3.875% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2009

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

CUSIP Number	9128274Y5	Interest 01/15/06 (184 days)	$23.4482
Dated Date	January 15, 1999	Interest 07/15/06 (181 days)	$23.8586
Ref CPI on Dated Date	164.00000	Interest Total	$47.3068
Original Issue Date	January 15, 1999	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	1.21463	170	21.7429	x	x	25.5639	15.86			21.7429	0.00
Mon	01/02/06	199.14839	1.21432	171	21.8652	x	x	25.4416	16.17			21.8652	-0.31
Tue	01/03/06	199.09677	1.21400	172	21.9873	x	x	25.3195	16.49			21.9873	-0.63
Wed	01/04/06	199.04516	1.21369	173	22.1094	x	x	25.1974	16.80			22.1094	-0.94
Thu	01/05/06	198.99355	1.21338	174	22.2316	x	x	25.0752	17.11			22.2316	-1.25
Fri	01/06/06	198.94194	1.21306	175	22.3534	x	x	24.9534	17.43			22.3534	-1.57
Mon	01/09/06	198.78710	1.21212	178	22.7190	x	x	24.5878	18.37			22.7190	-2.51
Tue	01/10/06	198.73548	1.21180	179	22.8406	x	x	24.4662	18.69			22.8406	-2.83
Wed	01/11/06	198.68387	1.21149	180	22.9623	x	x	24.3445	19.00			22.9623	-3.14
Thu	01/12/06	198.63226	1.21117	181	23.0838	x	x	24.2230	19.32			23.0838	-3.46
Fri	01/13/06	198.58065	1.21086	182	23.2054	x	x	24.1014	19.63			23.2054	-3.77
Sun	01/15/06	198.47742	1.21023	0	0.0000		x	23.8586	20.26	x		23.4482	-4.40
Mon	01/16/06	198.42581	1.20991	1	0.1295		x	23.7291	20.58	x		23.5777	-4.72
Tue	01/17/06	198.37419	1.20960	2	0.2590		x	23.5996	20.89	x		23.7072	-5.03
Wed	01/18/06	198.32258	1.20928	3	0.3883		x	23.4703	21.21	x		23.8365	-5.35
Thu	01/19/06	198.27097	1.20897	4	0.5177		x	23.3409	21.52	x		23.9659	-5.66
Fri	01/20/06	198.21935	1.20865	5	0.6469		x	23.2117	21.84	x		24.0951	-5.98
Mon	01/23/06	198.06452	1.20771	8	1.0342		x	22.8244	22.78	x		24.4824	-6.92
Tue	01/24/06	198.01290	1.20740	9	1.1632		x	22.6954	23.09	x		24.6114	-7.23
Wed	01/25/06	197.96129	1.20708	10	1.2921		x	22.5665	23.41	x		24.7403	-7.55
Thu	01/26/06	197.90968	1.20677	11	1.4210		x	22.4376	23.72	x		24.8692	-7.86
Fri	01/27/06	197.85806	1.20645	12	1.5497		x	22.3089	24.04	x		24.9979	-8.18
Mon	01/30/06	197.70323	1.20551	15	1.9356		x	21.9230	24.98	x		25.3838	-9.12
Tue	01/31/06	197.65161	1.20519	16	2.0641		x	21.7945	25.30	x		25.5123	-9.44
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	1.20488	17	2.1926		x	21.6660	25.61	x		25.6408	-9.75
Thu	02/02/06	197.57143	1.20470	18	2.3212		x	21.5374	25.79	x		25.7694	-9.93
Fri	02/03/06	197.54286	1.20453	19	2.4498		x	21.4088	25.96	x		25.8980	-10.10
Mon	02/06/06	197.45714	1.20401	22	2.8354		x	21.0232	26.48	x		26.2836	-10.62
Tue	02/07/06	197.42857	1.20383	23	2.9638		x	20.8948	26.66	x		26.4120	-10.80
