3.5% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2011

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

CUSIP Number	9128276R8	Interest 01/15/06 (184 days)	$19.9567
Dated Date	January 15, 2001	Interest 07/15/06 (181 days)	$20.3060
Ref CPI on Dated Date	174.04516	Interest Total	$40.2627
Original Issue Date	January 16, 2001	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	1.14453	170	18.5053	x	x	21.7574	14.94			18.5053	0.00
Mon	01/02/06	199.14839	1.14423	171	18.6093	x	x	21.6534	15.24			18.6093	-0.30
Tue	01/03/06	199.09677	1.14394	172	18.7134	x	x	21.5493	15.53			18.7134	-0.59
Wed	01/04/06	199.04516	1.14364	173	18.8172	x	x	21.4455	15.83			18.8172	-0.89
Thu	01/05/06	198.99355	1.14334	174	18.9210	x	x	21.3417	16.13			18.9210	-1.19
Fri	01/06/06	198.94194	1.14305	175	19.0249	x	x	21.2378	16.42			19.0249	-1.48
Mon	01/09/06	198.78710	1.14216	178	19.3360	x	x	20.9267	17.31			19.3360	-2.37
Tue	01/10/06	198.73548	1.14186	179	19.4395	x	x	20.8232	17.61			19.4395	-2.67
Wed	01/11/06	198.68387	1.14157	180	19.5432	x	x	20.7195	17.90			19.5432	-2.96
Thu	01/12/06	198.63226	1.14127	181	19.6466	x	x	20.6161	18.20			19.6466	-3.26
Fri	01/13/06	198.58065	1.14097	182	19.7499	x	x	20.5128	18.50			19.7499	-3.56
Sun	01/15/06	198.47742	1.14038	0	0.0000		x	20.3060	19.09	x		19.9567	-4.15
Mon	01/16/06	198.42581	1.14008	1	0.1102		x	20.1958	19.39	x		20.0669	-4.45
Tue	01/17/06	198.37419	1.13979	2	0.2204		x	20.0856	19.68	x		20.1771	-4.74
Wed	01/18/06	198.32258	1.13949	3	0.3305		x	19.9755	19.98	x		20.2872	-5.04
Thu	01/19/06	198.27097	1.13919	4	0.4406		x	19.8654	20.28	x		20.3973	-5.34
Fri	01/20/06	198.21935	1.13890	5	0.5506		x	19.7554	20.57	x		20.5073	-5.63
Mon	01/23/06	198.06452	1.13801	8	0.8802		x	19.4258	21.46	x		20.8369	-6.52
Tue	01/24/06	198.01290	1.13771	9	0.9900		x	19.3160	21.76	x		20.9467	-6.82
Wed	01/25/06	197.96129	1.13741	10	1.0997		x	19.2063	22.06	x		21.0564	-7.12
Thu	01/26/06	197.90968	1.13712	11	1.2094		x	19.0966	22.35	x		21.1661	-7.41
Fri	01/27/06	197.85806	1.13682	12	1.3190		x	18.9870	22.65	x		21.2757	-7.71
Mon	01/30/06	197.70323	1.13593	15	1.6474		x	18.6586	23.54	x		21.6041	-8.60
Tue	01/31/06	197.65161	1.13563	16	1.7568		x	18.5492	23.84	x		21.7135	-8.90
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	1.13534	17	1.8661		x	18.4399	24.13	x		21.8228	-9.19
Thu	02/02/06	197.57143	1.13517	18	1.9756		x	18.3304	24.30	x		21.9323	-9.36
Fri	02/03/06	197.54286	1.13501	19	2.0850		x	18.2210	24.46	x		22.0417	-9.52
Mon	02/06/06	197.45714	1.13452	22	2.4132		x	17.8928	24.95	x		22.3699	-10.01
Tue	02/07/06	197.42857	1.13435	23	2.5225		x	17.7835	25.12	x		22.4792	-10.18
