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

Interest and OID per $1,000 Face Value for 2006

CUSIP Number	9128272M3	Interest 01/15/06 (184 days)	$21.1398
Dated Date	January 15, 1997	Interest 07/15/06 (181 days)	$21.5099
Ref CPI on Dated Date	158.43548	Interest Total	$42.6497
Original Issue Date	February 6, 1997	Interest 01/15/07 (184 days)

						Purchased on Settelment Date & held to 01/01/07				Held on 01/01/06 & 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
Sun	01/01/06	199.20000	1.25729	170	19.6024	x	x	23.0473	16.41			19.6024	0.00
Mon	01/02/06	199.14839	1.25697	171	19.7127	x	x	22.9370	16.73			19.7127	-0.32
Tue	01/03/06	199.09677	1.25664	172	19.8228	x	x	22.8269	17.06			19.8228	-0.65
Wed	01/04/06	199.04516	1.25632	173	19.9330	x	x	22.7167	17.38			19.9330	-0.97
Thu	01/05/06	198.99355	1.25599	174	20.0429	x	x	22.6068	17.71			20.0429	-1.30
Fri	01/06/06	198.94194	1.25567	175	20.1530	x	x	22.4967	18.03			20.1530	-1.62
Mon	01/09/06	198.78710	1.25469	178	20.4825	x	x	22.1672	19.01			20.4825	-2.60
Tue	01/10/06	198.73548	1.25436	179	20.5921	x	x	22.0576	19.34			20.5921	-2.93
Wed	01/11/06	198.68387	1.25404	180	20.7019	x	x	21.9478	19.66			20.7019	-3.25
Thu	01/12/06	198.63226	1.25371	181	20.8114	x	x	21.8383	19.99			20.8114	-3.58
Fri	01/13/06	198.58065	1.25338	182	20.9209	x	x	21.7288	20.32			20.9209	-3.91
Sun	01/15/06	198.47742	1.25273	0	0.0000		x	21.5099	20.97	x		21.1398	-4.56
Mon	01/16/06	198.42581	1.25241	1	0.1168		x	21.3931	21.29	x		21.2566	-4.88
Tue	01/17/06	198.37419	1.25208	2	0.2335		x	21.2764	21.62	x		21.3733	-5.21
Wed	01/18/06	198.32258	1.25176	3	0.3501		x	21.1598	21.94	x		21.4899	-5.53
Thu	01/19/06	198.27097	1.25143	4	0.4667		x	21.0432	22.27	x		21.6065	-5.86
Fri	01/20/06	198.21935	1.25110	5	0.5832		x	20.9267	22.60	x		21.7230	-6.19
Mon	01/23/06	198.06452	1.25013	8	0.9324		x	20.5775	23.57	x		22.0722	-7.16
Tue	01/24/06	198.01290	1.24980	9	1.0487		x	20.4612	23.90	x		22.1885	-7.49
Wed	01/25/06	197.96129	1.24948	10	1.1649		x	20.3450	24.22	x		22.3047	-7.81
Thu	01/26/06	197.90968	1.24915	11	1.2811		x	20.2288	24.55	x		22.4209	-8.14
Fri	01/27/06	197.85806	1.24882	12	1.3972		x	20.1127	24.88	x		22.5370	-8.47
Mon	01/30/06	197.70323	1.24785	15	1.7451		x	19.7648	25.85	x		22.8849	-9.44
Tue	01/31/06	197.65161	1.24752	16	1.8609		x	19.6490	26.18	x		23.0007	-9.77
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	02/01/06	197.60000	1.24720	17	1.9767		x	19.5332	26.50	x		23.1165	-10.09
Thu	02/02/06	197.57143	1.24702	18	2.0927		x	19.4172	26.68	x		23.2325	-10.27
Fri	02/03/06	197.54286	1.24683	19	2.2086		x	19.3013	26.87	x		23.3484	-10.46
Mon	02/06/06	197.45714	1.24629	22	2.5563		x	18.9536	27.41	x		23.6961	-11.00
