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

Interest and OID per $1,000 Face Value for 2005

CUSIP Number	9128272M3	Interest 01/15/05 (184 days)	$20.3376
Dated Date	January 15, 1997	Interest 07/15/05 (181 days)	$20.7173
Ref CPI on Dated Date	158.43548	Interest Total	$41.0549
Original Issue Date	February 6, 1997	Interest 01/15/06 (184 days)

						Purchased on Settelment Date & held to 01/01/06				Held on 01/01/05 & 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
Sat	01/01/05	190.90000	1.20491	170	18.7858	x	x	22.2691	52.38			18.7858	0.00
Mon	01/03/05	190.90645	1.20495	172	19.0074	x	x	22.0475	52.34			19.0074	0.04
Tue	01/04/05	190.90968	1.20497	173	19.1183	x	x	21.9366	52.32			19.1183	0.06
Wed	01/05/05	190.91290	1.20499	174	19.2291	x	x	21.8258	52.30			19.2291	0.08
Thu	01/06/05	190.91613	1.20501	175	19.3399	x	x	21.7150	52.28			19.3399	0.10
Fri	01/07/05	190.91935	1.20503	176	19.4508	x	x	21.6041	52.26			19.4508	0.12
Mon	01/10/05	190.92903	1.20509	179	19.7833	x	x	21.2716	52.20			19.7833	0.18
Tue	01/11/05	190.93226	1.20511	180	19.8941	x	x	21.1608	52.18			19.8941	0.20
Wed	01/12/05	190.93548	1.20513	181	20.0050	x	x	21.0499	52.16			20.0050	0.22
Thu	01/13/05	190.93871	1.20515	182	20.1159	x	x	20.9390	52.14			20.1159	0.24
Fri	01/14/05	190.94194	1.20517	183	20.2267	x	x	20.8282	52.12			20.2267	0.26
Sat	01/15/05	190.94516	1.20519	0	0.0000		x	20.7173	52.10	x		20.3376	0.28
Mon	01/17/05	190.95161	1.20523	2	0.2247		x	20.4926	52.06	x		20.5623	0.32
Tue	01/18/05	190.95484	1.20525	3	0.3371		x	20.3802	52.04	x		20.6747	0.34
Wed	01/19/05	190.95806	1.20527	4	0.4495		x	20.2678	52.02	x		20.7871	0.36
Thu	01/20/05	190.96129	1.20529	5	0.5619		x	20.1554	52.00	x		20.8995	0.38
Fri	01/21/05	190.96452	1.20531	6	0.6742		x	20.0431	51.98	x		21.0118	0.40
Mon	01/24/05	190.97419	1.20538	9	1.0114		x	19.7059	51.91	x		21.3490	0.47
Tue	01/25/05	190.97742	1.20540	10	1.1238		x	19.5935	51.89	x		21.4614	0.49
Wed	01/26/05	190.98065	1.20542	11	1.2362		x	19.4811	51.87	x		21.5738	0.51
Thu	01/27/05	190.98387	1.20544	12	1.3486		x	19.3687	51.85	x		21.6862	0.53
Fri	01/28/05	190.98710	1.20546	13	1.4610		x	19.2563	51.83	x		21.7986	0.55
Mon	01/31/05	190.99677	1.20552	16	1.7983		x	18.9190	51.77	x		22.1359	0.61
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	02/01/05	191.00000	1.20554	17	1.9107		x	18.8066	51.75	x		22.2483	0.63
Wed	02/02/05	190.97500	1.20538	18	2.0228		x	18.6945	51.91	x		22.3604	0.47
Thu	02/03/05	190.95000	1.20522	19	2.1349		x	18.5824	52.07	x		22.4725	0.31
Fri	02/04/05	190.92500	1.20506	20	2.2470		x	18.4703	52.23	x		22.5846	0.15
Mon	02/07/05	190.85000	1.20459	23	2.5830		x	18.1343	52.70	x		22.9206	-0.32
