3.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2012

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

CUSIP Number	9128277J5	Interest 01/15/06 (184 days)	$18.8625
Dated Date	January 15, 2002	Interest 07/15/06 (181 days)	$19.1926
Ref CPI on Dated Date	177.56452	Interest Total	$38.0551
Original Issue Date	January 15, 2002	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	1.12185	170	17.4908	x	x	20.5643	14.64			17.4908	0.00
Mon	01/02/06	199.14839	1.12156	171	17.5891	x	x	20.4660	14.93			17.5891	-0.29
Tue	01/03/06	199.09677	1.12126	172	17.6873	x	x	20.3678	15.23			17.6873	-0.59
Wed	01/04/06	199.04516	1.12097	173	17.7855	x	x	20.2696	15.52			17.7855	-0.88
Thu	01/05/06	198.99355	1.12068	174	17.8837	x	x	20.1714	15.81			17.8837	-1.17
Fri	01/06/06	198.94194	1.12039	175	17.9818	x	x	20.0733	16.10			17.9818	-1.46
Mon	01/09/06	198.78710	1.11952	178	18.2759	x	x	19.7792	16.97			18.2759	-2.33
Tue	01/10/06	198.73548	1.11923	179	18.3738	x	x	19.6813	17.26			18.3738	-2.62
Wed	01/11/06	198.68387	1.11894	180	18.4716	x	x	19.5835	17.55			18.4716	-2.91
Thu	01/12/06	198.63226	1.11865	181	18.5694	x	x	19.4857	17.84			18.5694	-3.20
Fri	01/13/06	198.58065	1.11836	182	18.6672	x	x	19.3879	18.13			18.6672	-3.49
Sun	01/15/06	198.47742	1.11778	0	0.0000		x	19.1926	18.71	x		18.8625	-4.07
Mon	01/16/06	198.42581	1.11749	1	0.1042		x	19.0884	19.00	x		18.9667	-4.36
Tue	01/17/06	198.37419	1.11719	2	0.2083		x	18.9843	19.30	x		19.0708	-4.66
Wed	01/18/06	198.32258	1.11690	3	0.3124		x	18.8802	19.59	x		19.1749	-4.95
Thu	01/19/06	198.27097	1.11661	4	0.4164		x	18.7762	19.88	x		19.2789	-5.24
Fri	01/20/06	198.21935	1.11632	5	0.5204		x	18.6722	20.17	x		19.3829	-5.53
Mon	01/23/06	198.06452	1.11545	8	0.8320		x	18.3606	21.04	x		19.6945	-6.40
Tue	01/24/06	198.01290	1.11516	9	0.9357		x	18.2569	21.33	x		19.7982	-6.69
Wed	01/25/06	197.96129	1.11487	10	1.0394		x	18.1532	21.62	x		19.9019	-6.98
Thu	01/26/06	197.90968	1.11458	11	1.1431		x	18.0495	21.91	x		20.0056	-7.27
Fri	01/27/06	197.85806	1.11429	12	1.2467		x	17.9459	22.20	x		20.1092	-7.56
Mon	01/30/06	197.70323	1.11342	15	1.5571		x	17.6355	23.07	x		20.4196	-8.43
Tue	01/31/06	197.65161	1.11313	16	1.6605		x	17.5321	23.36	x		20.5230	-8.72
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	1.11283	17	1.7638		x	17.4288	23.66	x		20.6263	-9.02
Thu	02/02/06	197.57143	1.11267	18	1.8673		x	17.3253	23.82	x		20.7298	-9.18
Fri	02/03/06	197.54286	1.11251	19	1.9707		x	17.2219	23.98	x		20.8332	-9.34
Mon	02/06/06	197.45714	1.11203	22	2.2809		x	16.9117	24.46	x		21.1434	-9.82
Tue	02/07/06	197.42857	1.11187	23	2.3842		x	16.8084	24.62	x		21.2467	-9.98
