4.25% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2010

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

CUSIP Number	9128275W8	Interest 01/15/06 (184 days)	$25.0684
Dated Date	January 15, 2000	Interest 07/15/06 (181 days)	$25.5072
Ref CPI on Dated Date	168.24516	Interest Total	$50.5756
Original Issue Date	January 18, 2000	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	1.18399	170	23.2455	x	x	27.3301	15.45			23.2455	0.00
Mon	01/02/06	199.14839	1.18368	171	23.3761	x	x	27.1995	15.76			23.3761	-0.31
Tue	01/03/06	199.09677	1.18337	172	23.5066	x	x	27.0690	16.07			23.5066	-0.62
Wed	01/04/06	199.04516	1.18307	173	23.6373	x	x	26.9383	16.37			23.6373	-0.92
Thu	01/05/06	198.99355	1.18276	174	23.7677	x	x	26.8079	16.68			23.7677	-1.23
Fri	01/06/06	198.94194	1.18245	175	23.8980	x	x	26.6776	16.99			23.8980	-1.54
Mon	01/09/06	198.78710	1.18153	178	24.2888	x	x	26.2868	17.91			24.2888	-2.46
Tue	01/10/06	198.73548	1.18123	179	24.4190	x	x	26.1566	18.21			24.4190	-2.76
Wed	01/11/06	198.68387	1.18092	180	24.5490	x	x	26.0266	18.52			24.5490	-3.07
Thu	01/12/06	198.63226	1.18061	181	24.6789	x	x	25.8967	18.83			24.6789	-3.38
Fri	01/13/06	198.58065	1.18031	182	24.8090	x	x	25.7666	19.13			24.8090	-3.68
Sun	01/15/06	198.47742	1.17969	0	0.0000		x	25.5072	19.75	x		25.0684	-4.30
Mon	01/16/06	198.42581	1.17938	1	0.1385		x	25.3687	20.06	x		25.2069	-4.61
Tue	01/17/06	198.37419	1.17908	2	0.2769		x	25.2303	20.36	x		25.3453	-4.91
Wed	01/18/06	198.32258	1.17877	3	0.4152		x	25.0920	20.67	x		25.4836	-5.22
Thu	01/19/06	198.27097	1.17846	4	0.5534		x	24.9538	20.98	x		25.6218	-5.53
Fri	01/20/06	198.21935	1.17816	5	0.6916		x	24.8156	21.28	x		25.7600	-5.83
Mon	01/23/06	198.06452	1.17724	8	1.1057		x	24.4015	22.20	x		26.1741	-6.75
Tue	01/24/06	198.01290	1.17693	9	1.2436		x	24.2636	22.51	x		26.3120	-7.06
Wed	01/25/06	197.96129	1.17662	10	1.3814		x	24.1258	22.82	x		26.4498	-7.37
Thu	01/26/06	197.90968	1.17632	11	1.5191		x	23.9881	23.12	x		26.5875	-7.67
Fri	01/27/06	197.85806	1.17601	12	1.6568		x	23.8504	23.43	x		26.7252	-7.98
Mon	01/30/06	197.70323	1.17509	15	2.0694		x	23.4378	24.35	x		27.1378	-8.90
Tue	01/31/06	197.65161	1.17478	16	2.2068		x	23.3004	24.66	x		27.2752	-9.21
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	02/01/06	197.60000	1.17448	17	2.3441		x	23.1631	24.96	x		27.4125	-9.51
Thu	02/02/06	197.57143	1.17431	18	2.4816		x	23.0256	25.13	x		27.5500	-9.68
Fri	02/03/06	197.54286	1.17414	19	2.6191		x	22.8881	25.30	x		27.6875	-9.85
Mon	02/06/06	197.45714	1.17363	22	3.0313		x	22.4759	25.81	x		28.0997	-10.36
Tue	02/07/06	197.42857	1.17346	23	3.1687		x	22.3385	25.98	x		28.2371	-10.53