Tue	02/07/06	197.42857	1.24611	23	2.6721		x	18.8378	27.59	x		23.8119	-11.18
Wed	02/08/06	197.40000	1.24593	24	2.7879		x	18.7220	27.77	x		23.9277	-11.36
Thu	02/09/06	197.37143	1.24575	25	2.9036		x	18.6063	27.95	x		24.0434	-11.54
Fri	02/10/06	197.34286	1.24557	26	3.0193		x	18.4906	28.13	x		24.1591	-11.72
Mon	02/13/06	197.25714	1.24503	29	3.3662		x	18.1437	28.67	x		24.5060	-12.26
Tue	02/14/06	197.22857	1.24485	30	3.4818		x	18.0281	28.85	x		24.6216	-12.44
Wed	02/15/06	197.20000	1.24467	31	3.5973		x	17.9126	29.03	x		24.7371	-12.62
Thu	02/16/06	197.17143	1.24449	32	3.7128		x	17.7971	29.21	x		24.8526	-12.80
Fri	02/17/06	197.14286	1.24431	33	3.8283		x	17.6816	29.39	x		24.9681	-12.98
Mon	02/20/06	197.05714	1.24377	36	4.1745		x	17.3354	29.93	x		25.3143	-13.52
Tue	02/21/06	197.02857	1.24359	37	4.2899		x	17.2200	30.11	x		25.4297	-13.70
Wed	02/22/06	197.00000	1.24341	38	4.4052		x	17.1047	30.29	x		25.5450	-13.88
Thu	02/23/06	196.97143	1.24323	39	4.5204		x	16.9895	30.47	x		25.6602	-14.06
Fri	02/24/06	196.94286	1.24305	40	4.6357		x	16.8742	30.65	x		25.7755	-14.24
Mon	02/27/06	196.85714	1.24251	43	4.9812		x	16.5287	31.19	x		26.1210	-14.78
Tue	02/28/06	196.82857	1.24233	44	5.0963		x	16.4136	31.37	x		26.2361	-14.96
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	03/01/06	196.80000	1.24215	45	5.2114		x	16.2985	31.55	x		26.3512	-15.14
Thu	03/02/06	196.84839	1.24245	46	5.3285		x	16.1814	31.25	x		26.4683	-14.84
Fri	03/03/06	196.89677	1.24276	47	5.4457		x	16.0642	30.94	x		26.5855	-14.53
Mon	03/06/06	197.04194	1.24367	50	5.7975		x	15.7124	30.03	x		26.9373	-13.62
Tue	03/07/06	197.09032	1.24398	51	5.9149		x	15.5950	29.72	x		27.0547	-13.31
Wed	03/08/06	197.13871	1.24428	52	6.0324		x	15.4775	29.42	x		27.1722	-13.01
Thu	03/09/06	197.18710	1.24459	53	6.1499		x	15.3600	29.11	x		27.2897	-12.70
Fri	03/10/06	197.23548	1.24489	54	6.2674		x	15.2425	28.81	x		27.4072	-12.40
Mon	03/13/06	197.38065	1.24581	57	6.6205		x	14.8894	27.89	x		27.7603	-11.48
Tue	03/14/06	197.42903	1.24612	58	6.7383		x	14.7716	27.58	x		27.8781	-11.17
Wed	03/15/06	197.47742	1.24642	59	6.8562		x	14.6537	27.28	x		27.9960	-10.87
Thu	03/16/06	197.52581	1.24673	60	6.9741		x	14.5358	26.97	x		28.1139	-10.56
Fri	03/17/06	197.57419	1.24703	61	7.0921		x	14.4178	26.67	x		28.2319	-10.26
Mon	03/20/06	197.71935	1.24795	64	7.4463		x	14.0636	25.75	x		28.5861	-9.34
Tue	03/21/06	197.76774	1.24825	65	7.5645		x	13.9454	25.45	x		28.7043	-9.04
Wed	03/22/06	197.81613	1.24856	66	7.6828		x	13.8271	25.14	x		28.8226	-8.73
Thu	03/23/06	197.86452	1.24886	67	7.8011		x	13.7088	24.84	x		28.9409	-8.43
Fri	03/24/06	197.91290	1.24917	68	7.9195		x	13.5904	24.53	x		29.0593	-8.12