Wed	02/08/06	197.40000	1.11171	24	2.4875		x	16.7051	24.78	x		21.3500	-10.14
Thu	02/09/06	197.37143	1.11155	25	2.5908		x	16.6018	24.94	x		21.4533	-10.30
Fri	02/10/06	197.34286	1.11139	26	2.6940		x	16.4986	25.10	x		21.5565	-10.46
Mon	02/13/06	197.25714	1.11090	29	3.0036		x	16.1890	25.59	x		21.8661	-10.95
Tue	02/14/06	197.22857	1.11074	30	3.1067		x	16.0859	25.75	x		21.9692	-11.11
Wed	02/15/06	197.20000	1.11058	31	3.2098		x	15.9828	25.91	x		22.0723	-11.27
Thu	02/16/06	197.17143	1.11042	32	3.3129		x	15.8797	26.07	x		22.1754	-11.43
Fri	02/17/06	197.14286	1.11026	33	3.4159		x	15.7767	26.23	x		22.2784	-11.59
Mon	02/20/06	197.05714	1.10978	36	3.7248		x	15.4678	26.71	x		22.5873	-12.07
Tue	02/21/06	197.02857	1.10962	37	3.8277		x	15.3649	26.87	x		22.6902	-12.23
Wed	02/22/06	197.00000	1.10946	38	3.9306		x	15.2620	27.03	x		22.7931	-12.39
Thu	02/23/06	196.97143	1.10929	39	4.0334		x	15.1592	27.20	x		22.8959	-12.56
Fri	02/24/06	196.94286	1.10913	40	4.1363		x	15.0563	27.36	x		22.9988	-12.72
Mon	02/27/06	196.85714	1.10865	43	4.4446		x	14.7480	27.84	x		23.3071	-13.20
Tue	02/28/06	196.82857	1.10849	44	4.5473		x	14.6453	28.00	x		23.4098	-13.36
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	1.10833	45	4.6499		x	14.5427	28.16	x		23.5124	-13.52
Thu	03/02/06	196.84839	1.10860	46	4.7544		x	14.4382	27.89	x		23.6169	-13.25
Fri	03/03/06	196.89677	1.10887	47	4.8590		x	14.3336	27.62	x		23.7215	-12.98
Mon	03/06/06	197.04194	1.10969	50	5.1729		x	14.0197	26.80	x		24.0354	-12.16
Tue	03/07/06	197.09032	1.10996	51	5.2777		x	13.9149	26.53	x		24.1402	-11.89
Wed	03/08/06	197.13871	1.11024	52	5.3825		x	13.8101	26.25	x		24.2450	-11.61
Thu	03/09/06	197.18710	1.11051	53	5.4874		x	13.7052	25.98	x		24.3499	-11.34
Fri	03/10/06	197.23548	1.11078	54	5.5923		x	13.6003	25.71	x		24.4548	-11.07
Mon	03/13/06	197.38065	1.11160	57	5.9073		x	13.2853	24.89	x		24.7698	-10.25
Tue	03/14/06	197.42903	1.11187	58	6.0124		x	13.1802	24.62	x		24.8749	-9.98
Wed	03/15/06	197.47742	1.11214	59	6.1175		x	13.0751	24.35	x		24.9800	-9.71
Thu	03/16/06	197.52581	1.11242	60	6.2228		x	12.9698	24.07	x		25.0853	-9.43
Fri	03/17/06	197.57419	1.11269	61	6.3280		x	12.8646	23.80	x		25.1905	-9.16
Mon	03/20/06	197.71935	1.11351	64	6.6441		x	12.5485	22.98	x		25.5066	-8.34
Tue	03/21/06	197.76774	1.11378	65	6.7496		x	12.4430	22.71	x		25.6121	-8.07
Wed	03/22/06	197.81613	1.11405	66	6.8551		x	12.3375	22.44	x		25.7176	-7.80
Thu	03/23/06	197.86452	1.11432	67	6.9607		x	12.2319	22.17	x		25.8232	-7.53
Fri	03/24/06	197.91290	1.11460	68	7.0663		x	12.1263	21.89	x		25.9288	-7.25
Mon	03/27/06	198.05806	1.11541	71	7.3834		x	11.8092	21.08	x		26.2459	-6.44
