1.625% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2015

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

CUSIP Number	912828DH0	Interest 01/15/06 (184 days)	$8.4455
Dated Date	January 15, 2005	Interest 07/15/06 (181 days)	$8.5933
Ref CPI on Dated Date	190.94516	Interest Total	$17.0388
Original Issue Date	January 18, 2005	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	1.04323	170	7.8313	x	x	9.2075	13.62			7.8313	0.00
Mon	01/02/06	199.14839	1.04296	171	7.8753	x	x	9.1635	13.89			7.8753	-0.27
Tue	01/03/06	199.09677	1.04269	172	7.9193	x	x	9.1195	14.16			7.9193	-0.54
Wed	01/04/06	199.04516	1.04242	173	7.9633	x	x	9.0755	14.43			7.9633	-0.81
Thu	01/05/06	198.99355	1.04215	174	8.0073	x	x	9.0315	14.70			8.0073	-1.08
Fri	01/06/06	198.94194	1.04188	175	8.0512	x	x	8.9876	14.97			8.0512	-1.35
Mon	01/09/06	198.78710	1.04107	178	8.1829	x	x	8.8559	15.78			8.1829	-2.16
Tue	01/10/06	198.73548	1.04080	179	8.2267	x	x	8.8121	16.05			8.2267	-2.43
Wed	01/11/06	198.68387	1.04053	180	8.2705	x	x	8.7683	16.32			8.2705	-2.70
Thu	01/12/06	198.63226	1.04026	181	8.3143	x	x	8.7245	16.59			8.3143	-2.97
Fri	01/13/06	198.58065	1.03999	182	8.3581	x	x	8.6807	16.86			8.3581	-3.24
Sun	01/15/06	198.47742	1.03945	0	0.0000		x	8.5933	17.40	x		8.4455	-3.78
Mon	01/16/06	198.42581	1.03918	1	0.0466		x	8.5467	17.67	x		8.4921	-4.05
Tue	01/17/06	198.37419	1.03891	2	0.0933		x	8.5000	17.94	x		8.5388	-4.32
Wed	01/18/06	198.32258	1.03864	3	0.1399		x	8.4534	18.21	x		8.5854	-4.59
Thu	01/19/06	198.27097	1.03837	4	0.1864		x	8.4069	18.48	x		8.6319	-4.86
Fri	01/20/06	198.21935	1.03810	5	0.2330		x	8.3603	18.75	x		8.6785	-5.13
Mon	01/23/06	198.06452	1.03728	8	0.3725		x	8.2208	19.57	x		8.8180	-5.95
Tue	01/24/06	198.01290	1.03701	9	0.4190		x	8.1743	19.84	x		8.8645	-6.22
Wed	01/25/06	197.96129	1.03674	10	0.4654		x	8.1279	20.11	x		8.9109	-6.49
Thu	01/26/06	197.90968	1.03647	11	0.5118		x	8.0815	20.38	x		8.9573	-6.76
Fri	01/27/06	197.85806	1.03620	12	0.5582		x	8.0351	20.65	x		9.0037	-7.03
Mon	01/30/06	197.70323	1.03539	15	0.6972		x	7.8961	21.46	x		9.1427	-7.84
Tue	01/31/06	197.65161	1.03512	16	0.7435		x	7.8498	21.73	x		9.1890	-8.11
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	1.03485	17	0.7897		x	7.8036	22.00	x		9.2352	-8.38
Thu	02/02/06	197.57143	1.03470	18	0.8360		x	7.7573	22.15	x		9.2815	-8.53
Fri	02/03/06	197.54286	1.03455	19	0.8824		x	7.7109	22.30	x		9.3279	-8.68
Mon	02/06/06	197.45714	1.03410	22	1.0212		x	7.5721	22.75	x		9.4667	-9.13
Tue	02/07/06	197.42857	1.03395	23	1.0675		x	7.5258	22.90	x		9.5130	-9.28
