3.625% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2008

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

CUSIP Number	9128273T7	Interest 01/15/06 (184 days)	$22.2675
Dated Date	January 15, 1998	Interest 07/15/06 (181 days)	$22.6572
Ref CPI on Dated Date	161.55484	Interest Total	$44.9247
Original Issue Date	January 15, 1998	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	1.23302	170	20.6481	x	x	24.2766	16.09			20.6481	0.00
Mon	01/02/06	199.14839	1.23270	171	20.7641	x	x	24.1606	16.41			20.7641	-0.32
Tue	01/03/06	199.09677	1.23238	172	20.8801	x	x	24.0446	16.73			20.8801	-0.64
Wed	01/04/06	199.04516	1.23206	173	20.9961	x	x	23.9286	17.05			20.9961	-0.96
Thu	01/05/06	198.99355	1.23174	174	21.1120	x	x	23.8127	17.37			21.1120	-1.28
Fri	01/06/06	198.94194	1.23142	175	21.2278	x	x	23.6969	17.69			21.2278	-1.60
Mon	01/09/06	198.78710	1.23046	178	21.5748	x	x	23.3499	18.65			21.5748	-2.56
Tue	01/10/06	198.73548	1.23014	179	21.6904	x	x	23.2343	18.97			21.6904	-2.88
Wed	01/11/06	198.68387	1.22982	180	21.8059	x	x	23.1188	19.29			21.8059	-3.20
Thu	01/12/06	198.63226	1.22950	181	21.9214	x	x	23.0033	19.61			21.9214	-3.52
Fri	01/13/06	198.58065	1.22918	182	22.0367	x	x	22.8880	19.93			22.0367	-3.84
Sun	01/15/06	198.47742	1.22855	0	0.0000		x	22.6572	20.56	x		22.2675	-4.47
Mon	01/16/06	198.42581	1.22823	1	0.1230		x	22.5342	20.88	x		22.3905	-4.79
Tue	01/17/06	198.37419	1.22791	2	0.2459		x	22.4113	21.20	x		22.5134	-5.11
Wed	01/18/06	198.32258	1.22759	3	0.3688		x	22.2884	21.52	x		22.6363	-5.43
Thu	01/19/06	198.27097	1.22727	4	0.4916		x	22.1656	21.84	x		22.7591	-5.75
Fri	01/20/06	198.21935	1.22695	5	0.6143		x	22.0429	22.16	x		22.8818	-6.07
Mon	01/23/06	198.06452	1.22599	8	0.9821		x	21.6751	23.12	x		23.2496	-7.03
Tue	01/24/06	198.01290	1.22567	9	1.1046		x	21.5526	23.44	x		23.3721	-7.35
Wed	01/25/06	197.96129	1.22535	10	1.2270		x	21.4302	23.76	x		23.4945	-7.67
Thu	01/26/06	197.90968	1.22503	11	1.3494		x	21.3078	24.08	x		23.6169	-7.99
Fri	01/27/06	197.85806	1.22471	12	1.4717		x	21.1855	24.40	x		23.7392	-8.31
Mon	01/30/06	197.70323	1.22375	15	1.8382		x	20.8190	25.36	x		24.1057	-9.27
Tue	01/31/06	197.65161	1.22343	16	1.9602		x	20.6970	25.68	x		24.2277	-9.59
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	02/01/06	197.60000	1.22311	17	2.0822		x	20.5750	26.00	x		24.3497	-9.91
Thu	02/02/06	197.57143	1.22294	18	2.2043		x	20.4529	26.17	x		24.4718	-10.08
Fri	02/03/06	197.54286	1.22276	19	2.3265		x	20.3307	26.35	x		24.5940	-10.26
Mon	02/06/06	197.45714	1.22223	22	2.6926		x	19.9646	26.88	x		24.9601	-10.79
Tue	02/07/06	197.42857	1.22205	23	2.8146		x	19.8426	27.06	x		25.0821	-10.97