Wed	02/08/06	197.40000	1.17329	24	3.3060		x	22.2012	26.15	x		28.3744	-10.70
Thu	02/09/06	197.37143	1.17312	25	3.4432		x	22.0640	26.32	x		28.5116	-10.87
Fri	02/10/06	197.34286	1.17295	26	3.5804		x	21.9268	26.49	x		28.6488	-11.04
Mon	02/13/06	197.25714	1.17244	29	3.9918		x	21.5154	27.00	x		29.0602	-11.55
Tue	02/14/06	197.22857	1.17227	30	4.1289		x	21.3783	27.17	x		29.1973	-11.72
Wed	02/15/06	197.20000	1.17210	31	4.2659		x	21.2413	27.34	x		29.3343	-11.89
Thu	02/16/06	197.17143	1.17193	32	4.4028		x	21.1044	27.51	x		29.4712	-12.06
Fri	02/17/06	197.14286	1.17176	33	4.5398		x	20.9674	27.68	x		29.6082	-12.23
Mon	02/20/06	197.05714	1.17125	36	4.9503		x	20.5569	28.19	x		30.0187	-12.74
Tue	02/21/06	197.02857	1.17108	37	5.0871		x	20.4201	28.36	x		30.1555	-12.91
Wed	02/22/06	197.00000	1.17091	38	5.2238		x	20.2834	28.53	x		30.2922	-13.08
Thu	02/23/06	196.97143	1.17074	39	5.3605		x	20.1467	28.70	x		30.4289	-13.25
Fri	02/24/06	196.94286	1.17057	40	5.4972		x	20.0100	28.87	x		30.5656	-13.42
Mon	02/27/06	196.85714	1.17006	43	5.9069		x	19.6003	29.38	x		30.9753	-13.93
Tue	02/28/06	196.82857	1.16989	44	6.0434		x	19.4638	29.55	x		31.1118	-14.10
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	1.16972	45	6.1798		x	19.3274	29.72	x		31.2482	-14.27
Thu	03/02/06	196.84839	1.17001	46	6.3187		x	19.1885	29.43	x		31.3871	-13.98
Fri	03/03/06	196.89677	1.17030	47	6.4577		x	19.0495	29.14	x		31.5261	-13.69
Mon	03/06/06	197.04194	1.17116	50	6.8749		x	18.6323	28.28	x		31.9433	-12.83
Tue	03/07/06	197.09032	1.17145	51	7.0141		x	18.4931	27.99	x		32.0825	-12.54
Wed	03/08/06	197.13871	1.17173	52	7.1534		x	18.3538	27.71	x		32.2218	-12.26
Thu	03/09/06	197.18710	1.17202	53	7.2927		x	18.2145	27.42	x		32.3611	-11.97
Fri	03/10/06	197.23548	1.17231	54	7.4322		x	18.0750	27.13	x		32.5006	-11.68
Mon	03/13/06	197.38065	1.17317	57	7.8508		x	17.6564	26.27	x		32.9192	-10.82
Tue	03/14/06	197.42903	1.17346	58	7.9905		x	17.5167	25.98	x		33.0589	-10.53
Wed	03/15/06	197.47742	1.17375	59	8.1303		x	17.3769	25.69	x		33.1987	-10.24
Thu	03/16/06	197.52581	1.17404	60	8.2702		x	17.2370	25.40	x		33.3386	-9.95
Fri	03/17/06	197.57419	1.17432	61	8.4100		x	17.0972	25.12	x		33.4784	-9.67
Mon	03/20/06	197.71935	1.17519	64	8.8302		x	16.6770	24.25	x		33.8986	-8.80
Tue	03/21/06	197.76774	1.17547	65	8.9703		x	16.5369	23.97	x		34.0387	-8.52
Wed	03/22/06	197.81613	1.17576	66	9.1105		x	16.3967	23.68	x		34.1789	-8.23
Thu	03/23/06	197.86452	1.17605	67	9.2508		x	16.2564	23.39	x		34.3192	-7.94
Fri	03/24/06	197.91290	1.17634	68	9.3912		x	16.1160	23.10	x		34.4596	-7.65
Mon	03/27/06	198.05806	1.17720	71	9.8127		x	15.6945	22.24	x		34.8811	-6.79
