3.375% 30.5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2032

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

CUSIP Number	912810FQ6	Interest 04/15/06 (182 days)	$18.8701
Dated Date	October 15, 2001	Interest 10/15/06 (183 days)	$19.3641
Ref CPI on Dated Date	177.50000	Interest Total	$38.2342
Original Issue Date	October 15, 2001	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	1.12225	78	8.1163	x	x	30.1179	14.65			8.1163	0.00
Mon	01/02/06	199.14839	1.12196	79	8.2182	x	x	30.0160	14.94			8.2182	-0.29
Tue	01/03/06	199.09677	1.12167	80	8.3201	x	x	29.9141	15.23			8.3201	-0.58
Wed	01/04/06	199.04516	1.12138	81	8.4219	x	x	29.8123	15.52			8.4219	-0.87
Thu	01/05/06	198.99355	1.12109	82	8.5237	x	x	29.7105	15.81			8.5237	-1.16
Fri	01/06/06	198.94194	1.12080	83	8.6254	x	x	29.6088	16.10			8.6254	-1.45
Mon	01/09/06	198.78710	1.11993	86	8.9302	x	x	29.3040	16.97			8.9302	-2.32
Tue	01/10/06	198.73548	1.11964	87	9.0317	x	x	29.2025	17.26			9.0317	-2.61
Wed	01/11/06	198.68387	1.11935	88	9.1332	x	x	29.1010	17.55			9.1332	-2.90
Thu	01/12/06	198.63226	1.11905	89	9.2345	x	x	28.9997	17.85			9.2345	-3.20
Fri	01/13/06	198.58065	1.11876	90	9.3358	x	x	28.8984	18.14			9.3358	-3.49
Mon	01/16/06	198.42581	1.11789	93	9.6395	x	x	28.5947	19.01			9.6395	-4.36
Tue	01/17/06	198.37419	1.11760	94	9.7406	x	x	28.4936	19.30			9.7406	-4.65
Wed	01/18/06	198.32258	1.11731	95	9.8417	x	x	28.3925	19.59			9.8417	-4.94
Thu	01/19/06	198.27097	1.11702	96	9.9427	x	x	28.2915	19.88			9.9427	-5.23
Fri	01/20/06	198.21935	1.11673	97	10.0437	x	x	28.1905	20.17			10.0437	-5.52
Mon	01/23/06	198.06452	1.11586	100	10.3462	x	x	27.8880	21.04			10.3462	-6.39
Tue	01/24/06	198.01290	1.11557	101	10.4470	x	x	27.7872	21.33			10.4470	-6.68
Wed	01/25/06	197.96129	1.11527	102	10.5476	x	x	27.6866	21.63			10.5476	-6.98
Thu	01/26/06	197.90968	1.11498	103	10.6482	x	x	27.5860	21.92			10.6482	-7.27
Fri	01/27/06	197.85806	1.11469	104	10.7488	x	x	27.4854	22.21			10.7488	-7.56
Mon	01/30/06	197.70323	1.11382	107	11.0502	x	x	27.1840	23.08			11.0502	-8.43
Tue	01/31/06	197.65161	1.11353	108	11.1506	x	x	27.0836	23.37			11.1506	-8.72
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	1.11324	109	11.2509	x	x	26.9833	23.66			11.2509	-9.01
Thu	02/02/06	197.57143	1.11308	110	11.3525	x	x	26.8817	23.82			11.3525	-9.17
Fri	02/03/06	197.54286	1.11292	111	11.4541	x	x	26.7801	23.98			11.4541	-9.33
Mon	02/06/06	197.45714	1.11243	114	11.7584	x	x	26.4758	24.47			11.7584	-9.82
Tue	02/07/06	197.42857	1.11227	115	11.8599	x	x	26.3743	24.63			11.8599	-9.98
Wed	02/08/06	197.40000	1.11211	116	11.9613	x	x	26.2729	24.79			11.9613	-10.14