Mon	03/27/06	198.05806	1.25009	71	8.2749		x	13.2350	23.61	x		29.4147	-7.20
Tue	03/28/06	198.10645	1.25039	72	8.3935		x	13.1164	23.31	x		29.5333	-6.90
Wed	03/29/06	198.15484	1.25070	73	8.5122		x	12.9977	23.00	x		29.6520	-6.59
Thu	03/30/06	198.20323	1.25100	74	8.6309		x	12.8790	22.70	x		29.7707	-6.29
Fri	03/31/06	198.25161	1.25131	75	8.7497		x	12.7602	22.39	x		29.8895	-5.98
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	04/03/06	198.32667	1.25178	78	9.1031		x	12.4068	21.92	x		30.2429	-5.51
Tue	04/04/06	198.34000	1.25187	79	9.2204		x	12.2895	21.83	x		30.3602	-5.42
Wed	04/05/06	198.35333	1.25195	80	9.3377		x	12.1722	21.75	x		30.4775	-5.34
Thu	04/06/06	198.36667	1.25203	81	9.4551		x	12.0548	21.67	x		30.5949	-5.26
Fri	04/07/06	198.38000	1.25212	82	9.5725		x	11.9374	21.58	x		30.7123	-5.17
Mon	04/10/06	198.42000	1.25237	85	9.9247		x	11.5852	21.33	x		31.0645	-4.92
Tue	04/11/06	198.43333	1.25246	86	10.0422		x	11.4677	21.24	x		31.1820	-4.83
Wed	04/12/06	198.44667	1.25254	87	10.1596		x	11.3503	21.16	x		31.2994	-4.75
Thu	04/13/06	198.46000	1.25262	88	10.2770		x	11.2329	21.08	x		31.4168	-4.67
Fri	04/14/06	198.47333	1.25271	89	10.3946		x	11.1153	20.99	x		31.5344	-4.58
Mon	04/17/06	198.51333	1.25296	92	10.7471		x	10.7628	20.74	x		31.8869	-4.33
Tue	04/18/06	198.52667	1.25304	93	10.8646		x	10.6453	20.66	x		32.0044	-4.25
Wed	04/19/06	198.54000	1.25313	94	10.9822		x	10.5277	20.57	x		32.1220	-4.16
Thu	04/20/06	198.55333	1.25321	95	11.0997		x	10.4102	20.49	x		32.2395	-4.08
Fri	04/21/06	198.56667	1.25330	96	11.2174		x	10.2925	20.40	x		32.3572	-3.99
Mon	04/24/06	198.60667	1.25355	99	11.5702		x	9.9397	20.15	x		32.7100	-3.74
Tue	04/25/06	198.62000	1.25363	100	11.6878		x	9.8221	20.07	x		32.8276	-3.66
Wed	04/26/06	198.63333	1.25372	101	11.8056		x	9.7043	19.98	x		32.9454	-3.57
Thu	04/27/06	198.64667	1.25380	102	11.9232		x	9.5867	19.90	x		33.0630	-3.49
Fri	04/28/06	198.66000	1.25389	103	12.0410		x	9.4689	19.81	x		33.1808	-3.40
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	05/01/06	198.70000	1.25414	106	12.3942		x	9.1157	19.56	x		33.5340	-3.15
Tue	05/02/06	198.73548	1.25436	107	12.5133		x	8.9966	19.34	x		33.6531	-2.93
Wed	05/03/06	198.77097	1.25459	108	12.6325		x	8.8774	19.11	x		33.7723	-2.70
Thu	05/04/06	198.80645	1.25481	109	12.7517		x	8.7582	18.89	x		33.8915	-2.48
Fri	05/05/06	198.84194	1.25503	110	12.8710		x	8.6389	18.67	x		34.0108	-2.26
Mon	05/08/06	198.94839	1.25571	113	13.2292		x	8.2807	17.99	x		34.3690	-1.58
Tue	05/09/06	198.98387	1.25593	114	13.3486		x	8.1613	17.77	x		34.4884	-1.36
Wed	05/10/06	199.01935	1.25615	115	13.4680		x	8.0419	17.55	x		34.6078	-1.14