Wed	02/08/06	197.40000	1.20366	24	3.0923		x	20.7663	26.83	x		26.5405	-10.97
Thu	02/09/06	197.37143	1.20348	25	3.2206		x	20.6380	27.01	x		26.6688	-11.15
Fri	02/10/06	197.34286	1.20331	26	3.3490		x	20.5096	27.18	x		26.7972	-11.32
Mon	02/13/06	197.25714	1.20279	29	3.7338		x	20.1248	27.70	x		27.1820	-11.84
Tue	02/14/06	197.22857	1.20261	30	3.8620		x	19.9966	27.88	x		27.3102	-12.02
Wed	02/15/06	197.20000	1.20244	31	3.9901		x	19.8685	28.05	x		27.4383	-12.19
Thu	02/16/06	197.17143	1.20226	32	4.1182		x	19.7404	28.23	x		27.5664	-12.37
Fri	02/17/06	197.14286	1.20209	33	4.2463		x	19.6123	28.40	x		27.6945	-12.54
Mon	02/20/06	197.05714	1.20157	36	4.6304		x	19.2282	28.92	x		28.0786	-13.06
Tue	02/21/06	197.02857	1.20139	37	4.7583		x	19.1003	29.10	x		28.2065	-13.24
Wed	02/22/06	197.00000	1.20122	38	4.8862		x	18.9724	29.27	x		28.3344	-13.41
Thu	02/23/06	196.97143	1.20105	39	5.0141		x	18.8445	29.44	x		28.4623	-13.58
Fri	02/24/06	196.94286	1.20087	40	5.1418		x	18.7168	29.62	x		28.5900	-13.76
Mon	02/27/06	196.85714	1.20035	43	5.5251		x	18.3335	30.14	x		28.9733	-14.28
Tue	02/28/06	196.82857	1.20017	44	5.6527		x	18.2059	30.32	x		29.1009	-14.46
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	03/01/06	196.80000	1.20000	45	5.7804		x	18.0782	30.49	x		29.2286	-14.63
Thu	03/02/06	196.84839	1.20030	46	5.9103		x	17.9483	30.19	x		29.3585	-14.33
Fri	03/03/06	196.89677	1.20059	47	6.0403		x	17.8183	29.90	x		29.4885	-14.04
Mon	03/06/06	197.04194	1.20148	50	6.4306		x	17.4280	29.01	x		29.8788	-13.15
Tue	03/07/06	197.09032	1.20177	51	6.5608		x	17.2978	28.72	x		30.0090	-12.86
Wed	03/08/06	197.13871	1.20207	52	6.6911		x	17.1675	28.42	x		30.1393	-12.56
Thu	03/09/06	197.18710	1.20236	53	6.8214		x	17.0372	28.13	x		30.2696	-12.27
Fri	03/10/06	197.23548	1.20266	54	6.9518		x	16.9068	27.83	x		30.4000	-11.97
Mon	03/13/06	197.38065	1.20354	57	7.3434		x	16.5152	26.95	x		30.7916	-11.09
Tue	03/14/06	197.42903	1.20384	58	7.4741		x	16.3845	26.65	x		30.9223	-10.79
Wed	03/15/06	197.47742	1.20413	59	7.6048		x	16.2538	26.36	x		31.0530	-10.50
Thu	03/16/06	197.52581	1.20443	60	7.7356		x	16.1230	26.06	x		31.1838	-10.20
Fri	03/17/06	197.57419	1.20472	61	7.8665		x	15.9921	25.77	x		31.3147	-9.91
Mon	03/20/06	197.71935	1.20561	64	8.2594		x	15.5992	24.88	x		31.7076	-9.02
Tue	03/21/06	197.76774	1.20590	65	8.3905		x	15.4681	24.59	x		31.8387	-8.73
Wed	03/22/06	197.81613	1.20620	66	8.5217		x	15.3369	24.29	x		31.9699	-8.43
Thu	03/23/06	197.86452	1.20649	67	8.6529		x	15.2057	24.00	x		32.1011	-8.14
Fri	03/24/06	197.91290	1.20679	68	8.7842		x	15.0744	23.70	x		32.2324	-7.84
Mon	03/27/06	198.05806	1.20767	71	9.1785		x	14.6801	22.82	x		32.6267	-6.96