Thu	02/09/06	197.37143	1.11195	117	12.0627	x	x	26.1715	24.95			12.0627	-10.30
Fri	02/10/06	197.34286	1.11179	118	12.1640	x	x	26.0702	25.11			12.1640	-10.46
Mon	02/13/06	197.25714	1.11131	121	12.4679	x	x	25.7663	25.59			12.4679	-10.94
Tue	02/14/06	197.22857	1.11115	122	12.5691	x	x	25.6651	25.75			12.5691	-11.10
Wed	02/15/06	197.20000	1.11099	123	12.6703	x	x	25.5639	25.91			12.6703	-11.26
Thu	02/16/06	197.17143	1.11082	124	12.7714	x	x	25.4628	26.08			12.7714	-11.43
Fri	02/17/06	197.14286	1.11066	125	12.8725	x	x	25.3617	26.24			12.8725	-11.59
Mon	02/20/06	197.05714	1.11018	128	13.1758	x	x	25.0584	26.72			13.1758	-12.07
Tue	02/21/06	197.02857	1.11002	129	13.2768	x	x	24.9574	26.88			13.2768	-12.23
Wed	02/22/06	197.00000	1.10986	130	13.3778	x	x	24.8564	27.04			13.3778	-12.39
Thu	02/23/06	196.97143	1.10970	131	13.4787	x	x	24.7555	27.20			13.4787	-12.55
Fri	02/24/06	196.94286	1.10954	132	13.5797	x	x	24.6545	27.36			13.5797	-12.71
Mon	02/27/06	196.85714	1.10905	135	13.8822	x	x	24.3520	27.85			13.8822	-13.20
Tue	02/28/06	196.82857	1.10889	136	13.9830	x	x	24.2512	28.01			13.9830	-13.36
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	1.10873	137	14.0838	x	x	24.1504	28.17			14.0838	-13.52
Thu	03/02/06	196.84839	1.10901	138	14.1901	x	x	24.0441	27.89			14.1901	-13.24
Fri	03/03/06	196.89677	1.10928	139	14.2965	x	x	23.9377	27.62			14.2965	-12.97
Mon	03/06/06	197.04194	1.11010	142	14.6158	x	x	23.6184	26.80			14.6158	-12.15
Tue	03/07/06	197.09032	1.11037	143	14.7223	x	x	23.5119	26.53			14.7223	-11.88
Wed	03/08/06	197.13871	1.11064	144	14.8289	x	x	23.4053	26.26			14.8289	-11.61
Thu	03/09/06	197.18710	1.11091	145	14.9355	x	x	23.2987	25.99			14.9355	-11.34
Fri	03/10/06	197.23548	1.11119	146	15.0423	x	x	23.1919	25.71			15.0423	-11.06
Mon	03/13/06	197.38065	1.11200	149	15.3626	x	x	22.8716	24.90			15.3626	-10.25
Tue	03/14/06	197.42903	1.11228	150	15.4696	x	x	22.7646	24.62			15.4696	-9.97
Wed	03/15/06	197.47742	1.11255	151	15.5765	x	x	22.6577	24.35			15.5765	-9.70
Thu	03/16/06	197.52581	1.11282	152	15.6834	x	x	22.5508	24.08			15.6834	-9.43
Fri	03/17/06	197.57419	1.11309	153	15.7904	x	x	22.4438	23.81			15.7904	-9.16
Mon	03/20/06	197.71935	1.11391	156	16.1119	x	x	22.1223	22.99			16.1119	-8.34
Tue	03/21/06	197.76774	1.11418	157	16.2191	x	x	22.0151	22.72			16.2191	-8.07
Wed	03/22/06	197.81613	1.11446	158	16.3265	x	x	21.9077	22.44			16.3265	-7.79
Thu	03/23/06	197.86452	1.11473	159	16.4338	x	x	21.8004	22.17			16.4338	-7.52
Fri	03/24/06	197.91290	1.11500	160	16.5412	x	x	21.6930	21.90			16.5412	-7.25
Mon	03/27/06	198.05806	1.11582	163	16.8637	x	x	21.3705	21.08			16.8637	-6.43