Tue	02/08/05	190.82500	1.20443	24	2.6950		x	18.0223	52.86	x		23.0326	-0.48
Wed	02/09/05	190.80000	1.20428	25	2.8069		x	17.9104	53.01	x		23.1445	-0.63
Thu	02/10/05	190.77500	1.20412	26	2.9188		x	17.7985	53.17	x		23.2564	-0.79
Fri	02/11/05	190.75000	1.20396	27	3.0307		x	17.6866	53.33	x		23.3683	-0.95
Mon	02/14/05	190.67500	1.20349	30	3.3661		x	17.3512	53.80	x		23.7037	-1.42
Tue	02/15/05	190.65000	1.20333	31	3.4779		x	17.2394	53.96	x		23.8155	-1.58
Wed	02/16/05	190.62500	1.20317	32	3.5896		x	17.1277	54.12	x		23.9272	-1.74
Thu	02/17/05	190.60000	1.20301	33	3.7012		x	17.0161	54.28	x		24.0388	-1.90
Fri	02/18/05	190.57500	1.20286	34	3.8129		x	16.9044	54.43	x		24.1505	-2.05
Mon	02/21/05	190.50000	1.20238	37	4.1477		x	16.5696	54.91	x		24.4853	-2.53
Tue	02/22/05	190.47500	1.20222	38	4.2592		x	16.4581	55.07	x		24.5968	-2.69
Wed	02/23/05	190.45000	1.20207	39	4.3708		x	16.3465	55.22	x		24.7084	-2.84
Thu	02/24/05	190.42500	1.20191	40	4.4823		x	16.2350	55.38	x		24.8199	-3.00
Fri	02/25/05	190.40000	1.20175	41	4.5937		x	16.1236	55.54	x		24.9313	-3.16
Mon	02/28/05	190.32500	1.20128	44	4.9279		x	15.7894	56.01	x		25.2655	-3.63
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	03/01/05	190.30000	1.20112	45	5.0392		x	15.6781	56.17	x		25.3768	-3.79
Wed	03/02/05	190.31290	1.20120	46	5.1516		x	15.5657	56.09	x		25.4892	-3.71
Thu	03/03/05	190.32581	1.20128	47	5.2639		x	15.4534	56.01	x		25.6015	-3.63
Fri	03/04/05	190.33871	1.20136	48	5.3763		x	15.3410	55.93	x		25.7139	-3.55
Mon	03/07/05	190.37742	1.20161	51	5.7135		x	15.0038	55.68	x		26.0511	-3.30
Tue	03/08/05	190.39032	1.20169	52	5.8259		x	14.8914	55.60	x		26.1635	-3.22
Wed	03/09/05	190.40323	1.20177	53	5.9383		x	14.7790	55.52	x		26.2759	-3.14
Thu	03/10/05	190.41613	1.20185	54	6.0508		x	14.6665	55.44	x		26.3884	-3.06
Fri	03/11/05	190.42903	1.20193	55	6.1632		x	14.5541	55.36	x		26.5008	-2.98
Mon	03/14/05	190.46774	1.20218	58	6.5007		x	14.2166	55.11	x		26.8383	-2.73
Tue	03/15/05	190.48065	1.20226	59	6.6133		x	14.1040	55.03	x		26.9509	-2.65
Wed	03/16/05	190.49355	1.20234	60	6.7258		x	13.9915	54.95	x		27.0634	-2.57
Thu	03/17/05	190.50645	1.20242	61	6.8383		x	13.8790	54.87	x		27.1759	-2.49
Fri	03/18/05	190.51935	1.20250	62	6.9509		x	13.7664	54.79	x		27.2885	-2.41
Mon	03/21/05	190.55806	1.20275	65	7.2888		x	13.4285	54.54	x		27.6264	-2.16
Tue	03/22/05	190.57097	1.20283	66	7.4014		x	13.3159	54.46	x		27.7390	-2.08
Wed	03/23/05	190.58387	1.20291	67	7.5140		x	13.2033	54.38	x		27.8516	-2.00
Thu	03/24/05	190.59677	1.20299	68	7.6267		x	13.0906	54.30	x		27.9643	-1.92
Fri	03/25/05	190.60968	1.20307	69	7.7394		x	12.9779	54.22	x		28.0770	-1.84
