2% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2014

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

CUSIP Number	912828BW9	Interest 01/15/06 (184 days)	$10.7416
Dated Date	January 15, 2004	Interest 07/15/06 (181 days)	$10.9296
Ref CPI on Dated Date	184.77419	Interest Total	$21.6712
Original Issue Date	January 15, 2004	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	1.07807	170	9.9604	x	x	11.7108	14.07			9.9604	0.00
Mon	01/02/06	199.14839	1.07779	171	10.0164	x	x	11.6548	14.35			10.0164	-0.28
Tue	01/03/06	199.09677	1.07751	172	10.0724	x	x	11.5988	14.63			10.0724	-0.56
Wed	01/04/06	199.04516	1.07723	173	10.1283	x	x	11.5429	14.91			10.1283	-0.84
Thu	01/05/06	198.99355	1.07696	174	10.1843	x	x	11.4869	15.18			10.1843	-1.11
Fri	01/06/06	198.94194	1.07668	175	10.2402	x	x	11.4310	15.46			10.2402	-1.39
Mon	01/09/06	198.78710	1.07584	178	10.4076	x	x	11.2636	16.30			10.4076	-2.23
Tue	01/10/06	198.73548	1.07556	179	10.4633	x	x	11.2079	16.58			10.4633	-2.51
Wed	01/11/06	198.68387	1.07528	180	10.5190	x	x	11.1522	16.86			10.5190	-2.79
Thu	01/12/06	198.63226	1.07500	181	10.5747	x	x	11.0965	17.14			10.5747	-3.07
Fri	01/13/06	198.58065	1.07472	182	10.6304	x	x	11.0408	17.42			10.6304	-3.35
Sun	01/15/06	198.47742	1.07416	0	0.0000		x	10.9296	17.98	x		10.7416	-3.91
Mon	01/16/06	198.42581	1.07388	1	0.0593		x	10.8703	18.26	x		10.8009	-4.19
Tue	01/17/06	198.37419	1.07360	2	0.1186		x	10.8110	18.54	x		10.8602	-4.47
Wed	01/18/06	198.32258	1.07332	3	0.1779		x	10.7517	18.82	x		10.9195	-4.75
Thu	01/19/06	198.27097	1.07304	4	0.2371		x	10.6925	19.10	x		10.9787	-5.03
Fri	01/20/06	198.21935	1.07277	5	0.2963		x	10.6333	19.37	x		11.0379	-5.30
Mon	01/23/06	198.06452	1.07193	8	0.4738		x	10.4558	20.21	x		11.2154	-6.14
Tue	01/24/06	198.01290	1.07165	9	0.5329		x	10.3967	20.49	x		11.2745	-6.42
Wed	01/25/06	197.96129	1.07137	10	0.5919		x	10.3377	20.77	x		11.3335	-6.70
Thu	01/26/06	197.90968	1.07109	11	0.6509		x	10.2787	21.05	x		11.3925	-6.98
Fri	01/27/06	197.85806	1.07081	12	0.7099		x	10.2197	21.33	x		11.4515	-7.26
Mon	01/30/06	197.70323	1.06997	15	0.8867		x	10.0429	22.17	x		11.6283	-8.10
Tue	01/31/06	197.65161	1.06969	16	0.9456		x	9.9840	22.45	x		11.6872	-8.38
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	1.06941	17	1.0044		x	9.9252	22.73	x		11.7460	-8.66
Thu	02/02/06	197.57143	1.06926	18	1.0634		x	9.8662	22.88	x		11.8050	-8.81
Fri	02/03/06	197.54286	1.06910	19	1.1223		x	9.8073	23.04	x		11.8639	-8.97
Mon	02/06/06	197.45714	1.06864	22	1.2989		x	9.6307	23.50	x		12.0405	-9.43
Tue	02/07/06	197.42857	1.06849	23	1.3577		x	9.5719	23.65	x		12.0993	-9.58