Tue	03/28/06	198.10645	1.11569	72	7.4893		x	11.7033	20.80	x		26.3518	-6.16
Wed	03/29/06	198.15484	1.11596	73	7.5952		x	11.5974	20.53	x		26.4577	-5.89
Thu	03/30/06	198.20323	1.11623	74	7.7011		x	11.4915	20.26	x		26.5636	-5.62
Fri	03/31/06	198.25161	1.11650	75	7.8070		x	11.3856	19.99	x		26.6695	-5.35
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	04/03/06	198.32667	1.11693	78	8.1224		x	11.0702	19.56	x		26.9849	-4.92
Tue	04/04/06	198.34000	1.11700	79	8.2271		x	10.9655	19.49	x		27.0896	-4.85
Wed	04/05/06	198.35333	1.11708	80	8.3318		x	10.8608	19.41	x		27.1943	-4.77
Thu	04/06/06	198.36667	1.11715	81	8.4365		x	10.7561	19.34	x		27.2990	-4.70
Fri	04/07/06	198.38000	1.11723	82	8.5413		x	10.6513	19.26	x		27.4038	-4.62
Mon	04/10/06	198.42000	1.11745	85	8.8555		x	10.3371	19.04	x		27.7180	-4.40
Tue	04/11/06	198.43333	1.11753	86	8.9603		x	10.2323	18.96	x		27.8228	-4.32
Wed	04/12/06	198.44667	1.11760	87	9.0651		x	10.1275	18.89	x		27.9276	-4.25
Thu	04/13/06	198.46000	1.11768	88	9.1699		x	10.0227	18.81	x		28.0324	-4.17
Fri	04/14/06	198.47333	1.11775	89	9.2747		x	9.9179	18.74	x		28.1372	-4.10
Mon	04/17/06	198.51333	1.11798	92	9.5893		x	9.6033	18.51	x		28.4518	-3.87
Tue	04/18/06	198.52667	1.11805	93	9.6941		x	9.4985	18.44	x		28.5566	-3.80
Wed	04/19/06	198.54000	1.11813	94	9.7991		x	9.3935	18.36	x		28.6616	-3.72
Thu	04/20/06	198.55333	1.11820	95	9.9039		x	9.2887	18.29	x		28.7664	-3.65
Fri	04/21/06	198.56667	1.11828	96	10.0089		x	9.1837	18.21	x		28.8714	-3.57
Mon	04/24/06	198.60667	1.11850	99	10.3237		x	8.8689	17.99	x		29.1862	-3.35
Tue	04/25/06	198.62000	1.11858	100	10.4288		x	8.7638	17.91	x		29.2913	-3.27
Wed	04/26/06	198.63333	1.11865	101	10.5337		x	8.6589	17.84	x		29.3962	-3.20
Thu	04/27/06	198.64667	1.11873	102	10.6388		x	8.5538	17.76	x		29.5013	-3.12
Fri	04/28/06	198.66000	1.11880	103	10.7437		x	8.4489	17.69	x		29.6062	-3.05
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	1.11903	106	11.0589		x	8.1337	17.46	x		29.9214	-2.82
Tue	05/02/06	198.73548	1.11923	107	11.1652		x	8.0274	17.26	x		30.0277	-2.62
Wed	05/03/06	198.77097	1.11943	108	11.2716		x	7.9210	17.06	x		30.1341	-2.42
Thu	05/04/06	198.80645	1.11963	109	11.3780		x	7.8146	16.86	x		30.2405	-2.22
Fri	05/05/06	198.84194	1.11983	110	11.4844		x	7.7082	16.66	x		30.3469	-2.02
Mon	05/08/06	198.94839	1.12043	113	11.8040		x	7.3886	16.06	x		30.6665	-1.42
Tue	05/09/06	198.98387	1.12063	114	11.9106		x	7.2820	15.86	x		30.7731	-1.22
Wed	05/10/06	199.01935	1.12083	115	12.0172		x	7.1754	15.66	x		30.8797	-1.02
Thu	05/11/06	199.05484	1.12103	116	12.1238		x	7.0688	15.46	x		30.9863	-0.82