Mon	03/28/05	190.64839	1.20332	72	8.0775		x	12.6398	53.97	x		28.4151	-1.59
Tue	03/29/05	190.66129	1.20340	73	8.1903		x	12.5270	53.89	x		28.5279	-1.51
Wed	03/30/05	190.67419	1.20348	74	8.3030		x	12.4143	53.81	x		28.6406	-1.43
Thu	03/31/05	190.68710	1.20356	75	8.4158		x	12.3015	53.73	x		28.7534	-1.35
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	04/01/05	190.70000	1.20364	76	8.5286		x	12.1887	53.65	x		28.8662	-1.27
Mon	04/04/05	190.81000	1.20434	79	8.8704		x	11.8469	52.95	x		29.2080	-0.57
Tue	04/05/05	190.84667	1.20457	80	8.9844		x	11.7329	52.72	x		29.3220	-0.34
Wed	04/06/05	190.88333	1.20480	81	9.0984		x	11.6189	52.49	x		29.4360	-0.11
Thu	04/07/05	190.92000	1.20503	82	9.2125		x	11.5048	52.26	x		29.5501	0.12
Fri	04/08/05	190.95667	1.20526	83	9.3266		x	11.3907	52.03	x		29.6642	0.35
Mon	04/11/05	191.06667	1.20596	86	9.6693		x	11.0480	51.33	x		30.0069	1.05
Tue	04/12/05	191.10333	1.20619	87	9.7836		x	10.9337	51.10	x		30.1212	1.28
Wed	04/13/05	191.14000	1.20642	88	9.8980		x	10.8193	50.87	x		30.2356	1.51
Thu	04/14/05	191.17667	1.20665	89	10.0124		x	10.7049	50.64	x		30.3500	1.74
Fri	04/15/05	191.21333	1.20688	90	10.1268		x	10.5905	50.41	x		30.4644	1.97
Mon	04/18/05	191.32333	1.20758	93	10.4704		x	10.2469	49.71	x		30.8080	2.67
Tue	04/19/05	191.36000	1.20781	94	10.5850		x	10.1323	49.48	x		30.9226	2.90
Wed	04/20/05	191.39667	1.20804	95	10.6997		x	10.0176	49.25	x		31.0373	3.13
Thu	04/21/05	191.43333	1.20827	96	10.8144		x	9.9029	49.02	x		31.1520	3.36
Fri	04/22/05	191.47000	1.20850	97	10.9291		x	9.7882	48.79	x		31.2667	3.59
Mon	04/25/05	191.58000	1.20920	100	11.2736		x	9.4437	48.09	x		31.6112	4.29
Tue	04/26/05	191.61667	1.20943	101	11.3885		x	9.3288	47.86	x		31.7261	4.52
Wed	04/27/05	191.65333	1.20966	102	11.5035		x	9.2138	47.63	x		31.8411	4.75
Thu	04/28/05	191.69000	1.20989	103	11.6185		x	9.0988	47.40	x		31.9561	4.98
Fri	04/29/05	191.72667	1.21012	104	11.7335		x	8.9838	47.17	x		32.0711	5.21
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	05/02/05	191.84839	1.21089	107	12.0796		x	8.6377	46.40	x		32.4172	5.98
Tue	05/03/05	191.89677	1.21120	108	12.1956		x	8.5217	46.09	x		32.5332	6.29
Wed	05/04/05	191.94516	1.21150	109	12.3116		x	8.4057	45.79	x		32.6492	6.59
Thu	05/05/05	191.99355	1.21181	110	12.4277		x	8.2896	45.48	x		32.7653	6.90
Fri	05/06/05	192.04194	1.21211	111	12.5438		x	8.1735	45.18	x		32.8814	7.20
Mon	05/09/05	192.18710	1.21303	114	12.8926		x	7.8247	44.26	x		33.2302	8.12
Tue	05/10/05	192.23548	1.21334	115	13.0090		x	7.7083	43.95	x		33.3466	8.43
Wed	05/11/05	192.28387	1.21364	116	13.1254		x	7.5919	43.65	x		33.4630	8.73
Thu	05/12/05	192.33226	1.21395	117	13.2419		x	7.4754	43.34	x		33.5795	9.04