Wed	02/08/06	197.40000	1.03380	24	1.1138		x	7.4795	23.05	x		9.5593	-9.43
Thu	02/09/06	197.37143	1.03366	25	1.1600		x	7.4333	23.19	x		9.6055	-9.57
Fri	02/10/06	197.34286	1.03351	26	1.2062		x	7.3871	23.34	x		9.6517	-9.72
Mon	02/13/06	197.25714	1.03306	29	1.3448		x	7.2485	23.79	x		9.7903	-10.17
Tue	02/14/06	197.22857	1.03291	30	1.3910		x	7.2023	23.94	x		9.8365	-10.32
Wed	02/15/06	197.20000	1.03276	31	1.4372		x	7.1561	24.09	x		9.8827	-10.47
Thu	02/16/06	197.17143	1.03261	32	1.4833		x	7.1100	24.24	x		9.9288	-10.62
Fri	02/17/06	197.14286	1.03246	33	1.5294		x	7.0639	24.39	x		9.9749	-10.77
Mon	02/20/06	197.05714	1.03201	36	1.6678		x	6.9255	24.84	x		10.1133	-11.22
Tue	02/21/06	197.02857	1.03186	37	1.7138		x	6.8795	24.99	x		10.1593	-11.37
Wed	02/22/06	197.00000	1.03171	38	1.7599		x	6.8334	25.14	x		10.2054	-11.52
Thu	02/23/06	196.97143	1.03156	39	1.8059		x	6.7874	25.29	x		10.2514	-11.67
Fri	02/24/06	196.94286	1.03141	40	1.8520		x	6.7413	25.44	x		10.2975	-11.82
Mon	02/27/06	196.85714	1.03096	43	1.9900		x	6.6033	25.89	x		10.4355	-12.27
Tue	02/28/06	196.82857	1.03081	44	2.0360		x	6.5573	26.04	x		10.4815	-12.42
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	1.03066	45	2.0820		x	6.5113	26.19	x		10.5275	-12.57
Thu	03/02/06	196.84839	1.03092	46	2.1288		x	6.4645	25.93	x		10.5743	-12.31
Fri	03/03/06	196.89677	1.03117	47	2.1756		x	6.4177	25.68	x		10.6211	-12.06
Mon	03/06/06	197.04194	1.03193	50	2.3161		x	6.2772	24.92	x		10.7616	-11.30
Tue	03/07/06	197.09032	1.03218	51	2.3630		x	6.2303	24.67	x		10.8085	-11.05
Wed	03/08/06	197.13871	1.03244	52	2.4100		x	6.1833	24.41	x		10.8555	-10.79
Thu	03/09/06	197.18710	1.03269	53	2.4569		x	6.1364	24.16	x		10.9024	-10.54
Fri	03/10/06	197.23548	1.03294	54	2.5039		x	6.0894	23.91	x		10.9494	-10.29
Mon	03/13/06	197.38065	1.03370	57	2.6449		x	5.9484	23.15	x		11.0904	-9.53
Tue	03/14/06	197.42903	1.03396	58	2.6920		x	5.9013	22.89	x		11.1375	-9.27
Wed	03/15/06	197.47742	1.03421	59	2.7391		x	5.8542	22.64	x		11.1846	-9.02
Thu	03/16/06	197.52581	1.03446	60	2.7862		x	5.8071	22.39	x		11.2317	-8.77
Fri	03/17/06	197.57419	1.03472	61	2.8333		x	5.7600	22.13	x		11.2788	-8.51
Mon	03/20/06	197.71935	1.03548	64	2.9749		x	5.6184	21.37	x		11.4204	-7.75
Tue	03/21/06	197.76774	1.03573	65	3.0221		x	5.5712	21.12	x		11.4676	-7.50
Wed	03/22/06	197.81613	1.03598	66	3.0693		x	5.5240	20.87	x		11.5148	-7.25
Thu	03/23/06	197.86452	1.03624	67	3.1166		x	5.4767	20.61	x		11.5621	-6.99
Fri	03/24/06	197.91290	1.03649	68	3.1639		x	5.4294	20.36	x		11.6094	-6.74
Mon	03/27/06	198.05806	1.03725	71	3.3059		x	5.2874	19.60	x		11.7514	-5.98