Tue	03/28/06	198.10645	1.11609	164	16.9713	x	x	21.2629	20.81			16.9713	-6.16
Wed	03/29/06	198.15484	1.11637	165	17.0791	x	x	21.1551	20.53			17.0791	-5.88
Thu	03/30/06	198.20323	1.11664	166	17.1867	x	x	21.0475	20.26			17.1867	-5.61
Fri	03/31/06	198.25161	1.11691	167	17.2945	x	x	20.9397	19.99			17.2945	-5.34
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	1.11733	170	17.6118	x	x	20.6224	19.57			17.6118	-4.92
Tue	04/04/06	198.34000	1.11741	171	17.7166	x	x	20.5176	19.49			17.7166	-4.84
Wed	04/05/06	198.35333	1.11748	172	17.8214	x	x	20.4128	19.42			17.8214	-4.77
Thu	04/06/06	198.36667	1.11756	173	17.9262	x	x	20.3080	19.34			17.9262	-4.69
Fri	04/07/06	198.38000	1.11763	174	18.0310	x	x	20.2032	19.27			18.0310	-4.62
Mon	04/10/06	198.42000	1.11786	177	18.3456	x	x	19.8886	19.04			18.3456	-4.39
Tue	04/11/06	198.43333	1.11793	178	18.4505	x	x	19.7837	18.97			18.4505	-4.32
Wed	04/12/06	198.44667	1.11801	179	18.5554	x	x	19.6788	18.89			18.5554	-4.24
Thu	04/13/06	198.46000	1.11808	180	18.6603	x	x	19.5739	18.82			18.6603	-4.17
Fri	04/14/06	198.47333	1.11816	181	18.7653	x	x	19.4689	18.74			18.7653	-4.09
Sat	04/15/06	198.48667	1.11823	0	0.0000		x	19.3641	18.67	x		18.8701	-4.02
Mon	04/17/06	198.51333	1.11838	2	0.2063		x	19.1578	18.52	x		19.0764	-3.87
Tue	04/18/06	198.52667	1.11846	3	0.3094		x	19.0547	18.44	x		19.1795	-3.79
Wed	04/19/06	198.54000	1.11854	4	0.4126		x	18.9515	18.36	x		19.2827	-3.71
Thu	04/20/06	198.55333	1.11861	5	0.5158		x	18.8483	18.29	x		19.3859	-3.64
Fri	04/21/06	198.56667	1.11869	6	0.6189		x	18.7452	18.21	x		19.4890	-3.56
Mon	04/24/06	198.60667	1.11891	9	0.9286		x	18.4355	17.99	x		19.7987	-3.34
Tue	04/25/06	198.62000	1.11899	10	1.0319		x	18.3322	17.91	x		19.9020	-3.26
Wed	04/26/06	198.63333	1.11906	11	1.1351		x	18.2290	17.84	x		20.0052	-3.19
Thu	04/27/06	198.64667	1.11914	12	1.2384		x	18.1257	17.76	x		20.1085	-3.11
Fri	04/28/06	198.66000	1.11921	13	1.3417		x	18.0224	17.69	x		20.2118	-3.04
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	1.11944	16	1.6516		x	17.7125	17.46	x		20.5217	-2.81
Tue	05/02/06	198.73548	1.11964	17	1.7552		x	17.6089	17.26	x		20.6253	-2.61
Wed	05/03/06	198.77097	1.11984	18	1.8588		x	17.5053	17.06	x		20.7289	-2.41
Thu	05/04/06	198.80645	1.12004	19	1.9624		x	17.4017	16.86	x		20.8325	-2.21
Fri	05/05/06	198.84194	1.12024	20	2.0660		x	17.2981	16.66	x		20.9361	-2.01
Mon	05/08/06	198.94839	1.12084	23	2.3772		x	16.9869	16.06	x		21.2473	-1.41
Tue	05/09/06	198.98387	1.12104	24	2.4810		x	16.8831	15.86	x		21.3511	-1.21
Wed	05/10/06	199.01935	1.12124	25	2.5848		x	16.7793	15.66	x		21.4549	-1.01
