3.875% 30-Year Treasury Inflation Protected Security (TIPS) due April 15, 2029

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

CUSIP Number	912810FH6	Interest 04/15/06 (182 days)	$23.3932
Dated Date	April 15, 1999	Interest 10/15/06 (183 days)	$24.0052
Ref CPI on Dated Date	164.39333	Interest Total	$47.3984
Original Issue Date	April 15, 1999	Interest 04/15/07 (182 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	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Sun	01/01/06	199.20000	1.21173	78	10.0617	x	x	37.3367	15.81			10.0617	0.00
Mon	01/02/06	199.14839	1.21141	79	10.1880	x	x	37.2104	16.13			10.1880	-0.32
Tue	01/03/06	199.09677	1.21110	80	10.3143	x	x	37.0841	16.44			10.3143	-0.63
Wed	01/04/06	199.04516	1.21079	81	10.4406	x	x	36.9578	16.75			10.4406	-0.94
Thu	01/05/06	198.99355	1.21047	82	10.5667	x	x	36.8317	17.07			10.5667	-1.26
Fri	01/06/06	198.94194	1.21016	83	10.6928	x	x	36.7056	17.38			10.6928	-1.57
Mon	01/09/06	198.78710	1.20922	86	11.0707	x	x	36.3277	18.32			11.0707	-2.51
Tue	01/10/06	198.73548	1.20890	87	11.1964	x	x	36.2020	18.64			11.1964	-2.83
Wed	01/11/06	198.68387	1.20859	88	11.3222	x	x	36.0762	18.95			11.3222	-3.14
Thu	01/12/06	198.63226	1.20827	89	11.4479	x	x	35.9505	19.27			11.4479	-3.46
Fri	01/13/06	198.58065	1.20796	90	11.5735	x	x	35.8249	19.58			11.5735	-3.77
Mon	01/16/06	198.42581	1.20702	93	11.9500	x	x	35.4484	20.52			11.9500	-4.71
Tue	01/17/06	198.37419	1.20670	94	12.0753	x	x	35.3231	20.84			12.0753	-5.03
Wed	01/18/06	198.32258	1.20639	95	12.2006	x	x	35.1978	21.15			12.2006	-5.34
Thu	01/19/06	198.27097	1.20608	96	12.3259	x	x	35.0725	21.46			12.3259	-5.65
Fri	01/20/06	198.21935	1.20576	97	12.4510	x	x	34.9474	21.78			12.4510	-5.97
Mon	01/23/06	198.06452	1.20482	100	12.8260	x	x	34.5724	22.72			12.8260	-6.91
Tue	01/24/06	198.01290	1.20451	101	12.9510	x	x	34.4474	23.03			12.9510	-7.22
Wed	01/25/06	197.96129	1.20419	102	13.0757	x	x	34.3227	23.35			13.0757	-7.54
Thu	01/26/06	197.90968	1.20388	103	13.2005	x	x	34.1979	23.66			13.2005	-7.85
Fri	01/27/06	197.85806	1.20357	104	13.3252	x	x	34.0732	23.97			13.3252	-8.16
Mon	01/30/06	197.70323	1.20262	107	13.6988	x	x	33.6996	24.92			13.6988	-9.11
Tue	01/31/06	197.65161	1.20231	108	13.8233	x	x	33.5751	25.23			13.8233	-9.42
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Wed	02/01/06	197.60000	1.20200	109	13.9477	x	x	33.4507	25.54			13.9477	-9.73
Thu	02/02/06	197.57143	1.20182	110	14.0735	x	x	33.3249	25.72			14.0735	-9.91
Fri	02/03/06	197.54286	1.20165	111	14.1994	x	x	33.1990	25.89			14.1994	-10.08
Mon	02/06/06	197.45714	1.20113	114	14.5769	x	x	32.8215	26.41			14.5769	-10.60