Wed	02/08/06	197.40000	1.06833	24	1.4166		x	9.5130	23.81	x		12.1582	-9.74
Thu	02/09/06	197.37143	1.06818	25	1.4754		x	9.4542	23.96	x		12.2170	-9.89
Fri	02/10/06	197.34286	1.06802	26	1.5342		x	9.3954	24.12	x		12.2758	-10.05
Mon	02/13/06	197.25714	1.06756	29	1.7105		x	9.2191	24.58	x		12.4521	-10.51
Tue	02/14/06	197.22857	1.06740	30	1.7692		x	9.1604	24.74	x		12.5108	-10.67
Wed	02/15/06	197.20000	1.06725	31	1.8279		x	9.1017	24.89	x		12.5695	-10.82
Thu	02/16/06	197.17143	1.06709	32	1.8866		x	9.0430	25.05	x		12.6282	-10.98
Fri	02/17/06	197.14286	1.06694	33	1.9452		x	8.9844	25.20	x		12.6868	-11.13
Mon	02/20/06	197.05714	1.06648	36	2.1212		x	8.8084	25.66	x		12.8628	-11.59
Tue	02/21/06	197.02857	1.06632	37	2.1798		x	8.7498	25.82	x		12.9214	-11.75
Wed	02/22/06	197.00000	1.06617	38	2.2384		x	8.6912	25.97	x		12.9800	-11.90
Thu	02/23/06	196.97143	1.06601	39	2.2969		x	8.6327	26.13	x		13.0385	-12.06
Fri	02/24/06	196.94286	1.06586	40	2.3555		x	8.5741	26.28	x		13.0971	-12.21
Mon	02/27/06	196.85714	1.06539	43	2.5310		x	8.3986	26.75	x		13.2726	-12.68
Tue	02/28/06	196.82857	1.06524	44	2.5895		x	8.3401	26.90	x		13.3311	-12.83
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	1.06508	45	2.6480		x	8.2816	27.06	x		13.3896	-12.99
Thu	03/02/06	196.84839	1.06535	46	2.7075		x	8.2221	26.79	x		13.4491	-12.72
Fri	03/03/06	196.89677	1.06561	47	2.7671		x	8.1625	26.53	x		13.5087	-12.46
Mon	03/06/06	197.04194	1.06639	50	2.9458		x	7.9838	25.75	x		13.6874	-11.68
Tue	03/07/06	197.09032	1.06666	51	3.0055		x	7.9241	25.48	x		13.7471	-11.41
Wed	03/08/06	197.13871	1.06692	52	3.0652		x	7.8644	25.22	x		13.8068	-11.15
Thu	03/09/06	197.18710	1.06718	53	3.1249		x	7.8047	24.96	x		13.8665	-10.89
Fri	03/10/06	197.23548	1.06744	54	3.1846		x	7.7450	24.70	x		13.9262	-10.63
Mon	03/13/06	197.38065	1.06823	57	3.3640		x	7.5656	23.91	x		14.1056	-9.84
Tue	03/14/06	197.42903	1.06849	58	3.4239		x	7.5057	23.65	x		14.1655	-9.58
Wed	03/15/06	197.47742	1.06875	59	3.4838		x	7.4458	23.39	x		14.2254	-9.32
Thu	03/16/06	197.52581	1.06901	60	3.5437		x	7.3859	23.13	x		14.2853	-9.06
Fri	03/17/06	197.57419	1.06927	61	3.6036		x	7.3260	22.87	x		14.3452	-8.80
Mon	03/20/06	197.71935	1.07006	64	3.7836		x	7.1460	22.08	x		14.5252	-8.01
Tue	03/21/06	197.76774	1.07032	65	3.8437		x	7.0859	21.82	x		14.5853	-7.75
Wed	03/22/06	197.81613	1.07058	66	3.9038		x	7.0258	21.56	x		14.6454	-7.49
Thu	03/23/06	197.86452	1.07085	67	3.9639		x	6.9657	21.29	x		14.7055	-7.22
Fri	03/24/06	197.91290	1.07111	68	4.0241		x	6.9055	21.03	x		14.7657	-6.96
Mon	03/27/06	198.05806	1.07189	71	4.2047		x	6.7249	20.25	x		14.9463	-6.18