Wed	02/08/06	197.40000	1.13419	24	2.6318		x	17.6742	25.28	x		22.5885	-10.34
Thu	02/09/06	197.37143	1.13402	25	2.7411		x	17.5649	25.45	x		22.6978	-10.51
Fri	02/10/06	197.34286	1.13386	26	2.8503		x	17.4557	25.61	x		22.8070	-10.67
Mon	02/13/06	197.25714	1.13337	29	3.1778		x	17.1282	26.10	x		23.1345	-11.16
Tue	02/14/06	197.22857	1.13320	30	3.2869		x	17.0191	26.27	x		23.2436	-11.33
Wed	02/15/06	197.20000	1.13304	31	3.3960		x	16.9100	26.43	x		23.3527	-11.49
Thu	02/16/06	197.17143	1.13288	32	3.5050		x	16.8010	26.59	x		23.4617	-11.65
Fri	02/17/06	197.14286	1.13271	33	3.6140		x	16.6920	26.76	x		23.5707	-11.82
Mon	02/20/06	197.05714	1.13222	36	3.9409		x	16.3651	27.25	x		23.8976	-12.31
Tue	02/21/06	197.02857	1.13205	37	4.0497		x	16.2563	27.42	x		24.0064	-12.48
Wed	02/22/06	197.00000	1.13189	38	4.1586		x	16.1474	27.58	x		24.1153	-12.64
Thu	02/23/06	196.97143	1.13173	39	4.2674		x	16.0386	27.74	x		24.2241	-12.80
Fri	02/24/06	196.94286	1.13156	40	4.3762		x	15.9298	27.91	x		24.3329	-12.97
Mon	02/27/06	196.85714	1.13107	43	4.7024		x	15.6036	28.40	x		24.6591	-13.46
Tue	02/28/06	196.82857	1.13091	44	4.8111		x	15.4949	28.56	x		24.7678	-13.62
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	1.13074	45	4.9197		x	15.3863	28.73	x		24.8764	-13.79
Thu	03/02/06	196.84839	1.13102	46	5.0302		x	15.2758	28.45	x		24.9869	-13.51
Fri	03/03/06	196.89677	1.13130	47	5.1409		x	15.1651	28.17	x		25.0976	-13.23
Mon	03/06/06	197.04194	1.13213	50	5.4730		x	14.8330	27.34	x		25.4297	-12.40
Tue	03/07/06	197.09032	1.13241	51	5.5838		x	14.7222	27.06	x		25.5405	-12.12
Wed	03/08/06	197.13871	1.13269	52	5.6947		x	14.6113	26.78	x		25.6514	-11.84
Thu	03/09/06	197.18710	1.13297	53	5.8057		x	14.5003	26.50	x		25.7624	-11.56
Fri	03/10/06	197.23548	1.13324	54	5.9166		x	14.3894	26.23	x		25.8733	-11.29
Mon	03/13/06	197.38065	1.13408	57	6.2500		x	14.0560	25.39	x		26.2067	-10.45
Tue	03/14/06	197.42903	1.13436	58	6.3612		x	13.9448	25.11	x		26.3179	-10.17
Wed	03/15/06	197.47742	1.13463	59	6.4724		x	13.8336	24.84	x		26.4291	-9.90
Thu	03/16/06	197.52581	1.13491	60	6.5837		x	13.7223	24.56	x		26.5404	-9.62
Fri	03/17/06	197.57419	1.13519	61	6.6951		x	13.6109	24.28	x		26.6518	-9.34
Mon	03/20/06	197.71935	1.13602	64	7.0295		x	13.2765	23.45	x		26.9862	-8.51
Tue	03/21/06	197.76774	1.13630	65	7.1411		x	13.1649	23.17	x		27.0978	-8.23
Wed	03/22/06	197.81613	1.13658	66	7.2528		x	13.0532	22.89	x		27.2095	-7.95
Thu	03/23/06	197.86452	1.13686	67	7.3645		x	12.9415	22.61	x		27.3212	-7.67
Fri	03/24/06	197.91290	1.13714	68	7.4762		x	12.8298	22.33	x		27.4329	-7.39
Mon	03/27/06	198.05806	1.13797	71	7.8118		x	12.4942	21.50	x		27.7685	-6.56
