2.375% 20.5-Year Treasury Inflation Protected Security (TIPS) due January 15, 2025

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

CUSIP Number	912810FR4
Dated Date	July 15, 2004
Ref CPI on Dated Date	188.49677
Original Issue Date	July 30, 2004	Interest 01/15/05 (184 days)

						Purchased on Settelment Date & held to 01/01/05				Held on 07/30/04 & 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
Fri	07/30/04	189.02903	1.00282	15	0.9708			-0.9708	9.93			0.9708	0.00
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	08/02/04	189.11935	1.00330	18	1.1655			-1.1655	9.45			1.1655	0.48
Tue	08/03/04	189.13871	1.00341	19	1.2304			-1.2304	9.34			1.2304	0.59
Wed	08/04/04	189.15806	1.00351	20	1.2953			-1.2953	9.24			1.2953	0.69
Thu	08/05/04	189.17742	1.00361	21	1.3602			-1.3602	9.14			1.3602	0.79
Fri	08/06/04	189.19677	1.00371	22	1.4251			-1.4251	9.04			1.4251	0.89
Mon	08/09/04	189.25484	1.00402	25	1.6199			-1.6199	8.73			1.6199	1.20
Tue	08/10/04	189.27419	1.00412	26	1.6849			-1.6849	8.63			1.6849	1.30
Wed	08/11/04	189.29355	1.00423	27	1.7499			-1.7499	8.52			1.7499	1.41
Thu	08/12/04	189.31290	1.00433	28	1.8149			-1.8149	8.42			1.8149	1.51
Fri	08/13/04	189.33226	1.00443	29	1.8799			-1.8799	8.32			1.8799	1.61
Mon	08/16/04	189.39032	1.00474	32	2.0750			-2.0750	8.01			2.0750	1.92
Tue	08/17/04	189.40968	1.00484	33	2.1401			-2.1401	7.91			2.1401	2.02
Wed	08/18/04	189.42903	1.00495	34	2.2052			-2.2052	7.80			2.2052	2.13
Thu	08/19/04	189.44839	1.00505	35	2.2702			-2.2702	7.70			2.2702	2.23
Fri	08/20/04	189.46774	1.00515	36	2.3353			-2.3353	7.60			2.3353	2.33
Mon	08/23/04	189.52581	1.00546	39	2.5307			-2.5307	7.29			2.5307	2.64
Tue	08/24/04	189.54516	1.00556	40	2.5959			-2.5959	7.19			2.5959	2.74
Wed	08/25/04	189.56452	1.00566	41	2.6610			-2.6610	7.09			2.6610	2.84
Thu	08/26/04	189.58387	1.00577	42	2.7262			-2.7262	6.98			2.7262	2.95
Fri	08/27/04	189.60323	1.00587	43	2.7914			-2.7914	6.88			2.7914	3.05
Mon	08/30/04	189.66129	1.00618	46	2.9871			-2.9871	6.57			2.9871	3.36
Tue	08/31/04	189.68065	1.00628	47	3.0523			-3.0523	6.47			3.0523	3.46
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	1.00638	48	3.1176			-3.1176	6.37			3.1176	3.56
Thu	09/02/04	189.69000	1.00633	49	3.1824			-3.1824	6.42			3.1824	3.51
Fri	09/03/04	189.68000	1.00628	50	3.2472			-3.2472	6.47			3.2472	3.46
Mon	09/06/04	189.65000	1.00612	53	3.4414			-3.4414	6.63			3.4414	3.30
Tue	09/07/04	189.64000	1.00606	54	3.5062			-3.5062	6.69			3.5062	3.24
Wed	09/08/04	189.63000	1.00601	55	3.5709			-3.5709	6.74			3.5709	3.19
Thu	09/09/04	189.62000	1.00596	56	3.6357			-3.6357	6.79			3.6357	3.14
Fri	09/10/04	189.61000	1.00591	57	3.7004			-3.7004	6.84			3.7004	3.09
Mon	09/13/04	189.58000	1.00575	60	3.8945			-3.8945	7.00			3.8945	2.93
Tue	09/14/04	189.57000	1.00569	61	3.9592			-3.9592	7.06			3.9592	2.87
Wed	09/15/04	189.56000	1.00564	62	4.0239			-4.0239	7.11			4.0239	2.82