Thu	05/11/06	199.05484	1.12144	26	2.6887		x	16.6754	15.46	x		21.5588	-0.81
Fri	05/12/06	199.09032	1.12164	27	2.7926		x	16.5715	15.26	x		21.6627	-0.61
Mon	05/15/06	199.19677	1.12224	30	3.1046		x	16.2595	14.66	x		21.9747	-0.01
Tue	05/16/06	199.23226	1.12244	31	3.2086		x	16.1555	14.46	x		22.0787	0.19
Wed	05/17/06	199.26774	1.12264	32	3.3127		x	16.0514	14.26	x		22.1828	0.39
Thu	05/18/06	199.30323	1.12284	33	3.4168		x	15.9473	14.06	x		22.2869	0.59
Fri	05/19/06	199.33871	1.12303	34	3.5210		x	15.8431	13.87	x		22.3911	0.78
Mon	05/22/06	199.44516	1.12363	37	3.8337		x	15.5304	13.27	x		22.7038	1.38
Tue	05/23/06	199.48065	1.12383	38	3.9380		x	15.4261	13.07	x		22.8081	1.58
Wed	05/24/06	199.51613	1.12403	39	4.0424		x	15.3217	12.87	x		22.9125	1.78
Thu	05/25/06	199.55161	1.12423	40	4.1468		x	15.2173	12.67	x		23.0169	1.98
Fri	05/26/06	199.58710	1.12443	41	4.2512		x	15.1129	12.47	x		23.1213	2.18
Mon	05/29/06	199.69355	1.12503	44	4.5647		x	14.7994	11.87	x		23.4348	2.78
Tue	05/30/06	199.72903	1.12523	45	4.6692		x	14.6949	11.67	x		23.5393	2.98
Wed	05/31/06	199.76452	1.12543	46	4.7739		x	14.5902	11.47	x		23.6440	3.18
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	1.12563	47	4.8785		x	14.4856	11.27	x		23.7486	3.38
Fri	06/02/06	199.85667	1.12595	48	4.9837		x	14.3804	10.95	x		23.8538	3.70
Mon	06/05/06	200.02667	1.12691	51	5.2997		x	14.0644	9.99	x		24.1698	4.66
Tue	06/06/06	200.08333	1.12723	52	5.4052		x	13.9589	9.67	x		24.2753	4.98
Wed	06/07/06	200.14000	1.12755	53	5.5107		x	13.8534	9.35	x		24.3808	5.30
Thu	06/08/06	200.19667	1.12787	54	5.6162		x	13.7479	9.03	x		24.4863	5.62
Fri	06/09/06	200.25333	1.12819	55	5.7219		x	13.6422	8.71	x		24.5920	5.94
Mon	06/12/06	200.42333	1.12915	58	6.0391		x	13.3250	7.75	x		24.9092	6.90
Tue	06/13/06	200.48000	1.12946	59	6.1449		x	13.2192	7.44	x		25.0150	7.21
Wed	06/14/06	200.53667	1.12978	60	6.2508		x	13.1133	7.12	x		25.1209	7.53
Thu	06/15/06	200.59333	1.13010	61	6.3568		x	13.0073	6.80	x		25.2269	7.85
Fri	06/16/06	200.65000	1.13042	62	6.4629		x	12.9012	6.48	x		25.3330	8.17
Mon	06/19/06	200.82000	1.13138	65	6.7813		x	12.5828	5.52	x		25.6514	9.13
Tue	06/20/06	200.87667	1.13170	66	6.8876		x	12.4765	5.20	x		25.7577	9.45
Wed	06/21/06	200.93333	1.13202	67	6.9939		x	12.3702	4.88	x		25.8640	9.77
Thu	06/22/06	200.99000	1.13234	68	7.1003		x	12.2638	4.56	x		25.9704	10.09
Fri	06/23/06	201.04667	1.13266	69	7.2068		x	12.1573	4.24	x		26.0769	10.41
Mon	06/26/06	201.21667	1.13362	72	7.5265		x	11.8376	3.28	x		26.3966	11.37
Tue	06/27/06	201.27333	1.13393	73	7.6331		x	11.7310	2.97	x		26.5032	11.68