Fri	05/12/06	199.09032	1.12123	117	12.2305		x	6.9621	15.26	x		31.0930	-0.62
Mon	05/15/06	199.19677	1.12183	120	12.5509		x	6.6417	14.66	x		31.4134	-0.02
Tue	05/16/06	199.23226	1.12203	121	12.6577		x	6.5349	14.46	x		31.5202	0.18
Wed	05/17/06	199.26774	1.12223	122	12.7646		x	6.4280	14.26	x		31.6271	0.38
Thu	05/18/06	199.30323	1.12243	123	12.8715		x	6.3211	14.06	x		31.7340	0.58
Fri	05/19/06	199.33871	1.12263	124	12.9785		x	6.2141	13.86	x		31.8410	0.78
Mon	05/22/06	199.44516	1.12323	127	13.2996		x	5.8930	13.26	x		32.1621	1.38
Tue	05/23/06	199.48065	1.12343	128	13.4067		x	5.7859	13.06	x		32.2692	1.58
Wed	05/24/06	199.51613	1.12363	129	13.5138		x	5.6788	12.86	x		32.3763	1.78
Thu	05/25/06	199.55161	1.12383	130	13.6210		x	5.5716	12.66	x		32.4835	1.98
Fri	05/26/06	199.58710	1.12403	131	13.7282		x	5.4644	12.46	x		32.5907	2.18
Mon	05/29/06	199.69355	1.12463	134	14.0501		x	5.1425	11.86	x		32.9126	2.78
Tue	05/30/06	199.72903	1.12483	135	14.1575		x	5.0351	11.66	x		33.0200	2.98
Wed	05/31/06	199.76452	1.12502	136	14.2648		x	4.9278	11.47	x		33.1273	3.17
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	1.12522	137	14.3722		x	4.8204	11.27	x		33.2347	3.37
Fri	06/02/06	199.85667	1.12554	138	14.4812		x	4.7114	10.95	x		33.3437	3.69
Mon	06/05/06	200.02667	1.12650	141	14.8087		x	4.3839	9.99	x		33.6712	4.65
Tue	06/06/06	200.08333	1.12682	142	14.9179		x	4.2747	9.67	x		33.7804	4.97
Wed	06/07/06	200.14000	1.12714	143	15.0272		x	4.1654	9.35	x		33.8897	5.29
Thu	06/08/06	200.19667	1.12746	144	15.1366		x	4.0560	9.03	x		33.9991	5.61
Fri	06/09/06	200.25333	1.12778	145	15.2461		x	3.9465	8.71	x		34.1086	5.93
Mon	06/12/06	200.42333	1.12874	148	15.5747		x	3.6179	7.75	x		34.4372	6.89
Tue	06/13/06	200.48000	1.12905	149	15.6843		x	3.5083	7.44	x		34.5468	7.20
Wed	06/14/06	200.53667	1.12937	150	15.7940		x	3.3986	7.12	x		34.6565	7.52
Thu	06/15/06	200.59333	1.12969	151	15.9038		x	3.2888	6.80	x		34.7663	7.84
Fri	06/16/06	200.65000	1.13001	152	16.0137		x	3.1789	6.48	x		34.8762	8.16
Mon	06/19/06	200.82000	1.13097	155	16.3436		x	2.8490	5.52	x		35.2061	9.12
Tue	06/20/06	200.87667	1.13129	156	16.4537		x	2.7389	5.20	x		35.3162	9.44
Wed	06/21/06	200.93333	1.13161	157	16.5639		x	2.6287	4.88	x		35.4264	9.76
Thu	06/22/06	200.99000	1.13193	158	16.6741		x	2.5185	4.56	x		35.5366	10.08
Fri	06/23/06	201.04667	1.13225	159	16.7844		x	2.4082	4.24	x		35.6469	10.40
Mon	06/26/06	201.21667	1.13320	162	17.1154		x	2.0772	3.29	x		35.9779	11.35
Tue	06/27/06	201.27333	1.13352	163	17.2259		x	1.9667	2.97	x		36.0884	11.67
Wed	06/28/06	201.33000	1.13384	164	17.3365		x	1.8561	2.65	x		36.1990	11.99