Tue	03/28/06	198.10645	1.13825	72	7.9237		x	12.3823	21.22	x		27.8804	-6.28
Wed	03/29/06	198.15484	1.13853	73	8.0358		x	12.2702	20.94	x		27.9925	-6.00
Thu	03/30/06	198.20323	1.13880	74	8.1478		x	12.1582	20.67	x		28.1045	-5.73
Fri	03/31/06	198.25161	1.13908	75	8.2599		x	12.0461	20.39	x		28.2166	-5.45
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	04/03/06	198.32667	1.13951	78	8.5935		x	11.7125	19.96	x		28.5502	-5.02
Tue	04/04/06	198.34000	1.13959	79	8.7043		x	11.6017	19.88	x		28.6610	-4.94
Wed	04/05/06	198.35333	1.13967	80	8.8151		x	11.4909	19.80	x		28.7718	-4.86
Thu	04/06/06	198.36667	1.13974	81	8.9259		x	11.3801	19.73	x		28.8826	-4.79
Fri	04/07/06	198.38000	1.13982	82	9.0367		x	11.2693	19.65	x		28.9934	-4.71
Mon	04/10/06	198.42000	1.14005	85	9.3692		x	10.9368	19.42	x		29.3259	-4.48
Tue	04/11/06	198.43333	1.14013	86	9.4801		x	10.8259	19.34	x		29.4368	-4.40
Wed	04/12/06	198.44667	1.14020	87	9.5909		x	10.7151	19.27	x		29.5476	-4.33
Thu	04/13/06	198.46000	1.14028	88	9.7018		x	10.6042	19.19	x		29.6585	-4.25
Fri	04/14/06	198.47333	1.14036	89	9.8128		x	10.4932	19.11	x		29.7695	-4.17
Mon	04/17/06	198.51333	1.14059	92	10.1456		x	10.1604	18.88	x		30.1023	-3.94
Tue	04/18/06	198.52667	1.14066	93	10.2565		x	10.0495	18.81	x		30.2132	-3.87
Wed	04/19/06	198.54000	1.14074	94	10.3675		x	9.9385	18.73	x		30.3242	-3.79
Thu	04/20/06	198.55333	1.14082	95	10.4785		x	9.8275	18.65	x		30.4352	-3.71
Fri	04/21/06	198.56667	1.14089	96	10.5895		x	9.7165	18.58	x		30.5462	-3.64
Mon	04/24/06	198.60667	1.14112	99	10.9226		x	9.3834	18.35	x		30.8793	-3.41
Tue	04/25/06	198.62000	1.14120	100	11.0337		x	9.2723	18.27	x		30.9904	-3.33
Wed	04/26/06	198.63333	1.14127	101	11.1447		x	9.1613	18.20	x		31.1014	-3.26
Thu	04/27/06	198.64667	1.14135	102	11.2559		x	9.0501	18.12	x		31.2126	-3.18
Fri	04/28/06	198.66000	1.14143	103	11.3670		x	8.9390	18.04	x		31.3237	-3.10
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	05/01/06	198.70000	1.14166	106	11.7004		x	8.6056	17.81	x		31.6571	-2.87
Tue	05/02/06	198.73548	1.14186	107	11.8129		x	8.4931	17.61	x		31.7696	-2.67
Wed	05/03/06	198.77097	1.14207	108	11.9255		x	8.3805	17.40	x		31.8822	-2.46
Thu	05/04/06	198.80645	1.14227	109	12.0380		x	8.2680	17.20	x		31.9947	-2.26
Fri	05/05/06	198.84194	1.14247	110	12.1506		x	8.1554	17.00	x		32.1073	-2.06
Mon	05/08/06	198.94839	1.14308	113	12.4886		x	7.8174	16.39	x		32.4453	-1.45
Tue	05/09/06	198.98387	1.14329	114	12.6015		x	7.7045	16.18	x		32.5582	-1.24
Wed	05/10/06	199.01935	1.14349	115	12.7142		x	7.5918	15.98	x		32.6709	-1.04
Thu	05/11/06	199.05484	1.14370	116	12.8271		x	7.4789	15.77	x		32.7838	-0.83