Tue	03/28/06	198.10645	1.17749	72	9.9534		x	15.5538	21.95	x		35.0218	-6.50
Wed	03/29/06	198.15484	1.17777	73	10.0940		x	15.4132	21.67	x		35.1624	-6.22
Thu	03/30/06	198.20323	1.17806	74	10.2348		x	15.2724	21.38	x		35.3032	-5.93
Fri	03/31/06	198.25161	1.17835	75	10.3757		x	15.1315	21.09	x		35.4441	-5.64
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	1.17880	78	10.7948		x	14.7124	20.64	x		35.8632	-5.19
Tue	04/04/06	198.34000	1.17887	79	10.9339		x	14.5733	20.57	x		36.0023	-5.12
Wed	04/05/06	198.35333	1.17895	80	11.0730		x	14.4342	20.49	x		36.1414	-5.04
Thu	04/06/06	198.36667	1.17903	81	11.2122		x	14.2950	20.41	x		36.2806	-4.96
Fri	04/07/06	198.38000	1.17911	82	11.3514		x	14.1558	20.33	x		36.4198	-4.88
Mon	04/10/06	198.42000	1.17935	85	11.7691		x	13.7381	20.09	x		36.8375	-4.64
Tue	04/11/06	198.43333	1.17943	86	11.9083		x	13.5989	20.01	x		36.9767	-4.56
Wed	04/12/06	198.44667	1.17951	87	12.0476		x	13.4596	19.93	x		37.1160	-4.48
Thu	04/13/06	198.46000	1.17959	88	12.1869		x	13.3203	19.85	x		37.2553	-4.40
Fri	04/14/06	198.47333	1.17967	89	12.3262		x	13.1810	19.77	x		37.3946	-4.32
Mon	04/17/06	198.51333	1.17991	92	12.7443		x	12.7629	19.53	x		37.8127	-4.08
Tue	04/18/06	198.52667	1.17998	93	12.8836		x	12.6236	19.46	x		37.9520	-4.01
Wed	04/19/06	198.54000	1.18006	94	13.0230		x	12.4842	19.38	x		38.0914	-3.93
Thu	04/20/06	198.55333	1.18014	95	13.1625		x	12.3447	19.30	x		38.2309	-3.85
Fri	04/21/06	198.56667	1.18022	96	13.3019		x	12.2053	19.22	x		38.3703	-3.77
Mon	04/24/06	198.60667	1.18046	99	13.7204		x	11.7868	18.98	x		38.7888	-3.53
Tue	04/25/06	198.62000	1.18054	100	13.8599		x	11.6473	18.90	x		38.9283	-3.45
Wed	04/26/06	198.63333	1.18062	101	13.9995		x	11.5077	18.82	x		39.0679	-3.37
Thu	04/27/06	198.64667	1.18070	102	14.1390		x	11.3682	18.74	x		39.2074	-3.29
Fri	04/28/06	198.66000	1.18078	103	14.2786		x	11.2286	18.66	x		39.3470	-3.21
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	05/01/06	198.70000	1.18101	106	14.6974		x	10.8098	18.43	x		39.7658	-2.98
Tue	05/02/06	198.73548	1.18123	107	14.8388		x	10.6684	18.21	x		39.9072	-2.76
Wed	05/03/06	198.77097	1.18144	108	14.9801		x	10.5271	18.00	x		40.0485	-2.55
Thu	05/04/06	198.80645	1.18165	109	15.1215		x	10.3857	17.79	x		40.1899	-2.34
Fri	05/05/06	198.84194	1.18186	110	15.2630		x	10.2442	17.58	x		40.3314	-2.13
Mon	05/08/06	198.94839	1.18249	113	15.6876		x	9.8196	16.95	x		40.7560	-1.50
Tue	05/09/06	198.98387	1.18270	114	15.8292		x	9.6780	16.74	x		40.8976	-1.29
Wed	05/10/06	199.01935	1.18291	115	15.9709		x	9.5363	16.53	x		41.0393	-1.08
Thu	05/11/06	199.05484	1.18312	116	16.1127		x	9.3945	16.32	x		41.1811	-0.87