Thu	09/16/04	189.55000	1.00559	63	4.0886			-4.0886	7.16			4.0886	2.77
Fri	09/17/04	189.54000	1.00553	64	4.1533			-4.1533	7.22			4.1533	2.71
Mon	09/20/04	189.51000	1.00538	67	4.3473			-4.3473	7.37			4.3473	2.56
Tue	09/21/04	189.50000	1.00532	68	4.4119			-4.4119	7.43			4.4119	2.50
Wed	09/22/04	189.49000	1.00527	69	4.4766			-4.4766	7.48			4.4766	2.45
Thu	09/23/04	189.48000	1.00522	70	4.5412			-4.5412	7.53			4.5412	2.40
Fri	09/24/04	189.47000	1.00516	71	4.6058			-4.6058	7.59			4.6058	2.34
Mon	09/27/04	189.44000	1.00500	74	4.7997			-4.7997	7.75			4.7997	2.18
Tue	09/28/04	189.43000	1.00495	75	4.8643			-4.8643	7.80			4.8643	2.13
Wed	09/29/04	189.42000	1.00490	76	4.9289			-4.9289	7.85			4.9289	2.08
Thu	09/30/04	189.41000	1.00484	77	4.9935			-4.9935	7.91			4.9935	2.02
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	10/01/04	189.40000	1.00479	78	5.0581			-5.0581	7.96			5.0581	1.97
Mon	10/04/04	189.40968	1.00484	81	5.2529			-5.2529	7.91			5.2529	2.02
Tue	10/05/04	189.41290	1.00486	82	5.3178			-5.3178	7.89			5.3178	2.04
Wed	10/06/04	189.41613	1.00488	83	5.3828			-5.3828	7.87			5.3828	2.06
Thu	10/07/04	189.41935	1.00489	84	5.4477			-5.4477	7.86			5.4477	2.07
Fri	10/08/04	189.42258	1.00491	85	5.5127			-5.5127	7.84			5.5127	2.09
Mon	10/11/04	189.43226	1.00496	88	5.7075			-5.7075	7.79			5.7075	2.14
Tue	10/12/04	189.43548	1.00498	89	5.7725			-5.7725	7.77			5.7725	2.16
Wed	10/13/04	189.43871	1.00500	90	5.8375			-5.8375	7.75			5.8375	2.18
Thu	10/14/04	189.44194	1.00501	91	5.9024			-5.9024	7.74			5.9024	2.19
Fri	10/15/04	189.44516	1.00503	92	5.9674			-5.9674	7.72			5.9674	2.21
Mon	10/18/04	189.45484	1.00508	95	6.1623			-6.1623	7.67			6.1623	2.26
Tue	10/19/04	189.45806	1.00510	96	6.2273			-6.2273	7.65			6.2273	2.28
Wed	10/20/04	189.46129	1.00512	97	6.2922			-6.2922	7.63			6.2922	2.30
Thu	10/21/04	189.46452	1.00513	98	6.3572			-6.3572	7.62			6.3572	2.31
Fri	10/22/04	189.46774	1.00515	99	6.4222			-6.4222	7.60			6.4222	2.33
Mon	10/25/04	189.47742	1.00520	102	6.6171			-6.6171	7.55			6.6171	2.38
Tue	10/26/04	189.48065	1.00522	103	6.6821			-6.6821	7.53			6.6821	2.40
Wed	10/27/04	189.48387	1.00524	104	6.7471			-6.7471	7.51			6.7471	2.42
Thu	10/28/04	189.48710	1.00525	105	6.8121			-6.8121	7.50			6.8121	2.43
Fri	10/29/04	189.49032	1.00527	106	6.8771			-6.8771	7.48			6.8771	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	11/01/04	189.50000	1.00532	109	7.0721			-7.0721	7.43			7.0721	2.50
Tue	11/02/04	189.51333	1.00539	110	7.1374			-7.1374	7.36			7.1374	2.57
Wed	11/03/04	189.52667	1.00546	111	7.2028			-7.2028	7.29			7.2028	2.64
Thu	11/04/04	189.54000	1.00553	112	7.2682			-7.2682	7.22			7.2682	2.71
Fri	11/05/04	189.55333	1.00561	113	7.3337			-7.3337	7.14			7.3337	2.79
Mon	11/08/04	189.59333	1.00582	116	7.5300			-7.5300	6.93			7.5300	3.00
Tue	11/09/04	189.60667	1.00589	117	7.5954			-7.5954	6.86			7.5954	3.07