Fri	05/13/05	192.38065	1.21425	118	13.3584		x	7.3589	43.04	x		33.6960	9.34
Mon	05/16/05	192.52581	1.21517	121	13.7084		x	7.0089	42.12	x		34.0460	10.26
Tue	05/17/05	192.57419	1.21547	122	13.8251		x	6.8922	41.82	x		34.1627	10.56
Wed	05/18/05	192.62258	1.21578	123	13.9420		x	6.7753	41.51	x		34.2796	10.87
Thu	05/19/05	192.67097	1.21608	124	14.0588		x	6.6585	41.21	x		34.3964	11.17
Fri	05/20/05	192.71935	1.21639	125	14.1758		x	6.5415	40.90	x		34.5134	11.48
Mon	05/23/05	192.86452	1.21731	128	14.5270		x	6.1903	39.98	x		34.8646	12.40
Tue	05/24/05	192.91290	1.21761	129	14.6441		x	6.0732	39.68	x		34.9817	12.70
Wed	05/25/05	192.96129	1.21792	130	14.7614		x	5.9559	39.37	x		35.0990	13.01
Thu	05/26/05	193.00968	1.21822	131	14.8786		x	5.8387	39.07	x		35.2162	13.31
Fri	05/27/05	193.05806	1.21853	132	14.9960		x	5.7213	38.76	x		35.3336	13.62
Mon	05/30/05	193.20323	1.21944	135	15.3483		x	5.3690	37.85	x		35.6859	14.53
Tue	05/31/05	193.25161	1.21975	136	15.4659		x	5.2514	37.54	x		35.8035	14.84
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	06/01/05	193.30000	1.22006	137	15.5836		x	5.1337	37.23	x		35.9212	15.15
Thu	06/02/05	193.34333	1.22033	138	15.7008		x	5.0165	36.96	x		36.0384	15.42
Fri	06/03/05	193.38667	1.22060	139	15.8181		x	4.8992	36.69	x		36.1557	15.69
Mon	06/06/05	193.51667	1.22142	142	16.1703		x	4.5470	35.87	x		36.5079	16.51
Tue	06/07/05	193.56000	1.22170	143	16.2879		x	4.4294	35.59	x		36.6255	16.79
Wed	06/08/05	193.60333	1.22197	144	16.4055		x	4.3118	35.32	x		36.7431	17.06
Thu	06/09/05	193.64667	1.22224	145	16.5230		x	4.1943	35.05	x		36.8606	17.33
Fri	06/10/05	193.69000	1.22252	146	16.6408		x	4.0765	34.77	x		36.9784	17.61
Mon	06/13/05	193.82000	1.22334	149	16.9941		x	3.7232	33.95	x		37.3317	18.43
Tue	06/14/05	193.86333	1.22361	150	17.1119		x	3.6054	33.68	x		37.4495	18.70
Wed	06/15/05	193.90667	1.22388	151	17.2298		x	3.4875	33.41	x		37.5674	18.97
Thu	06/16/05	193.95000	1.22416	152	17.3479		x	3.3694	33.13	x		37.6855	19.25
Fri	06/17/05	193.99333	1.22443	153	17.4659		x	3.2514	32.86	x		37.8035	19.52
Mon	06/20/05	194.12333	1.22525	156	17.8203		x	2.8970	32.04	x		38.1579	20.34
Tue	06/21/05	194.16667	1.22553	157	17.9386		x	2.7787	31.76	x		38.2762	20.62
Wed	06/22/05	194.21000	1.22580	158	18.0568		x	2.6605	31.49	x		38.3944	20.89
Thu	06/23/05	194.25333	1.22607	159	18.1751		x	2.5422	31.22	x		38.5127	21.16
Fri	06/24/05	194.29667	1.22635	160	18.2936		x	2.4237	30.94	x		38.6312	21.44
Mon	06/27/05	194.42667	1.22717	163	18.6491		x	2.0682	30.12	x		38.9867	22.26
Tue	06/28/05	194.47000	1.22744	164	18.7676		x	1.9497	29.85	x		39.1052	22.53