Tue	02/07/06	197.42857	1.20095	115	14.7026	x	x	32.6958	26.59			14.7026	-10.78
Wed	02/08/06	197.40000	1.20078	116	14.8283	x	x	32.5701	26.76			14.8283	-10.95
Thu	02/09/06	197.37143	1.20060	117	14.9539	x	x	32.4445	26.94			14.9539	-11.13
Fri	02/10/06	197.34286	1.20043	118	15.0796	x	x	32.3188	27.11			15.0796	-11.30
Mon	02/13/06	197.25714	1.19991	121	15.4563	x	x	31.9421	27.63			15.4563	-11.82
Tue	02/14/06	197.22857	1.19974	122	15.5818	x	x	31.8166	27.80			15.5818	-11.99
Wed	02/15/06	197.20000	1.19956	123	15.7072	x	x	31.6912	27.98			15.7072	-12.17
Thu	02/16/06	197.17143	1.19939	124	15.8326	x	x	31.5658	28.15			15.8326	-12.34
Fri	02/17/06	197.14286	1.19921	125	15.9579	x	x	31.4405	28.33			15.9579	-12.52
Mon	02/20/06	197.05714	1.19869	128	16.3338	x	x	31.0646	28.85			16.3338	-13.04
Tue	02/21/06	197.02857	1.19852	129	16.4591	x	x	30.9393	29.02			16.4591	-13.21
Wed	02/22/06	197.00000	1.19835	130	16.5843	x	x	30.8141	29.19			16.5843	-13.38
Thu	02/23/06	196.97143	1.19817	131	16.7094	x	x	30.6890	29.37			16.7094	-13.56
Fri	02/24/06	196.94286	1.19800	132	16.8345	x	x	30.5639	29.54			16.8345	-13.73
Mon	02/27/06	196.85714	1.19748	135	17.2097	x	x	30.1887	30.06			17.2097	-14.25
Tue	02/28/06	196.82857	1.19730	136	17.3345	x	x	30.0639	30.24			17.3345	-14.43
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Wed	03/01/06	196.80000	1.19713	137	17.4595	x	x	29.9389	30.41			17.4595	-14.60
Thu	03/02/06	196.84839	1.19742	138	17.5912	x	x	29.8072	30.12			17.5912	-14.31
Fri	03/03/06	196.89677	1.19772	139	17.7231	x	x	29.6753	29.82			17.7231	-14.01
Mon	03/06/06	197.04194	1.19860	142	18.1189	x	x	29.2795	28.94			18.1189	-13.13
Tue	03/07/06	197.09032	1.19889	143	18.2510	x	x	29.1474	28.65			18.2510	-12.84
Wed	03/08/06	197.13871	1.19919	144	18.3832	x	x	29.0152	28.35			18.3832	-12.54
Thu	03/09/06	197.18710	1.19948	145	18.5153	x	x	28.8831	28.06			18.5153	-12.25
Fri	03/10/06	197.23548	1.19978	146	18.6477	x	x	28.7507	27.76			18.6477	-11.95
Mon	03/13/06	197.38065	1.20066	149	19.0448	x	x	28.3536	26.88			19.0448	-11.07
Tue	03/14/06	197.42903	1.20096	150	19.1774	x	x	28.2210	26.58			19.1774	-10.77
Wed	03/15/06	197.47742	1.20125	151	19.3099	x	x	28.0885	26.29			19.3099	-10.48
Thu	03/16/06	197.52581	1.20154	152	19.4425	x	x	27.9559	26.00			19.4425	-10.19
Fri	03/17/06	197.57419	1.20184	153	19.5753	x	x	27.8231	25.70			19.5753	-9.89
Mon	03/20/06	197.71935	1.20272	156	19.9737	x	x	27.4247	24.82			19.9737	-9.01
Tue	03/21/06	197.76774	1.20302	157	20.1068	x	x	27.2916	24.52			20.1068	-8.71
Wed	03/22/06	197.81613	1.20331	158	20.2397	x	x	27.1587	24.23			20.2397	-8.42
Thu	03/23/06	197.86452	1.20360	159	20.3727	x	x	27.0257	23.94			20.3727	-8.13
Fri	03/24/06	197.91290	1.20390	160	20.5060	x	x	26.8924	23.64			20.5060	-7.83