Wed	11/10/04	189.62000	1.00596	118	7.6609			-7.6609	6.79			7.6609	3.14
Thu	11/11/04	189.63333	1.00603	119	7.7263			-7.7263	6.72			7.7263	3.21
Fri	11/12/04	189.64667	1.00610	120	7.7918			-7.7918	6.65			7.7918	3.28
Mon	11/15/04	189.68667	1.00631	123	7.9883			-7.9883	6.44			7.9883	3.49
Tue	11/16/04	189.70000	1.00638	124	8.0538			-8.0538	6.37			8.0538	3.56
Wed	11/17/04	189.71333	1.00645	125	8.1193			-8.1193	6.30			8.1193	3.63
Thu	11/18/04	189.72667	1.00652	126	8.1848			-8.1848	6.23			8.1848	3.70
Fri	11/19/04	189.74000	1.00660	127	8.2504			-8.2504	6.15			8.2504	3.78
Mon	11/22/04	189.78000	1.00681	130	8.4471			-8.4471	5.94			8.4471	3.99
Tue	11/23/04	189.79333	1.00688	131	8.5127			-8.5127	5.87			8.5127	4.06
Wed	11/24/04	189.80667	1.00695	132	8.5782			-8.5782	5.80			8.5782	4.13
Thu	11/25/04	189.82000	1.00702	133	8.6438			-8.6438	5.73			8.6438	4.20
Fri	11/26/04	189.83333	1.00709	134	8.7094			-8.7094	5.66			8.7094	4.27
Mon	11/29/04	189.87333	1.00730	137	8.9063			-8.9063	5.45			8.9063	4.48
Tue	11/30/04	189.88667	1.00737	138	8.9719			-8.9719	5.38			8.9719	4.55
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	12/01/04	189.90000	1.00744	139	9.0375			-9.0375	5.31			9.0375	4.62
Thu	12/02/04	189.93226	1.00762	140	9.1042			-9.1042	5.13			9.1042	4.80
Fri	12/03/04	189.96452	1.00779	141	9.1708			-9.1708	4.96			9.1708	4.97
Mon	12/06/04	190.06129	1.00830	144	9.3706			-9.3706	4.45			9.3706	5.48
Tue	12/07/04	190.09355	1.00847	145	9.4373			-9.4373	4.28			9.4373	5.65
Wed	12/08/04	190.12581	1.00864	146	9.5040			-9.5040	4.11			9.5040	5.82
Thu	12/09/04	190.15806	1.00881	147	9.5707			-9.5707	3.94			9.5707	5.99
Fri	12/10/04	190.19032	1.00898	148	9.6374			-9.6374	3.77			9.6374	6.16
Mon	12/13/04	190.28710	1.00950	151	9.8378			-9.8378	3.25			9.8378	6.68
Tue	12/14/04	190.31935	1.00967	152	9.9046			-9.9046	3.08			9.9046	6.85
Wed	12/15/04	190.35161	1.00984	153	9.9715			-9.9715	2.91			9.9715	7.02
Thu	12/16/04	190.38387	1.01001	154	10.0383			-10.0383	2.74			10.0383	7.19
Fri	12/17/04	190.41613	1.01018	155	10.1052			-10.1052	2.57			10.1052	7.36
Mon	12/20/04	190.51290	1.01070	158	10.3061			-10.3061	2.05			10.3061	7.88
Tue	12/21/04	190.54516	1.01087	159	10.3731			-10.3731	1.88			10.3731	8.05
Wed	12/22/04	190.57742	1.01104	160	10.4401			-10.4401	1.71			10.4401	8.22
Thu	12/23/04	190.60968	1.01121	161	10.5071			-10.5071	1.54			10.5071	8.39
Fri	12/24/04	190.64194	1.01138	162	10.5741			-10.5741	1.37			10.5741	8.56
Mon	12/27/04	190.73871	1.01189	165	10.7754			-10.7754	0.86			10.7754	9.07
Tue	12/28/04	190.77097	1.01206	166	10.8425			-10.8425	0.69			10.8425	9.24
Wed	12/29/04	190.80323	1.01224	167	10.9098			-10.9098	0.51			10.9098	9.42
Thu	12/30/04	190.83548	1.01241	168	10.9769			-10.9769	0.34			10.9769	9.59
Fri	12/31/04	190.86774	1.01258	169	11.0441			-11.0441	0.17			11.0441	9.76
Sat	01/01/05	190.90000	1.01275

Generated 03/09/11 23:47