Tue	03/28/06	198.10645	1.07215	72	4.2649		x	6.6647	19.99	x		15.0065	-5.92
Wed	03/29/06	198.15484	1.07242	73	4.3252		x	6.6044	19.72	x		15.0668	-5.65
Thu	03/30/06	198.20323	1.07268	74	4.3855		x	6.5441	19.46	x		15.1271	-5.39
Fri	03/31/06	198.25161	1.07294	75	4.4459		x	6.4837	19.20	x		15.1875	-5.13
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	1.07335	78	4.6255		x	6.3041	18.79	x		15.3671	-4.72
Tue	04/04/06	198.34000	1.07342	79	4.6851		x	6.2445	18.72	x		15.4267	-4.65
Wed	04/05/06	198.35333	1.07349	80	4.7447		x	6.1849	18.65	x		15.4863	-4.58
Thu	04/06/06	198.36667	1.07356	81	4.8043		x	6.1253	18.58	x		15.5459	-4.51
Fri	04/07/06	198.38000	1.07363	82	4.8640		x	6.0656	18.51	x		15.6056	-4.44
Mon	04/10/06	198.42000	1.07385	85	5.0429		x	5.8867	18.29	x		15.7845	-4.22
Tue	04/11/06	198.43333	1.07392	86	5.1026		x	5.8270	18.22	x		15.8442	-4.15
Wed	04/12/06	198.44667	1.07400	87	5.1623		x	5.7673	18.14	x		15.9039	-4.07
Thu	04/13/06	198.46000	1.07407	88	5.2220		x	5.7076	18.07	x		15.9636	-4.00
Fri	04/14/06	198.47333	1.07414	89	5.2817		x	5.6479	18.00	x		16.0233	-3.93
Mon	04/17/06	198.51333	1.07436	92	5.4608		x	5.4688	17.78	x		16.2024	-3.71
Tue	04/18/06	198.52667	1.07443	93	5.5206		x	5.4090	17.71	x		16.2622	-3.64
Wed	04/19/06	198.54000	1.07450	94	5.5803		x	5.3493	17.64	x		16.3219	-3.57
Thu	04/20/06	198.55333	1.07457	95	5.6400		x	5.2896	17.57	x		16.3816	-3.50
Fri	04/21/06	198.56667	1.07465	96	5.6998		x	5.2298	17.49	x		16.4414	-3.42
Mon	04/24/06	198.60667	1.07486	99	5.8791		x	5.0505	17.28	x		16.6207	-3.21
Tue	04/25/06	198.62000	1.07493	100	5.9388		x	4.9908	17.21	x		16.6804	-3.14
Wed	04/26/06	198.63333	1.07501	101	5.9987		x	4.9309	17.13	x		16.7403	-3.06
Thu	04/27/06	198.64667	1.07508	102	6.0585		x	4.8711	17.06	x		16.8001	-2.99
Fri	04/28/06	198.66000	1.07515	103	6.1183		x	4.8113	16.99	x		16.8599	-2.92
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	1.07537	106	6.2977		x	4.6319	16.77	x		17.0393	-2.70
Tue	05/02/06	198.73548	1.07556	107	6.3583		x	4.5713	16.58	x		17.0999	-2.51
Wed	05/03/06	198.77097	1.07575	108	6.4188		x	4.5108	16.39	x		17.1604	-2.32
Thu	05/04/06	198.80645	1.07594	109	6.4794		x	4.4502	16.20	x		17.2210	-2.13
Fri	05/05/06	198.84194	1.07613	110	6.5400		x	4.3896	16.01	x		17.2816	-1.94
Mon	05/08/06	198.94839	1.07671	113	6.7220		x	4.2076	15.43	x		17.4636	-1.36
Tue	05/09/06	198.98387	1.07690	114	6.7827		x	4.1469	15.24	x		17.5243	-1.17
Wed	05/10/06	199.01935	1.07709	115	6.8434		x	4.0862	15.05	x		17.5850	-0.98
Thu	05/11/06	199.05484	1.07729	116	6.9042		x	4.0254	14.85	x		17.6458	-0.78