Thu	06/29/06	201.38667	1.13416	165	17.4471		x	1.7455	2.33	x		36.3096	12.31
Fri	06/30/06	201.44333	1.13448	166	17.5578		x	1.6348	2.01	x		36.4203	12.63
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	1.13516	169	17.8858		x	1.3068	1.33	x		36.7483	13.31
Tue	07/04/06	201.59677	1.13534	170	17.9945		x	1.1981	1.15	x		36.8570	13.49
Wed	07/05/06	201.62903	1.13553	171	18.1034		x	1.0892	0.96	x		36.9659	13.68
Thu	07/06/06	201.66129	1.13571	172	18.2121		x	0.9805	0.78	x		37.0746	13.86
Fri	07/07/06	201.69355	1.13589	173	18.3209		x	0.8717	0.60	x		37.1834	14.04
Mon	07/10/06	201.79032	1.13643	176	18.6475		x	0.5451	0.06	x		37.5100	14.58
Tue	07/11/06	201.82258	1.13662	177	18.7566		x	0.4360	-0.13	x		37.6191	14.77
Wed	07/12/06	201.85484	1.13680	178	18.8655		x	0.3271	-0.31	x		37.7280	14.95
Thu	07/13/06	201.88710	1.13698	179	18.9745		x	0.2181	-0.49	x		37.8370	15.13
Fri	07/14/06	201.91935	1.13716	180	19.0836		x	0.1090	-0.67	x		37.9461	15.31
Sat	07/15/06	201.95161	1.13734	0	0.0000			0.0000	-0.85	x	x	38.0551	15.49
Mon	07/17/06	202.01613	1.13771	2	0.2087			-0.2087	-1.22	x	x	38.2638	15.86
Tue	07/18/06	202.04839	1.13789	3	0.3131			-0.3131	-1.40	x	x	38.3682	16.04
Wed	07/19/06	202.08065	1.13807	4	0.4175			-0.4175	-1.58	x	x	38.4726	16.22
Thu	07/20/06	202.11290	1.13825	5	0.5220			-0.5220	-1.76	x	x	38.5771	16.40
Fri	07/21/06	202.14516	1.13843	6	0.6264			-0.6264	-1.94	x	x	38.6815	16.58
Mon	07/24/06	202.24194	1.13898	9	0.9401			-0.9401	-2.49	x	x	38.9952	17.13
Tue	07/25/06	202.27419	1.13916	10	1.0447			-1.0447	-2.67	x	x	39.0998	17.31
Wed	07/26/06	202.30645	1.13934	11	1.1494			-1.1494	-2.85	x	x	39.2045	17.49
Thu	07/27/06	202.33871	1.13952	12	1.2541			-1.2541	-3.03	x	x	39.3092	17.67
Fri	07/28/06	202.37097	1.13970	13	1.3588			-1.3588	-3.21	x	x	39.4139	17.85
Mon	07/31/06	202.46774	1.14025	16	1.6732			-1.6732	-3.76	x	x	39.7283	18.40
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	1.14043	17	1.7780			-1.7780	-3.94	x	x	39.8331	18.58
Wed	08/02/06	202.51290	1.14050	18	1.8828			-1.8828	-4.01	x	x	39.9379	18.65
Thu	08/03/06	202.52581	1.14058	19	1.9875			-1.9875	-4.09	x	x	40.0426	18.73
Fri	08/04/06	202.53871	1.14065	20	2.0922			-2.0922	-4.16	x	x	40.1473	18.80
Mon	08/07/06	202.57742	1.14087	23	2.4065			-2.4065	-4.38	x	x	40.4616	19.02
Tue	08/08/06	202.59032	1.14094	24	2.5113			-2.5113	-4.45	x	x	40.5664	19.09
Wed	08/09/06	202.60323	1.14101	25	2.6161			-2.6161	-4.52	x	x	40.6712	19.16
Thu	08/10/06	202.61613	1.14108	26	2.7209			-2.7209	-4.59	x	x	40.7760	19.23
Fri	08/11/06	202.62903	1.14116	27	2.8258			-2.8258	-4.67	x	x	40.8809	19.31
Mon	08/14/06	202.66774	1.14138	30	3.1403			-3.1403	-4.89	x	x	41.1954	19.53