Wed	02/08/06	197.40000	1.22188	24	2.9366		x	19.7206	27.23	x		25.2041	-11.14
Thu	02/09/06	197.37143	1.22170	25	3.0585		x	19.5987	27.41	x		25.3260	-11.32
Fri	02/10/06	197.34286	1.22152	26	3.1803		x	19.4769	27.59	x		25.4478	-11.50
Mon	02/13/06	197.25714	1.22099	29	3.5458		x	19.1114	28.12	x		25.8133	-12.03
Tue	02/14/06	197.22857	1.22081	30	3.6675		x	18.9897	28.30	x		25.9350	-12.21
Wed	02/15/06	197.20000	1.22064	31	3.7892		x	18.8680	28.47	x		26.0567	-12.38
Thu	02/16/06	197.17143	1.22046	32	3.9109		x	18.7463	28.65	x		26.1784	-12.56
Fri	02/17/06	197.14286	1.22028	33	4.0325		x	18.6247	28.83	x		26.3000	-12.74
Mon	02/20/06	197.05714	1.21975	36	4.3972		x	18.2600	29.36	x		26.6647	-13.27
Tue	02/21/06	197.02857	1.21958	37	4.5187		x	18.1385	29.53	x		26.7862	-13.44
Wed	02/22/06	197.00000	1.21940	38	4.6401		x	18.0171	29.71	x		26.9076	-13.62
Thu	02/23/06	196.97143	1.21922	39	4.7615		x	17.8957	29.89	x		27.0290	-13.80
Fri	02/24/06	196.94286	1.21905	40	4.8829		x	17.7743	30.06	x		27.1504	-13.97
Mon	02/27/06	196.85714	1.21852	43	5.2469		x	17.4103	30.59	x		27.5144	-14.50
Tue	02/28/06	196.82857	1.21834	44	5.3681		x	17.2891	30.77	x		27.6356	-14.68
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	1.21816	45	5.4893		x	17.1679	30.95	x		27.7568	-14.86
Thu	03/02/06	196.84839	1.21846	46	5.6127		x	17.0445	30.65	x		27.8802	-14.56
Fri	03/03/06	196.89677	1.21876	47	5.7361		x	16.9211	30.35	x		28.0036	-14.26
Mon	03/06/06	197.04194	1.21966	50	6.1067		x	16.5505	29.45	x		28.3742	-13.36
Tue	03/07/06	197.09032	1.21996	51	6.2304		x	16.4268	29.15	x		28.4979	-13.06
Wed	03/08/06	197.13871	1.22026	52	6.3541		x	16.3031	28.85	x		28.6216	-12.76
Thu	03/09/06	197.18710	1.22056	53	6.4779		x	16.1793	28.55	x		28.7454	-12.46
Fri	03/10/06	197.23548	1.22086	54	6.6017		x	16.0555	28.25	x		28.8692	-12.16
Mon	03/13/06	197.38065	1.22176	57	6.9737		x	15.6835	27.35	x		29.2412	-11.26
Tue	03/14/06	197.42903	1.22206	58	7.0977		x	15.5595	27.05	x		29.3652	-10.96
Wed	03/15/06	197.47742	1.22236	59	7.2219		x	15.4353	26.75	x		29.4894	-10.66
Thu	03/16/06	197.52581	1.22265	60	7.3460		x	15.3112	26.46	x		29.6135	-10.37
Fri	03/17/06	197.57419	1.22295	61	7.4703		x	15.1869	26.16	x		29.7378	-10.07
Mon	03/20/06	197.71935	1.22385	64	7.8435		x	14.8137	25.26	x		30.1110	-9.17
Tue	03/21/06	197.76774	1.22415	65	7.9680		x	14.6892	24.96	x		30.2355	-8.87
Wed	03/22/06	197.81613	1.22445	66	8.0925		x	14.5647	24.66	x		30.3600	-8.57
Thu	03/23/06	197.86452	1.22475	67	8.2172		x	14.4400	24.36	x		30.4847	-8.27
Fri	03/24/06	197.91290	1.22505	68	8.3418		x	14.3154	24.06	x		30.6093	-7.97
Mon	03/27/06	198.05806	1.22595	71	8.7163		x	13.9409	23.16	x		30.9838	-7.07