Fri	05/12/06	199.09032	1.18333	117	16.2544		x	9.2528	16.11	x		41.3228	-0.66
Mon	05/15/06	199.19677	1.18397	120	16.6802		x	8.8270	15.47	x		41.7486	-0.02
Tue	05/16/06	199.23226	1.18418	121	16.8222		x	8.6850	15.26	x		41.8906	0.19
Wed	05/17/06	199.26774	1.18439	122	16.9643		x	8.5429	15.05	x		42.0327	0.40
Thu	05/18/06	199.30323	1.18460	123	17.1063		x	8.4009	14.84	x		42.1747	0.61
Fri	05/19/06	199.33871	1.18481	124	17.2485		x	8.2587	14.63	x		42.3169	0.82
Mon	05/22/06	199.44516	1.18544	127	17.6752		x	7.8320	14.00	x		42.7436	1.45
Tue	05/23/06	199.48065	1.18565	128	17.8175		x	7.6897	13.79	x		42.8859	1.66
Wed	05/24/06	199.51613	1.18587	129	17.9600		x	7.5472	13.57	x		43.0284	1.88
Thu	05/25/06	199.55161	1.18608	130	18.1025		x	7.4047	13.36	x		43.1709	2.09
Fri	05/26/06	199.58710	1.18629	131	18.2449		x	7.2623	13.15	x		43.3133	2.30
Mon	05/29/06	199.69355	1.18692	134	18.6727		x	6.8345	12.52	x		43.7411	2.93
Tue	05/30/06	199.72903	1.18713	135	18.8154		x	6.6918	12.31	x		43.8838	3.14
Wed	05/31/06	199.76452	1.18734	136	18.9581		x	6.5491	12.10	x		44.0265	3.35
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	06/01/06	199.80000	1.18755	137	19.1009		x	6.4063	11.89	x		44.1693	3.56
Fri	06/02/06	199.85667	1.18789	138	19.2458		x	6.2614	11.55	x		44.3142	3.90
Mon	06/05/06	200.02667	1.18890	141	19.6809		x	5.8263	10.54	x		44.7493	4.91
Tue	06/06/06	200.08333	1.18924	142	19.8261		x	5.6811	10.20	x		44.8945	5.25
Wed	06/07/06	200.14000	1.18957	143	19.9713		x	5.5359	9.87	x		45.0397	5.58
Thu	06/08/06	200.19667	1.18991	144	20.1167		x	5.3905	9.53	x		45.1851	5.92
Fri	06/09/06	200.25333	1.19025	145	20.2622		x	5.2450	9.19	x		45.3306	6.26
Mon	06/12/06	200.42333	1.19126	148	20.6990		x	4.8082	8.18	x		45.7674	7.27
Tue	06/13/06	200.48000	1.19159	149	20.8446		x	4.6626	7.85	x		45.9130	7.60
Wed	06/14/06	200.53667	1.19193	150	20.9905		x	4.5167	7.51	x		46.0589	7.94
Thu	06/15/06	200.59333	1.19227	151	21.1364		x	4.3708	7.17	x		46.2048	8.28
Fri	06/16/06	200.65000	1.19260	152	21.2823		x	4.2249	6.84	x		46.3507	8.61
Mon	06/19/06	200.82000	1.19362	155	21.7209		x	3.7863	5.82	x		46.7893	9.63
Tue	06/20/06	200.87667	1.19395	156	21.8671		x	3.6401	5.49	x		46.9355	9.96
Wed	06/21/06	200.93333	1.19429	157	22.0135		x	3.4937	5.15	x		47.0819	10.30
Thu	06/22/06	200.99000	1.19463	158	22.1601		x	3.3471	4.81	x		47.2285	10.64
Fri	06/23/06	201.04667	1.19496	159	22.3065		x	3.2007	4.48	x		47.3749	10.97
Mon	06/26/06	201.21667	1.19597	162	22.7466		x	2.7606	3.47	x		47.8150	11.98
Tue	06/27/06	201.27333	1.19631	163	22.8935		x	2.6137	3.13	x		47.9619	12.32
Wed	06/28/06	201.33000	1.19665	164	23.0405		x	2.4667	2.79	x		48.1089	12.66