Tue	03/28/06	198.10645	1.03750	72	3.3532		x	5.2401	19.35	x		11.7987	-5.73
Wed	03/29/06	198.15484	1.03776	73	3.4007		x	5.1926	19.09	x		11.8462	-5.47
Thu	03/30/06	198.20323	1.03801	74	3.4481		x	5.1452	18.84	x		11.8936	-5.22
Fri	03/31/06	198.25161	1.03826	75	3.4955		x	5.0978	18.59	x		11.9410	-4.97
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	1.03866	78	3.6367		x	4.9566	18.19	x		12.0822	-4.57
Tue	04/04/06	198.34000	1.03873	79	3.6836		x	4.9097	18.12	x		12.1291	-4.50
Wed	04/05/06	198.35333	1.03880	80	3.7305		x	4.8628	18.05	x		12.1760	-4.43
Thu	04/06/06	198.36667	1.03887	81	3.7774		x	4.8159	17.98	x		12.2229	-4.36
Fri	04/07/06	198.38000	1.03894	82	3.8243		x	4.7690	17.91	x		12.2698	-4.29
Mon	04/10/06	198.42000	1.03915	85	3.9650		x	4.6283	17.70	x		12.4105	-4.08
Tue	04/11/06	198.43333	1.03922	86	4.0119		x	4.5814	17.63	x		12.4574	-4.01
Wed	04/12/06	198.44667	1.03929	87	4.0588		x	4.5345	17.56	x		12.5043	-3.94
Thu	04/13/06	198.46000	1.03936	88	4.1058		x	4.4875	17.49	x		12.5513	-3.87
Fri	04/14/06	198.47333	1.03943	89	4.1527		x	4.4406	17.42	x		12.5982	-3.80
Mon	04/17/06	198.51333	1.03964	92	4.2935		x	4.2998	17.21	x		12.7390	-3.59
Tue	04/18/06	198.52667	1.03971	93	4.3405		x	4.2528	17.14	x		12.7860	-3.52
Wed	04/19/06	198.54000	1.03977	94	4.3874		x	4.2059	17.08	x		12.8329	-3.46
Thu	04/20/06	198.55333	1.03984	95	4.4344		x	4.1589	17.01	x		12.8799	-3.39
Fri	04/21/06	198.56667	1.03991	96	4.4814		x	4.1119	16.94	x		12.9269	-3.32
Mon	04/24/06	198.60667	1.04012	99	4.6224		x	3.9709	16.73	x		13.0679	-3.11
Tue	04/25/06	198.62000	1.04019	100	4.6694		x	3.9239	16.66	x		13.1149	-3.04
Wed	04/26/06	198.63333	1.04026	101	4.7164		x	3.8769	16.59	x		13.1619	-2.97
Thu	04/27/06	198.64667	1.04033	102	4.7634		x	3.8299	16.52	x		13.2089	-2.90
Fri	04/28/06	198.66000	1.04040	103	4.8104		x	3.7829	16.45	x		13.2559	-2.83
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	05/01/06	198.70000	1.04061	106	4.9515		x	3.6418	16.24	x		13.3970	-2.62
Tue	05/02/06	198.73548	1.04080	107	4.9991		x	3.5942	16.05	x		13.4446	-2.43
Wed	05/03/06	198.77097	1.04098	108	5.0467		x	3.5466	15.87	x		13.4922	-2.25
Thu	05/04/06	198.80645	1.04117	109	5.0944		x	3.4989	15.68	x		13.5399	-2.06
Fri	05/05/06	198.84194	1.04136	110	5.1421		x	3.4512	15.49	x		13.5876	-1.87
Mon	05/08/06	198.94839	1.04191	113	5.2851		x	3.3082	14.94	x		13.7306	-1.32
Tue	05/09/06	198.98387	1.04210	114	5.3328		x	3.2605	14.75	x		13.7783	-1.13
Wed	05/10/06	199.01935	1.04229	115	5.3806		x	3.2127	14.56	x		13.8261	-0.94
Thu	05/11/06	199.05484	1.04247	116	5.4283		x	3.1650	14.38	x		13.8738	-0.76
Fri	05/12/06	199.09032	1.04266	117	5.4761		x	3.1172	14.19	x		13.9216	-0.57