Tue	03/28/06	198.10645	1.22625	72	8.8412		x	13.8160	22.86	x		31.1087	-6.77
Wed	03/29/06	198.15484	1.22655	73	8.9662		x	13.6910	22.56	x		31.2337	-6.47
Thu	03/30/06	198.20323	1.22685	74	9.0912		x	13.5660	22.26	x		31.3587	-6.17
Fri	03/31/06	198.25161	1.22715	75	9.2163		x	13.4409	21.96	x		31.4838	-5.87
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	1.22761	78	9.5886		x	13.0686	21.50	x		31.8561	-5.41
Tue	04/04/06	198.34000	1.22769	79	9.7121		x	12.9451	21.42	x		31.9796	-5.33
Wed	04/05/06	198.35333	1.22778	80	9.8358		x	12.8214	21.33	x		32.1033	-5.24
Thu	04/06/06	198.36667	1.22786	81	9.9594		x	12.6978	21.25	x		32.2269	-5.16
Fri	04/07/06	198.38000	1.22794	82	10.0830		x	12.5742	21.17	x		32.3505	-5.08
Mon	04/10/06	198.42000	1.22819	85	10.4540		x	12.2032	20.92	x		32.7215	-4.83
Tue	04/11/06	198.43333	1.22827	86	10.5777		x	12.0795	20.84	x		32.8452	-4.75
Wed	04/12/06	198.44667	1.22835	87	10.7014		x	11.9558	20.76	x		32.9689	-4.67
Thu	04/13/06	198.46000	1.22844	88	10.8252		x	11.8320	20.67	x		33.0927	-4.58
Fri	04/14/06	198.47333	1.22852	89	10.9489		x	11.7083	20.59	x		33.2164	-4.50
Mon	04/17/06	198.51333	1.22877	92	11.3203		x	11.3369	20.34	x		33.5878	-4.25
Tue	04/18/06	198.52667	1.22885	93	11.4441		x	11.2131	20.26	x		33.7116	-4.17
Wed	04/19/06	198.54000	1.22893	94	11.5679		x	11.0893	20.18	x		33.8354	-4.09
Thu	04/20/06	198.55333	1.22902	95	11.6918		x	10.9654	20.09	x		33.9593	-4.00
Fri	04/21/06	198.56667	1.22910	96	11.8157		x	10.8415	20.01	x		34.0832	-3.92
Mon	04/24/06	198.60667	1.22935	99	12.1874		x	10.4698	19.76	x		34.4549	-3.67
Tue	04/25/06	198.62000	1.22943	100	12.3113		x	10.3459	19.68	x		34.5788	-3.59
Wed	04/26/06	198.63333	1.22951	101	12.4352		x	10.2220	19.60	x		34.7027	-3.51
Thu	04/27/06	198.64667	1.22959	102	12.5591		x	10.0981	19.52	x		34.8266	-3.43
Fri	04/28/06	198.66000	1.22968	103	12.6832		x	9.9740	19.43	x		34.9507	-3.34
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	05/01/06	198.70000	1.22992	106	13.0552		x	9.6020	19.19	x		35.3227	-3.10
Tue	05/02/06	198.73548	1.23014	107	13.1807		x	9.4765	18.97	x		35.4482	-2.88
Wed	05/03/06	198.77097	1.23036	108	13.3062		x	9.3510	18.75	x		35.5737	-2.66
Thu	05/04/06	198.80645	1.23058	109	13.4318		x	9.2254	18.53	x		35.6993	-2.44
Fri	05/05/06	198.84194	1.23080	110	13.5575		x	9.0997	18.31	x		35.8250	-2.22
Mon	05/08/06	198.94839	1.23146	113	13.9347		x	8.7225	17.65	x		36.2022	-1.56
Tue	05/09/06	198.98387	1.23168	114	14.0605		x	8.5967	17.43	x		36.3280	-1.34
Wed	05/10/06	199.01935	1.23190	115	14.1864		x	8.4708	17.21	x		36.4539	-1.12
Thu	05/11/06	199.05484	1.23212	116	14.3123		x	8.3449	16.99	x		36.5798	-0.90