Fri	05/12/06	199.09032	1.14390	117	12.9400		x	7.3660	15.57	x		32.8967	-0.63
Mon	05/15/06	199.19677	1.14451	120	13.2788		x	7.0272	14.96	x		33.2355	-0.02
Tue	05/16/06	199.23226	1.14472	121	13.3920		x	6.9140	14.75	x		33.3487	0.19
Wed	05/17/06	199.26774	1.14492	122	13.5050		x	6.8010	14.55	x		33.4617	0.39
Thu	05/18/06	199.30323	1.14512	123	13.6181		x	6.6879	14.35	x		33.5748	0.59
Fri	05/19/06	199.33871	1.14533	124	13.7313		x	6.5747	14.14	x		33.6880	0.80
Mon	05/22/06	199.44516	1.14594	127	14.0710		x	6.2350	13.53	x		34.0277	1.41
Tue	05/23/06	199.48065	1.14614	128	14.1843		x	6.1217	13.33	x		34.1410	1.61
Wed	05/24/06	199.51613	1.14635	129	14.2977		x	6.0083	13.12	x		34.2544	1.82
Thu	05/25/06	199.55161	1.14655	130	14.4111		x	5.8949	12.92	x		34.3678	2.02
Fri	05/26/06	199.58710	1.14675	131	14.5244		x	5.7816	12.72	x		34.4811	2.22
Mon	05/29/06	199.69355	1.14737	134	14.8651		x	5.4409	12.10	x		34.8218	2.84
Tue	05/30/06	199.72903	1.14757	135	14.9786		x	5.3274	11.90	x		34.9353	3.04
Wed	05/31/06	199.76452	1.14777	136	15.0922		x	5.2138	11.70	x		35.0489	3.24
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	1.14798	137	15.2060		x	5.1000	11.49	x		35.1627	3.45
Fri	06/02/06	199.85667	1.14830	138	15.3212		x	4.9848	11.17	x		35.2779	3.77
Mon	06/05/06	200.02667	1.14928	141	15.6677		x	4.6383	10.19	x		35.6244	4.75
Tue	06/06/06	200.08333	1.14961	142	15.7833		x	4.5227	9.86	x		35.7400	5.08
Wed	06/07/06	200.14000	1.14993	143	15.8989		x	4.4071	9.54	x		35.8556	5.40
Thu	06/08/06	200.19667	1.15026	144	16.0147		x	4.2913	9.21	x		35.9714	5.73
Fri	06/09/06	200.25333	1.15058	145	16.1304		x	4.1756	8.89	x		36.0871	6.05
Mon	06/12/06	200.42333	1.15156	148	16.4781		x	3.8279	7.91	x		36.4348	7.03
Tue	06/13/06	200.48000	1.15188	149	16.5941		x	3.7119	7.59	x		36.5508	7.35
Wed	06/14/06	200.53667	1.15221	150	16.7102		x	3.5958	7.26	x		36.6669	7.68
Thu	06/15/06	200.59333	1.15254	151	16.8264		x	3.4796	6.93	x		36.7831	8.01
Fri	06/16/06	200.65000	1.15286	152	16.9426		x	3.3634	6.61	x		36.8993	8.33
Mon	06/19/06	200.82000	1.15384	155	17.2917		x	3.0143	5.63	x		37.2484	9.31
Tue	06/20/06	200.87667	1.15416	156	17.4080		x	2.8980	5.31	x		37.3647	9.63
Wed	06/21/06	200.93333	1.15449	157	17.5246		x	2.7814	4.98	x		37.4813	9.96
Thu	06/22/06	200.99000	1.15482	158	17.6413		x	2.6647	4.65	x		37.5980	10.29
Fri	06/23/06	201.04667	1.15514	159	17.7579		x	2.5481	4.33	x		37.7146	10.61
Mon	06/26/06	201.21667	1.15612	162	18.1083		x	2.1977	3.35	x		38.0650	11.59
Tue	06/27/06	201.27333	1.15644	163	18.2251		x	2.0809	3.03	x		38.1818	11.91
Wed	06/28/06	201.33000	1.15677	164	18.3422		x	1.9638	2.70	x		38.2989	12.24
Thu	06/29/06	201.38667	1.15709	165	18.4591		x	1.8469	2.38	x		38.4158	12.56