Mon	05/15/06	199.19677	1.04321	120	5.6195		x	2.9738	13.64	x		14.0650	-0.02
Tue	05/16/06	199.23226	1.04340	121	5.6674		x	2.9259	13.45	x		14.1129	0.17
Wed	05/17/06	199.26774	1.04359	122	5.7152		x	2.8781	13.26	x		14.1607	0.36
Thu	05/18/06	199.30323	1.04377	123	5.7631		x	2.8302	13.08	x		14.2086	0.54
Fri	05/19/06	199.33871	1.04396	124	5.8110		x	2.7823	12.89	x		14.2565	0.73
Mon	05/22/06	199.44516	1.04452	127	5.9548		x	2.6385	12.33	x		14.4003	1.29
Tue	05/23/06	199.48065	1.04470	128	6.0027		x	2.5906	12.15	x		14.4482	1.47
Wed	05/24/06	199.51613	1.04489	129	6.0507		x	2.5426	11.96	x		14.4962	1.66
Thu	05/25/06	199.55161	1.04507	130	6.0986		x	2.4947	11.78	x		14.5441	1.84
Fri	05/26/06	199.58710	1.04526	131	6.1467		x	2.4466	11.59	x		14.5922	2.03
Mon	05/29/06	199.69355	1.04582	134	6.2908		x	2.3025	11.03	x		14.7363	2.59
Tue	05/30/06	199.72903	1.04600	135	6.3388		x	2.2545	10.85	x		14.7843	2.77
Wed	05/31/06	199.76452	1.04619	136	6.3870		x	2.2063	10.66	x		14.8325	2.96
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	06/01/06	199.80000	1.04637	137	6.4350		x	2.1583	10.48	x		14.8805	3.14
Fri	06/02/06	199.85667	1.04667	138	6.4839		x	2.1094	10.18	x		14.9294	3.44
Mon	06/05/06	200.02667	1.04756	141	6.6304		x	1.9629	9.29	x		15.0759	4.33
Tue	06/06/06	200.08333	1.04786	142	6.6794		x	1.9139	8.99	x		15.1249	4.63
Wed	06/07/06	200.14000	1.04815	143	6.7283		x	1.8650	8.70	x		15.1738	4.92
Thu	06/08/06	200.19667	1.04845	144	6.7773		x	1.8160	8.40	x		15.2228	5.22
Fri	06/09/06	200.25333	1.04875	145	6.8263		x	1.7670	8.10	x		15.2718	5.52
Mon	06/12/06	200.42333	1.04964	148	6.9734		x	1.6199	7.21	x		15.4189	6.41
Tue	06/13/06	200.48000	1.04993	149	7.0225		x	1.5708	6.92	x		15.4680	6.70
Wed	06/14/06	200.53667	1.05023	150	7.0716		x	1.5217	6.62	x		15.5171	7.00
Thu	06/15/06	200.59333	1.05053	151	7.1208		x	1.4725	6.32	x		15.5663	7.30
Fri	06/16/06	200.65000	1.05083	152	7.1700		x	1.4233	6.02	x		15.6155	7.60
Mon	06/19/06	200.82000	1.05172	155	7.3177		x	1.2756	5.13	x		15.7632	8.49
Tue	06/20/06	200.87667	1.05201	156	7.3670		x	1.2263	4.84	x		15.8125	8.78
Wed	06/21/06	200.93333	1.05231	157	7.4163		x	1.1770	4.54	x		15.8618	9.08
Thu	06/22/06	200.99000	1.05261	158	7.4657		x	1.1276	4.24	x		15.9112	9.38
Fri	06/23/06	201.04667	1.05290	159	7.5150		x	1.0783	3.95	x		15.9605	9.67
Mon	06/26/06	201.21667	1.05379	162	7.6633		x	0.9300	3.06	x		16.1088	10.56
Tue	06/27/06	201.27333	1.05409	163	7.7128		x	0.8805	2.76	x		16.1583	10.86
Wed	06/28/06	201.33000	1.05439	164	7.7623		x	0.8310	2.46	x		16.2078	11.16
Thu	06/29/06	201.38667	1.05468	165	7.8118		x	0.7815	2.17	x		16.2573	11.45