Mon	03/27/06	198.05806	1.20478	163	20.9057	x	x	26.4927	22.76			20.9057	-6.95
Tue	03/28/06	198.10645	1.20508	164	21.0392	x	x	26.3592	22.46			21.0392	-6.65
Wed	03/29/06	198.15484	1.20537	165	21.1726	x	x	26.2258	22.17			21.1726	-6.36
Thu	03/30/06	198.20323	1.20566	166	21.3061	x	x	26.0923	21.88			21.3061	-6.07
Fri	03/31/06	198.25161	1.20596	167	21.4397	x	x	25.9587	21.58			21.4397	-5.77
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	04/03/06	198.32667	1.20642	170	21.8332	x	x	25.5652	21.12			21.8332	-5.31
Tue	04/04/06	198.34000	1.20650	171	21.9631	x	x	25.4353	21.04			21.9631	-5.23
Wed	04/05/06	198.35333	1.20658	172	22.0930	x	x	25.3054	20.96			22.0930	-5.15
Thu	04/06/06	198.36667	1.20666	173	22.2229	x	x	25.1755	20.88			22.2229	-5.07
Fri	04/07/06	198.38000	1.20674	174	22.3529	x	x	25.0455	20.80			22.3529	-4.99
Mon	04/10/06	198.42000	1.20698	177	22.7428	x	x	24.6556	20.56			22.7428	-4.75
Tue	04/11/06	198.43333	1.20706	178	22.8728	x	x	24.5256	20.48			22.8728	-4.67
Wed	04/12/06	198.44667	1.20715	179	23.0030	x	x	24.3954	20.39			23.0030	-4.58
Thu	04/13/06	198.46000	1.20723	180	23.1330	x	x	24.2654	20.31			23.1330	-4.50
Fri	04/14/06	198.47333	1.20731	181	23.2631	x	x	24.1353	20.23			23.2631	-4.42
Sat	04/15/06	198.48667	1.20739	0	0.0000		x	24.0052	20.15	x		23.3932	-4.34
Mon	04/17/06	198.51333	1.20755	2	0.2557		x	23.7495	19.99	x		23.6489	-4.18
Tue	04/18/06	198.52667	1.20763	3	0.3836		x	23.6216	19.91	x		23.7768	-4.10
Wed	04/19/06	198.54000	1.20771	4	0.5115		x	23.4937	19.83	x		23.9047	-4.02
Thu	04/20/06	198.55333	1.20779	5	0.6394		x	23.3658	19.75	x		24.0326	-3.94
Fri	04/21/06	198.56667	1.20788	6	0.7673		x	23.2379	19.66	x		24.1605	-3.85
Mon	04/24/06	198.60667	1.20812	9	1.1512		x	22.8540	19.42	x		24.5444	-3.61
Tue	04/25/06	198.62000	1.20820	10	1.2792		x	22.7260	19.34	x		24.6724	-3.53
Wed	04/26/06	198.63333	1.20828	11	1.4072		x	22.5980	19.26	x		24.8004	-3.45
Thu	04/27/06	198.64667	1.20836	12	1.5352		x	22.4700	19.18	x		24.9284	-3.37
Fri	04/28/06	198.66000	1.20844	13	1.6633		x	22.3419	19.10	x		25.0565	-3.29
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	05/01/06	198.70000	1.20869	16	2.0475		x	21.9577	18.85	x		25.4407	-3.04
Tue	05/02/06	198.73548	1.20890	17	2.1759		x	21.8293	18.64	x		25.5691	-2.83
Wed	05/03/06	198.77097	1.20912	18	2.3043		x	21.7009	18.42	x		25.6975	-2.61
Thu	05/04/06	198.80645	1.20933	19	2.4327		x	21.5725	18.21	x		25.8259	-2.40
Fri	05/05/06	198.84194	1.20955	20	2.5612		x	21.4440	17.99	x		25.9544	-2.18
Mon	05/08/06	198.94839	1.21020	23	2.9470		x	21.0582	17.34	x		26.3402	-1.53
Tue	05/09/06	198.98387	1.21041	24	3.0756		x	20.9296	17.13	x		26.4688	-1.32
