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

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

CUSIP Number912828CP3Interest 01/15/06 (184 days)$10.5295
Dated DateJuly 15, 2004Interest 07/15/06 (181 days)$10.7138
Ref CPI on Dated Date188.49677Interest Total$21.2433
Original Issue DateJuly 15, 2004Interest 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 CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Sun01/01/06199.200001.056781709.7637xx11.479613.80  9.76370.00
Mon01/02/06199.148391.056511719.8187xx11.424614.07  9.8187-0.27
Tue01/03/06199.096771.056231729.8735xx11.369814.35  9.8735-0.55
Wed01/04/06199.045161.055961739.9283xx11.315014.62  9.9283-0.82
Thu01/05/06198.993551.055691749.9832xx11.260114.89  9.9832-1.09
Fri01/06/06198.941941.0554117510.0379xx11.205415.17  10.0379-1.37
Mon01/09/06198.787101.0545917810.2020xx11.041315.99  10.2020-2.19
Tue01/10/06198.735481.0543217910.2567xx10.986616.26  10.2567-2.46
Wed01/11/06198.683871.0540418010.3113xx10.932016.54  10.3113-2.74
Thu01/12/06198.632261.0537718110.3659xx10.877416.81  10.3659-3.01
Fri01/13/06198.580651.0535018210.4205xx10.822817.08  10.4205-3.28
Sun01/15/06198.477421.0529500.0000 x10.713817.63x 10.5295-3.83
Mon01/16/06198.425811.0526710.0582 x10.655617.91x 10.5877-4.11
Tue01/17/06198.374191.0524020.1163 x10.597518.18x 10.6458-4.38
Wed01/18/06198.322581.0521330.1744 x10.539418.45x 10.7039-4.65
Thu01/19/06198.270971.0518540.2325 x10.481318.73x 10.7620-4.93
Fri01/20/06198.219351.0515850.2905 x10.423319.00x 10.8200-5.20
Mon01/23/06198.064521.0507680.4644 x10.249419.82x 10.9939-6.02
Tue01/24/06198.012901.0504890.5223 x10.191520.10x 11.0518-6.30
Wed01/25/06197.961291.05021100.5802 x10.133620.37x 11.1097-6.57
Thu01/26/06197.909681.04994110.6381 x10.075720.64x 11.1676-6.84
Fri01/27/06197.858061.04966120.6959 x10.017920.92x 11.2254-7.12
Mon01/30/06197.703231.04884150.8692 x9.844621.74x 11.3987-7.94
Tue01/31/06197.651611.04857160.9269 x9.786922.01x 11.4564-8.21
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Wed02/01/06197.600001.04829170.9846 x9.729222.29x 11.5141-8.49
Thu02/02/06197.571431.04814181.0423 x9.671522.44x 11.5718-8.64
Fri02/03/06197.542861.04799191.1001 x9.613722.59x 11.6296-8.79
Mon02/06/06197.457141.04754221.2733 x9.440523.04x 11.8028-9.24
Tue02/07/06197.428571.04738231.3309 x9.382923.20x 11.8604-9.40
Wed02/08/06197.400001.04723241.3886 x9.325223.35x 11.9181-9.55
Thu02/09/06197.371431.04708251.4462 x9.267623.50x 11.9757-9.70
Fri02/10/06197.342861.04693261.5039 x9.209923.65x 12.0334-9.85
Mon02/13/06197.257141.04647291.6767 x9.037124.11x 12.2062-10.31
Tue02/14/06197.228571.04632301.7342 x8.979624.26x 12.2637-10.46
Wed02/15/06197.200001.04617311.7918 x8.922024.41x 12.3213-10.61
Thu02/16/06197.171431.04602321.8493 x8.864524.56x 12.3788-10.76
Fri02/17/06197.142861.04587331.9068 x8.807024.71x 12.4363-10.91
Mon02/20/06197.057141.04541362.0793 x8.634525.17x 12.6088-11.37
Tue02/21/06197.028571.04526372.1367 x8.577125.32x 12.6662-11.52