Fri	06/30/06	201.44333	1.05498	166	7.8613		x	0.7320	1.87	x		16.3068	11.75
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	1.05561	169	8.0082		x	0.5851	1.24	x		16.4537	12.38
Tue	07/04/06	201.59677	1.05578	170	8.0569		x	0.5364	1.07	x		16.5024	12.55
Wed	07/05/06	201.62903	1.05595	171	8.1056		x	0.4877	0.90	x		16.5511	12.72
Thu	07/06/06	201.66129	1.05612	172	8.1543		x	0.4390	0.73	x		16.5998	12.89
Fri	07/07/06	201.69355	1.05629	173	8.2030		x	0.3903	0.56	x		16.6485	13.06
Mon	07/10/06	201.79032	1.05680	176	8.3493		x	0.2440	0.05	x		16.7948	13.57
Tue	07/11/06	201.82258	1.05697	177	8.3981		x	0.1952	-0.12	x		16.8436	13.74
Wed	07/12/06	201.85484	1.05714	178	8.4469		x	0.1464	-0.29	x		16.8924	13.91
Thu	07/13/06	201.88710	1.05730	179	8.4956		x	0.0977	-0.45	x		16.9411	14.07
Fri	07/14/06	201.91935	1.05747	180	8.5445		x	0.0488	-0.62	x		16.9900	14.24
Sat	07/15/06	201.95161	1.05764	0	0.0000			0.0000	-0.79	x	x	17.0388	14.41
Mon	07/17/06	202.01613	1.05798	2	0.0934			-0.0934	-1.13	x	x	17.1322	14.75
Tue	07/18/06	202.04839	1.05815	3	0.1402			-0.1402	-1.30	x	x	17.1790	14.92
Wed	07/19/06	202.08065	1.05832	4	0.1869			-0.1869	-1.47	x	x	17.2257	15.09
Thu	07/20/06	202.11290	1.05849	5	0.2337			-0.2337	-1.64	x	x	17.2725	15.26
Fri	07/21/06	202.14516	1.05866	6	0.2805			-0.2805	-1.81	x	x	17.3193	15.43
Mon	07/24/06	202.24194	1.05916	9	0.4209			-0.4209	-2.31	x	x	17.4597	15.93
Tue	07/25/06	202.27419	1.05933	10	0.4678			-0.4678	-2.48	x	x	17.5066	16.10
Wed	07/26/06	202.30645	1.05950	11	0.5146			-0.5146	-2.65	x	x	17.5534	16.27
Thu	07/27/06	202.33871	1.05967	12	0.5615			-0.5615	-2.82	x	x	17.6003	16.44
Fri	07/28/06	202.37097	1.05984	13	0.6084			-0.6084	-2.99	x	x	17.6472	16.61
Mon	07/31/06	202.46774	1.06034	16	0.7492			-0.7492	-3.49	x	x	17.7880	17.11
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	1.06051	17	0.7961			-0.7961	-3.66	x	x	17.8349	17.28
Wed	08/02/06	202.51290	1.06058	18	0.8430			-0.8430	-3.73	x	x	17.8818	17.35
Thu	08/03/06	202.52581	1.06065	19	0.8899			-0.8899	-3.80	x	x	17.9287	17.42
Fri	08/04/06	202.53871	1.06072	20	0.9368			-0.9368	-3.87	x	x	17.9756	17.49
Mon	08/07/06	202.57742	1.06092	23	1.0775			-1.0775	-4.07	x	x	18.1163	17.69
Tue	08/08/06	202.59032	1.06099	24	1.1244			-1.1244	-4.14	x	x	18.1632	17.76
Wed	08/09/06	202.60323	1.06105	25	1.1713			-1.1713	-4.20	x	x	18.2101	17.82
Thu	08/10/06	202.61613	1.06112	26	1.2183			-1.2183	-4.27	x	x	18.2571	17.89
Fri	08/11/06	202.62903	1.06119	27	1.2652			-1.2652	-4.34	x	x	18.3040	17.96
Mon	08/14/06	202.66774	1.06139	30	1.4061			-1.4061	-4.54	x	x	18.4449	18.16