Thu	06/29/06	201.38667	1.19698	165	23.1874		x	2.3198	2.46	x		48.2558	12.99
Fri	06/30/06	201.44333	1.19732	166	23.3345		x	2.1727	2.12	x		48.4029	13.33
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	1.19804	169	23.7705		x	1.7367	1.40	x		48.8389	14.05
Tue	07/04/06	201.59677	1.19823	170	23.9149		x	1.5923	1.21	x		48.9833	14.24
Wed	07/05/06	201.62903	1.19842	171	24.0594		x	1.4478	1.02	x		49.1278	14.43
Thu	07/06/06	201.66129	1.19862	172	24.2042		x	1.3030	0.82	x		49.2726	14.63
Fri	07/07/06	201.69355	1.19881	173	24.3488		x	1.1584	0.63	x		49.4172	14.82
Mon	07/10/06	201.79032	1.19938	176	24.7828		x	0.7244	0.06	x		49.8512	15.39
Tue	07/11/06	201.82258	1.19957	177	24.9275		x	0.5797	-0.13	x		49.9959	15.58
Wed	07/12/06	201.85484	1.19977	178	25.0725		x	0.4347	-0.33	x		50.1409	15.78
Thu	07/13/06	201.88710	1.19996	179	25.2174		x	0.2898	-0.52	x		50.2858	15.97
Fri	07/14/06	201.91935	1.20015	180	25.3623		x	0.1449	-0.71	x		50.4307	16.16
Sat	07/15/06	201.95161	1.20034	0	0.0000			0.0000	-0.90	x	x	50.5756	16.35
Mon	07/17/06	202.01613	1.20072	2	0.2773			-0.2773	-1.28	x	x	50.8529	16.73
Tue	07/18/06	202.04839	1.20092	3	0.4161			-0.4161	-1.48	x	x	50.9917	16.93
Wed	07/19/06	202.08065	1.20111	4	0.5549			-0.5549	-1.67	x	x	51.1305	17.12
Thu	07/20/06	202.11290	1.20130	5	0.6937			-0.6937	-1.86	x	x	51.2693	17.31
Fri	07/21/06	202.14516	1.20149	6	0.8326			-0.8326	-2.05	x	x	51.4082	17.50
Mon	07/24/06	202.24194	1.20207	9	1.2494			-1.2494	-2.63	x	x	51.8250	18.08
Tue	07/25/06	202.27419	1.20226	10	1.3885			-1.3885	-2.82	x	x	51.9641	18.27
Wed	07/26/06	202.30645	1.20245	11	1.5276			-1.5276	-3.01	x	x	52.1032	18.46
Thu	07/27/06	202.33871	1.20264	12	1.6667			-1.6667	-3.20	x	x	52.2423	18.65
Fri	07/28/06	202.37097	1.20283	13	1.8059			-1.8059	-3.39	x	x	52.3815	18.84
Mon	07/31/06	202.46774	1.20341	16	2.2237			-2.2237	-3.97	x	x	52.7993	19.42
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	1.20360	17	2.3630			-2.3630	-4.16	x	x	52.9386	19.61
Wed	08/02/06	202.51290	1.20368	18	2.5022			-2.5022	-4.24	x	x	53.0778	19.69
Thu	08/03/06	202.52581	1.20375	19	2.6414			-2.6414	-4.31	x	x	53.2170	19.76
Fri	08/04/06	202.53871	1.20383	20	2.7806			-2.7806	-4.39	x	x	53.3562	19.84
Mon	08/07/06	202.57742	1.20406	23	3.1983			-3.1983	-4.62	x	x	53.7739	20.07
Tue	08/08/06	202.59032	1.20414	24	3.3376			-3.3376	-4.70	x	x	53.9132	20.15
Wed	08/09/06	202.60323	1.20421	25	3.4768			-3.4768	-4.77	x	x	54.0524	20.22
Thu	08/10/06	202.61613	1.20429	26	3.6161			-3.6161	-4.85	x	x	54.1917	20.30
Fri	08/11/06	202.62903	1.20437	27	3.7555			-3.7555	-4.93	x	x	54.3311	20.38
Mon	08/14/06	202.66774	1.20460	30	4.1735			-4.1735	-5.16	x	x	54.7491	20.61