Tue	08/15/06	202.68065	1.14145	31	3.2452			-3.2452	-4.96	x	x	41.3003	19.60
Wed	08/16/06	202.69355	1.14152	32	3.3501			-3.3501	-5.03	x	x	41.4052	19.67
Thu	08/17/06	202.70645	1.14159	33	3.4550			-3.4550	-5.10	x	x	41.5101	19.74
Fri	08/18/06	202.71935	1.14167	34	3.5600			-3.5600	-5.18	x	x	41.6151	19.82
Mon	08/21/06	202.75806	1.14188	37	3.8748			-3.8748	-5.39	x	x	41.9299	20.03
Tue	08/22/06	202.77097	1.14196	38	3.9798			-3.9798	-5.47	x	x	42.0349	20.11
Wed	08/23/06	202.78387	1.14203	39	4.0848			-4.0848	-5.54	x	x	42.1399	20.18
Thu	08/24/06	202.79677	1.14210	40	4.1898			-4.1898	-5.61	x	x	42.2449	20.25
Fri	08/25/06	202.80968	1.14217	41	4.2948			-4.2948	-5.68	x	x	42.3499	20.32
Mon	08/28/06	202.84839	1.14239	44	4.6099			-4.6099	-5.90	x	x	42.6650	20.54
Tue	08/29/06	202.86129	1.14247	45	4.7150			-4.7150	-5.98	x	x	42.7701	20.62
Wed	08/30/06	202.87419	1.14254	46	4.8201			-4.8201	-6.05	x	x	42.8752	20.69
Thu	08/31/06	202.88710	1.14261	47	4.9252			-4.9252	-6.12	x	x	42.9803	20.76
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	1.14268	48	5.0303			-5.0303	-6.19	x	x	43.0854	20.83
Mon	09/04/06	202.96000	1.14302	51	5.3463			-5.3463	-6.53	x	x	43.4014	21.17
Tue	09/05/06	202.98000	1.14313	52	5.4516			-5.4516	-6.64	x	x	43.5067	21.28
Wed	09/06/06	203.00000	1.14325	53	5.5570			-5.5570	-6.76	x	x	43.6121	21.40
Thu	09/07/06	203.02000	1.14336	54	5.6624			-5.6624	-6.87	x	x	43.7175	21.51
Fri	09/08/06	203.04000	1.14347	55	5.7678			-5.7678	-6.98	x	x	43.8229	21.62
Mon	09/11/06	203.10000	1.14381	58	6.0843			-6.0843	-7.32	x	x	44.1394	21.96
Tue	09/12/06	203.12000	1.14392	59	6.1898			-6.1898	-7.43	x	x	44.2449	22.07
Wed	09/13/06	203.14000	1.14403	60	6.2953			-6.2953	-7.54	x	x	44.3504	22.18
Thu	09/14/06	203.16000	1.14415	61	6.4009			-6.4009	-7.66	x	x	44.4560	22.30
Fri	09/15/06	203.18000	1.14426	62	6.5064			-6.5064	-7.77	x	x	44.5615	22.41
Mon	09/18/06	203.24000	1.14460	65	6.8233			-6.8233	-8.11	x	x	44.8784	22.75
Tue	09/19/06	203.26000	1.14471	66	6.9289			-6.9289	-8.22	x	x	44.9840	22.86
Wed	09/20/06	203.28000	1.14482	67	7.0346			-7.0346	-8.33	x	x	45.0897	22.97
Thu	09/21/06	203.30000	1.14494	68	7.1403			-7.1403	-8.45	x	x	45.1954	23.09
Fri	09/22/06	203.32000	1.14505	69	7.2460			-7.2460	-8.56	x	x	45.3011	23.20
Mon	09/25/06	203.38000	1.14539	72	7.5633			-7.5633	-8.90	x	x	45.6184	23.54
Tue	09/26/06	203.40000	1.14550	73	7.6691			-7.6691	-9.01	x	x	45.7242	23.65
Wed	09/27/06	203.42000	1.14561	74	7.7749			-7.7749	-9.12	x	x	45.8300	23.76
Thu	09/28/06	203.44000	1.14572	75	7.8807			-7.8807	-9.23	x	x	45.9358	23.87
Fri	09/29/06	203.46000	1.14584	76	7.9866			-7.9866	-9.35	x	x	46.0417	23.99