Wed	05/10/06	199.01935	1.21063	25	3.2044		x	20.8008	16.91	x		26.5976	-1.10
Thu	05/11/06	199.05484	1.21084	26	3.3331		x	20.6721	16.70	x		26.7263	-0.89
Fri	05/12/06	199.09032	1.21106	27	3.4619		x	20.5433	16.48	x		26.8551	-0.67
Mon	05/15/06	199.19677	1.21171	30	3.8487		x	20.1565	15.83	x		27.2419	-0.02
Tue	05/16/06	199.23226	1.21192	31	3.9776		x	20.0276	15.62	x		27.3708	0.19
Wed	05/17/06	199.26774	1.21214	32	4.1067		x	19.8985	15.40	x		27.4999	0.41
Thu	05/18/06	199.30323	1.21236	33	4.2358		x	19.7694	15.18	x		27.6290	0.63
Fri	05/19/06	199.33871	1.21257	34	4.3649		x	19.6403	14.97	x		27.7581	0.84
Mon	05/22/06	199.44516	1.21322	37	4.7526		x	19.2526	14.32	x		28.1458	1.49
Tue	05/23/06	199.48065	1.21344	38	4.8819		x	19.1233	14.10	x		28.2751	1.71
Wed	05/24/06	199.51613	1.21365	39	5.0113		x	18.9939	13.89	x		28.4045	1.92
Thu	05/25/06	199.55161	1.21387	40	5.1407		x	18.8645	13.67	x		28.5339	2.14
Fri	05/26/06	199.58710	1.21408	41	5.2701		x	18.7351	13.46	x		28.6633	2.35
Mon	05/29/06	199.69355	1.21473	44	5.6588		x	18.3464	12.81	x		29.0520	3.00
Tue	05/30/06	199.72903	1.21495	45	5.7884		x	18.2168	12.59	x		29.1816	3.22
Wed	05/31/06	199.76452	1.21516	46	5.9181		x	18.0871	12.38	x		29.3113	3.43
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Thu	06/01/06	199.80000	1.21538	47	6.0478		x	17.9574	12.16	x		29.4410	3.65
Fri	06/02/06	199.85667	1.21572	48	6.1782		x	17.8270	11.82	x		29.5714	3.99
Mon	06/05/06	200.02667	1.21676	51	6.5700		x	17.4352	10.78	x		29.9632	5.03
Tue	06/06/06	200.08333	1.21710	52	6.7007		x	17.3045	10.44	x		30.0939	5.37
Wed	06/07/06	200.14000	1.21745	53	6.8315		x	17.1737	10.09	x		30.2247	5.72
Thu	06/08/06	200.19667	1.21779	54	6.9624		x	17.0428	9.75	x		30.3556	6.06
Fri	06/09/06	200.25333	1.21814	55	7.0933		x	16.9119	9.40	x		30.4865	6.41
Mon	06/12/06	200.42333	1.21917	58	7.4866		x	16.5186	8.37	x		30.8798	7.44
Tue	06/13/06	200.48000	1.21951	59	7.6178		x	16.3874	8.03	x		31.0110	7.78
Wed	06/14/06	200.53667	1.21986	60	7.7491		x	16.2561	7.68	x		31.1423	8.13
Thu	06/15/06	200.59333	1.22020	61	7.8805		x	16.1247	7.34	x		31.2737	8.47
Fri	06/16/06	200.65000	1.22055	62	8.0119		x	15.9933	6.99	x		31.4051	8.82
Mon	06/19/06	200.82000	1.22158	65	8.4067		x	15.5985	5.96	x		31.7999	9.85
Tue	06/20/06	200.87667	1.22193	66	8.5385		x	15.4667	5.61	x		31.9317	10.20
Wed	06/21/06	200.93333	1.22227	67	8.6703		x	15.3349	5.27	x		32.0635	10.54
Thu	06/22/06	200.99000	1.22262	68	8.8022		x	15.2030	4.92	x		32.1954	10.89
Fri	06/23/06	201.04667	1.22296	69	8.9341		x	15.0711	4.58	x		32.3273	11.23
Mon	06/26/06	201.21667	1.22400	72	9.3305		x	14.6747	3.54	x		32.7237	12.27
Tue	06/27/06	201.27333	1.22434	73	9.4627		x	14.5425	3.20	x		32.8559	12.61
