.6070	25.37
Thu	10/21/04	189.46452	1.02538	98	5.4613			-5.4613	7.77		x	15.6628	25.38
Fri	10/22/04	189.46774	1.02540	99	5.5171			-5.5171	7.75		x	15.7186	25.40
Mon	10/25/04	189.47742	1.02545	102	5.6846			-5.6846	7.70		x	15.8861	25.45
Tue	10/26/04	189.48065	1.02547	103	5.7404			-5.7404	7.68		x	15.9419	25.47
Wed	10/27/04	189.48387	1.02549	104	5.7962			-5.7962	7.66		x	15.9977	25.49
Thu	10/28/04	189.48710	1.02551	105	5.8521			-5.8521	7.64		x	16.0536	25.51
Fri	10/29/04	189.49032	1.02552	106	5.9079			-5.9079	7.63		x	16.1094	25.52
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	1.02558	109	6.0754			-6.0754	7.57		x	16.2769	25.58
Tue	11/02/04	189.51333	1.02565	110	6.1316			-6.1316	7.50		x	16.3331	25.65
Wed	11/03/04	189.52667	1.02572	111	6.1878			-6.1878	7.43		x	16.3893	25.72
Thu	11/04/04	189.54000	1.02579	112	6.2439			-6.2439	7.36		x	16.4454	25.79
Fri	11/05/04	189.55333	1.02586	113	6.3001			-6.3001	7.29		x	16.5016	25.86
Mon	11/08/04	189.59333	1.02608	116	6.4688			-6.4688	7.07		x	16.6703	26.08
Tue	11/09/04	189.60667	1.02615	117	6.5250			-6.5250	7.00		x	16.7265	26.15
Wed	11/10/04	189.62000	1.02623	118	6.5813			-6.5813	6.92		x	16.7828	26.23
Thu	11/11/04	189.63333	1.02630	119	6.6375			-6.6375	6.85		x	16.8390	26.30
Fri	11/12/04	189.64667	1.02637	120	6.6937			-6.6937	6.78		x	16.8952	26.37
Mon	11/15/04	189.68667	1.02659	123	6.8625			-6.8625	6.56		x	17.0640	26.59
Tue	11/16/04	189.70000	1.02666	124	6.9188			-6.9188	6.49		x	17.1203	26.66
Wed	11/17/04	189.71333	1.02673	125	6.9751			-6.9751	6.42		x	17.1766	26.73
Thu	11/18/04	189.72667	1.02680	126	7.0313			-7.0313	6.35		x	17.2328	26.80
Fri	11/19/04	189.74000	1.02688	127	7.0877			-7.0877	6.27		x	17.2892	26.88
Mon	11/22/04	189.78000	1.02709	130	7.2566			-7.2566	6.06		x	17.4581	27.09
Tue	11/23/04	189.79333	1.02716	131	7.3129			-7.3129	5.99		x	17.5144	27.16
Wed	11/24/04	189.80667	1.02724	132	7.3693			-7.3693	5.91		x	17.5708	27.24
Thu	11/25/04	189.82000	1.02731	133	7.4257			-7.4257	5.84		x	17.6272	27.31
Fri	11/26/04	189.83333	1.02738	134	7.4820			-7.4820	5.77		x	17.6835	27.38
Mon	11/29/04	189.87333	1.02760	137	7.6512			-7.6512	5.55		x	17.8527	27.60
Tue	11/30/04	189.88667	1.02767	138	7.7075			-7.7075	5.48		x	17.9090	27.67
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	12/01/04	189.90000	1.02774	139	7.7639			-7.7639	5.41		x	17.9654	27.74
Thu	12/02/04	189.93226	1.02792	140	7.8211			-7.8211	5.23		x	18.0226	27.92
Fri	12/03/04	189.96452	1.02809	141	7.8783			-7.8783	5.06		x	18.0798	28.09
Mon	12/06/04	190.06129	1.02861	144	8.0500			-8.0500	4.54		x	18.2515	28.61
Tue	12/07/04	190.09355	1.02879	145	8.1073			-8.1073	4.36		x	18.3088	28.79
Wed	12/08/04	190.12581	1.02896	146	8.1646			-8.1646	4.19		x	18.3661	28.96
Thu	12/09/04	190.15806	1.02914	147	8.2219			-8.2219	4.01		x	18.4234	29.14
Fri	12/10/04	190.19032	1.02931	148	8.2792			-8.2792	3.84		x	18.4807	29.31
Mon	12/13/04	190.28710	1.02984	151	8.4514			-8.4514	3.31		x	18.6529	29.84
Tue	12/14/04	190.31935	1.03001	152	8.5088			-8.5088	3.14		x	18.7103	30.01
Wed	12/15/04	190.35161	1.03019	153	8.5663			-8.5663	2.96		x	18.7678	30.19
Thu	12/16/04	190.38387	1.03036	154	8.6237			-8.6237	2.79		x	18.8252	30.36
Fri	12/17/04	190.41613	1.03053	155	8.6811			-8.6811	2.62		x	18.8826	30.53
Mon	12/20/04	190.51290	1.03106	158	8.8537			-8.8537	2.09		x	19.0552	31.06
Tue	12/21/04	190.54516	1.03123	159	8.9112			-8.9112	1.92		x	19.1127	31.23
Wed	12/22/04	190.57742	1.03141	160	8.9688			-8.9688	1.74		x	19.1703	31.41
Thu	12/23/04	190.60968	1.03158	161	9.0263			-9.0263	1.57		x	19.2278	31.58
Fri	12/24/04	190.64194	1.03176	162	9.0840			-9.0840	1.39		x	19.2855	31.76
Mon	12/27/04	190.73871	1.03228	165	9.2569			-9.2569	0.87		x	19.4584	32.28
Tue	12/28/04	190.77097	1.03245	166	9.3145			-9.3145	0.70		x	19.5160	32.45
Wed	12/29/04	190.80323	1.03263	167	9.3722			-9.3722	0.52		x	19.5737	32.63
Thu	12/30/04	190.83548	1.03280	168	9.4299			-9.4299	0.35		x	19.6314	32.80
Fri	12/31/04	190.86774	1.03298	169	9.4877			-9.4877	0.17		x	19.6892	32.98
Sat	01/01/05	190.90000	1.03315

Generated 03/09/11 23:47