Fri	05/12/06	199.09032	1.23234	117	14.4383		x	8.2189	16.77	x		36.7058	-0.68
Mon	05/15/06	199.19677	1.23300	120	14.8164		x	7.8408	16.11	x		37.0839	-0.02
Tue	05/16/06	199.23226	1.23322	121	14.9426		x	7.7146	15.89	x		37.2101	0.20
Wed	05/17/06	199.26774	1.23344	122	15.0688		x	7.5884	15.67	x		37.3363	0.42
Thu	05/18/06	199.30323	1.23366	123	15.1950		x	7.4622	15.45	x		37.4625	0.64
Fri	05/19/06	199.33871	1.23388	124	15.3212		x	7.3360	15.23	x		37.5887	0.86
Mon	05/22/06	199.44516	1.23454	127	15.7003		x	6.9569	14.57	x		37.9678	1.52
Tue	05/23/06	199.48065	1.23476	128	15.8268		x	6.8304	14.35	x		38.0943	1.74
Wed	05/24/06	199.51613	1.23497	129	15.9531		x	6.7041	14.14	x		38.2206	1.95
Thu	05/25/06	199.55161	1.23519	130	16.0796		x	6.5776	13.92	x		38.3471	2.17
Fri	05/26/06	199.58710	1.23541	131	16.2062		x	6.4510	13.70	x		38.4737	2.39
Mon	05/29/06	199.69355	1.23607	134	16.5862		x	6.0710	13.04	x		38.8537	3.05
Tue	05/30/06	199.72903	1.23629	135	16.7130		x	5.9442	12.82	x		38.9805	3.27
Wed	05/31/06	199.76452	1.23651	136	16.8398		x	5.8174	12.60	x		39.1073	3.49
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	1.23673	137	16.9666		x	5.6906	12.38	x		39.2341	3.71
Fri	06/02/06	199.85667	1.23708	138	17.0953		x	5.5619	12.03	x		39.3628	4.06
Mon	06/05/06	200.02667	1.23813	141	17.4817		x	5.1755	10.98	x		39.7492	5.11
Tue	06/06/06	200.08333	1.23849	142	17.6108		x	5.0464	10.62	x		39.8783	5.47
Wed	06/07/06	200.14000	1.23884	143	17.7399		x	4.9173	10.27	x		40.0074	5.82
Thu	06/08/06	200.19667	1.23919	144	17.8690		x	4.7882	9.92	x		40.1365	6.17
Fri	06/09/06	200.25333	1.23954	145	17.9982		x	4.6590	9.57	x		40.2657	6.52
Mon	06/12/06	200.42333	1.24059	148	18.3861		x	4.2711	8.52	x		40.6536	7.57
Tue	06/13/06	200.48000	1.24094	149	18.5155		x	4.1417	8.17	x		40.7830	7.92
Wed	06/14/06	200.53667	1.24129	150	18.6451		x	4.0121	7.82	x		40.9126	8.27
Thu	06/15/06	200.59333	1.24164	151	18.7747		x	3.8825	7.47	x		41.0422	8.62
Fri	06/16/06	200.65000	1.24199	152	18.9043		x	3.7529	7.12	x		41.1718	8.97
Mon	06/19/06	200.82000	1.24305	155	19.2939		x	3.3633	6.06	x		41.5614	10.03
Tue	06/20/06	200.87667	1.24340	156	19.4238		x	3.2334	5.71	x		41.6913	10.38
Wed	06/21/06	200.93333	1.24375	157	19.5538		x	3.1034	5.36	x		41.8213	10.73
Thu	06/22/06	200.99000	1.24410	158	19.6839		x	2.9733	5.01	x		41.9514	11.08
Fri	06/23/06	201.04667	1.24445	159	19.8141		x	2.8431	4.66	x		42.0816	11.43
Mon	06/26/06	201.21667	1.24550	162	20.2050		x	2.4522	3.61	x		42.4725	12.48
Tue	06/27/06	201.27333	1.24585	163	20.3354		x	2.3218	3.26	x		42.6029	12.83
Wed	06/28/06	201.33000	1.24620	164	20.4659		x	2.1913	2.91	x		42.7334	13.18