Wed	06/28/06	201.33000	1.22468	74	9.5950		x	14.4102	2.86	x		32.9882	12.95
Thu	06/29/06	201.38667	1.22503	75	9.7274		x	14.2778	2.51	x		33.1206	13.30
Fri	06/30/06	201.44333	1.22537	76	9.8599		x	14.1453	2.17	x		33.2531	13.64
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	07/03/06	201.56452	1.22611	79	10.2553		x	13.7499	1.43	x		33.6485	14.38
Tue	07/04/06	201.59677	1.22631	80	10.3868		x	13.6184	1.23	x		33.7800	14.58
Wed	07/05/06	201.62903	1.22650	81	10.5182		x	13.4870	1.04	x		33.9114	14.77
Thu	07/06/06	201.66129	1.22670	82	10.6498		x	13.3554	0.84	x		34.0430	14.97
Fri	07/07/06	201.69355	1.22690	83	10.7815		x	13.2237	0.64	x		34.1747	15.17
Mon	07/10/06	201.79032	1.22748	86	11.1764		x	12.8288	0.06	x		34.5696	15.75
Tue	07/11/06	201.82258	1.22768	87	11.3082		x	12.6970	-0.14	x		34.7014	15.95
Wed	07/12/06	201.85484	1.22788	88	11.4401		x	12.5651	-0.34	x		34.8333	16.15
Thu	07/13/06	201.88710	1.22807	89	11.5719		x	12.4333	-0.53	x		34.9651	16.34
Fri	07/14/06	201.91935	1.22827	90	11.7038		x	12.3014	-0.73	x		35.0970	16.54
Mon	07/17/06	202.01613	1.22886	93	12.0997		x	11.9055	-1.32	x		35.4929	17.13
Tue	07/18/06	202.04839	1.22905	94	12.2317		x	11.7735	-1.51	x		35.6249	17.32
Wed	07/19/06	202.08065	1.22925	95	12.3639		x	11.6413	-1.71	x		35.7571	17.52
Thu	07/20/06	202.11290	1.22945	96	12.4960		x	11.5092	-1.91	x		35.8892	17.72
Fri	07/21/06	202.14516	1.22964	97	12.6282		x	11.3770	-2.10	x		36.0214	17.91
Mon	07/24/06	202.24194	1.23023	100	13.0250		x	10.9802	-2.69	x		36.4182	18.50
Tue	07/25/06	202.27419	1.23043	101	13.1574		x	10.8478	-2.89	x		36.5506	18.70
Wed	07/26/06	202.30645	1.23062	102	13.2897		x	10.7155	-3.08	x		36.6829	18.89
Thu	07/27/06	202.33871	1.23082	103	13.4222		x	10.5830	-3.28	x		36.8154	19.09
Fri	07/28/06	202.37097	1.23102	104	13.5547		x	10.4505	-3.48	x		36.9479	19.29
Mon	07/31/06	202.46774	1.23161	107	13.9524		x	10.0528	-4.07	x		37.3456	19.88
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Tue	08/01/06	202.50000	1.23180	108	14.0849		x	9.9203	-4.26	x		37.4781	20.07
Wed	08/02/06	202.51290	1.23188	109	14.2163		x	9.7889	-4.34	x		37.6095	20.15
Thu	08/03/06	202.52581	1.23196	110	14.3476		x	9.6576	-4.42	x		37.7408	20.23
Fri	08/04/06	202.53871	1.23204	111	14.4790		x	9.5262	-4.50	x		37.8722	20.31
Mon	08/07/06	202.57742	1.23227	114	14.8731		x	9.1321	-4.73	x		38.2663	20.54
Tue	08/08/06	202.59032	1.23235	115	15.0045		x	9.0007	-4.81	x		38.3977	20.62
Wed	08/09/06	202.60323	1.23243	116	15.1360		x	8.8692	-4.89	x		38.5292	20.70
Thu	08/10/06	202.61613	1.23251	117	15.2675		x	8.7377	-4.97	x		38.6607	20.78
Fri	08/11/06	202.62903	1.23259	118	15.3990		x	8.6062	-5.05	x		38.7922	20.86