Wed02/22/06197.000001.04511382.1942 x8.519625.47x 12.7237-11.67
Thu02/23/06196.971431.04496392.2516 x8.462225.62x 12.7811-11.82
Fri02/24/06196.942861.04481402.3090 x8.404825.77x 12.8385-11.97
Mon02/27/06196.857141.04435432.4811 x8.232726.23x 13.0106-12.43
Tue02/28/06196.828571.04420442.5384 x8.175426.38x 13.0679-12.58
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Wed03/01/06196.800001.04405452.5957 x8.118126.53x 13.1252-12.73
Thu03/02/06196.848391.04431462.6540 x8.059826.27x 13.1835-12.47
Fri03/03/06196.896771.04456472.7124 x8.001426.02x 13.2419-12.22
Mon03/06/06197.041941.04533502.8877 x7.826125.25x 13.4172-11.45
Tue03/07/06197.090321.04559512.9461 x7.767724.99x 13.4756-11.19
Wed03/08/06197.138711.04585523.0047 x7.709124.73x 13.5342-10.93
Thu03/09/06197.187101.04610533.0632 x7.650624.48x 13.5927-10.68
Fri03/10/06197.235481.04636543.1217 x7.592124.22x 13.6512-10.42
Mon03/13/06197.380651.04713573.2976 x7.416223.45x 13.8271-9.65
Tue03/14/06197.429031.04739583.3563 x7.357523.19x 13.8858-9.39
Wed03/15/06197.477421.04764593.4150 x7.298822.94x 13.9445-9.14
Thu03/16/06197.525811.04790603.4737 x7.240122.68x 14.0032-8.88
Fri03/17/06197.574191.04816613.5325 x7.181322.42x 14.0620-8.62
Mon03/20/06197.719351.04893643.7089 x7.004921.65x 14.2384-7.85
Tue03/21/06197.767741.04918653.7678 x6.946021.40x 14.2973-7.60
Wed03/22/06197.816131.04944663.8267 x6.887121.14x 14.3562-7.34
Thu03/23/06197.864521.04970673.8856 x6.828220.88x 14.4151-7.08
Fri03/24/06197.912901.04995683.9446 x6.769220.63x 14.4741-6.83
Mon03/27/06198.058061.05072714.1216 x6.592219.86x 14.6511-6.06
Tue03/28/06198.106451.05098724.1807 x6.533119.60x 14.7102-5.80
Wed03/29/06198.154841.05124734.2398 x6.474019.34x 14.7693-5.54
Thu03/30/06198.203231.05149744.2989 x6.414919.09x 14.8284-5.29
Fri03/31/06198.251611.05175754.3581 x6.355718.83x 14.8876-5.03
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon04/03/06198.326671.05215784.5341 x6.179718.43x 15.0636-4.63
Tue04/04/06198.340001.05222794.5926 x6.121218.36x 15.1221-4.56
Wed04/05/06198.353331.05229804.6510 x6.062818.29x 15.1805-4.49
Thu04/06/06198.366671.05236814.7095 x6.004318.22x 15.2390-4.42
Fri04/07/06198.380001.05243824.7679 x5.945918.15x 15.2974-4.35
Mon04/10/06198.420001.05264854.9433 x5.770517.94x 15.4728-4.14
Tue04/11/06198.433331.05271865.0018 x5.712017.87x 15.5313-4.07
Wed04/12/06198.446671.05279875.0604 x5.653417.79x 15.5899-3.99
Thu04/13/06198.460001.05286885.1189 x5.594917.72x 15.6484-3.92
Fri04/14/06198.473331.05293895.1774 x5.536417.65x 15.7069-3.85
Mon04/17/06198.513331.05314925.3530 x5.360817.44x 15.8825-3.64
Tue04/18/06198.526671.05321935.4115 x5.302317.37x 15.9410-3.57
Wed04/19/06198.540001.05328945.4701 x5.243717.30x 15.9996-3.50
Thu04/20/06198.553331.05335955.5286 x5.185217.23x 16.0581-3.43
Fri04/21/06198.566671.05342965.5872 x5.126617.16x 16.1167-3.36
Mon04/24/06198.606671.05363995.7629 x4.950916.95x 16.2924-3.15
Tue04/25/06198.620001.053711005.8216 x4.892216.87x 16.3511-3.07