Tue	03/28/06	198.10645	1.20797	72	9.3100		x	14.5486	22.52	x		32.7582	-6.66
Wed	03/29/06	198.15484	1.20826	73	9.4416		x	14.4170	22.23	x		32.8898	-6.37
Thu	03/30/06	198.20323	1.20856	74	9.5733		x	14.2853	21.93	x		33.0215	-6.07
Fri	03/31/06	198.25161	1.20885	75	9.7050		x	14.1536	21.64	x		33.1532	-5.78
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	1.20931	78	10.0971		x	13.7615	21.18	x		33.5453	-5.32
Tue	04/04/06	198.34000	1.20939	79	10.2272		x	13.6314	21.10	x		33.6754	-5.24
Wed	04/05/06	198.35333	1.20947	80	10.3573		x	13.5013	21.02	x		33.8055	-5.16
Thu	04/06/06	198.36667	1.20955	81	10.4875		x	13.3711	20.94	x		33.9357	-5.08
Fri	04/07/06	198.38000	1.20963	82	10.6177		x	13.2409	20.86	x		34.0659	-5.00
Mon	04/10/06	198.42000	1.20988	85	11.0084		x	12.8502	20.61	x		34.4566	-4.75
Tue	04/11/06	198.43333	1.20996	86	11.1387		x	12.7199	20.53	x		34.5869	-4.67
Wed	04/12/06	198.44667	1.21004	87	11.2689		x	12.5897	20.45	x		34.7171	-4.59
Thu	04/13/06	198.46000	1.21012	88	11.3992		x	12.4594	20.37	x		34.8474	-4.51
Fri	04/14/06	198.47333	1.21020	89	11.5295		x	12.3291	20.29	x		34.9777	-4.43
Mon	04/17/06	198.51333	1.21045	92	11.9206		x	11.9380	20.04	x		35.3688	-4.18
Tue	04/18/06	198.52667	1.21053	93	12.0510		x	11.8076	19.96	x		35.4992	-4.10
Wed	04/19/06	198.54000	1.21061	94	12.1813		x	11.6773	19.88	x		35.6295	-4.02
Thu	04/20/06	198.55333	1.21069	95	12.3117		x	11.5469	19.80	x		35.7599	-3.94
Fri	04/21/06	198.56667	1.21077	96	12.4422		x	11.4164	19.72	x		35.8904	-3.86
Mon	04/24/06	198.60667	1.21102	99	12.8336		x	11.0250	19.47	x		36.2818	-3.61
Tue	04/25/06	198.62000	1.21110	100	12.9641		x	10.8945	19.39	x		36.4123	-3.53
Wed	04/26/06	198.63333	1.21118	101	13.0946		x	10.7640	19.31	x		36.5428	-3.45
Thu	04/27/06	198.64667	1.21126	102	13.2252		x	10.6334	19.23	x		36.6734	-3.37
Fri	04/28/06	198.66000	1.21134	103	13.3557		x	10.5029	19.15	x		36.8039	-3.29
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	1.21159	106	13.7475		x	10.1111	18.90	x		37.1957	-3.04
Tue	05/02/06	198.73548	1.21180	107	13.8796		x	9.9790	18.69	x		37.3278	-2.83
Wed	05/03/06	198.77097	1.21202	108	14.0119		x	9.8467	18.47	x		37.4601	-2.61
Thu	05/04/06	198.80645	1.21223	109	14.1441		x	9.7145	18.26	x		37.5923	-2.40
Fri	05/05/06	198.84194	1.21245	110	14.2764		x	9.5822	18.04	x		37.7246	-2.18
Mon	05/08/06	198.94839	1.21310	113	14.6737		x	9.1849	17.39	x		38.1219	-1.53
Tue	05/09/06	198.98387	1.21332	114	14.8062		x	9.0524	17.17	x		38.2544	-1.31
Wed	05/10/06	199.01935	1.21353	115	14.9387		x	8.9199	16.96	x		38.3869	-1.10
Thu	05/11/06	199.05484	1.21375	116	15.0713		x	8.7873	16.74	x		38.5195	-0.88
Fri	05/12/06	199.09032	1.21397	117	15.2040		x	8.6546	16.52	x		38.6522	-0.66