Fri	06/30/06	201.44333	1.15742	166	18.5763		x	1.7297	2.05	x		38.5330	12.89
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	07/03/06	201.56452	1.15812	169	18.9234		x	1.3826	1.35	x		38.8801	13.59
Tue	07/04/06	201.59677	1.15830	170	19.0384		x	1.2676	1.17	x		38.9951	13.77
Wed	07/05/06	201.62903	1.15849	171	19.1535		x	1.1525	0.98	x		39.1102	13.96
Thu	07/06/06	201.66129	1.15867	172	19.2685		x	1.0375	0.80	x		39.2252	14.14
Fri	07/07/06	201.69355	1.15886	173	19.3837		x	0.9223	0.61	x		39.3404	14.33
Mon	07/10/06	201.79032	1.15941	176	19.7292		x	0.5768	0.06	x		39.6859	14.88
Tue	07/11/06	201.82258	1.15960	177	19.8445		x	0.4615	-0.13	x		39.8012	15.07
Wed	07/12/06	201.85484	1.15978	178	19.9597		x	0.3463	-0.31	x		39.9164	15.25
Thu	07/13/06	201.88710	1.15997	179	20.0752		x	0.2308	-0.50	x		40.0319	15.44
Fri	07/14/06	201.91935	1.16015	180	20.1905		x	0.1155	-0.68	x		40.1472	15.62
Sat	07/15/06	201.95161	1.16034	0	0.0000			0.0000	-0.87	x	x	40.2627	15.81
Mon	07/17/06	202.01613	1.16071	2	0.2208			-0.2208	-1.24	x	x	40.4835	16.18
Tue	07/18/06	202.04839	1.16090	3	0.3312			-0.3312	-1.43	x	x	40.5939	16.37
Wed	07/19/06	202.08065	1.16108	4	0.4417			-0.4417	-1.61	x	x	40.7044	16.55
Thu	07/20/06	202.11290	1.16127	5	0.5522			-0.5522	-1.80	x	x	40.8149	16.74
Fri	07/21/06	202.14516	1.16145	6	0.6628			-0.6628	-1.98	x	x	40.9255	16.92
Mon	07/24/06	202.24194	1.16201	9	0.9947			-0.9947	-2.54	x	x	41.2574	17.48
Tue	07/25/06	202.27419	1.16219	10	1.1053			-1.1053	-2.72	x	x	41.3680	17.66
Wed	07/26/06	202.30645	1.16238	11	1.2161			-1.2161	-2.91	x	x	41.4788	17.85
Thu	07/27/06	202.33871	1.16256	12	1.3268			-1.3268	-3.09	x	x	41.5895	18.03
Fri	07/28/06	202.37097	1.16275	13	1.4376			-1.4376	-3.28	x	x	41.7003	18.22
Mon	07/31/06	202.46774	1.16331	16	1.7703			-1.7703	-3.84	x	x	42.0330	18.78
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	08/01/06	202.50000	1.16349	17	1.8812			-1.8812	-4.02	x	x	42.1439	18.96
Wed	08/02/06	202.51290	1.16357	18	1.9920			-1.9920	-4.10	x	x	42.2547	19.04
Thu	08/03/06	202.52581	1.16364	19	2.1028			-2.1028	-4.17	x	x	42.3655	19.11
Fri	08/04/06	202.53871	1.16371	20	2.2136			-2.2136	-4.24	x	x	42.4763	19.18
Mon	08/07/06	202.57742	1.16394	23	2.5461			-2.5461	-4.47	x	x	42.8088	19.41
Tue	08/08/06	202.59032	1.16401	24	2.6570			-2.6570	-4.54	x	x	42.9197	19.48
Wed	08/09/06	202.60323	1.16408	25	2.7679			-2.7679	-4.61	x	x	43.0306	19.55
Thu	08/10/06	202.61613	1.16416	26	2.8788			-2.8788	-4.69	x	x	43.1415	19.63
Fri	08/11/06	202.62903	1.16423	27	2.9897			-2.9897	-4.76	x	x	43.2524	19.70
Mon	08/14/06	202.66774	1.16445	30	3.3225			-3.3225	-4.98	x	x	43.5852	19.92