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	1.14613	79	8.3040			-8.3040	-9.64	x	x	46.3591	24.28
Tue	10/03/06	203.52581	1.14621	80	8.4097			-8.4097	-9.72	x	x	46.4648	24.36
Wed	10/04/06	203.53871	1.14628	81	8.5153			-8.5153	-9.79	x	x	46.5704	24.43
Thu	10/05/06	203.55161	1.14635	82	8.6210			-8.6210	-9.86	x	x	46.6761	24.50
Fri	10/06/06	203.56452	1.14643	83	8.7267			-8.7267	-9.94	x	x	46.7818	24.58
Mon	10/09/06	203.60323	1.14664	86	9.0438			-9.0438	-10.15	x	x	47.0989	24.79
Tue	10/10/06	203.61613	1.14672	87	9.1496			-9.1496	-10.23	x	x	47.2047	24.87
Wed	10/11/06	203.62903	1.14679	88	9.2553			-9.2553	-10.30	x	x	47.3104	24.94
Thu	10/12/06	203.64194	1.14686	89	9.3611			-9.3611	-10.37	x	x	47.4162	25.01
Fri	10/13/06	203.65484	1.14693	90	9.4668			-9.4668	-10.44	x	x	47.5219	25.08
Mon	10/16/06	203.69355	1.14715	93	9.7843			-9.7843	-10.66	x	x	47.8394	25.30
Tue	10/17/06	203.70645	1.14722	94	9.8901			-9.8901	-10.73	x	x	47.9452	25.37
Wed	10/18/06	203.71935	1.14730	95	9.9960			-9.9960	-10.81	x	x	48.0511	25.45
Thu	10/19/06	203.73226	1.14737	96	10.1018			-10.1018	-10.88	x	x	48.1569	25.52
Fri	10/20/06	203.74516	1.14744	97	10.2077			-10.2077	-10.95	x	x	48.2628	25.59
Mon	10/23/06	203.78387	1.14766	100	10.5254			-10.5254	-11.17	x	x	48.5805	25.81
Tue	10/24/06	203.79677	1.14773	101	10.6313			-10.6313	-11.24	x	x	48.6864	25.88
Wed	10/25/06	203.80968	1.14781	102	10.7373			-10.7373	-11.32	x	x	48.7924	25.96
Thu	10/26/06	203.82258	1.14788	103	10.8433			-10.8433	-11.39	x	x	48.8984	26.03
Fri	10/27/06	203.83548	1.14795	104	10.9492			-10.9492	-11.46	x	x	49.0043	26.10
Mon	10/30/06	203.87419	1.14817	107	11.2672			-11.2672	-11.68	x	x	49.3223	26.32
Tue	10/31/06	203.88710	1.14824	108	11.3732			-11.3732	-11.75	x	x	49.4283	26.39
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	1.14831	109	11.4792			-11.4792	-11.82	x	x	49.5343	26.46
Thu	11/02/06	203.86667	1.14813	110	11.5827			-11.5827	-11.64	x	x	49.6378	26.28
Fri	11/03/06	203.83333	1.14794	111	11.6861			-11.6861	-11.45	x	x	49.7412	26.09
Mon	11/06/06	203.73333	1.14738	114	11.9960			-11.9960	-10.89	x	x	50.0511	25.53
Tue	11/07/06	203.70000	1.14719	115	12.0993			-12.0993	-10.70	x	x	50.1544	25.34
Wed	11/08/06	203.66667	1.14700	116	12.2025			-12.2025	-10.51	x	x	50.2576	25.15
Thu	11/09/06	203.63333	1.14681	117	12.3056			-12.3056	-10.32	x	x	50.3607	24.96
Fri	11/10/06	203.60000	1.14663	118	12.4088			-12.4088	-10.14	x	x	50.4639	24.78
Mon	11/13/06	203.50000	1.14606	121	12.7180			-12.7180	-9.57	x	x	50.7731	24.21
Tue	11/14/06	203.46667	1.14587	122	12.8210			-12.8210	-9.38	x	x	50.8761	24.02
Wed	11/15/06	203.43333	1.14569	123	12.9240			-12.9240	-9.20	x	x	50.9791	23.84