Mon	08/14/06	202.66774	1.23282	121	15.7934		x	8.2118	-5.28	x		39.1866	21.09
Tue	08/15/06	202.68065	1.23290	122	15.9250		x	8.0802	-5.36	x		39.3182	21.17
Wed	08/16/06	202.69355	1.23298	123	16.0565		x	7.9487	-5.44	x		39.4497	21.25
Thu	08/17/06	202.70645	1.23306	124	16.1881		x	7.8171	-5.52	x		39.5813	21.33
Fri	08/18/06	202.71935	1.23314	125	16.3197		x	7.6855	-5.60	x		39.7129	21.41
Mon	08/21/06	202.75806	1.23337	128	16.7145		x	7.2907	-5.83	x		40.1077	21.64
Tue	08/22/06	202.77097	1.23345	129	16.8462		x	7.1590	-5.91	x		40.2394	21.72
Wed	08/23/06	202.78387	1.23353	130	16.9779		x	7.0273	-5.99	x		40.3711	21.80
Thu	08/24/06	202.79677	1.23361	131	17.1096		x	6.8956	-6.07	x		40.5028	21.88
Fri	08/25/06	202.80968	1.23369	132	17.2413		x	6.7639	-6.15	x		40.6345	21.96
Mon	08/28/06	202.84839	1.23392	135	17.6365		x	6.3687	-6.38	x		41.0297	22.19
Tue	08/29/06	202.86129	1.23400	136	17.7683		x	6.2369	-6.46	x		41.1615	22.27
Wed	08/30/06	202.87419	1.23408	137	17.9001		x	6.1051	-6.54	x		41.2933	22.35
Thu	08/31/06	202.88710	1.23416	138	18.0319		x	5.9733	-6.62	x		41.4251	22.43
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Fri	09/01/06	202.90000	1.23423	139	18.1636		x	5.8416	-6.69	x		41.5568	22.50
Mon	09/04/06	202.96000	1.23460	142	18.5612		x	5.4440	-7.06	x		41.9544	22.87
Tue	09/05/06	202.98000	1.23472	143	18.6937		x	5.3115	-7.18	x		42.0869	22.99
Wed	09/06/06	203.00000	1.23484	144	18.8262		x	5.1790	-7.30	x		42.2194	23.11
Thu	09/07/06	203.02000	1.23496	145	18.9588		x	5.0464	-7.42	x		42.3520	23.23
Fri	09/08/06	203.04000	1.23509	146	19.0916		x	4.9136	-7.55	x		42.4848	23.36
Mon	09/11/06	203.10000	1.23545	149	19.4896		x	4.5156	-7.91	x		42.8828	23.72
Tue	09/12/06	203.12000	1.23557	150	19.6223		x	4.3829	-8.03	x		43.0155	23.84
Wed	09/13/06	203.14000	1.23569	151	19.7550		x	4.2502	-8.15	x		43.1482	23.96
Thu	09/14/06	203.16000	1.23582	152	19.8879		x	4.1173	-8.28	x		43.2811	24.09
Fri	09/15/06	203.18000	1.23594	153	20.0207		x	3.9845	-8.40	x		43.4139	24.21
Mon	09/18/06	203.24000	1.23630	156	20.4192		x	3.5860	-8.76	x		43.8124	24.57
Tue	09/19/06	203.26000	1.23642	157	20.5521		x	3.4531	-8.88	x		43.9453	24.69
Wed	09/20/06	203.28000	1.23655	158	20.6852		x	3.3200	-9.01	x		44.0784	24.82
Thu	09/21/06	203.30000	1.23667	159	20.8181		x	3.1871	-9.13	x		44.2113	24.94
Fri	09/22/06	203.32000	1.23679	160	20.9511		x	3.0541	-9.25	x		44.3443	25.06
Mon	09/25/06	203.38000	1.23715	163	21.3501		x	2.6551	-9.61	x		44.7433	25.42
Tue	09/26/06	203.40000	1.23728	164	21.4834		x	2.5218	-9.74	x		44.8766	25.55
Wed	09/27/06	203.42000	1.23740	165	21.6165		x	2.3887	-9.86	x		45.0097	25.67
Thu	09/28/06	203.44000	1.23752	166	21.7496		x	2.2556	-9.98	x		45.1428	25.79