Tue	08/15/06	202.68065	1.20467	31	4.3129			-4.3129	-5.23	x	x	54.8885	20.68
Wed	08/16/06	202.69355	1.20475	32	4.4523			-4.4523	-5.31	x	x	55.0279	20.76
Thu	08/17/06	202.70645	1.20483	33	4.5918			-4.5918	-5.39	x	x	55.1674	20.84
Fri	08/18/06	202.71935	1.20490	34	4.7312			-4.7312	-5.46	x	x	55.3068	20.91
Mon	08/21/06	202.75806	1.20513	37	5.1496			-5.1496	-5.69	x	x	55.7252	21.14
Tue	08/22/06	202.77097	1.20521	38	5.2892			-5.2892	-5.77	x	x	55.8648	21.22
Wed	08/23/06	202.78387	1.20529	39	5.4287			-5.4287	-5.85	x	x	56.0043	21.30
Thu	08/24/06	202.79677	1.20536	40	5.5682			-5.5682	-5.92	x	x	56.1438	21.37
Fri	08/25/06	202.80968	1.20544	41	5.7078			-5.7078	-6.00	x	x	56.2834	21.45
Mon	08/28/06	202.84839	1.20567	44	6.1266			-6.1266	-6.23	x	x	56.7022	21.68
Tue	08/29/06	202.86129	1.20575	45	6.2663			-6.2663	-6.31	x	x	56.8419	21.76
Wed	08/30/06	202.87419	1.20582	46	6.4059			-6.4059	-6.38	x	x	56.9815	21.83
Thu	08/31/06	202.88710	1.20590	47	6.5456			-6.5456	-6.46	x	x	57.1212	21.91
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	1.20598	48	6.6853			-6.6853	-6.54	x	x	57.2609	21.99
Mon	09/04/06	202.96000	1.20633	51	7.1052			-7.1052	-6.89	x	x	57.6808	22.34
Tue	09/05/06	202.98000	1.20645	52	7.2453			-7.2453	-7.01	x	x	57.8209	22.46
Wed	09/06/06	203.00000	1.20657	53	7.3853			-7.3853	-7.13	x	x	57.9609	22.58
Thu	09/07/06	203.02000	1.20669	54	7.5254			-7.5254	-7.25	x	x	58.1010	22.70
Fri	09/08/06	203.04000	1.20681	55	7.6655			-7.6655	-7.37	x	x	58.2411	22.82
Mon	09/11/06	203.10000	1.20717	58	8.0861			-8.0861	-7.73	x	x	58.6617	23.18
Tue	09/12/06	203.12000	1.20729	59	8.2263			-8.2263	-7.85	x	x	58.8019	23.30
Wed	09/13/06	203.14000	1.20740	60	8.3665			-8.3665	-7.96	x	x	58.9421	23.41
Thu	09/14/06	203.16000	1.20752	61	8.5068			-8.5068	-8.08	x	x	59.0824	23.53
Fri	09/15/06	203.18000	1.20764	62	8.6471			-8.6471	-8.20	x	x	59.2227	23.65
Mon	09/18/06	203.24000	1.20800	65	9.0682			-9.0682	-8.56	x	x	59.6438	24.01
Tue	09/19/06	203.26000	1.20812	66	9.2086			-9.2086	-8.68	x	x	59.7842	24.13
Wed	09/20/06	203.28000	1.20824	67	9.3491			-9.3491	-8.80	x	x	59.9247	24.25
Thu	09/21/06	203.30000	1.20836	68	9.4896			-9.4896	-8.92	x	x	60.0652	24.37
Fri	09/22/06	203.32000	1.20847	69	9.6300			-9.6300	-9.03	x	x	60.2056	24.48
Mon	09/25/06	203.38000	1.20883	72	10.0517			-10.0517	-9.39	x	x	60.6273	24.84
Tue	09/26/06	203.40000	1.20895	73	10.1923			-10.1923	-9.51	x	x	60.7679	24.96
Wed	09/27/06	203.42000	1.20907	74	10.3329			-10.3329	-9.63	x	x	60.9085	25.08
Thu	09/28/06	203.44000	1.20919	75	10.4736			-10.4736	-9.75	x	x	61.0492	25.20
Fri	09/29/06	203.46000	1.20931	76	10.6143			-10.6143	-9.87	x	x	61.1899	25.32