Thu	11/16/06	203.40000	1.14550	124	13.0269			-13.0269	-9.01	x	x	51.0820	23.65
Fri	11/17/06	203.36667	1.14531	125	13.1298			-13.1298	-8.82	x	x	51.1849	23.46
Mon	11/20/06	203.26667	1.14475	128	13.4384			-13.4384	-8.26	x	x	51.4935	22.90
Tue	11/21/06	203.23333	1.14456	129	13.5411			-13.5411	-8.07	x	x	51.5962	22.71
Wed	11/22/06	203.20000	1.14437	130	13.6438			-13.6438	-7.88	x	x	51.6989	22.52
Thu	11/23/06	203.16667	1.14419	131	13.7466			-13.7466	-7.70	x	x	51.8017	22.34
Fri	11/24/06	203.13333	1.14400	132	13.8492			-13.8492	-7.51	x	x	51.9043	22.15
Mon	11/27/06	203.03333	1.14343	135	14.1569			-14.1569	-6.94	x	x	52.2120	21.58
Tue	11/28/06	203.00000	1.14325	136	14.2596			-14.2596	-6.76	x	x	52.3147	21.40
Wed	11/29/06	202.96667	1.14306	137	14.3620			-14.3620	-6.57	x	x	52.4171	21.21
Thu	11/30/06	202.93333	1.14287	138	14.4644			-14.4644	-6.38	x	x	52.5195	21.02
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	1.14268	139	14.5668			-14.5668	-6.19	x	x	52.6219	20.83
Mon	12/04/06	202.79355	1.14208	142	14.8734			-14.8734	-5.59	x	x	52.9285	20.23
Tue	12/05/06	202.75806	1.14188	143	14.9755			-14.9755	-5.39	x	x	53.0306	20.03
Wed	12/06/06	202.72258	1.14168	144	15.0776			-15.0776	-5.19	x	x	53.1327	19.83
Thu	12/07/06	202.68710	1.14148	145	15.1797			-15.1797	-4.99	x	x	53.2348	19.63
Fri	12/08/06	202.65161	1.14128	146	15.2817			-15.2817	-4.79	x	x	53.3368	19.43
Mon	12/11/06	202.54516	1.14068	149	15.5875			-15.5875	-4.19	x	x	53.6426	18.83
Tue	12/12/06	202.50968	1.14049	150	15.6895			-15.6895	-4.00	x	x	53.7446	18.64
Wed	12/13/06	202.47419	1.14029	151	15.7913			-15.7913	-3.80	x	x	53.8464	18.44
Thu	12/14/06	202.43871	1.14009	152	15.8931			-15.8931	-3.60	x	x	53.9482	18.24
Fri	12/15/06	202.40323	1.13989	153	15.9949			-15.9949	-3.40	x	x	54.0500	18.04
Mon	12/18/06	202.29677	1.13929	156	16.2999			-16.2999	-2.80	x	x	54.3550	17.44
Tue	12/19/06	202.26129	1.13909	157	16.4015			-16.4015	-2.60	x	x	54.4566	17.24
Wed	12/20/06	202.22581	1.13889	158	16.5031			-16.5031	-2.40	x	x	54.5582	17.04
Thu	12/21/06	202.19032	1.13869	159	16.6046			-16.6046	-2.20	x	x	54.6597	16.84
Fri	12/22/06	202.15484	1.13849	160	16.7061			-16.7061	-2.00	x	x	54.7612	16.64
Mon	12/25/06	202.04839	1.13789	163	17.0104			-17.0104	-1.40	x	x	55.0655	16.04
Tue	12/26/06	202.01290	1.13769	164	17.1117			-17.1117	-1.20	x	x	55.1668	15.84
Wed	12/27/06	201.97742	1.13749	165	17.2130			-17.2130	-1.00	x	x	55.2681	15.64
Thu	12/28/06	201.94194	1.13729	166	17.3143			-17.3143	-0.80	x	x	55.3694	15.44
Fri	12/29/06	201.90645	1.13709	167	17.4156			-17.4156	-0.60	x	x	55.4707	15.24
Mon	01/01/07	201.80000	1.13649

Generated 03/09/11 23:47