Thu	05/11/06	199.05484	1.25638	116	13.5876		x	7.9223	17.32	x		34.7274	-0.91
Fri	05/12/06	199.09032	1.25660	117	13.7072		x	7.8027	17.10	x		34.8470	-0.69
Mon	05/15/06	199.19677	1.25727	120	14.0661		x	7.4438	16.43	x		35.2059	-0.02
Tue	05/16/06	199.23226	1.25750	121	14.1860		x	7.3239	16.20	x		35.3258	0.21
Wed	05/17/06	199.26774	1.25772	122	14.3057		x	7.2042	15.98	x		35.4455	0.43
Thu	05/18/06	199.30323	1.25795	123	14.4256		x	7.0843	15.75	x		35.5654	0.66
Fri	05/19/06	199.33871	1.25817	124	14.5454		x	6.9645	15.53	x		35.6852	0.88
Mon	05/22/06	199.44516	1.25884	127	14.9053		x	6.6046	14.86	x		36.0451	1.55
Tue	05/23/06	199.48065	1.25907	128	15.0254		x	6.4845	14.63	x		36.1652	1.78
Wed	05/24/06	199.51613	1.25929	129	15.1454		x	6.3645	14.41	x		36.2852	2.00
Thu	05/25/06	199.55161	1.25951	130	15.2655		x	6.2444	14.19	x		36.4053	2.22
Fri	05/26/06	199.58710	1.25974	131	15.3857		x	6.1242	13.96	x		36.5255	2.45
Mon	05/29/06	199.69355	1.26041	134	15.7464		x	5.7635	13.29	x		36.8862	3.12
Tue	05/30/06	199.72903	1.26063	135	15.8667		x	5.6432	13.07	x		37.0065	3.34
Wed	05/31/06	199.76452	1.26086	136	15.9871		x	5.5228	12.84	x		37.1269	3.57
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	06/01/06	199.80000	1.26108	137	16.1075		x	5.4024	12.62	x		37.2473	3.79
Fri	06/02/06	199.85667	1.26144	138	16.2297		x	5.2802	12.26	x		37.3695	4.15
Mon	06/05/06	200.02667	1.26251	141	16.5966		x	4.9133	11.19	x		37.7364	5.22
Tue	06/06/06	200.08333	1.26287	142	16.7191		x	4.7908	10.83	x		37.8589	5.58
Wed	06/07/06	200.14000	1.26323	143	16.8416		x	4.6683	10.47	x		37.9814	5.94
Thu	06/08/06	200.19667	1.26358	144	16.9641		x	4.5458	10.12	x		38.1039	6.29
Fri	06/09/06	200.25333	1.26394	145	17.0868		x	4.4231	9.76	x		38.2266	6.65
Mon	06/12/06	200.42333	1.26502	148	17.4552		x	4.0547	8.68	x		38.5950	7.73
Tue	06/13/06	200.48000	1.26537	149	17.5780		x	3.9319	8.33	x		38.7178	8.08
Wed	06/14/06	200.53667	1.26573	150	17.7010		x	3.8089	7.97	x		38.8408	8.44
Thu	06/15/06	200.59333	1.26609	151	17.8241		x	3.6858	7.61	x		38.9639	8.80
Fri	06/16/06	200.65000	1.26645	152	17.9472		x	3.5627	7.25	x		39.0870	9.16
Mon	06/19/06	200.82000	1.26752	155	18.3169		x	3.1930	6.18	x		39.4567	10.23
Tue	06/20/06	200.87667	1.26788	156	18.4403		x	3.0696	5.82	x		39.5801	10.59
Wed	06/21/06	200.93333	1.26823	157	18.5636		x	2.9463	5.47	x		39.7034	10.94
Thu	06/22/06	200.99000	1.26859	158	18.6872		x	2.8227	5.11	x		39.8270	11.30
Fri	06/23/06	201.04667	1.26895	159	18.8108		x	2.6991	4.75	x		39.9506	11.66
Mon	06/26/06	201.21667	1.27002	162	19.1819		x	2.3280	3.68	x		40.3217	12.73
Tue	06/27/06	201.27333	1.27038	163	19.3057		x	2.2042	3.32	x		40.4455	13.09
Wed	06/28/06	201.33000	1.27074	164	19.4297		x	2.0802	2.96	x		40.5695	13.45