Wed	06/29/05	194.51333	1.22771	165	18.8862		x	1.8311	29.58	x		39.2238	22.80
Thu	06/30/05	194.55667	1.22799	166	19.0050		x	1.7123	29.30	x		39.3426	23.08
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	07/01/05	194.60000	1.22826	167	19.1237		x	1.5936	29.03	x		39.4613	23.35
Mon	07/04/05	194.58065	1.22814	170	19.4653		x	1.2520	29.15	x		39.8029	23.23
Tue	07/05/05	194.57419	1.22810	171	19.5792		x	1.1381	29.19	x		39.9168	23.19
Wed	07/06/05	194.56774	1.22806	172	19.6931		x	1.0242	29.23	x		40.0307	23.15
Thu	07/07/05	194.56129	1.22802	173	19.8069		x	0.9104	29.27	x		40.1445	23.11
Fri	07/08/05	194.55484	1.22798	174	19.9208		x	0.7965	29.31	x		40.2584	23.07
Mon	07/11/05	194.53548	1.22785	177	20.2621		x	0.4552	29.44	x		40.5997	22.94
Tue	07/12/05	194.52903	1.22781	178	20.3759		x	0.3414	29.48	x		40.7135	22.90
Wed	07/13/05	194.52258	1.22777	179	20.4897		x	0.2276	29.52	x		40.8273	22.86
Thu	07/14/05	194.51613	1.22773	180	20.6035		x	0.1138	29.56	x		40.9411	22.82
Fri	07/15/05	194.50968	1.22769	0	0.0000			0.0000	29.60	x	x	41.0549	22.78
Mon	07/18/05	194.49032	1.22757	3	0.3377			-0.3377	29.72	x	x	41.3926	22.66
Tue	07/19/05	194.48387	1.22753	4	0.4503			-0.4503	29.76	x	x	41.5052	22.62
Wed	07/20/05	194.47742	1.22749	5	0.5629			-0.5629	29.80	x	x	41.6178	22.58
Thu	07/21/05	194.47097	1.22745	6	0.6754			-0.6754	29.84	x	x	41.7303	22.54
Fri	07/22/05	194.46452	1.22741	7	0.7880			-0.7880	29.88	x	x	41.8429	22.50
Mon	07/25/05	194.44516	1.22728	10	1.1256			-1.1256	30.01	x	x	42.1805	22.37
Tue	07/26/05	194.43871	1.22724	11	1.2381			-1.2381	30.05	x	x	42.2930	22.33
Wed	07/27/05	194.43226	1.22720	12	1.3506			-1.3506	30.09	x	x	42.4055	22.29
Thu	07/28/05	194.42581	1.22716	13	1.4631			-1.4631	30.13	x	x	42.5180	22.25
Fri	07/29/05	194.41935	1.22712	14	1.5756			-1.5756	30.17	x	x	42.6305	22.21
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	08/01/05	194.40000	1.22700	17	1.9130			-1.9130	30.29	x	x	42.9679	22.09
Tue	08/02/05	194.40323	1.22702	18	2.0256			-2.0256	30.27	x	x	43.0805	22.11
Wed	08/03/05	194.40645	1.22704	19	2.1382			-2.1382	30.25	x	x	43.1931	22.13
Thu	08/04/05	194.40968	1.22706	20	2.2507			-2.2507	30.23	x	x	43.3056	22.15
Fri	08/05/05	194.41290	1.22708	21	2.3633			-2.3633	30.21	x	x	43.4182	22.17
Mon	08/08/05	194.42258	1.22714	24	2.7010			-2.7010	30.15	x	x	43.7559	22.23
Tue	08/09/05	194.42581	1.22716	25	2.8136			-2.8136	30.13	x	x	43.8685	22.25
Wed	08/10/05	194.42903	1.22718	26	2.9262			-2.9262	30.11	x	x	43.9811	22.27
Thu	08/11/05	194.43226	1.22720	27	3.0388			-3.0388	30.09	x	x	44.0937	22.29
Fri	08/12/05	194.43548	1.22722	28	3.1514			-3.1514	30.07	x	x	44.2063	22.31
Mon	08/15/05	194.44516	1.22728	31	3.4892			-3.4892	30.01	x	x	44.5441	22.37