Mon	05/15/06	199.19677	1.21461	120	15.6020		x	8.2566	15.88	x		39.0502	-0.02
Tue	05/16/06	199.23226	1.21483	121	15.7349		x	8.1237	15.66	x		39.1831	0.20
Wed	05/17/06	199.26774	1.21505	122	15.8678		x	7.9908	15.44	x		39.3160	0.42
Thu	05/18/06	199.30323	1.21526	123	16.0006		x	7.8580	15.23	x		39.4488	0.63
Fri	05/19/06	199.33871	1.21548	124	16.1337		x	7.7249	15.01	x		39.5819	0.85
Mon	05/22/06	199.44516	1.21613	127	16.5328		x	7.3258	14.36	x		39.9810	1.50
Tue	05/23/06	199.48065	1.21635	128	16.6660		x	7.1926	14.14	x		40.1142	1.72
Wed	05/24/06	199.51613	1.21656	129	16.7991		x	7.0595	13.93	x		40.2473	1.93
Thu	05/25/06	199.55161	1.21678	130	16.9324		x	6.9262	13.71	x		40.3806	2.15
Fri	05/26/06	199.58710	1.21699	131	17.0656		x	6.7930	13.50	x		40.5138	2.36
Mon	05/29/06	199.69355	1.21764	134	17.4657		x	6.3929	12.85	x		40.9139	3.01
Tue	05/30/06	199.72903	1.21786	135	17.5993		x	6.2593	12.63	x		41.0475	3.23
Wed	05/31/06	199.76452	1.21808	136	17.7328		x	6.1258	12.41	x		41.1810	3.45
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	06/01/06	199.80000	1.21829	137	17.8663		x	5.9923	12.20	x		41.3145	3.66
Fri	06/02/06	199.85667	1.21864	138	18.0019		x	5.8567	11.85	x		41.4501	4.01
Mon	06/05/06	200.02667	1.21967	141	18.4088		x	5.4498	10.82	x		41.8570	5.04
Tue	06/06/06	200.08333	1.22002	142	18.5446		x	5.3140	10.47	x		41.9928	5.39
Wed	06/07/06	200.14000	1.22037	143	18.6806		x	5.1780	10.12	x		42.1288	5.74
Thu	06/08/06	200.19667	1.22071	144	18.8165		x	5.0421	9.78	x		42.2647	6.08
Fri	06/09/06	200.25333	1.22106	145	18.9526		x	4.9060	9.43	x		42.4008	6.43
Mon	06/12/06	200.42333	1.22209	148	19.3610		x	4.4976	8.40	x		42.8092	7.46
Tue	06/13/06	200.48000	1.22244	149	19.4974		x	4.3612	8.05	x		42.9456	7.81
Wed	06/14/06	200.53667	1.22278	150	19.6337		x	4.2249	7.71	x		43.0819	8.15
Thu	06/15/06	200.59333	1.22313	151	19.7703		x	4.0883	7.36	x		43.2185	8.50
Fri	06/16/06	200.65000	1.22348	152	19.9069		x	3.9517	7.01	x		43.3551	8.85
Mon	06/19/06	200.82000	1.22451	155	20.3169		x	3.5417	5.98	x		43.7651	9.88
Tue	06/20/06	200.87667	1.22486	156	20.4538		x	3.4048	5.63	x		43.9020	10.23
Wed	06/21/06	200.93333	1.22520	157	20.5906		x	3.2680	5.29	x		44.0388	10.57
Thu	06/22/06	200.99000	1.22555	158	20.7277		x	3.1309	4.94	x		44.1759	10.92
Fri	06/23/06	201.04667	1.22589	159	20.8647		x	2.9939	4.60	x		44.3129	11.26
Mon	06/26/06	201.21667	1.22693	162	21.2764		x	2.5822	3.56	x		44.7246	12.30
Tue	06/27/06	201.27333	1.22728	163	21.4138		x	2.4448	3.21	x		44.8620	12.65
Wed	06/28/06	201.33000	1.22762	164	21.5512		x	2.3074	2.87	x		44.9994	12.99
Thu	06/29/06	201.38667	1.22797	165	21.6888		x	2.1698	2.52	x		45.1370	13.34