Thu	06/29/06	201.38667	1.27110	165	19.5537		x	1.9562	2.60	x		40.6935	13.81
Fri	06/30/06	201.44333	1.27145	166	19.6776		x	1.8323	2.25	x		40.8174	14.16
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	07/03/06	201.56452	1.27222	169	20.0454		x	1.4645	1.48	x		41.1852	14.93
Tue	07/04/06	201.59677	1.27242	170	20.1672		x	1.3427	1.28	x		41.3070	15.13
Wed	07/05/06	201.62903	1.27263	171	20.2891		x	1.2208	1.07	x		41.4289	15.34
Thu	07/06/06	201.66129	1.27283	172	20.4110		x	1.0989	0.87	x		41.5508	15.54
Fri	07/07/06	201.69355	1.27303	173	20.5329		x	0.9770	0.67	x		41.6727	15.74
Mon	07/10/06	201.79032	1.27364	176	20.8990		x	0.6109	0.06	x		42.0388	16.35
Tue	07/11/06	201.82258	1.27385	177	21.0212		x	0.4887	-0.15	x		42.1610	16.56
Wed	07/12/06	201.85484	1.27405	178	21.1432		x	0.3667	-0.35	x		42.2830	16.76
Thu	07/13/06	201.88710	1.27425	179	21.2654		x	0.2445	-0.55	x		42.4052	16.96
Fri	07/14/06	201.91935	1.27446	180	21.3877		x	0.1222	-0.76	x		42.5275	17.17
Sat	07/15/06	201.95161	1.27466	0	0.0000			0.0000	-0.96	x	x	42.6497	17.37
Mon	07/17/06	202.01613	1.27507	2	0.2339			-0.2339	-1.37	x	x	42.8836	17.78
Tue	07/18/06	202.04839	1.27527	3	0.3509			-0.3509	-1.57	x	x	43.0006	17.98
Wed	07/19/06	202.08065	1.27548	4	0.4679			-0.4679	-1.78	x	x	43.1176	18.19
Thu	07/20/06	202.11290	1.27568	5	0.5850			-0.5850	-1.98	x	x	43.2347	18.39
Fri	07/21/06	202.14516	1.27588	6	0.7021			-0.7021	-2.18	x	x	43.3518	18.59
Mon	07/24/06	202.24194	1.27649	9	1.0536			-1.0536	-2.79	x	x	43.7033	19.20
Tue	07/25/06	202.27419	1.27670	10	1.1709			-1.1709	-3.00	x	x	43.8206	19.41
Wed	07/26/06	202.30645	1.27690	11	1.2882			-1.2882	-3.20	x	x	43.9379	19.61
Thu	07/27/06	202.33871	1.27710	12	1.4055			-1.4055	-3.40	x	x	44.0552	19.81
Fri	07/28/06	202.37097	1.27731	13	1.5229			-1.5229	-3.61	x	x	44.1726	20.02
Mon	07/31/06	202.46774	1.27792	16	1.8752			-1.8752	-4.22	x	x	44.5249	20.63
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	08/01/06	202.50000	1.27812	17	1.9927			-1.9927	-4.42	x	x	44.6424	20.83
Wed	08/02/06	202.51290	1.27820	18	2.1101			-2.1101	-4.50	x	x	44.7598	20.91
Thu	08/03/06	202.52581	1.27829	19	2.2275			-2.2275	-4.59	x	x	44.8772	21.00
Fri	08/04/06	202.53871	1.27837	20	2.3448			-2.3448	-4.67	x	x	44.9945	21.08
Mon	08/07/06	202.57742	1.27861	23	2.6971			-2.6971	-4.91	x	x	45.3468	21.32
Tue	08/08/06	202.59032	1.27869	24	2.8145			-2.8145	-4.99	x	x	45.4642	21.40
Wed	08/09/06	202.60323	1.27877	25	2.9320			-2.9320	-5.07	x	x	45.5817	21.48
Thu	08/10/06	202.61613	1.27886	26	3.0495			-3.0495	-5.16	x	x	45.6992	21.57
Fri	08/11/06	202.62903	1.27894	27	3.1669			-3.1669	-5.24	x	x	45.8166	21.65
Mon	08/14/06	202.66774	1.27918	30	3.5195			-3.5195	-5.48	x	x	46.1692	21.89