Fri	05/12/06	199.09032	1.07748	117	6.9649		x	3.9647	14.66	x		17.7065	-0.59
Mon	05/15/06	199.19677	1.07806	120	7.1474		x	3.7822	14.08	x		17.8890	-0.01
Tue	05/16/06	199.23226	1.07825	121	7.2082		x	3.7214	13.89	x		17.9498	0.18
Wed	05/17/06	199.26774	1.07844	122	7.2690		x	3.6606	13.70	x		18.0106	0.37
Thu	05/18/06	199.30323	1.07863	123	7.3299		x	3.5997	13.51	x		18.0715	0.56
Fri	05/19/06	199.33871	1.07882	124	7.3908		x	3.5388	13.32	x		18.1324	0.75
Mon	05/22/06	199.44516	1.07940	127	7.5737		x	3.3559	12.74	x		18.3153	1.33
Tue	05/23/06	199.48065	1.07959	128	7.6347		x	3.2949	12.55	x		18.3763	1.52
Wed	05/24/06	199.51613	1.07978	129	7.6957		x	3.2339	12.36	x		18.4373	1.71
Thu	05/25/06	199.55161	1.07998	130	7.7568		x	3.1728	12.16	x		18.4984	1.91
Fri	05/26/06	199.58710	1.08017	131	7.8178		x	3.1118	11.97	x		18.5594	2.10
Mon	05/29/06	199.69355	1.08074	134	8.0011		x	2.9285	11.40	x		18.7427	2.67
Tue	05/30/06	199.72903	1.08094	135	8.0623		x	2.8673	11.20	x		18.8039	2.87
Wed	05/31/06	199.76452	1.08113	136	8.1234		x	2.8062	11.01	x		18.8650	3.06
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	1.08132	137	8.1846		x	2.7450	10.82	x		18.9262	3.25
Fri	06/02/06	199.85667	1.08163	138	8.2467		x	2.6829	10.51	x		18.9883	3.56
Mon	06/05/06	200.02667	1.08255	141	8.4331		x	2.4965	9.59	x		19.1747	4.48
Tue	06/06/06	200.08333	1.08285	142	8.4953		x	2.4343	9.29	x		19.2369	4.78
Wed	06/07/06	200.14000	1.08316	143	8.5576		x	2.3720	8.98	x		19.2992	5.09
Thu	06/08/06	200.19667	1.08347	144	8.6199		x	2.3097	8.67	x		19.3615	5.40
Fri	06/09/06	200.25333	1.08377	145	8.6821		x	2.2475	8.37	x		19.4237	5.70
Mon	06/12/06	200.42333	1.08469	148	8.8693		x	2.0603	7.45	x		19.6109	6.62
Tue	06/13/06	200.48000	1.08500	149	8.9318		x	1.9978	7.14	x		19.6734	6.93
Wed	06/14/06	200.53667	1.08531	150	8.9943		x	1.9353	6.83	x		19.7359	7.24
Thu	06/15/06	200.59333	1.08561	151	9.0567		x	1.8729	6.53	x		19.7983	7.54
Fri	06/16/06	200.65000	1.08592	152	9.1193		x	1.8103	6.22	x		19.8609	7.85
Mon	06/19/06	200.82000	1.08684	155	9.3072		x	1.6224	5.30	x		20.0488	8.77
Tue	06/20/06	200.87667	1.08715	156	9.3699		x	1.5597	4.99	x		20.1115	9.08
Wed	06/21/06	200.93333	1.08745	157	9.4326		x	1.4970	4.69	x		20.1742	9.38
Thu	06/22/06	200.99000	1.08776	158	9.4954		x	1.4342	4.38	x		20.2370	9.69
Fri	06/23/06	201.04667	1.08807	159	9.5582		x	1.3714	4.07	x		20.2998	10.00
Mon	06/26/06	201.21667	1.08899	162	9.7468		x	1.1828	3.15	x		20.4884	10.92
Tue	06/27/06	201.27333	1.08929	163	9.8096		x	1.1200	2.85	x		20.5512	11.22
Wed	06/28/06	201.33000	1.08960	164	9.8726		x	1.0570	2.54	x		20.6142	11.53
Thu	06/29/06	201.38667	1.08991	165	9.9356		x	0.9940	2.23	x		20.6772	11.84