Thu	06/29/06	201.38667	1.24655	165	20.5965		x	2.0607	2.56	x		42.8640	13.53
Fri	06/30/06	201.44333	1.24690	166	20.7271		x	1.9301	2.21	x		42.9946	13.88
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	1.24765	169	21.1144		x	1.5428	1.46	x		43.3819	14.63
Tue	07/04/06	201.59677	1.24785	170	21.2428		x	1.4144	1.26	x		43.5103	14.83
Wed	07/05/06	201.62903	1.24805	171	21.3711		x	1.2861	1.06	x		43.6386	15.03
Thu	07/06/06	201.66129	1.24825	172	21.4996		x	1.1576	0.86	x		43.7671	15.23
Fri	07/07/06	201.69355	1.24845	173	21.6280		x	1.0292	0.66	x		43.8955	15.43
Mon	07/10/06	201.79032	1.24905	176	22.0136		x	0.6436	0.06	x		44.2811	16.03
Tue	07/11/06	201.82258	1.24925	177	22.1423		x	0.5149	-0.14	x		44.4098	16.23
Wed	07/12/06	201.85484	1.24945	178	22.2709		x	0.3863	-0.34	x		44.5384	16.43
Thu	07/13/06	201.88710	1.24965	179	22.3996		x	0.2576	-0.54	x		44.6671	16.63
Fri	07/14/06	201.91935	1.24985	180	22.5284		x	0.1288	-0.74	x		44.7959	16.83
Sat	07/15/06	201.95161	1.25005	0	0.0000			0.0000	-0.94	x	x	44.9247	17.03
Mon	07/17/06	202.01613	1.25045	2	0.2464			-0.2464	-1.34	x	x	45.1711	17.43
Tue	07/18/06	202.04839	1.25065	3	0.3696			-0.3696	-1.54	x	x	45.2943	17.63
Wed	07/19/06	202.08065	1.25085	4	0.4929			-0.4929	-1.74	x	x	45.4176	17.83
Thu	07/20/06	202.11290	1.25105	5	0.6162			-0.6162	-1.94	x	x	45.5409	18.03
Fri	07/21/06	202.14516	1.25125	6	0.7395			-0.7395	-2.14	x	x	45.6642	18.23
Mon	07/24/06	202.24194	1.25185	9	1.1098			-1.1098	-2.74	x	x	46.0345	18.83
Tue	07/25/06	202.27419	1.25205	10	1.2333			-1.2333	-2.94	x	x	46.1580	19.03
Wed	07/26/06	202.30645	1.25225	11	1.3569			-1.3569	-3.14	x	x	46.2816	19.23
Thu	07/27/06	202.33871	1.25245	12	1.4805			-1.4805	-3.34	x	x	46.4052	19.43
Fri	07/28/06	202.37097	1.25265	13	1.6041			-1.6041	-3.54	x	x	46.5288	19.63
Mon	07/31/06	202.46774	1.25324	16	1.9752			-1.9752	-4.13	x	x	46.8999	20.22
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	1.25344	17	2.0990			-2.0990	-4.33	x	x	47.0237	20.42
Wed	08/02/06	202.51290	1.25352	18	2.2226			-2.2226	-4.41	x	x	47.1473	20.50
Thu	08/03/06	202.52581	1.25360	19	2.3462			-2.3462	-4.49	x	x	47.2709	20.58
Fri	08/04/06	202.53871	1.25368	20	2.4699			-2.4699	-4.57	x	x	47.3946	20.66
Mon	08/07/06	202.57742	1.25392	23	2.8409			-2.8409	-4.81	x	x	47.7656	20.90
Tue	08/08/06	202.59032	1.25400	24	2.9646			-2.9646	-4.89	x	x	47.8893	20.98
Wed	08/09/06	202.60323	1.25408	25	3.0883			-3.0883	-4.97	x	x	48.0130	21.06
Thu	08/10/06	202.61613	1.25416	26	3.2121			-3.2121	-5.05	x	x	48.1368	21.14
Fri	08/11/06	202.62903	1.25424	27	3.3358			-3.3358	-5.13	x	x	48.2605	21.22
Mon	08/14/06	202.66774	1.25448	30	3.7072			-3.7072	-5.37	x	x	48.6319	21.46