Wed	06/28/06	201.33000	1.13425	74	7.7399		x	11.6242	2.65	x		26.6100	12.00
Thu	06/29/06	201.38667	1.13457	75	7.8467		x	11.5174	2.33	x		26.7168	12.32
Fri	06/30/06	201.44333	1.13489	76	7.9535		x	11.4106	2.01	x		26.8236	12.64
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	1.13557	79	8.2724		x	11.0917	1.33	x		27.1425	13.32
Tue	07/04/06	201.59677	1.13576	80	8.3786		x	10.9855	1.14	x		27.2487	13.51
Wed	07/05/06	201.62903	1.13594	81	8.4846		x	10.8795	0.96	x		27.3547	13.69
Thu	07/06/06	201.66129	1.13612	82	8.5907		x	10.7734	0.78	x		27.4608	13.87
Fri	07/07/06	201.69355	1.13630	83	8.6969		x	10.6672	0.60	x		27.5670	14.05
Mon	07/10/06	201.79032	1.13685	86	9.0156		x	10.3485	0.05	x		27.8857	14.60
Tue	07/11/06	201.82258	1.13703	87	9.1219		x	10.2422	-0.13	x		27.9920	14.78
Wed	07/12/06	201.85484	1.13721	88	9.2282		x	10.1359	-0.31	x		28.0983	14.96
Thu	07/13/06	201.88710	1.13739	89	9.3345		x	10.0296	-0.49	x		28.2046	15.14
Fri	07/14/06	201.91935	1.13757	90	9.4409		x	9.9232	-0.67	x		28.3110	15.32
Mon	07/17/06	202.01613	1.13812	93	9.7603		x	9.6038	-1.22	x		28.6304	15.87
Tue	07/18/06	202.04839	1.13830	94	9.8668		x	9.4973	-1.40	x		28.7369	16.05
Wed	07/19/06	202.08065	1.13848	95	9.9734		x	9.3907	-1.58	x		28.8435	16.23
Thu	07/20/06	202.11290	1.13866	96	10.0799		x	9.2842	-1.76	x		28.9500	16.41
Fri	07/21/06	202.14516	1.13885	97	10.1866		x	9.1775	-1.95	x		29.0567	16.60
Mon	07/24/06	202.24194	1.13939	100	10.5067		x	8.8574	-2.49	x		29.3768	17.14
Tue	07/25/06	202.27419	1.13957	101	10.6134		x	8.7507	-2.67	x		29.4835	17.32
Wed	07/26/06	202.30645	1.13975	102	10.7202		x	8.6439	-2.85	x		29.5903	17.50
Thu	07/27/06	202.33871	1.13994	103	10.8271		x	8.5370	-3.04	x		29.6972	17.69
Fri	07/28/06	202.37097	1.14012	104	10.9339		x	8.4302	-3.22	x		29.8040	17.87
Mon	07/31/06	202.46774	1.14066	107	11.2547		x	8.1094	-3.76	x		30.1248	18.41
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	1.14085	108	11.3617		x	8.0024	-3.95	x		30.2318	18.60
Wed	08/02/06	202.51290	1.14092	109	11.4676		x	7.8965	-4.02	x		30.3377	18.67
Thu	08/03/06	202.52581	1.14099	110	11.5736		x	7.7905	-4.09	x		30.4437	18.74
Fri	08/04/06	202.53871	1.14106	111	11.6795		x	7.6846	-4.16	x		30.5496	18.81
Mon	08/07/06	202.57742	1.14128	114	11.9975		x	7.3666	-4.38	x		30.8676	19.03
Tue	08/08/06	202.59032	1.14135	115	12.1035		x	7.2606	-4.45	x		30.9736	19.10
Wed	08/09/06	202.60323	1.14143	116	12.2096		x	7.1545	-4.53	x		31.0797	19.18
Thu	08/10/06	202.61613	1.14150	117	12.3156		x	7.0485	-4.60	x		31.1857	19.25
Fri	08/11/06	202.62903	1.14157	118	12.4216		x	6.9425	-4.67	x		31.2917	19.32
Mon	08/14/06	202.66774	1.14179	121	12.7398		x	6.6243	-4.89	x		31.6099	19.54