Wed04/26/06198.633331.053781015.8802 x4.833616.80x 16.4097-3.00
Thu04/27/06198.646671.053851025.9388 x4.775016.73x 16.4683-2.93
Fri04/28/06198.660001.053921035.9974 x4.716416.66x 16.5269-2.86
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon05/01/06198.700001.054131066.1734 x4.540416.45x 16.7029-2.65
Tue05/02/06198.735481.054321076.2327 x4.481116.26x 16.7622-2.46
Wed05/03/06198.770971.054511086.2921 x4.421716.07x 16.8216-2.27
Thu05/04/06198.806451.054691096.3514 x4.362415.89x 16.8809-2.09
Fri05/05/06198.841941.054881106.4109 x4.302915.70x 16.9404-1.90
Mon05/08/06198.948391.055451136.5893 x4.124515.13x 17.1188-1.33
Tue05/09/06198.983871.055641146.6488 x4.065014.94x 17.1783-1.14
Wed05/10/06199.019351.055821156.7082 x4.005614.76x 17.2377-0.96
Thu05/11/06199.054841.056011166.7678 x3.946014.57x 17.2973-0.77
Fri05/12/06199.090321.056201176.8274 x3.886414.38x 17.3569-0.58
Mon05/15/06199.196771.056761207.0061 x3.707713.82x 17.5356-0.02
Tue05/16/06199.232261.056951217.0658 x3.648013.63x 17.59530.17
Wed05/17/06199.267741.057141227.1255 x3.588313.44x 17.65500.36
Thu05/18/06199.303231.057331237.1852 x3.528613.25x 17.71470.55
Fri05/19/06199.338711.057521247.2449 x3.468913.06x 17.77440.74
Mon05/22/06199.445161.058081277.4241 x3.289712.50x 17.95361.30
Tue05/23/06199.480651.058271287.4839 x3.229912.31x 18.01341.49
Wed05/24/06199.516131.058461297.5437 x3.170112.12x 18.07321.68
Thu05/25/06199.551611.058651307.6036 x3.110211.93x 18.13311.87
Fri05/26/06199.587101.058841317.6634 x3.050411.74x 18.19292.06
Mon05/29/06199.693551.059401347.8431 x2.870711.18x 18.37262.62
Tue05/30/06199.729031.059591357.9030 x2.810810.99x 18.43252.81
Wed05/31/06199.764521.059781367.9630 x2.750810.80x 18.49253.00
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Thu06/01/06199.800001.059971378.0230 x2.690810.61x 18.55253.19
Fri06/02/06199.856671.060271388.0838 x2.630010.31x 18.61333.49
Mon06/05/06200.026671.061171418.2666 x2.44729.41x 18.79614.39
Tue06/06/06200.083331.061471428.3276 x2.38629.11x 18.85714.69
Wed06/07/06200.140001.061771438.3886 x2.32528.81x 18.91814.99
Thu06/08/06200.196671.062071448.4496 x2.26428.51x 18.97915.29
Fri06/09/06200.253331.062371458.5107 x2.20318.21x 19.04025.59
Mon06/12/06200.423331.063271488.6941 x2.01977.31x 19.22366.49
Tue06/13/06200.480001.063571498.7554 x1.95847.01x 19.28496.79
Wed06/14/06200.536671.063871508.8166 x1.89726.71x 19.34617.09
Thu06/15/06200.593331.064171518.8779 x1.83596.41x 19.40747.39
Fri06/16/06200.650001.064471528.9392 x1.77466.11x 19.46877.69
Mon06/19/06200.820001.065381559.1234 x1.59045.20x 19.65298.60
Tue06/20/06200.876671.065681569.1849 x1.52894.90x 19.71448.90
Wed06/21/06200.933331.065981579.2463 x1.46754.60x 19.77589.20
Thu06/22/06200.990001.066281589.3079 x1.40594.30x 19.83749.50
Fri06/23/06201.046671.066581599.3694 x1.34444.00x 19.89899.80
Mon06/26/06201.216671.067481629.5542 x1.15963.10x 20.083710.70
Tue06/27/06201.273331.067781639.6159 x1.09792.80x 20.145411.00
Wed06/28/06201.330001.068081649.6776 x1.03622.50x 20.207111.30