Tue	08/15/06	202.68065	1.25456	31	3.8310			-3.8310	-5.45	x	x	48.7557	21.54
Wed	08/16/06	202.69355	1.25464	32	3.9548			-3.9548	-5.53	x	x	48.8795	21.62
Thu	08/17/06	202.70645	1.25472	33	4.0787			-4.0787	-5.61	x	x	49.0034	21.70
Fri	08/18/06	202.71935	1.25480	34	4.2026			-4.2026	-5.69	x	x	49.1273	21.78
Mon	08/21/06	202.75806	1.25504	37	4.5742			-4.5742	-5.93	x	x	49.4989	22.02
Tue	08/22/06	202.77097	1.25512	38	4.6982			-4.6982	-6.01	x	x	49.6229	22.10
Wed	08/23/06	202.78387	1.25520	39	4.8221			-4.8221	-6.09	x	x	49.7468	22.18
Thu	08/24/06	202.79677	1.25528	40	4.9461			-4.9461	-6.17	x	x	49.8708	22.26
Fri	08/25/06	202.80968	1.25536	41	5.0701			-5.0701	-6.25	x	x	49.9948	22.34
Mon	08/28/06	202.84839	1.25560	44	5.4421			-5.4421	-6.49	x	x	50.3668	22.58
Tue	08/29/06	202.86129	1.25568	45	5.5661			-5.5661	-6.57	x	x	50.4908	22.66
Wed	08/30/06	202.87419	1.25576	46	5.6902			-5.6902	-6.65	x	x	50.6149	22.74
Thu	08/31/06	202.88710	1.25584	47	5.8142			-5.8142	-6.73	x	x	50.7389	22.82
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	1.25592	48	5.9383			-5.9383	-6.81	x	x	50.8630	22.90
Mon	09/04/06	202.96000	1.25629	51	6.3113			-6.3113	-7.18	x	x	51.2360	23.27
Tue	09/05/06	202.98000	1.25642	52	6.4357			-6.4357	-7.31	x	x	51.3604	23.40
Wed	09/06/06	203.00000	1.25654	53	6.5601			-6.5601	-7.43	x	x	51.4848	23.52
Thu	09/07/06	203.02000	1.25666	54	6.6845			-6.6845	-7.55	x	x	51.6092	23.64
Fri	09/08/06	203.04000	1.25679	55	6.8090			-6.8090	-7.68	x	x	51.7337	23.77
Mon	09/11/06	203.10000	1.25716	58	7.1826			-7.1826	-8.05	x	x	52.1073	24.14
Tue	09/12/06	203.12000	1.25728	59	7.3071			-7.3071	-8.17	x	x	52.2318	24.26
Wed	09/13/06	203.14000	1.25741	60	7.4317			-7.4317	-8.30	x	x	52.3564	24.39
Thu	09/14/06	203.16000	1.25753	61	7.5563			-7.5563	-8.42	x	x	52.4810	24.51
Fri	09/15/06	203.18000	1.25765	62	7.6809			-7.6809	-8.54	x	x	52.6056	24.63
Mon	09/18/06	203.24000	1.25802	65	8.0549			-8.0549	-8.91	x	x	52.9796	25.00
Tue	09/19/06	203.26000	1.25815	66	8.1797			-8.1797	-9.04	x	x	53.1044	25.13
Wed	09/20/06	203.28000	1.25827	67	8.3044			-8.3044	-9.16	x	x	53.2291	25.25
Thu	09/21/06	203.30000	1.25840	68	8.4292			-8.4292	-9.29	x	x	53.3539	25.38
Fri	09/22/06	203.32000	1.25852	69	8.5540			-8.5540	-9.41	x	x	53.4787	25.50
Mon	09/25/06	203.38000	1.25889	72	8.9285			-8.9285	-9.78	x	x	53.8532	25.87
Tue	09/26/06	203.40000	1.25902	73	9.0535			-9.0535	-9.91	x	x	53.9782	26.00
Wed	09/27/06	203.42000	1.25914	74	9.1784			-9.1784	-10.03	x	x	54.1031	26.12
Thu	09/28/06	203.44000	1.25926	75	9.3033			-9.3033	-10.15	x	x	54.2280	26.24
Fri	09/29/06	203.46000	1.25939	76	9.4283			-9.4283	-10.28	x	x	54.3530	26.37