Tue	08/15/06	202.68065	1.16453	31	3.4335			-3.4335	-5.06	x	x	43.6962	20.00
Wed	08/16/06	202.69355	1.16460	32	3.5444			-3.5444	-5.13	x	x	43.8071	20.07
Thu	08/17/06	202.70645	1.16468	33	3.6554			-3.6554	-5.21	x	x	43.9181	20.15
Fri	08/18/06	202.71935	1.16475	34	3.7664			-3.7664	-5.28	x	x	44.0291	20.22
Mon	08/21/06	202.75806	1.16497	37	4.0996			-4.0996	-5.50	x	x	44.3623	20.44
Tue	08/22/06	202.77097	1.16505	38	4.2106			-4.2106	-5.58	x	x	44.4733	20.52
Wed	08/23/06	202.78387	1.16512	39	4.3217			-4.3217	-5.65	x	x	44.5844	20.59
Thu	08/24/06	202.79677	1.16520	40	4.4328			-4.4328	-5.73	x	x	44.6955	20.67
Fri	08/25/06	202.80968	1.16527	41	4.5439			-4.5439	-5.80	x	x	44.8066	20.74
Mon	08/28/06	202.84839	1.16549	44	4.8773			-4.8773	-6.02	x	x	45.1400	20.96
Tue	08/29/06	202.86129	1.16557	45	4.9885			-4.9885	-6.10	x	x	45.2512	21.04
Wed	08/30/06	202.87419	1.16564	46	5.0997			-5.0997	-6.17	x	x	45.3624	21.11
Thu	08/31/06	202.88710	1.16572	47	5.2109			-5.2109	-6.25	x	x	45.4736	21.19
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	09/01/06	202.90000	1.16579	48	5.3221			-5.3221	-6.32	x	x	45.5848	21.26
Mon	09/04/06	202.96000	1.16613	51	5.6564			-5.6564	-6.66	x	x	45.9191	21.60
Tue	09/05/06	202.98000	1.16625	52	5.7679			-5.7679	-6.78	x	x	46.0306	21.72
Wed	09/06/06	203.00000	1.16636	53	5.8793			-5.8793	-6.89	x	x	46.1420	21.83
Thu	09/07/06	203.02000	1.16648	54	5.9909			-5.9909	-7.01	x	x	46.2536	21.95
Fri	09/08/06	203.04000	1.16659	55	6.1024			-6.1024	-7.12	x	x	46.3651	22.06
Mon	09/11/06	203.10000	1.16694	58	6.4372			-6.4372	-7.47	x	x	46.6999	22.41
Tue	09/12/06	203.12000	1.16705	59	6.5488			-6.5488	-7.58	x	x	46.8115	22.52
Wed	09/13/06	203.14000	1.16717	60	6.6605			-6.6605	-7.70	x	x	46.9232	22.64
Thu	09/14/06	203.16000	1.16728	61	6.7721			-6.7721	-7.81	x	x	47.0348	22.75
Fri	09/15/06	203.18000	1.16740	62	6.8839			-6.8839	-7.93	x	x	47.1466	22.87
Mon	09/18/06	203.24000	1.16774	65	7.2190			-7.2190	-8.27	x	x	47.4817	23.21
Tue	09/19/06	203.26000	1.16786	66	7.3309			-7.3309	-8.39	x	x	47.5936	23.33
Wed	09/20/06	203.28000	1.16797	67	7.4426			-7.4426	-8.50	x	x	47.7053	23.44
Thu	09/21/06	203.30000	1.16809	68	7.5545			-7.5545	-8.62	x	x	47.8172	23.56
Fri	09/22/06	203.32000	1.16820	69	7.6663			-7.6663	-8.73	x	x	47.9290	23.67
Mon	09/25/06	203.38000	1.16855	72	8.0020			-8.0020	-9.08	x	x	48.2647	24.02
Tue	09/26/06	203.40000	1.16866	73	8.1139			-8.1139	-9.19	x	x	48.3766	24.13
Wed	09/27/06	203.42000	1.16878	74	8.2259			-8.2259	-9.31	x	x	48.4886	24.25
Thu	09/28/06	203.44000	1.16889	75	8.3379			-8.3379	-9.42	x	x	48.6006	24.36
Fri	09/29/06	203.46000	1.16901	76	8.4499			-8.4499	-9.54	x	x	48.7126	24.48