Fri	06/30/06	201.44333	1.09021	166	9.9986		x	0.9310	1.93	x		20.7402	12.14
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	1.09087	169	10.1855		x	0.7441	1.27	x		20.9271	12.80
Tue	07/04/06	201.59677	1.09104	170	10.2473		x	0.6823	1.10	x		20.9889	12.97
Wed	07/05/06	201.62903	1.09122	171	10.3093		x	0.6203	0.92	x		21.0509	13.15
Thu	07/06/06	201.66129	1.09139	172	10.3712		x	0.5584	0.75	x		21.1128	13.32
Fri	07/07/06	201.69355	1.09157	173	10.4332		x	0.4964	0.57	x		21.1748	13.50
Mon	07/10/06	201.79032	1.09209	176	10.6192		x	0.3104	0.05	x		21.3608	14.02
Tue	07/11/06	201.82258	1.09227	177	10.6813		x	0.2483	-0.13	x		21.4229	14.20
Wed	07/12/06	201.85484	1.09244	178	10.7433		x	0.1863	-0.30	x		21.4849	14.37
Thu	07/13/06	201.88710	1.09262	179	10.8055		x	0.1241	-0.48	x		21.5471	14.55
Fri	07/14/06	201.91935	1.09279	180	10.8675		x	0.0621	-0.65	x		21.6091	14.72
Sat	07/15/06	201.95161	1.09296	0	0.0000			0.0000	-0.82	x	x	21.6712	14.89
Mon	07/17/06	202.01613	1.09331	2	0.1188			-0.1188	-1.17	x	x	21.7900	15.24
Tue	07/18/06	202.04839	1.09349	3	0.1783			-0.1783	-1.35	x	x	21.8495	15.42
Wed	07/19/06	202.08065	1.09366	4	0.2378			-0.2378	-1.52	x	x	21.9090	15.59
Thu	07/20/06	202.11290	1.09384	5	0.2972			-0.2972	-1.70	x	x	21.9684	15.77
Fri	07/21/06	202.14516	1.09401	6	0.3567			-0.3567	-1.87	x	x	22.0279	15.94
Mon	07/24/06	202.24194	1.09454	9	0.5354			-0.5354	-2.40	x	x	22.2066	16.47
Tue	07/25/06	202.27419	1.09471	10	0.5950			-0.5950	-2.57	x	x	22.2662	16.64
Wed	07/26/06	202.30645	1.09488	11	0.6545			-0.6545	-2.74	x	x	22.3257	16.81
Thu	07/27/06	202.33871	1.09506	12	0.7142			-0.7142	-2.92	x	x	22.3854	16.99
Fri	07/28/06	202.37097	1.09523	13	0.7738			-0.7738	-3.09	x	x	22.4450	17.16
Mon	07/31/06	202.46774	1.09576	16	0.9528			-0.9528	-3.62	x	x	22.6240	17.69
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	1.09593	17	1.0125			-1.0125	-3.79	x	x	22.6837	17.86
Wed	08/02/06	202.51290	1.09600	18	1.0722			-1.0722	-3.86	x	x	22.7434	17.93
Thu	08/03/06	202.52581	1.09607	19	1.1318			-1.1318	-3.93	x	x	22.8030	18.00
Fri	08/04/06	202.53871	1.09614	20	1.1915			-1.1915	-4.00	x	x	22.8627	18.07
Mon	08/07/06	202.57742	1.09635	23	1.3704			-1.3704	-4.21	x	x	23.0416	18.28
Tue	08/08/06	202.59032	1.09642	24	1.4301			-1.4301	-4.28	x	x	23.1013	18.35
Wed	08/09/06	202.60323	1.09649	25	1.4898			-1.4898	-4.35	x	x	23.1610	18.42
Thu	08/10/06	202.61613	1.09656	26	1.5495			-1.5495	-4.42	x	x	23.2207	18.49
Fri	08/11/06	202.62903	1.09663	27	1.6092			-1.6092	-4.49	x	x	23.2804	18.56
Mon	08/14/06	202.66774	1.09684	30	1.7883			-1.7883	-4.70	x	x	23.4595	18.77