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	1.25971	79	9.8030			-9.8030	-10.60	x	x	54.7277	26.69
Tue	10/03/06	203.52581	1.25979	80	9.9277			-9.9277	-10.68	x	x	54.8524	26.77
Wed	10/04/06	203.53871	1.25987	81	10.0524			-10.0524	-10.76	x	x	54.9771	26.85
Thu	10/05/06	203.55161	1.25995	82	10.1772			-10.1772	-10.84	x	x	55.1019	26.93
Fri	10/06/06	203.56452	1.26003	83	10.3019			-10.3019	-10.92	x	x	55.2266	27.01
Mon	10/09/06	203.60323	1.26027	86	10.6763			-10.6763	-11.16	x	x	55.6010	27.25
Tue	10/10/06	203.61613	1.26035	87	10.8012			-10.8012	-11.24	x	x	55.7259	27.33
Wed	10/11/06	203.62903	1.26043	88	10.9260			-10.9260	-11.32	x	x	55.8507	27.41
Thu	10/12/06	203.64194	1.26051	89	11.0509			-11.0509	-11.40	x	x	55.9756	27.49
Fri	10/13/06	203.65484	1.26059	90	11.1757			-11.1757	-11.48	x	x	56.1004	27.57
Mon	10/16/06	203.69355	1.26083	93	11.5505			-11.5505	-11.72	x	x	56.4752	27.81
Tue	10/17/06	203.70645	1.26091	94	11.6754			-11.6754	-11.80	x	x	56.6001	27.89
Wed	10/18/06	203.71935	1.26099	95	11.8004			-11.8004	-11.88	x	x	56.7251	27.97
Thu	10/19/06	203.73226	1.26107	96	11.9253			-11.9253	-11.96	x	x	56.8500	28.05
Fri	10/20/06	203.74516	1.26115	97	12.0503			-12.0503	-12.04	x	x	56.9750	28.13
Mon	10/23/06	203.78387	1.26139	100	12.4254			-12.4254	-12.28	x	x	57.3501	28.37
Tue	10/24/06	203.79677	1.26147	101	12.5504			-12.5504	-12.36	x	x	57.4751	28.45
Wed	10/25/06	203.80968	1.26155	102	12.6755			-12.6755	-12.44	x	x	57.6002	28.53
Thu	10/26/06	203.82258	1.26163	103	12.8006			-12.8006	-12.52	x	x	57.7253	28.61
Fri	10/27/06	203.83548	1.26171	104	12.9257			-12.9257	-12.60	x	x	57.8504	28.69
Mon	10/30/06	203.87419	1.26195	107	13.3011			-13.3011	-12.84	x	x	58.2258	28.93
Tue	10/31/06	203.88710	1.26203	108	13.4262			-13.4262	-12.92	x	x	58.3509	29.01
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	1.26211	109	13.5514			-13.5514	-13.00	x	x	58.4761	29.09
Thu	11/02/06	203.86667	1.26190	110	13.6734			-13.6734	-12.79	x	x	58.5981	28.88
Fri	11/03/06	203.83333	1.26170	111	13.7956			-13.7956	-12.59	x	x	58.7203	28.68
Mon	11/06/06	203.73333	1.26108	114	14.1614			-14.1614	-11.97	x	x	59.0861	28.06
Tue	11/07/06	203.70000	1.26087	115	14.2833			-14.2833	-11.76	x	x	59.2080	27.85
Wed	11/08/06	203.66667	1.26067	116	14.4052			-14.4052	-11.56	x	x	59.3299	27.65
Thu	11/09/06	203.63333	1.26046	117	14.5270			-14.5270	-11.35	x	x	59.4517	27.44
Fri	11/10/06	203.60000	1.26025	118	14.6487			-14.6487	-11.14	x	x	59.5734	27.23
Mon	11/13/06	203.50000	1.25963	121	15.0137			-15.0137	-10.52	x	x	59.9384	26.61
Tue	11/14/06	203.46667	1.25943	122	15.1354			-15.1354	-10.32	x	x	60.0601	26.41
Wed	11/15/06	203.43333	1.25922	123	15.2569			-15.2569	-10.11	x	x	60.1816	26.20