Tue	08/15/06	202.68065	1.06146	31	1.4530			-1.4530	-4.61	x	x	18.4918	18.23
Wed	08/16/06	202.69355	1.06153	32	1.5000			-1.5000	-4.68	x	x	18.5388	18.30
Thu	08/17/06	202.70645	1.06160	33	1.5470			-1.5470	-4.75	x	x	18.5858	18.37
Fri	08/18/06	202.71935	1.06166	34	1.5939			-1.5939	-4.81	x	x	18.6327	18.43
Mon	08/21/06	202.75806	1.06187	37	1.7349			-1.7349	-5.02	x	x	18.7737	18.64
Tue	08/22/06	202.77097	1.06193	38	1.7819			-1.7819	-5.08	x	x	18.8207	18.70
Wed	08/23/06	202.78387	1.06200	39	1.8289			-1.8289	-5.15	x	x	18.8677	18.77
Thu	08/24/06	202.79677	1.06207	40	1.8759			-1.8759	-5.22	x	x	18.9147	18.84
Fri	08/25/06	202.80968	1.06214	41	1.9230			-1.9230	-5.29	x	x	18.9618	18.91
Mon	08/28/06	202.84839	1.06234	44	2.0641			-2.0641	-5.49	x	x	19.1029	19.11
Tue	08/29/06	202.86129	1.06241	45	2.1111			-2.1111	-5.56	x	x	19.1499	19.18
Wed	08/30/06	202.87419	1.06247	46	2.1581			-2.1581	-5.62	x	x	19.1969	19.24
Thu	08/31/06	202.88710	1.06254	47	2.2052			-2.2052	-5.69	x	x	19.2440	19.31
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	1.06261	48	2.2523			-2.2523	-5.76	x	x	19.2911	19.38
Mon	09/04/06	202.96000	1.06292	51	2.3937			-2.3937	-6.07	x	x	19.4325	19.69
Tue	09/05/06	202.98000	1.06303	52	2.4409			-2.4409	-6.18	x	x	19.4797	19.80
Wed	09/06/06	203.00000	1.06313	53	2.4881			-2.4881	-6.28	x	x	19.5269	19.90
Thu	09/07/06	203.02000	1.06324	54	2.5353			-2.5353	-6.39	x	x	19.5741	20.01
Fri	09/08/06	203.04000	1.06334	55	2.5825			-2.5825	-6.49	x	x	19.6213	20.11
Mon	09/11/06	203.10000	1.06366	58	2.7242			-2.7242	-6.81	x	x	19.7630	20.43
Tue	09/12/06	203.12000	1.06376	59	2.7714			-2.7714	-6.91	x	x	19.8102	20.53
Wed	09/13/06	203.14000	1.06387	60	2.8187			-2.8187	-7.02	x	x	19.8575	20.64
Thu	09/14/06	203.16000	1.06397	61	2.8659			-2.8659	-7.12	x	x	19.9047	20.74
Fri	09/15/06	203.18000	1.06408	62	2.9132			-2.9132	-7.23	x	x	19.9520	20.85
Mon	09/18/06	203.24000	1.06439	65	3.0551			-3.0551	-7.54	x	x	20.0939	21.16
Tue	09/19/06	203.26000	1.06449	66	3.1024			-3.1024	-7.64	x	x	20.1412	21.26
Wed	09/20/06	203.28000	1.06460	67	3.1497			-3.1497	-7.75	x	x	20.1885	21.37
Thu	09/21/06	203.30000	1.06470	68	3.1970			-3.1970	-7.85	x	x	20.2358	21.47
Fri	09/22/06	203.32000	1.06481	69	3.2443			-3.2443	-7.96	x	x	20.2831	21.58
Mon	09/25/06	203.38000	1.06512	72	3.3864			-3.3864	-8.27	x	x	20.4252	21.89
Tue	09/26/06	203.40000	1.06523	73	3.4338			-3.4338	-8.38	x	x	20.4726	22.00
Wed	09/27/06	203.42000	1.06533	74	3.4811			-3.4811	-8.48	x	x	20.5199	22.10
Thu	09/28/06	203.44000	1.06544	75	3.5285			-3.5285	-8.59	x	x	20.5673	22.21
Fri	09/29/06	203.46000	1.06554	76	3.5759			-3.5759	-8.69	x	x	20.6147	22.31