Tue	08/15/06	202.68065	1.09691	31	1.8481			-1.8481	-4.77	x	x	23.5193	18.84
Wed	08/16/06	202.69355	1.09698	32	1.9078			-1.9078	-4.84	x	x	23.5790	18.91
Thu	08/17/06	202.70645	1.09705	33	1.9675			-1.9675	-4.91	x	x	23.6387	18.98
Fri	08/18/06	202.71935	1.09712	34	2.0273			-2.0273	-4.98	x	x	23.6985	19.05
Mon	08/21/06	202.75806	1.09733	37	2.2066			-2.2066	-5.19	x	x	23.8778	19.26
Tue	08/22/06	202.77097	1.09740	38	2.2664			-2.2664	-5.26	x	x	23.9376	19.33
Wed	08/23/06	202.78387	1.09747	39	2.3262			-2.3262	-5.33	x	x	23.9974	19.40
Thu	08/24/06	202.79677	1.09754	40	2.3860			-2.3860	-5.40	x	x	24.0572	19.47
Fri	08/25/06	202.80968	1.09761	41	2.4458			-2.4458	-5.47	x	x	24.1170	19.54
Mon	08/28/06	202.84839	1.09782	44	2.6252			-2.6252	-5.68	x	x	24.2964	19.75
Tue	08/29/06	202.86129	1.09789	45	2.6851			-2.6851	-5.75	x	x	24.3563	19.82
Wed	08/30/06	202.87419	1.09796	46	2.7449			-2.7449	-5.82	x	x	24.4161	19.89
Thu	08/31/06	202.88710	1.09803	47	2.8048			-2.8048	-5.89	x	x	24.4760	19.96
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	1.09810	48	2.8646			-2.8646	-5.96	x	x	24.5358	20.03
Mon	09/04/06	202.96000	1.09842	51	3.0445			-3.0445	-6.28	x	x	24.7157	20.35
Tue	09/05/06	202.98000	1.09853	52	3.1045			-3.1045	-6.39	x	x	24.7757	20.46
Wed	09/06/06	203.00000	1.09864	53	3.1646			-3.1646	-6.50	x	x	24.8358	20.57
Thu	09/07/06	203.02000	1.09875	54	3.2246			-3.2246	-6.61	x	x	24.8958	20.68
Fri	09/08/06	203.04000	1.09885	55	3.2846			-3.2846	-6.71	x	x	24.9558	20.78
Mon	09/11/06	203.10000	1.09918	58	3.4648			-3.4648	-7.04	x	x	25.1360	21.11
Tue	09/12/06	203.12000	1.09929	59	3.5249			-3.5249	-7.15	x	x	25.1961	21.22
Wed	09/13/06	203.14000	1.09940	60	3.5850			-3.5850	-7.26	x	x	25.2562	21.33
Thu	09/14/06	203.16000	1.09950	61	3.6451			-3.6451	-7.36	x	x	25.3163	21.43
Fri	09/15/06	203.18000	1.09961	62	3.7052			-3.7052	-7.47	x	x	25.3764	21.54
Mon	09/18/06	203.24000	1.09994	65	3.8857			-3.8857	-7.80	x	x	25.5569	21.87
Tue	09/19/06	203.26000	1.10005	66	3.9458			-3.9458	-7.91	x	x	25.6170	21.98
Wed	09/20/06	203.28000	1.10015	67	4.0060			-4.0060	-8.01	x	x	25.6772	22.08
Thu	09/21/06	203.30000	1.10026	68	4.0662			-4.0662	-8.12	x	x	25.7374	22.19
Fri	09/22/06	203.32000	1.10037	69	4.1264			-4.1264	-8.23	x	x	25.7976	22.30
Mon	09/25/06	203.38000	1.10069	72	4.3070			-4.3070	-8.55	x	x	25.9782	22.62
Tue	09/26/06	203.40000	1.10080	73	4.3673			-4.3673	-8.66	x	x	26.0385	22.73
Wed	09/27/06	203.42000	1.10091	74	4.4276			-4.4276	-8.77	x	x	26.0988	22.84
Thu	09/28/06	203.44000	1.10102	75	4.4879			-4.4879	-8.88	x	x	26.1591	22.95
Fri	09/29/06	203.46000	1.10113	76	4.5481			-4.5481	-8.99	x	x	26.2193	23.06