Thu	11/16/06	203.40000	1.25902	124	15.3785			-15.3785	-9.91	x	x	60.3032	26.00
Fri	11/17/06	203.36667	1.25881	125	15.5000			-15.5000	-9.70	x	x	60.4247	25.79
Mon	11/20/06	203.26667	1.25819	128	15.8641			-15.8641	-9.08	x	x	60.7888	25.17
Tue	11/21/06	203.23333	1.25798	129	15.9854			-15.9854	-8.87	x	x	60.9101	24.96
Wed	11/22/06	203.20000	1.25778	130	16.1068			-16.1068	-8.67	x	x	61.0315	24.76
Thu	11/23/06	203.16667	1.25757	131	16.2279			-16.2279	-8.46	x	x	61.1526	24.55
Fri	11/24/06	203.13333	1.25736	132	16.3491			-16.3491	-8.25	x	x	61.2738	24.34
Mon	11/27/06	203.03333	1.25675	135	16.7126			-16.7126	-7.64	x	x	61.6373	23.73
Tue	11/28/06	203.00000	1.25654	136	16.8335			-16.8335	-7.43	x	x	61.7582	23.52
Wed	11/29/06	202.96667	1.25633	137	16.9545			-16.9545	-7.22	x	x	61.8792	23.31
Thu	11/30/06	202.93333	1.25613	138	17.0755			-17.0755	-7.02	x	x	62.0002	23.11
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	1.25592	139	17.1964			-17.1964	-6.81	x	x	62.1211	22.90
Mon	12/04/06	202.79355	1.25526	142	17.5583			-17.5583	-6.15	x	x	62.4830	22.24
Tue	12/05/06	202.75806	1.25504	143	17.6788			-17.6788	-5.93	x	x	62.6035	22.02
Wed	12/06/06	202.72258	1.25482	144	17.7993			-17.7993	-5.71	x	x	62.7240	21.80
Thu	12/07/06	202.68710	1.25460	145	17.9198			-17.9198	-5.49	x	x	62.8445	21.58
Fri	12/08/06	202.65161	1.25438	146	18.0402			-18.0402	-5.27	x	x	62.9649	21.36
Mon	12/11/06	202.54516	1.25372	149	18.4012			-18.4012	-4.61	x	x	63.3259	20.70
Tue	12/12/06	202.50968	1.25350	150	18.5215			-18.5215	-4.39	x	x	63.4462	20.48
Wed	12/13/06	202.47419	1.25328	151	18.6417			-18.6417	-4.17	x	x	63.5664	20.26
Thu	12/14/06	202.43871	1.25306	152	18.7618			-18.7618	-3.95	x	x	63.6865	20.04
Fri	12/15/06	202.40323	1.25285	153	18.8821			-18.8821	-3.74	x	x	63.8068	19.83
Mon	12/18/06	202.29677	1.25219	156	19.2422			-19.2422	-3.08	x	x	64.1669	19.17
Tue	12/19/06	202.26129	1.25197	157	19.3622			-19.3622	-2.86	x	x	64.2869	18.95
Wed	12/20/06	202.22581	1.25175	158	19.4821			-19.4821	-2.64	x	x	64.4068	18.73
Thu	12/21/06	202.19032	1.25153	159	19.6019			-19.6019	-2.42	x	x	64.5266	18.51
Fri	12/22/06	202.15484	1.25131	160	19.7217			-19.7217	-2.20	x	x	64.6464	18.29
Mon	12/25/06	202.04839	1.25065	163	20.0809			-20.0809	-1.54	x	x	65.0056	17.63
Tue	12/26/06	202.01290	1.25043	164	20.2006			-20.2006	-1.32	x	x	65.1253	17.41
Wed	12/27/06	201.97742	1.25021	165	20.3202			-20.3202	-1.10	x	x	65.2449	17.19
Thu	12/28/06	201.94194	1.24999	166	20.4397			-20.4397	-0.88	x	x	65.3644	16.97
Fri	12/29/06	201.90645	1.24977	167	20.5592			-20.5592	-0.66	x	x	65.4839	16.75
Mon	01/01/07	201.80000	1.24911

Generated 03/09/11 23:47