Fri	06/30/06	201.44333	1.22831	166	21.8263		x	2.0323	2.18	x		45.2745	13.68
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	07/03/06	201.56452	1.22905	169	22.2341		x	1.6245	1.44	x		45.6823	14.42
Tue	07/04/06	201.59677	1.22925	170	22.3693		x	1.4893	1.24	x		45.8175	14.62
Wed	07/05/06	201.62903	1.22945	171	22.5045		x	1.3541	1.04	x		45.9527	14.82
Thu	07/06/06	201.66129	1.22964	172	22.6396		x	1.2190	0.85	x		46.0878	15.01
Fri	07/07/06	201.69355	1.22984	173	22.7750		x	1.0836	0.65	x		46.2232	15.21
Mon	07/10/06	201.79032	1.23043	176	23.1810		x	0.6776	0.06	x		46.6292	15.80
Tue	07/11/06	201.82258	1.23063	177	23.3165		x	0.5421	-0.14	x		46.7647	16.00
Wed	07/12/06	201.85484	1.23082	178	23.4519		x	0.4067	-0.33	x		46.9001	16.19
Thu	07/13/06	201.88710	1.23102	179	23.5875		x	0.2711	-0.53	x		47.0357	16.39
Fri	07/14/06	201.91935	1.23122	180	23.7231		x	0.1355	-0.73	x		47.1713	16.59
Sat	07/15/06	201.95161	1.23141	0	0.0000			0.0000	-0.92	x	x	47.3068	16.78
Mon	07/17/06	202.01613	1.23181	2	0.2594			-0.2594	-1.32	x	x	47.5662	17.18
Tue	07/18/06	202.04839	1.23200	3	0.3892			-0.3892	-1.51	x	x	47.6960	17.37
Wed	07/19/06	202.08065	1.23220	4	0.5190			-0.5190	-1.71	x	x	47.8258	17.57
Thu	07/20/06	202.11290	1.23240	5	0.6489			-0.6489	-1.91	x	x	47.9557	17.77
Fri	07/21/06	202.14516	1.23259	6	0.7787			-0.7787	-2.10	x	x	48.0855	17.96
Mon	07/24/06	202.24194	1.23318	9	1.1687			-1.1687	-2.69	x	x	48.4755	18.55
Tue	07/25/06	202.27419	1.23338	10	1.2987			-1.2987	-2.89	x	x	48.6055	18.75
Wed	07/26/06	202.30645	1.23358	11	1.4288			-1.4288	-3.09	x	x	48.7356	18.95
Thu	07/27/06	202.33871	1.23377	12	1.5590			-1.5590	-3.28	x	x	48.8658	19.14
Fri	07/28/06	202.37097	1.23397	13	1.6892			-1.6892	-3.48	x	x	48.9960	19.34
Mon	07/31/06	202.46774	1.23456	16	2.0800			-2.0800	-4.07	x	x	49.3868	19.93
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	1.23476	17	2.2103			-2.2103	-4.27	x	x	49.5171	20.13
Wed	08/02/06	202.51290	1.23483	18	2.3405			-2.3405	-4.34	x	x	49.6473	20.20
Thu	08/03/06	202.52581	1.23491	19	2.4707			-2.4707	-4.42	x	x	49.7775	20.28
Fri	08/04/06	202.53871	1.23499	20	2.6009			-2.6009	-4.50	x	x	49.9077	20.36
Mon	08/07/06	202.57742	1.23523	23	2.9916			-2.9916	-4.74	x	x	50.2984	20.60
Tue	08/08/06	202.59032	1.23531	24	3.1218			-3.1218	-4.82	x	x	50.4286	20.68
Wed	08/09/06	202.60323	1.23539	25	3.2521			-3.2521	-4.90	x	x	50.5589	20.76
Thu	08/10/06	202.61613	1.23546	26	3.3824			-3.3824	-4.97	x	x	50.6892	20.83
Fri	08/11/06	202.62903	1.23554	27	3.5127			-3.5127	-5.05	x	x	50.8195	20.91
Mon	08/14/06	202.66774	1.23578	30	3.9038			-3.9038	-5.29	x	x	51.2106	21.15
Tue	08/15/06	202.68065	1.23586	31	4.0342			-4.0342	-5.37	x	x	51.3410	21.23