Tue	08/15/06	202.68065	1.27926	31	3.6370			-3.6370	-5.56	x	x	46.2867	21.97
Wed	08/16/06	202.69355	1.27934	32	3.7546			-3.7546	-5.64	x	x	46.4043	22.05
Thu	08/17/06	202.70645	1.27943	33	3.8722			-3.8722	-5.73	x	x	46.5219	22.14
Fri	08/18/06	202.71935	1.27951	34	3.9898			-3.9898	-5.81	x	x	46.6395	22.22
Mon	08/21/06	202.75806	1.27975	37	4.3426			-4.3426	-6.05	x	x	46.9923	22.46
Tue	08/22/06	202.77097	1.27983	38	4.4603			-4.4603	-6.13	x	x	47.1100	22.54
Wed	08/23/06	202.78387	1.27991	39	4.5779			-4.5779	-6.21	x	x	47.2276	22.62
Thu	08/24/06	202.79677	1.28000	40	4.6957			-4.6957	-6.30	x	x	47.3454	22.71
Fri	08/25/06	202.80968	1.28008	41	4.8133			-4.8133	-6.38	x	x	47.4630	22.79
Mon	08/28/06	202.84839	1.28032	44	5.1665			-5.1665	-6.62	x	x	47.8162	23.03
Tue	08/29/06	202.86129	1.28040	45	5.2843			-5.2843	-6.70	x	x	47.9340	23.11
Wed	08/30/06	202.87419	1.28048	46	5.4020			-5.4020	-6.78	x	x	48.0517	23.19
Thu	08/31/06	202.88710	1.28057	47	5.5198			-5.5198	-6.87	x	x	48.1695	23.28
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	09/01/06	202.90000	1.28065	48	5.6376			-5.6376	-6.95	x	x	48.2873	23.36
Mon	09/04/06	202.96000	1.28103	51	5.9918			-5.9918	-7.33	x	x	48.6415	23.74
Tue	09/05/06	202.98000	1.28115	52	6.1098			-6.1098	-7.45	x	x	48.7595	23.86
Wed	09/06/06	203.00000	1.28128	53	6.2280			-6.2280	-7.58	x	x	48.8777	23.99
Thu	09/07/06	203.02000	1.28140	54	6.3461			-6.3461	-7.70	x	x	48.9958	24.11
Fri	09/08/06	203.04000	1.28153	55	6.4642			-6.4642	-7.83	x	x	49.1139	24.24
Mon	09/11/06	203.10000	1.28191	58	6.8189			-6.8189	-8.21	x	x	49.4686	24.62
Tue	09/12/06	203.12000	1.28204	59	6.9371			-6.9371	-8.34	x	x	49.5868	24.75
Wed	09/13/06	203.14000	1.28216	60	7.0554			-7.0554	-8.46	x	x	49.7051	24.87
Thu	09/14/06	203.16000	1.28229	61	7.1737			-7.1737	-8.59	x	x	49.8234	25.00
Fri	09/15/06	203.18000	1.28241	62	7.2920			-7.2920	-8.71	x	x	49.9417	25.12
Mon	09/18/06	203.24000	1.28279	65	7.6471			-7.6471	-9.09	x	x	50.2968	25.50
Tue	09/19/06	203.26000	1.28292	66	7.7655			-7.7655	-9.22	x	x	50.4152	25.63
Wed	09/20/06	203.28000	1.28305	67	7.8840			-7.8840	-9.35	x	x	50.5337	25.76
Thu	09/21/06	203.30000	1.28317	68	8.0024			-8.0024	-9.47	x	x	50.6521	25.88
Fri	09/22/06	203.32000	1.28330	69	8.1209			-8.1209	-9.60	x	x	50.7706	26.01
Mon	09/25/06	203.38000	1.28368	72	8.4765			-8.4765	-9.98	x	x	51.1262	26.39
Tue	09/26/06	203.40000	1.28380	73	8.5950			-8.5950	-10.10	x	x	51.2447	26.51
Wed	09/27/06	203.42000	1.28393	74	8.7136			-8.7136	-10.23	x	x	51.3633	26.64
Thu	09/28/06	203.44000	1.28406	75	8.8323			-8.8323	-10.36	x	x	51.4820	26.77
Fri	09/29/06	203.46000	1.28418	76	8.9509			-8.9509	-10.48	x	x	51.6006	26.89