Fri	09/29/06	203.46000	1.23764	167	21.8827		x	2.1225	-10.10	x		45.2759	25.91
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	10/02/06	203.51290	1.23796	170	22.2816		x	1.7236	-10.42	x		45.6748	26.23
Tue	10/03/06	203.52581	1.23804	171	22.4141		x	1.5911	-10.50	x		45.8073	26.31
Wed	10/04/06	203.53871	1.23812	172	22.5466		x	1.4586	-10.58	x		45.9398	26.39
Thu	10/05/06	203.55161	1.23820	173	22.6792		x	1.3260	-10.66	x		46.0724	26.47
Fri	10/06/06	203.56452	1.23828	174	22.8118		x	1.1934	-10.74	x		46.2050	26.55
Mon	10/09/06	203.60323	1.23851	177	23.2094		x	0.7958	-10.97	x		46.6026	26.78
Tue	10/10/06	203.61613	1.23859	178	23.3420		x	0.6632	-11.05	x		46.7352	26.86
Wed	10/11/06	203.62903	1.23867	179	23.4747		x	0.5305	-11.13	x		46.8679	26.94
Thu	10/12/06	203.64194	1.23875	180	23.6073		x	0.3979	-11.21	x		47.0005	27.02
Fri	10/13/06	203.65484	1.23883	181	23.7400		x	0.2652	-11.29	x		47.1332	27.10
Sun	10/15/06	203.68065	1.23898	0	0.0000			0.0000	-11.44	x	x	47.3984	27.25
Mon	10/16/06	203.69355	1.23906	1	0.1319			-0.1319	-11.52	x	x	47.5303	27.33
Tue	10/17/06	203.70645	1.23914	2	0.2638			-0.2638	-11.60	x	x	47.6622	27.41
Wed	10/18/06	203.71935	1.23922	3	0.3958			-0.3958	-11.68	x	x	47.7942	27.49
Thu	10/19/06	203.73226	1.23930	4	0.5277			-0.5277	-11.76	x	x	47.9261	27.57
Fri	10/20/06	203.74516	1.23938	5	0.6597			-0.6597	-11.84	x	x	48.0581	27.65
Mon	10/23/06	203.78387	1.23961	8	1.0557			-1.0557	-12.07	x	x	48.4541	27.88
Tue	10/24/06	203.79677	1.23969	9	1.1878			-1.1878	-12.15	x	x	48.5862	27.96
Wed	10/25/06	203.80968	1.23977	10	1.3198			-1.3198	-12.23	x	x	48.7182	28.04
Thu	10/26/06	203.82258	1.23985	11	1.4519			-1.4519	-12.31	x	x	48.8503	28.12
Fri	10/27/06	203.83548	1.23993	12	1.5840			-1.5840	-12.39	x	x	48.9824	28.20
Mon	10/30/06	203.87419	1.24016	15	1.9803			-1.9803	-12.62	x	x	49.3787	28.43
Tue	10/31/06	203.88710	1.24024	16	2.1125			-2.1125	-12.70	x	x	49.5109	28.51
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Wed	11/01/06	203.90000	1.24032	17	2.2447			-2.2447	-12.78	x	x	49.6431	28.59
Thu	11/02/06	203.86667	1.24012	18	2.3763			-2.3763	-12.58	x	x	49.7747	28.39
Fri	11/03/06	203.83333	1.23991	19	2.5079			-2.5079	-12.37	x	x	49.9063	28.18
Mon	11/06/06	203.73333	1.23930	22	2.9025			-2.9025	-11.76	x	x	50.3009	27.57
Tue	11/07/06	203.70000	1.23910	23	3.0339			-3.0339	-11.56	x	x	50.4323	27.37
Wed	11/08/06	203.66667	1.23890	24	3.1653			-3.1653	-11.36	x	x	50.5637	27.17
Thu	11/09/06	203.63333	1.23870	25	3.2967			-3.2967	-11.16	x	x	50.6951	26.97
Fri	11/10/06	203.60000	1.23849	26	3.4280			-3.4280	-10.95	x	x	50.8264	26.76
Mon	11/13/06	203.50000	1.23788	29	3.8216			-3.8216	-10.34	x	x	51.2200	26.15