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	1.10141	79	4.7289			-4.7289	-9.27	x	x	26.4001	23.34
Tue	10/03/06	203.52581	1.10148	80	4.7890			-4.7890	-9.34	x	x	26.4602	23.41
Wed	10/04/06	203.53871	1.10155	81	4.8492			-4.8492	-9.41	x	x	26.5204	23.48
Thu	10/05/06	203.55161	1.10162	82	4.9094			-4.9094	-9.48	x	x	26.5806	23.55
Fri	10/06/06	203.56452	1.10169	83	4.9696			-4.9696	-9.55	x	x	26.6408	23.62
Mon	10/09/06	203.60323	1.10190	86	5.1502			-5.1502	-9.76	x	x	26.8214	23.83
Tue	10/10/06	203.61613	1.10197	87	5.2104			-5.2104	-9.83	x	x	26.8816	23.90
Wed	10/11/06	203.62903	1.10204	88	5.2706			-5.2706	-9.90	x	x	26.9418	23.97
Thu	10/12/06	203.64194	1.10211	89	5.3309			-5.3309	-9.97	x	x	27.0021	24.04
Fri	10/13/06	203.65484	1.10218	90	5.3911			-5.3911	-10.04	x	x	27.0623	24.11
Mon	10/16/06	203.69355	1.10239	93	5.5719			-5.5719	-10.25	x	x	27.2431	24.32
Tue	10/17/06	203.70645	1.10246	94	5.6321			-5.6321	-10.32	x	x	27.3033	24.39
Wed	10/18/06	203.71935	1.10253	95	5.6924			-5.6924	-10.39	x	x	27.3636	24.46
Thu	10/19/06	203.73226	1.10260	96	5.7527			-5.7527	-10.46	x	x	27.4239	24.53
Fri	10/20/06	203.74516	1.10267	97	5.8130			-5.8130	-10.53	x	x	27.4842	24.60
Mon	10/23/06	203.78387	1.10288	100	5.9939			-5.9939	-10.74	x	x	27.6651	24.81
Tue	10/24/06	203.79677	1.10295	101	6.0542			-6.0542	-10.81	x	x	27.7254	24.88
Wed	10/25/06	203.80968	1.10302	102	6.1146			-6.1146	-10.88	x	x	27.7858	24.95
Thu	10/26/06	203.82258	1.10309	103	6.1749			-6.1749	-10.95	x	x	27.8461	25.02
Fri	10/27/06	203.83548	1.10316	104	6.2353			-6.2353	-11.02	x	x	27.9065	25.09
Mon	10/30/06	203.87419	1.10337	107	6.4163			-6.4163	-11.23	x	x	28.0875	25.30
Tue	10/31/06	203.88710	1.10344	108	6.4767			-6.4767	-11.30	x	x	28.1479	25.37
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	1.10351	109	6.5371			-6.5371	-11.37	x	x	28.2083	25.44
Thu	11/02/06	203.86667	1.10333	110	6.5960			-6.5960	-11.19	x	x	28.2672	25.26
Fri	11/03/06	203.83333	1.10315	111	6.6549			-6.6549	-11.01	x	x	28.3261	25.08
Mon	11/06/06	203.73333	1.10261	114	6.8314			-6.8314	-10.47	x	x	28.5026	24.54
Tue	11/07/06	203.70000	1.10243	115	6.8902			-6.8902	-10.29	x	x	28.5614	24.36
Wed	11/08/06	203.66667	1.10225	116	6.9490			-6.9490	-10.11	x	x	28.6202	24.18
Thu	11/09/06	203.63333	1.10207	117	7.0077			-7.0077	-9.93	x	x	28.6789	24.00
Fri	11/10/06	203.60000	1.10189	118	7.0665			-7.0665	-9.75	x	x	28.7377	23.82
Mon	11/13/06	203.50000	1.10134	121	7.2425			-7.2425	-9.20	x	x	28.9137	23.27
Tue	11/14/06	203.46667	1.10116	122	7.3012			-7.3012	-9.02	x	x	28.9724	23.09
Wed	11/15/06	203.43333	1.10098	123	7.3598			-7.3598	-8.84	x	x	29.0310	22.91