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	10/02/06	203.51290	1.28452	79	9.3067			-9.3067	-10.82	x	x	51.9564	27.23
Tue	10/03/06	203.52581	1.28460	80	9.4251			-9.4251	-10.90	x	x	52.0748	27.31
Wed	10/04/06	203.53871	1.28468	81	9.5435			-9.5435	-10.98	x	x	52.1932	27.39
Thu	10/05/06	203.55161	1.28476	82	9.6619			-9.6619	-11.06	x	x	52.3116	27.47
Fri	10/06/06	203.56452	1.28484	83	9.7803			-9.7803	-11.14	x	x	52.4300	27.55
Mon	10/09/06	203.60323	1.28509	86	10.1358			-10.1358	-11.39	x	x	52.7855	27.80
Tue	10/10/06	203.61613	1.28517	87	10.2543			-10.2543	-11.47	x	x	52.9040	27.88
Wed	10/11/06	203.62903	1.28525	88	10.3728			-10.3728	-11.55	x	x	53.0225	27.96
Thu	10/12/06	203.64194	1.28533	89	10.4913			-10.4913	-11.63	x	x	53.1410	28.04
Fri	10/13/06	203.65484	1.28541	90	10.6099			-10.6099	-11.71	x	x	53.2596	28.12
Mon	10/16/06	203.69355	1.28566	93	10.9657			-10.9657	-11.96	x	x	53.6154	28.37
Tue	10/17/06	203.70645	1.28574	94	11.0843			-11.0843	-12.04	x	x	53.7340	28.45
Wed	10/18/06	203.71935	1.28582	95	11.2029			-11.2029	-12.12	x	x	53.8526	28.53
Thu	10/19/06	203.73226	1.28590	96	11.3215			-11.3215	-12.20	x	x	53.9712	28.61
Fri	10/20/06	203.74516	1.28598	97	11.4402			-11.4402	-12.28	x	x	54.0899	28.69
Mon	10/23/06	203.78387	1.28623	100	11.7963			-11.7963	-12.53	x	x	54.4460	28.94
Tue	10/24/06	203.79677	1.28631	101	11.9150			-11.9150	-12.61	x	x	54.5647	29.02
Wed	10/25/06	203.80968	1.28639	102	12.0337			-12.0337	-12.69	x	x	54.6834	29.10
Thu	10/26/06	203.82258	1.28647	103	12.1524			-12.1524	-12.77	x	x	54.8021	29.18
Fri	10/27/06	203.83548	1.28655	104	12.2712			-12.2712	-12.85	x	x	54.9209	29.26
Mon	10/30/06	203.87419	1.28680	107	12.6276			-12.6276	-13.10	x	x	55.2773	29.51
Tue	10/31/06	203.88710	1.28688	108	12.7464			-12.7464	-13.18	x	x	55.3961	29.59
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	11/01/06	203.90000	1.28696	109	12.8652			-12.8652	-13.26	x	x	55.5149	29.67
Thu	11/02/06	203.86667	1.28675	110	12.9811			-12.9811	-13.05	x	x	55.6308	29.46
Fri	11/03/06	203.83333	1.28654	111	13.0970			-13.0970	-12.84	x	x	55.7467	29.25
Mon	11/06/06	203.73333	1.28591	114	13.4444			-13.4444	-12.21	x	x	56.0941	28.62
Tue	11/07/06	203.70000	1.28570	115	13.5601			-13.5601	-12.00	x	x	56.2098	28.41
Wed	11/08/06	203.66667	1.28549	116	13.6758			-13.6758	-11.79	x	x	56.3255	28.20
Thu	11/09/06	203.63333	1.28528	117	13.7914			-13.7914	-11.58	x	x	56.4411	27.99
Fri	11/10/06	203.60000	1.28507	118	13.9070			-13.9070	-11.37	x	x	56.5567	27.78
Mon	11/13/06	203.50000	1.28443	121	14.2535			-14.2535	-10.73	x	x	56.9032	27.14
Tue	11/14/06	203.46667	1.28422	122	14.3690			-14.3690	-10.52	x	x	57.0187	26.93
Wed	11/15/06	203.43333	1.28401	123	14.4844			-14.4844	-10.31	x	x	57.1341	26.72