Thu06/29/06201.386671.068381659.7394 x0.97442.20x 20.268911.60
Fri06/30/06201.443331.068681669.8012 x0.91261.90x 20.330711.90
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon07/03/06201.564521.069331699.9844 x0.72941.25x 20.513912.55
Tue07/04/06201.596771.0695017010.0450 x0.66881.08x 20.574512.72
Wed07/05/06201.629031.0696717110.1057 x0.60810.91x 20.635212.89
Thu07/06/06201.661291.0698417210.1664 x0.54740.74x 20.695913.06
Fri07/07/06201.693551.0700117310.2272 x0.48660.57x 20.756713.23
Mon07/10/06201.790321.0705217610.4095 x0.30430.06x 20.939013.74
Tue07/11/06201.822581.0707017710.4704 x0.2434-0.12x 20.999913.92
Wed07/12/06201.854841.0708717810.5312 x0.1826-0.29x 21.060714.09
Thu07/13/06201.887101.0710417910.5921 x0.1217-0.46x 21.121614.26
Fri07/14/06201.919351.0712118010.6529 x0.0609-0.63x 21.182414.43
Sat07/15/06201.951611.0713800.0000  0.0000-0.80xx21.243314.60
Mon07/17/06202.016131.0717220.1165  -0.1165-1.14xx21.359814.94
Tue07/18/06202.048391.0718930.1748  -0.1748-1.31xx21.418115.11
Wed07/19/06202.080651.0720640.2331  -0.2331-1.48xx21.476415.28
Thu07/20/06202.112901.0722450.2914  -0.2914-1.66xx21.534715.46
Fri07/21/06202.145161.0724160.3497  -0.3497-1.83xx21.593015.63
Mon07/24/06202.241941.0729290.5248  -0.5248-2.34xx21.768116.14
Tue07/25/06202.274191.07309100.5832  -0.5832-2.51xx21.826516.31
Wed07/26/06202.306451.07326110.6416  -0.6416-2.68xx21.884916.48
Thu07/27/06202.338711.07343120.7001  -0.7001-2.85xx21.943416.65
Fri07/28/06202.370971.07360130.7585  -0.7585-3.02xx22.001816.82
Mon07/31/06202.467741.07412160.9340  -0.9340-3.54xx22.177317.34
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Tue08/01/06202.500001.07429170.9926  -0.9926-3.71xx22.235917.51
Wed08/02/06202.512901.07436181.0510  -1.0510-3.78xx22.294317.58
Thu08/03/06202.525811.07443191.1095  -1.1095-3.85xx22.352817.65
Fri08/04/06202.538711.07449201.1679  -1.1679-3.91xx22.411217.71
Mon08/07/06202.577421.07470231.3434  -1.3434-4.12xx22.586717.92
Tue08/08/06202.590321.07477241.4019  -1.4019-4.19xx22.645217.99
Wed08/09/06202.603231.07484251.4604  -1.4604-4.26xx22.703718.06
Thu08/10/06202.616131.07491261.5189  -1.5189-4.33xx22.762218.13
Fri08/11/06202.629031.07497271.5774  -1.5774-4.39xx22.820718.19
Mon08/14/06202.667741.07518301.7530  -1.7530-4.60xx22.996318.40
Tue08/15/06202.680651.07525311.8116  -1.8116-4.67xx23.054918.47
Wed08/16/06202.693551.07532321.8701  -1.8701-4.74xx23.113418.54
Thu08/17/06202.706451.07538331.9287  -1.9287-4.80xx23.172018.60
Fri08/18/06202.719351.07545341.9872  -1.9872-4.87xx23.230518.67
Mon08/21/06202.758061.07566372.1630  -2.1630-5.08xx23.406318.88
Tue08/22/06202.770971.07573382.2216  -2.2216-5.15xx23.464918.95
Wed08/23/06202.783871.07579392.2802  -2.2802-5.21xx23.523519.01
Thu08/24/06202.796771.07586402.3388  -2.3388-5.28xx23.582119.08
Fri08/25/06202.809681.07593412.3975  -2.3975-5.35xx23.640819.15
Mon08/28/06202.848391.07614442.5734  -2.5734-5.56xx23.816719.36
Tue08/29/06202.861291.07621452.6320  -2.6320-5.63xx23.875319.43