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	1.16931	79	8.7857			-8.7857	-9.84	x	x	49.0484	24.78
Tue	10/03/06	203.52581	1.16939	80	8.8975			-8.8975	-9.92	x	x	49.1602	24.86
Wed	10/04/06	203.53871	1.16946	81	9.0093			-9.0093	-9.99	x	x	49.2720	24.93
Thu	10/05/06	203.55161	1.16953	82	9.1211			-9.1211	-10.06	x	x	49.3838	25.00
Fri	10/06/06	203.56452	1.16961	83	9.2329			-9.2329	-10.14	x	x	49.4956	25.08
Mon	10/09/06	203.60323	1.16983	86	9.5684			-9.5684	-10.36	x	x	49.8311	25.30
Tue	10/10/06	203.61613	1.16990	87	9.6803			-9.6803	-10.43	x	x	49.9430	25.37
Wed	10/11/06	203.62903	1.16998	88	9.7922			-9.7922	-10.51	x	x	50.0549	25.45
Thu	10/12/06	203.64194	1.17005	89	9.9041			-9.9041	-10.58	x	x	50.1668	25.52
Fri	10/13/06	203.65484	1.17013	90	10.0161			-10.0161	-10.66	x	x	50.2788	25.60
Mon	10/16/06	203.69355	1.17035	93	10.3519			-10.3519	-10.88	x	x	50.6146	25.82
Tue	10/17/06	203.70645	1.17042	94	10.4638			-10.4638	-10.95	x	x	50.7265	25.89
Wed	10/18/06	203.71935	1.17050	95	10.5758			-10.5758	-11.03	x	x	50.8385	25.97
Thu	10/19/06	203.73226	1.17057	96	10.6878			-10.6878	-11.10	x	x	50.9505	26.04
Fri	10/20/06	203.74516	1.17065	97	10.7999			-10.7999	-11.18	x	x	51.0626	26.12
Mon	10/23/06	203.78387	1.17087	100	11.1360			-11.1360	-11.40	x	x	51.3987	26.34
Tue	10/24/06	203.79677	1.17094	101	11.2480			-11.2480	-11.47	x	x	51.5107	26.41
Wed	10/25/06	203.80968	1.17102	102	11.3602			-11.3602	-11.55	x	x	51.6229	26.49
Thu	10/26/06	203.82258	1.17109	103	11.4722			-11.4722	-11.62	x	x	51.7349	26.56
Fri	10/27/06	203.83548	1.17116	104	11.5843			-11.5843	-11.69	x	x	51.8470	26.63
Mon	10/30/06	203.87419	1.17139	107	11.9208			-11.9208	-11.92	x	x	52.1835	26.86
Tue	10/31/06	203.88710	1.17146	108	12.0329			-12.0329	-11.99	x	x	52.2956	26.93
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	11/01/06	203.90000	1.17154	109	12.1452			-12.1452	-12.07	x	x	52.4079	27.01
Thu	11/02/06	203.86667	1.17134	110	12.2545			-12.2545	-11.87	x	x	52.5172	26.81
Fri	11/03/06	203.83333	1.17115	111	12.3639			-12.3639	-11.68	x	x	52.6266	26.62
Mon	11/06/06	203.73333	1.17058	114	12.6919			-12.6919	-11.11	x	x	52.9546	26.05
Tue	11/07/06	203.70000	1.17039	115	12.8011			-12.8011	-10.92	x	x	53.0638	25.86
Wed	11/08/06	203.66667	1.17019	116	12.9102			-12.9102	-10.72	x	x	53.1729	25.66
Thu	11/09/06	203.63333	1.17000	117	13.0194			-13.0194	-10.53	x	x	53.2821	25.47
Fri	11/10/06	203.60000	1.16981	118	13.1286			-13.1286	-10.34	x	x	53.3913	25.28
Mon	11/13/06	203.50000	1.16924	121	13.4558			-13.4558	-9.77	x	x	53.7185	24.71
Tue	11/14/06	203.46667	1.16905	122	13.5648			-13.5648	-9.58	x	x	53.8275	24.52
Wed	11/15/06	203.43333	1.16885	123	13.6736			-13.6736	-9.38	x	x	53.9363	24.32