Tue	11/14/06	203.46667	1.23768	30	3.9528			-3.9528	-10.14	x	x	51.3512	25.95
Wed	11/15/06	203.43333	1.23748	31	4.0839			-4.0839	-9.94	x	x	51.4823	25.75
Thu	11/16/06	203.40000	1.23728	32	4.2149			-4.2149	-9.74	x	x	51.6133	25.55
Fri	11/17/06	203.36667	1.23707	33	4.3459			-4.3459	-9.53	x	x	51.7443	25.34
Mon	11/20/06	203.26667	1.23647	36	4.7387			-4.7387	-8.93	x	x	52.1371	24.74
Tue	11/21/06	203.23333	1.23626	37	4.8695			-4.8695	-8.72	x	x	52.2679	24.53
Wed	11/22/06	203.20000	1.23606	38	5.0003			-5.0003	-8.52	x	x	52.3987	24.33
Thu	11/23/06	203.16667	1.23586	39	5.1310			-5.1310	-8.32	x	x	52.5294	24.13
Fri	11/24/06	203.13333	1.23565	40	5.2617			-5.2617	-8.11	x	x	52.6601	23.92
Mon	11/27/06	203.03333	1.23505	43	5.6536			-5.6536	-7.51	x	x	53.0520	23.32
Tue	11/28/06	203.00000	1.23484	44	5.7841			-5.7841	-7.30	x	x	53.1825	23.11
Wed	11/29/06	202.96667	1.23464	45	5.9146			-5.9146	-7.10	x	x	53.3130	22.91
Thu	11/30/06	202.93333	1.23444	46	6.0450			-6.0450	-6.90	x	x	53.4434	22.71
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Fri	12/01/06	202.90000	1.23423	47	6.1754			-6.1754	-6.69	x	x	53.5738	22.50
Mon	12/04/06	202.79355	1.23359	50	6.5662			-6.5662	-6.05	x	x	53.9646	21.86
Tue	12/05/06	202.75806	1.23337	51	6.6963			-6.6963	-5.83	x	x	54.0947	21.64
Wed	12/06/06	202.72258	1.23316	52	6.8264			-6.8264	-5.62	x	x	54.2248	21.43
Thu	12/07/06	202.68710	1.23294	53	6.9565			-6.9565	-5.40	x	x	54.3549	21.21
Fri	12/08/06	202.65161	1.23272	54	7.0864			-7.0864	-5.18	x	x	54.4848	20.99
Mon	12/11/06	202.54516	1.23208	57	7.4763			-7.4763	-4.54	x	x	54.8747	20.35
Tue	12/12/06	202.50968	1.23186	58	7.6061			-7.6061	-4.32	x	x	55.0045	20.13
Wed	12/13/06	202.47419	1.23164	59	7.7358			-7.7358	-4.10	x	x	55.1342	19.91
Thu	12/14/06	202.43871	1.23143	60	7.8656			-7.8656	-3.89	x	x	55.2640	19.70
Fri	12/15/06	202.40323	1.23121	61	7.9953			-7.9953	-3.67	x	x	55.3937	19.48
Mon	12/18/06	202.29677	1.23057	64	8.3841			-8.3841	-3.03	x	x	55.7825	18.84
Tue	12/19/06	202.26129	1.23035	65	8.5136			-8.5136	-2.81	x	x	55.9120	18.62
Wed	12/20/06	202.22581	1.23013	66	8.6430			-8.6430	-2.59	x	x	56.0414	18.40
Thu	12/21/06	202.19032	1.22992	67	8.7725			-8.7725	-2.38	x	x	56.1709	18.19
Fri	12/22/06	202.15484	1.22970	68	8.9018			-8.9018	-2.16	x	x	56.3002	17.97
Mon	12/25/06	202.04839	1.22905	71	9.2896			-9.2896	-1.51	x	x	56.6880	17.32
Tue	12/26/06	202.01290	1.22884	72	9.4189			-9.4189	-1.30	x	x	56.8173	17.11
Wed	12/27/06	201.97742	1.22862	73	9.5480			-9.5480	-1.08	x	x	56.9464	16.89
Thu	12/28/06	201.94194	1.22841	74	9.6771			-9.6771	-0.87	x	x	57.0755	16.68
Fri	12/29/06	201.90645	1.22819	75	9.8061			-9.8061	-0.65	x	x	57.2045	16.46
Mon	01/01/07	201.80000	1.22754

Generated 03/09/11 23:47