Wed08/30/06202.874191.07627462.6907  -2.6907-5.69xx23.934019.49
Thu08/31/06202.887101.07634472.7493  -2.7493-5.76xx23.992619.56
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Fri09/01/06202.900001.07641482.8080  -2.8080-5.83xx24.051319.63
Mon09/04/06202.960001.07673512.9844  -2.9844-6.15xx24.227719.95
Tue09/05/06202.980001.07684523.0432  -3.0432-6.26xx24.286520.06
Wed09/06/06203.000001.07694533.1021  -3.1021-6.36xx24.345420.16
Thu09/07/06203.020001.07705543.1609  -3.1609-6.47xx24.404220.27
Fri09/08/06203.040001.07715553.2197  -3.2197-6.57xx24.463020.37
Mon09/11/06203.100001.07747583.3964  -3.3964-6.89xx24.639720.69
Tue09/12/06203.120001.07758593.4553  -3.4553-7.00xx24.698620.80
Wed09/13/06203.140001.07768603.5142  -3.5142-7.10xx24.757520.90
Thu09/14/06203.160001.07779613.5731  -3.5731-7.21xx24.816421.01
Fri09/15/06203.180001.07790623.6321  -3.6321-7.32xx24.875421.12
Mon09/18/06203.240001.07821653.8089  -3.8089-7.63xx25.052221.43
Tue09/19/06203.260001.07832663.8679  -3.8679-7.74xx25.111221.54
Wed09/20/06203.280001.07843673.9269  -3.9269-7.85xx25.170221.65
Thu09/21/06203.300001.07853683.9859  -3.9859-7.95xx25.229221.75
Fri09/22/06203.320001.07864694.0449  -4.0449-8.06xx25.288221.86
Mon09/25/06203.380001.07896724.2220  -4.2220-8.38xx25.465322.18
Tue09/26/06203.400001.07906734.2811  -4.2811-8.48xx25.524422.28
Wed09/27/06203.420001.07917744.3401  -4.3401-8.59xx25.583422.39
Thu09/28/06203.440001.07928754.3992  -4.3992-8.70xx25.642522.50
Fri09/29/06203.460001.07938764.4583  -4.4583-8.80xx25.701622.60
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon10/02/06203.512901.07966794.6355  -4.6355-9.08xx25.878822.88
Tue10/03/06203.525811.07973804.6945  -4.6945-9.15xx25.937822.95
Wed10/04/06203.538711.07980814.7535  -4.7535-9.22xx25.996823.02
Thu10/05/06203.551611.07987824.8125  -4.8125-9.29xx26.055823.09
Fri10/06/06203.564521.07994834.8715  -4.8715-9.36xx26.114823.16
Mon10/09/06203.603231.08014865.0485  -5.0485-9.56xx26.291823.36
Tue10/10/06203.616131.08021875.1075  -5.1075-9.63xx26.350823.43
Wed10/11/06203.629031.08028885.1666  -5.1666-9.70xx26.409923.50
Thu10/12/06203.641941.08035895.2256  -5.2256-9.77xx26.468923.57
Fri10/13/06203.654841.08042905.2847  -5.2847-9.84xx26.528023.64
Mon10/16/06203.693551.08062935.4618  -5.4618-10.04xx26.705123.84
Tue10/17/06203.706451.08069945.5209  -5.5209-10.11xx26.764223.91
Wed10/18/06203.719351.08076955.5800  -5.5800-10.18xx26.823323.98
Thu10/19/06203.732261.08083965.6391  -5.6391-10.25xx26.882424.05
Fri10/20/06203.745161.08089975.6982  -5.6982-10.31xx26.941524.11
Mon10/23/06203.783871.081101005.8755  -5.8755-10.52xx27.118824.32
Tue10/24/06203.796771.081171015.9347  -5.9347-10.59xx27.178024.39
Wed10/25/06203.809681.081241025.9938  -5.9938-10.66xx27.237124.46
Thu10/26/06203.822581.081311036.0530  -6.0530-10.73xx27.296324.53
Fri10/27/06203.835481.081371046.1121  -6.1121-10.79xx27.355424.59
Mon10/30/06203.874191.081581076.2896  -6.2896-11.00xx27.532924.80
Tue10/31/06203.887101.081651086.3488  -6.3488-11.07xx27.592124.87