Thu	11/16/06	203.40000	1.28380	124	14.5997			-14.5997	-10.10	x	x	57.2494	26.51
Fri	11/17/06	203.36667	1.28359	125	14.7151			-14.7151	-9.89	x	x	57.3648	26.30
Mon	11/20/06	203.26667	1.28296	128	15.0608			-15.0608	-9.26	x	x	57.7105	25.67
Tue	11/21/06	203.23333	1.28275	129	15.1760			-15.1760	-9.05	x	x	57.8257	25.46
Wed	11/22/06	203.20000	1.28254	130	15.2912			-15.2912	-8.84	x	x	57.9409	25.25
Thu	11/23/06	203.16667	1.28233	131	15.4063			-15.4063	-8.63	x	x	58.0560	25.04
Fri	11/24/06	203.13333	1.28212	132	15.5213			-15.5213	-8.42	x	x	58.1710	24.83
Mon	11/27/06	203.03333	1.28149	135	15.8663			-15.8663	-7.79	x	x	58.5160	24.20
Tue	11/28/06	203.00000	1.28128	136	15.9812			-15.9812	-7.58	x	x	58.6309	23.99
Wed	11/29/06	202.96667	1.28107	137	16.0961			-16.0961	-7.37	x	x	58.7458	23.78
Thu	11/30/06	202.93333	1.28086	138	16.2109			-16.2109	-7.16	x	x	58.8606	23.57
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	12/01/06	202.90000	1.28065	139	16.3257			-16.3257	-6.95	x	x	58.9754	23.36
Mon	12/04/06	202.79355	1.27998	142	16.6693			-16.6693	-6.28	x	x	59.3190	22.69
Tue	12/05/06	202.75806	1.27975	143	16.7837			-16.7837	-6.05	x	x	59.4334	22.46
Wed	12/06/06	202.72258	1.27953	144	16.8981			-16.8981	-5.83	x	x	59.5478	22.24
Thu	12/07/06	202.68710	1.27930	145	17.0124			-17.0124	-5.60	x	x	59.6621	22.01
Fri	12/08/06	202.65161	1.27908	146	17.1268			-17.1268	-5.38	x	x	59.7765	21.79
Mon	12/11/06	202.54516	1.27841	149	17.4696			-17.4696	-4.71	x	x	60.1193	21.12
Tue	12/12/06	202.50968	1.27818	150	17.5837			-17.5837	-4.48	x	x	60.2334	20.89
Wed	12/13/06	202.47419	1.27796	151	17.6978			-17.6978	-4.26	x	x	60.3475	20.67
Thu	12/14/06	202.43871	1.27774	152	17.8120			-17.8120	-4.04	x	x	60.4617	20.45
Fri	12/15/06	202.40323	1.27751	153	17.9259			-17.9259	-3.81	x	x	60.5756	20.22
Mon	12/18/06	202.29677	1.27684	156	18.2678			-18.2678	-3.14	x	x	60.9175	19.55
Tue	12/19/06	202.26129	1.27662	157	18.3818			-18.3818	-2.92	x	x	61.0315	19.33
Wed	12/20/06	202.22581	1.27639	158	18.4955			-18.4955	-2.69	x	x	61.1452	19.10
Thu	12/21/06	202.19032	1.27617	159	18.6094			-18.6094	-2.47	x	x	61.2591	18.88
Fri	12/22/06	202.15484	1.27594	160	18.7230			-18.7230	-2.24	x	x	61.3727	18.65
Mon	12/25/06	202.04839	1.27527	163	19.0641			-19.0641	-1.57	x	x	61.7138	17.98
Tue	12/26/06	202.01290	1.27505	164	19.1777			-19.1777	-1.35	x	x	61.8274	17.76
Wed	12/27/06	201.97742	1.27482	165	19.2912			-19.2912	-1.12	x	x	61.9409	17.53
Thu	12/28/06	201.94194	1.27460	166	19.4047			-19.4047	-0.90	x	x	62.0544	17.31
Fri	12/29/06	201.90645	1.27438	167	19.5183			-19.5183	-0.68	x	x	62.1680	17.09
Mon	01/01/07	201.80000	1.27370

Generated 08/28/11 09:28