Wed	08/16/06	202.69355	1.23594	32	4.1646			-4.1646	-5.45	x	x	51.4714	21.31
Thu	08/17/06	202.70645	1.23601	33	4.2950			-4.2950	-5.52	x	x	51.6018	21.38
Fri	08/18/06	202.71935	1.23609	34	4.4254			-4.4254	-5.60	x	x	51.7322	21.46
Mon	08/21/06	202.75806	1.23633	37	4.8168			-4.8168	-5.84	x	x	52.1236	21.70
Tue	08/22/06	202.77097	1.23641	38	4.9473			-4.9473	-5.92	x	x	52.2541	21.78
Wed	08/23/06	202.78387	1.23649	39	5.0778			-5.0778	-6.00	x	x	52.3846	21.86
Thu	08/24/06	202.79677	1.23657	40	5.2084			-5.2084	-6.08	x	x	52.5152	21.94
Fri	08/25/06	202.80968	1.23664	41	5.3389			-5.3389	-6.15	x	x	52.6457	22.01
Mon	08/28/06	202.84839	1.23688	44	5.7307			-5.7307	-6.39	x	x	53.0375	22.25
Tue	08/29/06	202.86129	1.23696	45	5.8613			-5.8613	-6.47	x	x	53.1681	22.33
Wed	08/30/06	202.87419	1.23704	46	5.9919			-5.9919	-6.55	x	x	53.2987	22.41
Thu	08/31/06	202.88710	1.23712	47	6.1226			-6.1226	-6.63	x	x	53.4294	22.49
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	09/01/06	202.90000	1.23720	48	6.2532			-6.2532	-6.71	x	x	53.5600	22.57
Mon	09/04/06	202.96000	1.23756	51	6.6460			-6.6460	-7.07	x	x	53.9528	22.93
Tue	09/05/06	202.98000	1.23768	52	6.7770			-6.7770	-7.19	x	x	54.0838	23.05
Wed	09/06/06	203.00000	1.23780	53	6.9080			-6.9080	-7.31	x	x	54.2148	23.17
Thu	09/07/06	203.02000	1.23793	54	7.0390			-7.0390	-7.44	x	x	54.3458	23.30
Fri	09/08/06	203.04000	1.23805	55	7.1701			-7.1701	-7.56	x	x	54.4769	23.42
Mon	09/11/06	203.10000	1.23841	58	7.5634			-7.5634	-7.92	x	x	54.8702	23.78
Tue	09/12/06	203.12000	1.23854	59	7.6946			-7.6946	-8.05	x	x	55.0014	23.91
Wed	09/13/06	203.14000	1.23866	60	7.8258			-7.8258	-8.17	x	x	55.1326	24.03
Thu	09/14/06	203.16000	1.23878	61	7.9570			-7.9570	-8.29	x	x	55.2638	24.15
Fri	09/15/06	203.18000	1.23890	62	8.0882			-8.0882	-8.41	x	x	55.3950	24.27
Mon	09/18/06	203.24000	1.23927	65	8.4821			-8.4821	-8.78	x	x	55.7889	24.64
Tue	09/19/06	203.26000	1.23939	66	8.6134			-8.6134	-8.90	x	x	55.9202	24.76
Wed	09/20/06	203.28000	1.23951	67	8.7448			-8.7448	-9.02	x	x	56.0516	24.88
Thu	09/21/06	203.30000	1.23963	68	8.8762			-8.8762	-9.14	x	x	56.1830	25.00
Fri	09/22/06	203.32000	1.23976	69	9.0076			-9.0076	-9.27	x	x	56.3144	25.13
Mon	09/25/06	203.38000	1.24012	72	9.4020			-9.4020	-9.63	x	x	56.7088	25.49
Tue	09/26/06	203.40000	1.24024	73	9.5335			-9.5335	-9.75	x	x	56.8403	25.61
Wed	09/27/06	203.42000	1.24037	74	9.6651			-9.6651	-9.88	x	x	56.9719	25.74
Thu	09/28/06	203.44000	1.24049	75	9.7967			-9.7967	-10.00	x	x	57.1035	25.86
Fri	09/29/06	203.46000	1.24061	76	9.9283			-9.9283	-10.12	x	x	57.2351	25.98