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	1.06582	79	3.7181			-3.7181	-8.97	x	x	20.7569	22.59
Tue	10/03/06	203.52581	1.06589	80	3.7654			-3.7654	-9.04	x	x	20.8042	22.66
Wed	10/04/06	203.53871	1.06595	81	3.8127			-3.8127	-9.10	x	x	20.8515	22.72
Thu	10/05/06	203.55161	1.06602	82	3.8600			-3.8600	-9.17	x	x	20.8988	22.79
Fri	10/06/06	203.56452	1.06609	83	3.9073			-3.9073	-9.24	x	x	20.9461	22.86
Mon	10/09/06	203.60323	1.06629	86	4.0493			-4.0493	-9.44	x	x	21.0881	23.06
Tue	10/10/06	203.61613	1.06636	87	4.0966			-4.0966	-9.51	x	x	21.1354	23.13
Wed	10/11/06	203.62903	1.06643	88	4.1440			-4.1440	-9.58	x	x	21.1828	23.20
Thu	10/12/06	203.64194	1.06649	89	4.1913			-4.1913	-9.64	x	x	21.2301	23.26
Fri	10/13/06	203.65484	1.06656	90	4.2387			-4.2387	-9.71	x	x	21.2775	23.33
Mon	10/16/06	203.69355	1.06676	93	4.3808			-4.3808	-9.91	x	x	21.4196	23.53
Tue	10/17/06	203.70645	1.06683	94	4.4282			-4.4282	-9.98	x	x	21.4670	23.60
Wed	10/18/06	203.71935	1.06690	95	4.4756			-4.4756	-10.05	x	x	21.5144	23.67
Thu	10/19/06	203.73226	1.06697	96	4.5230			-4.5230	-10.12	x	x	21.5618	23.74
Fri	10/20/06	203.74516	1.06703	97	4.5704			-4.5704	-10.18	x	x	21.6092	23.80
Mon	10/23/06	203.78387	1.06724	100	4.7127			-4.7127	-10.39	x	x	21.7515	24.01
Tue	10/24/06	203.79677	1.06731	101	4.7601			-4.7601	-10.46	x	x	21.7989	24.08
Wed	10/25/06	203.80968	1.06737	102	4.8075			-4.8075	-10.52	x	x	21.8463	24.14
Thu	10/26/06	203.82258	1.06744	103	4.8550			-4.8550	-10.59	x	x	21.8938	24.21
Fri	10/27/06	203.83548	1.06751	104	4.9024			-4.9024	-10.66	x	x	21.9412	24.28
Mon	10/30/06	203.87419	1.06771	107	5.0448			-5.0448	-10.86	x	x	22.0836	24.48
Tue	10/31/06	203.88710	1.06778	108	5.0923			-5.0923	-10.93	x	x	22.1311	24.55
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	1.06785	109	5.1398			-5.1398	-11.00	x	x	22.1786	24.62
Thu	11/02/06	203.86667	1.06767	110	5.1860			-5.1860	-10.82	x	x	22.2248	24.44
Fri	11/03/06	203.83333	1.06750	111	5.2323			-5.2323	-10.65	x	x	22.2711	24.27
Mon	11/06/06	203.73333	1.06697	114	5.3711			-5.3711	-10.12	x	x	22.4099	23.74
Tue	11/07/06	203.70000	1.06680	115	5.4173			-5.4173	-9.95	x	x	22.4561	23.57
Wed	11/08/06	203.66667	1.06662	116	5.4635			-5.4635	-9.77	x	x	22.5023	23.39
Thu	11/09/06	203.63333	1.06645	117	5.5098			-5.5098	-9.60	x	x	22.5486	23.22
Fri	11/10/06	203.60000	1.06627	118	5.5559			-5.5559	-9.42	x	x	22.5947	23.04
Mon	11/13/06	203.50000	1.06575	121	5.6944			-5.6944	-8.90	x	x	22.7332	22.52
Tue	11/14/06	203.46667	1.06558	122	5.7405			-5.7405	-8.73	x	x	22.7793	22.35
Wed	11/15/06	203.43333	1.06540	123	5.7866			-5.7866	-8.55	x	x	22.8254	22.17