Tue	08/15/06	202.68065	1.14186	122	12.8459		x	6.5182	-4.96	x		31.7160	19.61
Wed	08/16/06	202.69355	1.14194	123	12.9521		x	6.4120	-5.04	x		31.8222	19.69
Thu	08/17/06	202.70645	1.14201	124	13.0582		x	6.3059	-5.11	x		31.9283	19.76
Fri	08/18/06	202.71935	1.14208	125	13.1643		x	6.1998	-5.18	x		32.0344	19.83
Mon	08/21/06	202.75806	1.14230	128	13.4829		x	5.8812	-5.40	x		32.3530	20.05
Tue	08/22/06	202.77097	1.14237	129	13.5891		x	5.7750	-5.47	x		32.4592	20.12
Wed	08/23/06	202.78387	1.14244	130	13.6952		x	5.6689	-5.54	x		32.5653	20.19
Thu	08/24/06	202.79677	1.14252	131	13.8015		x	5.5626	-5.62	x		32.6716	20.27
Fri	08/25/06	202.80968	1.14259	132	13.9078		x	5.4563	-5.69	x		32.7779	20.34
Mon	08/28/06	202.84839	1.14281	135	14.2266		x	5.1375	-5.91	x		33.0967	20.56
Tue	08/29/06	202.86129	1.14288	136	14.3328		x	5.0313	-5.98	x		33.2029	20.63
Wed	08/30/06	202.87419	1.14295	137	14.4391		x	4.9250	-6.05	x		33.3092	20.70
Thu	08/31/06	202.88710	1.14303	138	14.5455		x	4.8186	-6.13	x		33.4156	20.78
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	1.14310	139	14.6518		x	4.7123	-6.20	x		33.5219	20.85
Mon	09/04/06	202.96000	1.14344	142	14.9725		x	4.3916	-6.54	x		33.8426	21.19
Tue	09/05/06	202.98000	1.14355	143	15.0794		x	4.2847	-6.65	x		33.9495	21.30
Wed	09/06/06	203.00000	1.14366	144	15.1863		x	4.1778	-6.76	x		34.0564	21.41
Thu	09/07/06	203.02000	1.14377	145	15.2932		x	4.0709	-6.87	x		34.1633	21.52
Fri	09/08/06	203.04000	1.14389	146	15.4003		x	3.9638	-6.99	x		34.2704	21.64
Mon	09/11/06	203.10000	1.14423	149	15.7214		x	3.6427	-7.33	x		34.5915	21.98
Tue	09/12/06	203.12000	1.14434	150	15.8285		x	3.5356	-7.44	x		34.6986	22.09
Wed	09/13/06	203.14000	1.14445	151	15.9355		x	3.4286	-7.55	x		34.8056	22.20
Thu	09/14/06	203.16000	1.14456	152	16.0426		x	3.3215	-7.66	x		34.9127	22.31
Fri	09/15/06	203.18000	1.14468	153	16.1498		x	3.2143	-7.78	x		35.0199	22.43
Mon	09/18/06	203.24000	1.14501	156	16.4713		x	2.8928	-8.11	x		35.3414	22.76
Tue	09/19/06	203.26000	1.14513	157	16.5786		x	2.7855	-8.23	x		35.4487	22.88
Wed	09/20/06	203.28000	1.14524	158	16.6858		x	2.6783	-8.34	x		35.5559	22.99
Thu	09/21/06	203.30000	1.14535	159	16.7930		x	2.5711	-8.45	x		35.6631	23.10
Fri	09/22/06	203.32000	1.14546	160	16.9002		x	2.4639	-8.56	x		35.7703	23.21
Mon	09/25/06	203.38000	1.14580	163	17.2222		x	2.1419	-8.90	x		36.0923	23.55
Tue	09/26/06	203.40000	1.14592	164	17.3297		x	2.0344	-9.02	x		36.1998	23.67
Wed	09/27/06	203.42000	1.14603	165	17.4370		x	1.9271	-9.13	x		36.3071	23.78
Thu	09/28/06	203.44000	1.14614	166	17.5444		x	1.8197	-9.24	x		36.4145	23.89
Fri	09/29/06	203.46000	1.14625	167	17.6518		x	1.7123	-9.35	x		36.5219	24.00