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	10/02/06	203.51290	1.24093	79	10.3228			-10.3228	-10.44	x	x	57.6296	26.30
Tue	10/03/06	203.52581	1.24101	80	10.4542			-10.4542	-10.52	x	x	57.7610	26.38
Wed	10/04/06	203.53871	1.24109	81	10.5855			-10.5855	-10.60	x	x	57.8923	26.46
Thu	10/05/06	203.55161	1.24117	82	10.7169			-10.7169	-10.68	x	x	58.0237	26.54
Fri	10/06/06	203.56452	1.24125	83	10.8483			-10.8483	-10.76	x	x	58.1551	26.62
Mon	10/09/06	203.60323	1.24148	86	11.2425			-11.2425	-10.99	x	x	58.5493	26.85
Tue	10/10/06	203.61613	1.24156	87	11.3739			-11.3739	-11.07	x	x	58.6807	26.93
Wed	10/11/06	203.62903	1.24164	88	11.5054			-11.5054	-11.15	x	x	58.8122	27.01
Thu	10/12/06	203.64194	1.24172	89	11.6369			-11.6369	-11.23	x	x	58.9437	27.09
Fri	10/13/06	203.65484	1.24180	90	11.7684			-11.7684	-11.31	x	x	59.0752	27.17
Mon	10/16/06	203.69355	1.24203	93	12.1630			-12.1630	-11.54	x	x	59.4698	27.40
Tue	10/17/06	203.70645	1.24211	94	12.2945			-12.2945	-11.62	x	x	59.6013	27.48
Wed	10/18/06	203.71935	1.24219	95	12.4261			-12.4261	-11.70	x	x	59.7329	27.56
Thu	10/19/06	203.73226	1.24227	96	12.5577			-12.5577	-11.78	x	x	59.8645	27.64
Fri	10/20/06	203.74516	1.24235	97	12.6894			-12.6894	-11.86	x	x	59.9962	27.72
Mon	10/23/06	203.78387	1.24258	100	13.0842			-13.0842	-12.09	x	x	60.3910	27.95
Tue	10/24/06	203.79677	1.24266	101	13.2159			-13.2159	-12.17	x	x	60.5227	28.03
Wed	10/25/06	203.80968	1.24274	102	13.3476			-13.3476	-12.25	x	x	60.6544	28.11
Thu	10/26/06	203.82258	1.24282	103	13.4794			-13.4794	-12.33	x	x	60.7862	28.19
Fri	10/27/06	203.83548	1.24290	104	13.6111			-13.6111	-12.41	x	x	60.9179	28.27
Mon	10/30/06	203.87419	1.24314	107	14.0064			-14.0064	-12.65	x	x	61.3132	28.51
Tue	10/31/06	203.88710	1.24321	108	14.1381			-14.1381	-12.72	x	x	61.4449	28.58
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	1.24329	109	14.2700			-14.2700	-12.80	x	x	61.5768	28.66
Thu	11/02/06	203.86667	1.24309	110	14.3986			-14.3986	-12.60	x	x	61.7054	28.46
Fri	11/03/06	203.83333	1.24289	111	14.5271			-14.5271	-12.40	x	x	61.8339	28.26
Mon	11/06/06	203.73333	1.24228	114	14.9124			-14.9124	-11.79	x	x	62.2192	27.65
Tue	11/07/06	203.70000	1.24207	115	15.0407			-15.0407	-11.58	x	x	62.3475	27.44
Wed	11/08/06	203.66667	1.24187	116	15.1690			-15.1690	-11.38	x	x	62.4758	27.24
Thu	11/09/06	203.63333	1.24167	117	15.2973			-15.2973	-11.18	x	x	62.6041	27.04
Fri	11/10/06	203.60000	1.24146	118	15.4255			-15.4255	-10.97	x	x	62.7323	26.83
Mon	11/13/06	203.50000	1.24085	121	15.8099			-15.8099	-10.36	x	x	63.1167	26.22
Tue	11/14/06	203.46667	1.24065	122	15.9380			-15.9380	-10.16	x	x	63.2448	26.02
Wed	11/15/06	203.43333	1.24045	123	16.0660			-16.0660	-9.96	x	x	63.3728	25.82