Tue	08/16/05	194.44839	1.22730	32	3.6019			-3.6019	29.99	x	x	44.6568	22.39
Wed	08/17/05	194.45161	1.22732	33	3.7145			-3.7145	29.97	x	x	44.7694	22.41
Thu	08/18/05	194.45484	1.22734	34	3.8271			-3.8271	29.95	x	x	44.8820	22.43
Fri	08/19/05	194.45806	1.22736	35	3.9397			-3.9397	29.93	x	x	44.9946	22.45
Mon	08/22/05	194.46774	1.22743	38	4.2777			-4.2777	29.86	x	x	45.3326	22.52
Tue	08/23/05	194.47097	1.22745	39	4.3903			-4.3903	29.84	x	x	45.4452	22.54
Wed	08/24/05	194.47419	1.22747	40	4.5029			-4.5029	29.82	x	x	45.5578	22.56
Thu	08/25/05	194.47742	1.22749	41	4.6156			-4.6156	29.80	x	x	45.6705	22.58
Fri	08/26/05	194.48065	1.22751	42	4.7282			-4.7282	29.78	x	x	45.7831	22.60
Mon	08/29/05	194.49032	1.22757	45	5.0662			-5.0662	29.72	x	x	46.1211	22.66
Tue	08/30/05	194.49355	1.22759	46	5.1789			-5.1789	29.70	x	x	46.2338	22.68
Wed	08/31/05	194.49677	1.22761	47	5.2916			-5.2916	29.68	x	x	46.3465	22.70
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	09/01/05	194.50000	1.22763	48	5.4042			-5.4042	29.66	x	x	46.4591	22.72
Fri	09/02/05	194.53000	1.22782	49	5.5177			-5.5177	29.47	x	x	46.5726	22.91
Mon	09/05/05	194.62000	1.22839	52	5.8582			-5.8582	28.90	x	x	46.9131	23.48
Tue	09/06/05	194.65000	1.22858	53	5.9718			-5.9718	28.71	x	x	47.0267	23.67
Wed	09/07/05	194.68000	1.22877	54	6.0854			-6.0854	28.52	x	x	47.1403	23.86
Thu	09/08/05	194.71000	1.22895	55	6.1990			-6.1990	28.34	x	x	47.2539	24.04
Fri	09/09/05	194.74000	1.22914	56	6.3127			-6.3127	28.15	x	x	47.3676	24.23
Mon	09/12/05	194.83000	1.22971	59	6.6540			-6.6540	27.58	x	x	47.7089	24.80
Tue	09/13/05	194.86000	1.22990	60	6.7678			-6.7678	27.39	x	x	47.8227	24.99
Wed	09/14/05	194.89000	1.23009	61	6.8817			-6.8817	27.20	x	x	47.9366	25.18
Thu	09/15/05	194.92000	1.23028	62	6.9955			-6.9955	27.01	x	x	48.0504	25.37
Fri	09/16/05	194.95000	1.23047	63	7.1095			-7.1095	26.82	x	x	48.1644	25.56
Mon	09/19/05	195.04000	1.23104	66	7.4515			-7.4515	26.25	x	x	48.5064	26.13
Tue	09/20/05	195.07000	1.23123	67	7.5655			-7.5655	26.06	x	x	48.6204	26.32
Wed	09/21/05	195.10000	1.23142	68	7.6796			-7.6796	25.87	x	x	48.7345	26.51
Thu	09/22/05	195.13000	1.23161	69	7.7938			-7.7938	25.68	x	x	48.8487	26.70
Fri	09/23/05	195.16000	1.23179	70	7.9079			-7.9079	25.50	x	x	48.9628	26.88
Mon	09/26/05	195.25000	1.23236	73	8.2506			-8.2506	24.93	x	x	49.3055	27.45
Tue	09/27/05	195.28000	1.23255	74	8.3649			-8.3649	24.74	x	x	49.4198	27.64
Wed	09/28/05	195.31000	1.23274	75	8.4793			-8.4793	24.55	x	x	49.5342	27.83
Thu	09/29/05	195.34000	1.23293	76	8.5937			-8.5937	24.36	x	x	49.6486	28.02
Fri	09/30/05	195.37000	1.23312	77	8.7081			-8.7081	24.17	x	x	49.7630	28.21