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	1.20962	79	11.0361			-11.0361	-10.18	x	x	61.6117	25.63
Tue	10/03/06	203.52581	1.20970	80	11.1766			-11.1766	-10.26	x	x	61.7522	25.71
Wed	10/04/06	203.53871	1.20977	81	11.3169			-11.3169	-10.33	x	x	61.8925	25.78
Thu	10/05/06	203.55161	1.20985	82	11.4574			-11.4574	-10.41	x	x	62.0330	25.86
Fri	10/06/06	203.56452	1.20993	83	11.5979			-11.5979	-10.49	x	x	62.1735	25.94
Mon	10/09/06	203.60323	1.21016	86	12.0194			-12.0194	-10.72	x	x	62.5950	26.17
Tue	10/10/06	203.61613	1.21023	87	12.1599			-12.1599	-10.79	x	x	62.7355	26.24
Wed	10/11/06	203.62903	1.21031	88	12.3004			-12.3004	-10.87	x	x	62.8760	26.32
Thu	10/12/06	203.64194	1.21039	89	12.4410			-12.4410	-10.95	x	x	63.0166	26.40
Fri	10/13/06	203.65484	1.21046	90	12.5815			-12.5815	-11.02	x	x	63.1571	26.47
Mon	10/16/06	203.69355	1.21069	93	13.0034			-13.0034	-11.25	x	x	63.5790	26.70
Tue	10/17/06	203.70645	1.21077	94	13.1441			-13.1441	-11.33	x	x	63.7197	26.78
Wed	10/18/06	203.71935	1.21085	95	13.2848			-13.2848	-11.41	x	x	63.8604	26.86
Thu	10/19/06	203.73226	1.21092	96	13.4254			-13.4254	-11.48	x	x	64.0010	26.93
Fri	10/20/06	203.74516	1.21100	97	13.5662			-13.5662	-11.56	x	x	64.1418	27.01
Mon	10/23/06	203.78387	1.21123	100	13.9884			-13.9884	-11.79	x	x	64.5640	27.24
Tue	10/24/06	203.79677	1.21131	101	14.1292			-14.1292	-11.87	x	x	64.7048	27.32
Wed	10/25/06	203.80968	1.21139	102	14.2700			-14.2700	-11.95	x	x	64.8456	27.40
Thu	10/26/06	203.82258	1.21146	103	14.4108			-14.4108	-12.02	x	x	64.9864	27.47
Fri	10/27/06	203.83548	1.21154	104	14.5516			-14.5516	-12.10	x	x	65.1272	27.55
Mon	10/30/06	203.87419	1.21177	107	14.9743			-14.9743	-12.33	x	x	65.5499	27.78
Tue	10/31/06	203.88710	1.21185	108	15.1152			-15.1152	-12.41	x	x	65.6908	27.86
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	1.21192	109	15.2560			-15.2560	-12.48	x	x	65.8316	27.93
Thu	11/02/06	203.86667	1.21172	110	15.3935			-15.3935	-12.28	x	x	65.9691	27.73
Fri	11/03/06	203.83333	1.21153	111	15.5310			-15.5310	-12.09	x	x	66.1066	27.54
Mon	11/06/06	203.73333	1.21093	114	15.9428			-15.9428	-11.49	x	x	66.5184	26.94
Tue	11/07/06	203.70000	1.21073	115	16.0800			-16.0800	-11.29	x	x	66.6556	26.74
Wed	11/08/06	203.66667	1.21054	116	16.2173			-16.2173	-11.10	x	x	66.7929	26.55
Thu	11/09/06	203.63333	1.21034	117	16.3544			-16.3544	-10.90	x	x	66.9300	26.35
Fri	11/10/06	203.60000	1.21014	118	16.4914			-16.4914	-10.70	x	x	67.0670	26.15
Mon	11/13/06	203.50000	1.20954	121	16.9023			-16.9023	-10.10	x	x	67.4779	25.55
Tue	11/14/06	203.46667	1.20935	122	17.0393			-17.0393	-9.91	x	x	67.6149	25.36
Wed	11/15/06	203.43333	1.20915	123	17.1762			-17.1762	-9.71	x	x	67.7518	25.16