Thu	11/16/06	203.40000	1.06523	124	5.8327			-5.8327	-8.38	x	x	22.8715	22.00
Fri	11/17/06	203.36667	1.06505	125	5.8788			-5.8788	-8.20	x	x	22.9176	21.82
Mon	11/20/06	203.26667	1.06453	128	6.0169			-6.0169	-7.68	x	x	23.0557	21.30
Tue	11/21/06	203.23333	1.06435	129	6.0629			-6.0629	-7.50	x	x	23.1017	21.12
Wed	11/22/06	203.20000	1.06418	130	6.1089			-6.1089	-7.33	x	x	23.1477	20.95
Thu	11/23/06	203.16667	1.06401	131	6.1549			-6.1549	-7.16	x	x	23.1937	20.78
Fri	11/24/06	203.13333	1.06383	132	6.2009			-6.2009	-6.98	x	x	23.2397	20.60
Mon	11/27/06	203.03333	1.06331	135	6.3387			-6.3387	-6.46	x	x	23.3775	20.08
Tue	11/28/06	203.00000	1.06313	136	6.3846			-6.3846	-6.28	x	x	23.4234	19.90
Wed	11/29/06	202.96667	1.06296	137	6.4305			-6.4305	-6.11	x	x	23.4693	19.73
Thu	11/30/06	202.93333	1.06278	138	6.4763			-6.4763	-5.93	x	x	23.5151	19.55
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	1.06261	139	6.5222			-6.5222	-5.76	x	x	23.5610	19.38
Mon	12/04/06	202.79355	1.06205	142	6.6595			-6.6595	-5.20	x	x	23.6983	18.82
Tue	12/05/06	202.75806	1.06187	143	6.7052			-6.7052	-5.02	x	x	23.7440	18.64
Wed	12/06/06	202.72258	1.06168	144	6.7509			-6.7509	-4.83	x	x	23.7897	18.45
Thu	12/07/06	202.68710	1.06149	145	6.7966			-6.7966	-4.64	x	x	23.8354	18.26
Fri	12/08/06	202.65161	1.06131	146	6.8423			-6.8423	-4.46	x	x	23.8811	18.08
Mon	12/11/06	202.54516	1.06075	149	6.9792			-6.9792	-3.90	x	x	24.0180	17.52
Tue	12/12/06	202.50968	1.06056	150	7.0248			-7.0248	-3.71	x	x	24.0636	17.33
Wed	12/13/06	202.47419	1.06038	151	7.0704			-7.0704	-3.53	x	x	24.1092	17.15
Thu	12/14/06	202.43871	1.06019	152	7.1159			-7.1159	-3.34	x	x	24.1547	16.96
Fri	12/15/06	202.40323	1.06001	153	7.1615			-7.1615	-3.16	x	x	24.2003	16.78
Mon	12/18/06	202.29677	1.05945	156	7.2981			-7.2981	-2.60	x	x	24.3369	16.22
Tue	12/19/06	202.26129	1.05926	157	7.3436			-7.3436	-2.41	x	x	24.3824	16.03
Wed	12/20/06	202.22581	1.05908	158	7.3891			-7.3891	-2.23	x	x	24.4279	15.85
Thu	12/21/06	202.19032	1.05889	159	7.4345			-7.4345	-2.04	x	x	24.4733	15.66
Fri	12/22/06	202.15484	1.05871	160	7.4800			-7.4800	-1.86	x	x	24.5188	15.48
Mon	12/25/06	202.04839	1.05815	163	7.6162			-7.6162	-1.30	x	x	24.6550	14.92
Tue	12/26/06	202.01290	1.05796	164	7.6616			-7.6616	-1.11	x	x	24.7004	14.73
Wed	12/27/06	201.97742	1.05778	165	7.7070			-7.7070	-0.93	x	x	24.7458	14.55
Thu	12/28/06	201.94194	1.05759	166	7.7523			-7.7523	-0.74	x	x	24.7911	14.36
Fri	12/29/06	201.90645	1.05741	167	7.7977			-7.7977	-0.56	x	x	24.8365	14.18
Mon	01/01/07	201.80000	1.05685

Generated 03/09/11 23:47