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	10/03/05	195.46452	1.23372	80	9.0518			-9.0518	23.57	x	x	50.1067	28.81
Tue	10/04/05	195.49677	1.23392	81	9.1664			-9.1664	23.37	x	x	50.2213	29.01
Wed	10/05/05	195.52903	1.23412	82	9.2811			-9.2811	23.17	x	x	50.3360	29.21
Thu	10/06/05	195.56129	1.23433	83	9.3958			-9.3958	22.96	x	x	50.4507	29.42
Fri	10/07/05	195.59355	1.23453	84	9.5106			-9.5106	22.76	x	x	50.5655	29.62
Mon	10/10/05	195.69032	1.23514	87	9.8551			-9.8551	22.15	x	x	50.9100	30.23
Tue	10/11/05	195.72258	1.23535	88	9.9701			-9.9701	21.94	x	x	51.0250	30.44
Wed	10/12/05	195.75484	1.23555	89	10.0850			-10.0850	21.74	x	x	51.1399	30.64
Thu	10/13/05	195.78710	1.23575	90	10.2000			-10.2000	21.54	x	x	51.2549	30.84
Fri	10/14/05	195.81935	1.23596	91	10.3151			-10.3151	21.33	x	x	51.3700	31.05
Mon	10/17/05	195.91613	1.23657	94	10.6604			-10.6604	20.72	x	x	51.7153	31.66
Tue	10/18/05	195.94839	1.23677	95	10.7755			-10.7755	20.52	x	x	51.8304	31.86
Wed	10/19/05	195.98065	1.23697	96	10.8907			-10.8907	20.32	x	x	51.9456	32.06
Thu	10/20/05	196.01290	1.23718	97	11.0060			-11.0060	20.11	x	x	52.0609	32.27
Fri	10/21/05	196.04516	1.23738	98	11.1213			-11.1213	19.91	x	x	52.1762	32.47
Mon	10/24/05	196.14194	1.23799	101	11.4674			-11.4674	19.30	x	x	52.5223	33.08
Tue	10/25/05	196.17419	1.23820	102	11.5829			-11.5829	19.09	x	x	52.6378	33.29
Wed	10/26/05	196.20645	1.23840	103	11.6983			-11.6983	18.89	x	x	52.7532	33.49
Thu	10/27/05	196.23871	1.23860	104	11.8138			-11.8138	18.69	x	x	52.8687	33.69
Fri	10/28/05	196.27097	1.23881	105	11.9294			-11.9294	18.48	x	x	52.9843	33.90
Mon	10/31/05	196.36774	1.23942	108	12.2763			-12.2763	17.87	x	x	53.3312	34.51
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	11/01/05	196.40000	1.23962	109	12.3920			-12.3920	17.67	x	x	53.4469	34.71
Wed	11/02/05	196.48000	1.24013	110	12.5108			-12.5108	17.16	x	x	53.5657	35.22
Thu	11/03/05	196.56000	1.24063	111	12.6296			-12.6296	16.66	x	x	53.6845	35.72
Fri	11/04/05	196.64000	1.24114	112	12.7487			-12.7487	16.15	x	x	53.8036	36.23
Mon	11/07/05	196.88000	1.24265	115	13.1061			-13.1061	14.64	x	x	54.1610	37.74
Tue	11/08/05	196.96000	1.24316	116	13.2255			-13.2255	14.13	x	x	54.2804	38.25
Wed	11/09/05	197.04000	1.24366	117	13.3448			-13.3448	13.63	x	x	54.3997	38.75
Thu	11/10/05	197.12000	1.24417	118	13.4644			-13.4644	13.12	x	x	54.5193	39.26
Fri	11/11/05	197.20000	1.24467	119	13.5840			-13.5840	12.62	x	x	54.6389	39.76
Mon	11/14/05	197.44000	1.24619	122	13.9434			-13.9434	11.10	x	x	54.9983	41.28
Tue	11/15/05	197.52000	1.24669	123	14.0634			-14.0634	10.60	x	x	55.1183	41.78