Thu	11/16/06	203.40000	1.24024	124	16.1939			-16.1939	-9.75	x	x	63.5007	25.61
Fri	11/17/06	203.36667	1.24004	125	16.3219			-16.3219	-9.55	x	x	63.6287	25.41
Mon	11/20/06	203.26667	1.23943	128	16.7054			-16.7054	-8.94	x	x	64.0122	24.80
Tue	11/21/06	203.23333	1.23923	129	16.8332			-16.8332	-8.74	x	x	64.1400	24.60
Wed	11/22/06	203.20000	1.23902	130	16.9608			-16.9608	-8.53	x	x	64.2676	24.39
Thu	11/23/06	203.16667	1.23882	131	17.0885			-17.0885	-8.33	x	x	64.3953	24.19
Fri	11/24/06	203.13333	1.23862	132	17.2161			-17.2161	-8.13	x	x	64.5229	23.99
Mon	11/27/06	203.03333	1.23801	135	17.5987			-17.5987	-7.52	x	x	64.9055	23.38
Tue	11/28/06	203.00000	1.23780	136	17.7261			-17.7261	-7.31	x	x	65.0329	23.17
Wed	11/29/06	202.96667	1.23760	137	17.8536			-17.8536	-7.11	x	x	65.1604	22.97
Thu	11/30/06	202.93333	1.23740	138	17.9810			-17.9810	-6.91	x	x	65.2878	22.77
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	12/01/06	202.90000	1.23720	139	18.1083			-18.1083	-6.71	x	x	65.4151	22.57
Mon	12/04/06	202.79355	1.23655	142	18.4894			-18.4894	-6.06	x	x	65.7962	21.92
Tue	12/05/06	202.75806	1.23633	143	18.6163			-18.6163	-5.84	x	x	65.9231	21.70
Wed	12/06/06	202.72258	1.23611	144	18.7432			-18.7432	-5.62	x	x	66.0500	21.48
Thu	12/07/06	202.68710	1.23590	145	18.8701			-18.8701	-5.41	x	x	66.1769	21.27
Fri	12/08/06	202.65161	1.23568	146	18.9969			-18.9969	-5.19	x	x	66.3037	21.05
Mon	12/11/06	202.54516	1.23503	149	19.3771			-19.3771	-4.54	x	x	66.6839	20.40
Tue	12/12/06	202.50968	1.23482	150	19.5038			-19.5038	-4.33	x	x	66.8106	20.19
Wed	12/13/06	202.47419	1.23460	151	19.6303			-19.6303	-4.11	x	x	66.9371	19.97
Thu	12/14/06	202.43871	1.23438	152	19.7568			-19.7568	-3.89	x	x	67.0636	19.75
Fri	12/15/06	202.40323	1.23417	153	19.8834			-19.8834	-3.68	x	x	67.1902	19.54
Mon	12/18/06	202.29677	1.23352	156	20.2626			-20.2626	-3.03	x	x	67.5694	18.89
Tue	12/19/06	202.26129	1.23330	157	20.3888			-20.3888	-2.81	x	x	67.6956	18.67
Wed	12/20/06	202.22581	1.23308	158	20.5150			-20.5150	-2.59	x	x	67.8218	18.45
Thu	12/21/06	202.19032	1.23287	159	20.6414			-20.6414	-2.38	x	x	67.9482	18.24
Fri	12/22/06	202.15484	1.23265	160	20.7675			-20.7675	-2.16	x	x	68.0743	18.02
Mon	12/25/06	202.04839	1.23200	163	21.1457			-21.1457	-1.51	x	x	68.4525	17.37
Tue	12/26/06	202.01290	1.23179	164	21.2718			-21.2718	-1.30	x	x	68.5786	17.16
Wed	12/27/06	201.97742	1.23157	165	21.3977			-21.3977	-1.08	x	x	68.7045	16.94
Thu	12/28/06	201.94194	1.23135	166	21.5235			-21.5235	-0.86	x	x	68.8303	16.72
Fri	12/29/06	201.90645	1.23114	167	21.6495			-21.6495	-0.65	x	x	68.9563	16.51
Mon	01/01/07	201.80000	1.23049

Generated 03/09/11 23:47