Thu	11/16/06	203.40000	1.10080	124	7.4184			-7.4184	-8.66	x	x	29.0896	22.73
Fri	11/17/06	203.36667	1.10062	125	7.4770			-7.4770	-8.48	x	x	29.1482	22.55
Mon	11/20/06	203.26667	1.10008	128	7.6527			-7.6527	-7.94	x	x	29.3239	22.01
Tue	11/21/06	203.23333	1.09990	129	7.7113			-7.7113	-7.76	x	x	29.3825	21.83
Wed	11/22/06	203.20000	1.09972	130	7.7698			-7.7698	-7.58	x	x	29.4410	21.65
Thu	11/23/06	203.16667	1.09954	131	7.8282			-7.8282	-7.40	x	x	29.4994	21.47
Fri	11/24/06	203.13333	1.09936	132	7.8867			-7.8867	-7.22	x	x	29.5579	21.29
Mon	11/27/06	203.03333	1.09882	135	8.0620			-8.0620	-6.68	x	x	29.7332	20.75
Tue	11/28/06	203.00000	1.09864	136	8.1204			-8.1204	-6.50	x	x	29.7916	20.57
Wed	11/29/06	202.96667	1.09846	137	8.1788			-8.1788	-6.32	x	x	29.8500	20.39
Thu	11/30/06	202.93333	1.09828	138	8.2371			-8.2371	-6.14	x	x	29.9083	20.21
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	12/01/06	202.90000	1.09810	139	8.2954			-8.2954	-5.96	x	x	29.9666	20.03
Mon	12/04/06	202.79355	1.09752	142	8.4700			-8.4700	-5.38	x	x	30.1412	19.45
Tue	12/05/06	202.75806	1.09733	143	8.5282			-8.5282	-5.19	x	x	30.1994	19.26
Wed	12/06/06	202.72258	1.09714	144	8.5863			-8.5863	-5.00	x	x	30.2575	19.07
Thu	12/07/06	202.68710	1.09694	145	8.6444			-8.6444	-4.80	x	x	30.3156	18.87
Fri	12/08/06	202.65161	1.09675	146	8.7025			-8.7025	-4.61	x	x	30.3737	18.68
Mon	12/11/06	202.54516	1.09618	149	8.8767			-8.8767	-4.04	x	x	30.5479	18.11
Tue	12/12/06	202.50968	1.09598	150	8.9346			-8.9346	-3.84	x	x	30.6058	17.91
Wed	12/13/06	202.47419	1.09579	151	8.9926			-8.9926	-3.65	x	x	30.6638	17.72
Thu	12/14/06	202.43871	1.09560	152	9.0506			-9.0506	-3.46	x	x	30.7218	17.53
Fri	12/15/06	202.40323	1.09541	153	9.1086			-9.1086	-3.27	x	x	30.7798	17.34
Mon	12/18/06	202.29677	1.09483	156	9.2823			-9.2823	-2.69	x	x	30.9535	16.76
Tue	12/19/06	202.26129	1.09464	157	9.3401			-9.3401	-2.50	x	x	31.0113	16.57
Wed	12/20/06	202.22581	1.09445	158	9.3980			-9.3980	-2.31	x	x	31.0692	16.38
Thu	12/21/06	202.19032	1.09426	159	9.4558			-9.4558	-2.12	x	x	31.1270	16.19
Fri	12/22/06	202.15484	1.09406	160	9.5136			-9.5136	-1.92	x	x	31.1848	15.99
Mon	12/25/06	202.04839	1.09349	163	9.6869			-9.6869	-1.35	x	x	31.3581	15.42
Tue	12/26/06	202.01290	1.09330	164	9.7446			-9.7446	-1.16	x	x	31.4158	15.23
Wed	12/27/06	201.97742	1.09310	165	9.8023			-9.8023	-0.96	x	x	31.4735	15.03
Thu	12/28/06	201.94194	1.09291	166	9.8599			-9.8599	-0.77	x	x	31.5311	14.84
Fri	12/29/06	201.90645	1.09272	167	9.9176			-9.9176	-0.58	x	x	31.5888	14.65
Mon	01/01/07	201.80000	1.09214

Generated 03/09/11 23:47