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	1.14655	170	17.9736		x	1.3905	-9.65	x		36.8437	24.30
Tue	10/03/06	203.52581	1.14662	171	18.0804		x	1.2837	-9.72	x		36.9505	24.37
Wed	10/04/06	203.53871	1.14670	172	18.1874		x	1.1767	-9.80	x		37.0575	24.45
Thu	10/05/06	203.55161	1.14677	173	18.2943		x	1.0698	-9.87	x		37.1644	24.52
Fri	10/06/06	203.56452	1.14684	174	18.4011		x	0.9630	-9.94	x		37.2712	24.59
Mon	10/09/06	203.60323	1.14706	177	18.7220		x	0.6421	-10.16	x		37.5921	24.81
Tue	10/10/06	203.61613	1.14713	178	18.8289		x	0.5352	-10.23	x		37.6990	24.88
Wed	10/11/06	203.62903	1.14721	179	18.9360		x	0.4281	-10.31	x		37.8061	24.96
Thu	10/12/06	203.64194	1.14728	180	19.0430		x	0.3211	-10.38	x		37.9131	25.03
Fri	10/13/06	203.65484	1.14735	181	19.1499		x	0.2142	-10.45	x		38.0200	25.10
Sun	10/15/06	203.68065	1.14750	0	0.0000			0.0000	-10.60	x	x	38.2342	25.25
Mon	10/16/06	203.69355	1.14757	1	0.1064			-0.1064	-10.67	x	x	38.3406	25.32
Tue	10/17/06	203.70645	1.14764	2	0.2128			-0.2128	-10.74	x	x	38.4470	25.39
Wed	10/18/06	203.71935	1.14771	3	0.3192			-0.3192	-10.81	x	x	38.5534	25.46
Thu	10/19/06	203.73226	1.14779	4	0.4257			-0.4257	-10.89	x	x	38.6599	25.54
Fri	10/20/06	203.74516	1.14786	5	0.5321			-0.5321	-10.96	x	x	38.7663	25.61
Mon	10/23/06	203.78387	1.14808	8	0.8516			-0.8516	-11.18	x	x	39.0858	25.83
Tue	10/24/06	203.79677	1.14815	9	0.9581			-0.9581	-11.25	x	x	39.1923	25.90
Wed	10/25/06	203.80968	1.14822	10	1.0646			-1.0646	-11.32	x	x	39.2988	25.97
Thu	10/26/06	203.82258	1.14830	11	1.1712			-1.1712	-11.40	x	x	39.4054	26.05
Fri	10/27/06	203.83548	1.14837	12	1.2777			-1.2777	-11.47	x	x	39.5119	26.12
Mon	10/30/06	203.87419	1.14859	15	1.5975			-1.5975	-11.69	x	x	39.8317	26.34
Tue	10/31/06	203.88710	1.14866	16	1.7041			-1.7041	-11.76	x	x	39.9383	26.41
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	1.14873	17	1.8107			-1.8107	-11.83	x	x	40.0449	26.48
Thu	11/02/06	203.86667	1.14854	18	1.9169			-1.9169	-11.64	x	x	40.1511	26.29
Fri	11/03/06	203.83333	1.14836	19	2.0230			-2.0230	-11.46	x	x	40.2572	26.11
Mon	11/06/06	203.73333	1.14779	22	2.3413			-2.3413	-10.89	x	x	40.5755	25.54
Tue	11/07/06	203.70000	1.14761	23	2.4473			-2.4473	-10.71	x	x	40.6815	25.36
Wed	11/08/06	203.66667	1.14742	24	2.5533			-2.5533	-10.52	x	x	40.7875	25.17
Thu	11/09/06	203.63333	1.14723	25	2.6593			-2.6593	-10.33	x	x	40.8935	24.98
Fri	11/10/06	203.60000	1.14704	26	2.7652			-2.7652	-10.14	x	x	40.9994	24.79
Mon	11/13/06	203.50000	1.14648	29	3.0827			-3.0827	-9.58	x	x	41.3169	24.23
Tue	11/14/06	203.46667	1.14629	30	3.1885			-3.1885	-9.39	x	x	41.4227	24.04