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Wed11/01/06203.900001.081721096.4080  -6.4080-11.14xx27.651324.94
Thu11/02/06203.866671.081541106.4657  -6.4657-10.96xx27.709024.76
Fri11/03/06203.833331.081361116.5234  -6.5234-10.78xx27.766724.58
Mon11/06/06203.733331.080831146.6964  -6.6964-10.25xx27.939724.05
Tue11/07/06203.700001.080661156.7541  -6.7541-10.08xx27.997423.88
Wed11/08/06203.666671.080481166.8117  -6.8117-9.90xx28.055023.70
Thu11/09/06203.633331.080301176.8693  -6.8693-9.72xx28.112623.52
Fri11/10/06203.600001.080121186.9269  -6.9269-9.54xx28.170223.34
Mon11/13/06203.500001.079591217.0995  -7.0995-9.01xx28.342822.81
Tue11/14/06203.466671.079421227.1570  -7.1570-8.84xx28.400322.64
Wed11/15/06203.433331.079241237.2145  -7.2145-8.66xx28.457822.46
Thu11/16/06203.400001.079061247.2719  -7.2719-8.48xx28.515222.28
Fri11/17/06203.366671.078891257.3294  -7.3294-8.31xx28.572722.11
Mon11/20/06203.266671.078361287.5016  -7.5016-7.78xx28.744921.58
Tue11/21/06203.233331.078181297.5590  -7.5590-7.60xx28.802321.40
Wed11/22/06203.200001.078001307.6163  -7.6163-7.42xx28.859621.22
Thu11/23/06203.166671.077831317.6737  -7.6737-7.25xx28.917021.05
Fri11/24/06203.133331.077651327.7310  -7.7310-7.07xx28.974320.87
Mon11/27/06203.033331.077121357.9028  -7.9028-6.54xx29.146120.34
Tue11/28/06203.000001.076941367.9600  -7.9600-6.36xx29.203320.16
Wed11/29/06202.966671.076761378.0172  -8.0172-6.18xx29.260519.98
Thu11/30/06202.933331.076591388.0744  -8.0744-6.01xx29.317719.81
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Fri12/01/06202.900001.076411398.1316  -8.1316-5.83xx29.374919.63
Mon12/04/06202.793551.075851428.3028  -8.3028-5.27xx29.546119.07
Tue12/05/06202.758061.075661438.3597  -8.3597-5.08xx29.603018.88
Wed12/06/06202.722581.075471448.4167  -8.4167-4.89xx29.660018.69
Thu12/07/06202.687101.075281458.4737  -8.4737-4.70xx29.717018.50
Fri12/08/06202.651611.075091468.5306  -8.5306-4.51xx29.773918.31
Mon12/11/06202.545161.074531498.7014  -8.7014-3.95xx29.944717.75
Tue12/12/06202.509681.074341508.7582  -8.7582-3.76xx30.001517.56
Wed12/13/06202.474191.074151518.8150  -8.8150-3.57xx30.058317.37
Thu12/14/06202.438711.073961528.8718  -8.8718-3.38xx30.115117.18
Fri12/15/06202.403231.073781538.9287  -8.9287-3.20xx30.172017.00
Mon12/18/06202.296771.073211569.0990  -9.0990-2.63xx30.342316.43
Tue12/19/06202.261291.073021579.1557  -9.1557-2.44xx30.399016.24
Wed12/20/06202.225811.072831589.2123  -9.2123-2.25xx30.455616.05
Thu12/21/06202.190321.072651599.2691  -9.2691-2.07xx30.512415.87
Fri12/22/06202.154841.072461609.3257  -9.3257-1.88xx30.569015.68
Mon12/25/06202.048391.071891639.4955  -9.4955-1.31xx30.738815.11
Tue12/26/06202.012901.071701649.5521  -9.5521-1.12xx30.795414.92
Wed12/27/06201.977421.071521659.6087  -9.6087-0.94xx30.852014.74
Thu12/28/06201.941941.071331669.6653  -9.6653-0.75xx30.908614.55
Fri12/29/06201.906451.071141679.7218  -9.7218-0.56xx30.965114.36
Mon01/01/07201.800001.07058

Generated  03/09/11  23:47