Thu	11/16/06	203.40000	1.20895	124	17.3130			-17.3130	-9.51	x	x	67.8886	24.96
Fri	11/17/06	203.36667	1.20875	125	17.4497			-17.4497	-9.31	x	x	68.0253	24.76
Mon	11/20/06	203.26667	1.20816	128	17.8598			-17.8598	-8.72	x	x	68.4354	24.17
Tue	11/21/06	203.23333	1.20796	129	17.9963			-17.9963	-8.52	x	x	68.5719	23.97
Wed	11/22/06	203.20000	1.20776	130	18.1328			-18.1328	-8.32	x	x	68.7084	23.77
Thu	11/23/06	203.16667	1.20756	131	18.2693			-18.2693	-8.12	x	x	68.8449	23.57
Fri	11/24/06	203.13333	1.20737	132	18.4058			-18.4058	-7.93	x	x	68.9814	23.38
Mon	11/27/06	203.03333	1.20677	135	18.8148			-18.8148	-7.33	x	x	69.3904	22.78
Tue	11/28/06	203.00000	1.20657	136	18.9510			-18.9510	-7.13	x	x	69.5266	22.58
Wed	11/29/06	202.96667	1.20637	137	19.0872			-19.0872	-6.93	x	x	69.6628	22.38
Thu	11/30/06	202.93333	1.20618	138	19.2235			-19.2235	-6.74	x	x	69.7991	22.19
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	1.20598	139	19.3596			-19.3596	-6.54	x	x	69.9352	21.99
Mon	12/04/06	202.79355	1.20535	142	19.7671			-19.7671	-5.91	x	x	70.3427	21.36
Tue	12/05/06	202.75806	1.20513	143	19.9027			-19.9027	-5.69	x	x	70.4783	21.14
Wed	12/06/06	202.72258	1.20492	144	20.0383			-20.0383	-5.48	x	x	70.6139	20.93
Thu	12/07/06	202.68710	1.20471	145	20.1740			-20.1740	-5.27	x	x	70.7496	20.72
Fri	12/08/06	202.65161	1.20450	146	20.3096			-20.3096	-5.06	x	x	70.8852	20.51
Mon	12/11/06	202.54516	1.20387	149	20.7161			-20.7161	-4.43	x	x	71.2917	19.88
Tue	12/12/06	202.50968	1.20366	150	20.8514			-20.8514	-4.22	x	x	71.4270	19.67
Wed	12/13/06	202.47419	1.20345	151	20.9868			-20.9868	-4.01	x	x	71.5624	19.46
Thu	12/14/06	202.43871	1.20324	152	21.1221			-21.1221	-3.80	x	x	71.6977	19.25
Fri	12/15/06	202.40323	1.20303	153	21.2573			-21.2573	-3.59	x	x	71.8329	19.04
Mon	12/18/06	202.29677	1.20239	156	21.6626			-21.6626	-2.95	x	x	72.2382	18.40
Tue	12/19/06	202.26129	1.20218	157	21.7977			-21.7977	-2.74	x	x	72.3733	18.19
Wed	12/20/06	202.22581	1.20197	158	21.9327			-21.9327	-2.53	x	x	72.5083	17.98
Thu	12/21/06	202.19032	1.20176	159	22.0676			-22.0676	-2.32	x	x	72.6432	17.77
Fri	12/22/06	202.15484	1.20155	160	22.2026			-22.2026	-2.11	x	x	72.7782	17.56
Mon	12/25/06	202.04839	1.20092	163	22.6070			-22.6070	-1.48	x	x	73.1826	16.93
Tue	12/26/06	202.01290	1.20071	164	22.7417			-22.7417	-1.27	x	x	73.3173	16.72
Wed	12/27/06	201.97742	1.20049	165	22.8762			-22.8762	-1.05	x	x	73.4518	16.50
Thu	12/28/06	201.94194	1.20028	166	23.0108			-23.0108	-0.84	x	x	73.5864	16.29
Fri	12/29/06	201.90645	1.20007	167	23.1454			-23.1454	-0.63	x	x	73.7210	16.08
Mon	01/01/07	201.80000	1.19944

Generated 03/09/11 23:47