Wed	11/15/06	203.43333	1.14610	31	3.2943			-3.2943	-9.20	x	x	41.5285	23.85
Thu	11/16/06	203.40000	1.14592	32	3.4000			-3.4000	-9.02	x	x	41.6342	23.67
Fri	11/17/06	203.36667	1.14573	33	3.5057			-3.5057	-8.83	x	x	41.7399	23.48
Mon	11/20/06	203.26667	1.14516	36	3.8224			-3.8224	-8.26	x	x	42.0566	22.91
Tue	11/21/06	203.23333	1.14498	37	3.9280			-3.9280	-8.08	x	x	42.1622	22.73
Wed	11/22/06	203.20000	1.14479	38	4.0335			-4.0335	-7.89	x	x	42.2677	22.54
Thu	11/23/06	203.16667	1.14460	39	4.1390			-4.1390	-7.70	x	x	42.3732	22.35
Fri	11/24/06	203.13333	1.14441	40	4.2444			-4.2444	-7.51	x	x	42.4786	22.16
Mon	11/27/06	203.03333	1.14385	43	4.5605			-4.5605	-6.95	x	x	42.7947	21.60
Tue	11/28/06	203.00000	1.14366	44	4.6658			-4.6658	-6.76	x	x	42.9000	21.41
Wed	11/29/06	202.96667	1.14347	45	4.7710			-4.7710	-6.57	x	x	43.0052	21.22
Thu	11/30/06	202.93333	1.14329	46	4.8763			-4.8763	-6.39	x	x	43.1105	21.04
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	1.14310	47	4.9814			-4.9814	-6.20	x	x	43.2156	20.85
Mon	12/04/06	202.79355	1.14250	50	5.2966			-5.2966	-5.60	x	x	43.5308	20.25
Tue	12/05/06	202.75806	1.14230	51	5.4016			-5.4016	-5.40	x	x	43.6358	20.05
Wed	12/06/06	202.72258	1.14210	52	5.5066			-5.5066	-5.20	x	x	43.7408	19.85
Thu	12/07/06	202.68710	1.14190	53	5.6115			-5.6115	-5.00	x	x	43.8457	19.65
Fri	12/08/06	202.65161	1.14170	54	5.7163			-5.7163	-4.80	x	x	43.9505	19.45
Mon	12/11/06	202.54516	1.14110	57	6.0307			-6.0307	-4.20	x	x	44.2649	18.85
Tue	12/12/06	202.50968	1.14090	58	6.1355			-6.1355	-4.00	x	x	44.3697	18.65
Wed	12/13/06	202.47419	1.14070	59	6.2402			-6.2402	-3.80	x	x	44.4744	18.45
Thu	12/14/06	202.43871	1.14050	60	6.3448			-6.3448	-3.60	x	x	44.5790	18.25
Fri	12/15/06	202.40323	1.14030	61	6.4494			-6.4494	-3.40	x	x	44.6836	18.05
Mon	12/18/06	202.29677	1.13970	64	6.7631			-6.7631	-2.80	x	x	44.9973	17.45
Tue	12/19/06	202.26129	1.13950	65	6.8675			-6.8675	-2.60	x	x	45.1017	17.25
Wed	12/20/06	202.22581	1.13930	66	6.9720			-6.9720	-2.40	x	x	45.2062	17.05
Thu	12/21/06	202.19032	1.13910	67	7.0763			-7.0763	-2.20	x	x	45.3105	16.85
Fri	12/22/06	202.15484	1.13890	68	7.1807			-7.1807	-2.00	x	x	45.4149	16.65
Mon	12/25/06	202.04839	1.13830	71	7.4935			-7.4935	-1.40	x	x	45.7277	16.05
Tue	12/26/06	202.01290	1.13810	72	7.5978			-7.5978	-1.20	x	x	45.8320	15.85
Wed	12/27/06	201.97742	1.13790	73	7.7019			-7.7019	-1.00	x	x	45.9361	15.65
Thu	12/28/06	201.94194	1.13770	74	7.8061			-7.8061	-0.80	x	x	46.0403	15.45
Fri	12/29/06	201.90645	1.13750	75	7.9102			-7.9102	-0.60	x	x	46.1444	15.25
Mon	01/01/07	201.80000	1.13690

Generated 03/09/11 23:47