Wed	11/16/05	197.60000	1.24720	124	14.1835			-14.1835	10.09	x	x	55.2384	42.29
Thu	11/17/05	197.68000	1.24770	125	14.3036			-14.3036	9.59	x	x	55.3585	42.79
Fri	11/18/05	197.76000	1.24821	126	14.4239			-14.4239	9.08	x	x	55.4788	43.30
Mon	11/21/05	198.00000	1.24972	129	14.7852			-14.7852	7.57	x	x	55.8401	44.81
Tue	11/22/05	198.08000	1.25023	130	14.9059			-14.9059	7.06	x	x	55.9608	45.32
Wed	11/23/05	198.16000	1.25073	131	15.0266			-15.0266	6.56	x	x	56.0815	45.82
Thu	11/24/05	198.24000	1.25123	132	15.1474			-15.1474	6.06	x	x	56.2023	46.32
Fri	11/25/05	198.32000	1.25174	133	15.2683			-15.2683	5.55	x	x	56.3232	46.83
Mon	11/28/05	198.56000	1.25325	136	15.6316			-15.6316	4.04	x	x	56.6865	48.34
Tue	11/29/05	198.64000	1.25376	137	15.7529			-15.7529	3.53	x	x	56.8078	48.85
Wed	11/30/05	198.72000	1.25426	138	15.8742			-15.8742	3.03	x	x	56.9291	49.35
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	12/01/05	198.80000	1.25477	139	15.9958			-15.9958	2.52	x	x	57.0507	49.86
Fri	12/02/05	198.81290	1.25485	140	16.1119			-16.1119	2.44	x	x	57.1668	49.94
Mon	12/05/05	198.85161	1.25510	143	16.4604			-16.4604	2.19	x	x	57.5153	50.19
Tue	12/06/05	198.86452	1.25518	144	16.5766			-16.5766	2.11	x	x	57.6315	50.27
Wed	12/07/05	198.87742	1.25526	145	16.6927			-16.6927	2.03	x	x	57.7476	50.35
Thu	12/08/05	198.89032	1.25534	146	16.8089			-16.8089	1.95	x	x	57.8638	50.43
Fri	12/09/05	198.90323	1.25542	147	16.9251			-16.9251	1.87	x	x	57.9800	50.51
Mon	12/12/05	198.94194	1.25567	150	17.2740			-17.2740	1.62	x	x	58.3289	50.76
Tue	12/13/05	198.95484	1.25575	151	17.3903			-17.3903	1.54	x	x	58.4452	50.84
Wed	12/14/05	198.96774	1.25583	152	17.5065			-17.5065	1.46	x	x	58.5614	50.92
Thu	12/15/05	198.98065	1.25591	153	17.6228			-17.6228	1.38	x	x	58.6777	51.00
Fri	12/16/05	198.99355	1.25599	154	17.7392			-17.7392	1.30	x	x	58.7941	51.08
Mon	12/19/05	199.03226	1.25624	157	18.0883			-18.0883	1.05	x	x	59.1432	51.33
Tue	12/20/05	199.04516	1.25632	158	18.2047			-18.2047	0.97	x	x	59.2596	51.41
Wed	12/21/05	199.05806	1.25640	159	18.3211			-18.3211	0.89	x	x	59.3760	51.49
Thu	12/22/05	199.07097	1.25648	160	18.4375			-18.4375	0.81	x	x	59.4924	51.57
Fri	12/23/05	199.08387	1.25656	161	18.5539			-18.5539	0.73	x	x	59.6088	51.65
Mon	12/26/05	199.12258	1.25681	164	18.9034			-18.9034	0.48	x	x	59.9583	51.90
Tue	12/27/05	199.13548	1.25689	165	19.0199			-19.0199	0.40	x	x	60.0748	51.98
Wed	12/28/05	199.14839	1.25697	166	19.1363			-19.1363	0.32	x	x	60.1912	52.06
Thu	12/29/05	199.16129	1.25705	167	19.2528			-19.2528	0.24	x	x	60.3077	52.14
Fri	12/30/05	199.17419	1.25713	168	19.3694			-19.3694	0.16	x	x	60.4243	52.22
Sun	01/01/06	199.20000	1.25729

Generated 08/28/11 09:28