Thu	11/16/06	203.40000	1.16866	124	13.7826			-13.7826	-9.19	x	x	54.0453	24.13
Fri	11/17/06	203.36667	1.16847	125	13.8915			-13.8915	-9.00	x	x	54.1542	23.94
Mon	11/20/06	203.26667	1.16790	128	14.2179			-14.2179	-8.43	x	x	54.4806	23.37
Tue	11/21/06	203.23333	1.16770	129	14.3265			-14.3265	-8.23	x	x	54.5892	23.17
Wed	11/22/06	203.20000	1.16751	130	14.4352			-14.4352	-8.04	x	x	54.6979	22.98
Thu	11/23/06	203.16667	1.16732	131	14.5439			-14.5439	-7.85	x	x	54.8066	22.79
Fri	11/24/06	203.13333	1.16713	132	14.6526			-14.6526	-7.66	x	x	54.9153	22.60
Mon	11/27/06	203.03333	1.16656	135	14.9783			-14.9783	-7.09	x	x	55.2410	22.03
Tue	11/28/06	203.00000	1.16636	136	15.0866			-15.0866	-6.89	x	x	55.3493	21.83
Wed	11/29/06	202.96667	1.16617	137	15.1951			-15.1951	-6.70	x	x	55.4578	21.64
Thu	11/30/06	202.93333	1.16598	138	15.3035			-15.3035	-6.51	x	x	55.5662	21.45
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	12/01/06	202.90000	1.16579	139	15.4119			-15.4119	-6.32	x	x	55.6746	21.26
Mon	12/04/06	202.79355	1.16518	142	15.7363			-15.7363	-5.71	x	x	55.9990	20.65
Tue	12/05/06	202.75806	1.16497	143	15.8442			-15.8442	-5.50	x	x	56.1069	20.44
Wed	12/06/06	202.72258	1.16477	144	15.9523			-15.9523	-5.30	x	x	56.2150	20.24
Thu	12/07/06	202.68710	1.16457	145	16.0603			-16.0603	-5.10	x	x	56.3230	20.04
Fri	12/08/06	202.65161	1.16436	146	16.1682			-16.1682	-4.89	x	x	56.4309	19.83
Mon	12/11/06	202.54516	1.16375	149	16.4917			-16.4917	-4.28	x	x	56.7544	19.22
Tue	12/12/06	202.50968	1.16355	150	16.5996			-16.5996	-4.08	x	x	56.8623	19.02
Wed	12/13/06	202.47419	1.16334	151	16.7072			-16.7072	-3.87	x	x	56.9699	18.81
Thu	12/14/06	202.43871	1.16314	152	16.8150			-16.8150	-3.67	x	x	57.0777	18.61
Fri	12/15/06	202.40323	1.16294	153	16.9227			-16.9227	-3.47	x	x	57.1854	18.41
Mon	12/18/06	202.29677	1.16232	156	17.2453			-17.2453	-2.85	x	x	57.5080	17.79
Tue	12/19/06	202.26129	1.16212	157	17.3529			-17.3529	-2.65	x	x	57.6156	17.59
Wed	12/20/06	202.22581	1.16192	158	17.4604			-17.4604	-2.45	x	x	57.7231	17.39
Thu	12/21/06	202.19032	1.16171	159	17.5677			-17.5677	-2.24	x	x	57.8304	17.18
Fri	12/22/06	202.15484	1.16151	160	17.6752			-17.6752	-2.04	x	x	57.9379	16.98
Mon	12/25/06	202.04839	1.16090	163	17.9971			-17.9971	-1.43	x	x	58.2598	16.37
Tue	12/26/06	202.01290	1.16069	164	18.1042			-18.1042	-1.22	x	x	58.3669	16.16
Wed	12/27/06	201.97742	1.16049	165	18.2115			-18.2115	-1.02	x	x	58.4742	15.96
Thu	12/28/06	201.94194	1.16028	166	18.3186			-18.3186	-0.81	x	x	58.5813	15.75
Fri	12/29/06	201.90645	1.16008	167	18.4257			-18.4257	-0.61	x	x	58.6884	15.55
Mon	01/01/07	201.80000	1.15947

Generated 03/09/11 23:47