2% 20-Year Treasury Inflation Protected Security (TIPS) due January 15, 2026

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

CUSIP Number	912810FS2
Dated Date	January 15, 2006	Interest 07/15/06 (181 days)	$10.1750
Ref CPI on Dated Date	198.47742
Original Issue Date	January 31, 2006	Interest 01/15/07 (184 days)

						Purchased on Settelment Date & held to 01/01/07				Held on 01/31/06 & 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
Tue	01/31/06	197.65161	0.99584	16	0.8803		x	9.2947	20.90			0.8803	0.00
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	0.99558	17	0.9351		x	9.2399	21.16			0.9351	-0.26
Thu	02/02/06	197.57143	0.99544	18	0.9899		x	9.1851	21.30			0.9899	-0.40
Fri	02/03/06	197.54286	0.99529	19	1.0448		x	9.1302	21.45			1.0448	-0.55
Mon	02/06/06	197.45714	0.99486	22	1.2092		x	8.9658	21.88			1.2092	-0.98
Tue	02/07/06	197.42857	0.99472	23	1.2640		x	8.9110	22.02			1.2640	-1.12
Wed	02/08/06	197.40000	0.99457	24	1.3188		x	8.8562	22.17			1.3188	-1.27
Thu	02/09/06	197.37143	0.99443	25	1.3735		x	8.8015	22.31			1.3735	-1.41
Fri	02/10/06	197.34286	0.99428	26	1.4282		x	8.7468	22.46			1.4282	-1.56
Mon	02/13/06	197.25714	0.99385	29	1.5924		x	8.5826	22.89			1.5924	-1.99
Tue	02/14/06	197.22857	0.99371	30	1.6470		x	8.5280	23.03			1.6470	-2.13
Wed	02/15/06	197.20000	0.99356	31	1.7017		x	8.4733	23.18			1.7017	-2.28
Thu	02/16/06	197.17143	0.99342	32	1.7563		x	8.4187	23.32			1.7563	-2.42
Fri	02/17/06	197.14286	0.99328	33	1.8110		x	8.3640	23.46			1.8110	-2.56
Mon	02/20/06	197.05714	0.99284	36	1.9747		x	8.2003	23.90			1.9747	-3.00
Tue	02/21/06	197.02857	0.99270	37	2.0293		x	8.1457	24.04			2.0293	-3.14
Wed	02/22/06	197.00000	0.99256	38	2.0838		x	8.0912	24.18			2.0838	-3.28
Thu	02/23/06	196.97143	0.99241	39	2.1383		x	8.0367	24.33			2.1383	-3.43
Fri	02/24/06	196.94286	0.99227	40	2.1929		x	7.9821	24.47			2.1929	-3.57
Mon	02/27/06	196.85714	0.99184	43	2.3563		x	7.8187	24.90			2.3563	-4.00
Tue	02/28/06	196.82857	0.99169	44	2.4107		x	7.7643	25.05			2.4107	-4.15
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	0.99155	45	2.4652		x	7.7098	25.19			2.4652	-4.29
Thu	03/02/06	196.84839	0.99179	46	2.5206		x	7.6544	24.95			2.5206	-4.05
Fri	03/03/06	196.89677	0.99204	47	2.5760		x	7.5990	24.70			2.5760	-3.80
Mon	03/06/06	197.04194	0.99277	50	2.7425		x	7.4325	23.97			2.7425	-3.07
Tue	03/07/06	197.09032	0.99301	51	2.7980		x	7.3770	23.73			2.7980	-2.83
Wed	03/08/06	197.13871	0.99326	52	2.8536		x	7.3214	23.48			2.8536	-2.58
Thu	03/09/06	197.18710	0.99350	53	2.9091		x	7.2659	23.24			2.9091	-2.34
Fri	03/10/06	197.23548	0.99374	54	2.9647		x	7.2103	23.00			2.9647	-2.10
Mon	03/13/06	197.38065	0.99447	57	3.1318		x	7.0432	22.27			3.1318	-1.37
Tue	03/14/06	197.42903	0.99472	58	3.1875		x	6.9875	22.02			3.1875	-1.12
Wed	03/15/06	197.47742	0.99496	59	3.2432		x	6.9318	21.78			3.2432	-0.88
Thu	03/16/06	197.52581	0.99521	60	3.2990		x	6.8760	21.53			3.2990	-0.63
Fri	03/17/06	197.57419	0.99545	61	3.3548		x	6.8202	21.29			3.3548	-0.39
Mon	03/20/06	197.71935	0.99618	64	3.5224		x	6.6526	20.56			3.5224	0.34
Tue	03/21/06	197.76774	0.99642	65	3.5783		x	6.5967	20.32			3.5783	0.58
Wed	03/22/06	197.81613	0.99667	66	3.6343		x	6.5407	20.07			3.6343	0.83
Thu	03/23/06	197.86452	0.99691	67	3.6902		x	6.4848	19.83			3.6902	1.07
Fri	03/24/06	197.91290	0.99716	68	3.7462		x	6.4288	19.58			3.7462	1.32
Mon	03/27/06	198.05806	0.99789	71	3.9144		x	6.2606	18.85			3.9144	2.05
Tue	03/28/06	198.10645	0.99813	72	3.9705		x	6.2045	18.61			3.9705	2.29
Wed	03/29/06	198.15484	0.99837	73	4.0266		x	6.1484	18.37			4.0266	2.53
Thu	03/30/06	198.20323	0.99862	74	4.0828		x	6.0922	18.12			4.0828	2.78
Fri	03/31/06	198.25161	0.99886	75	4.1389		x	6.0361	17.88			4.1389	3.02
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	04/03/06	198.32667	0.99924	78	4.3061		x	5.8689	17.50			4.3061	3.40
Tue	04/04/06	198.34000	0.99931	79	4.3616		x	5.8134	17.43			4.3616	3.47
Wed	04/05/06	198.35333	0.99937	80	4.4171		x	5.7579	17.37			4.4171	3.53
Thu	04/06/06	198.36667	0.99944	81	4.4726		x	5.7024	17.30			4.4726	3.60
Fri	04/07/06	198.38000	0.99951	82	4.5282		x	5.6468	17.23			4.5282	3.67
Mon	04/10/06	198.42000	0.99971	85	4.6948		x	5.4802	17.03			4.6948	3.87
Tue	04/11/06	198.43333	0.99978	86	4.7503		x	5.4247	16.96			4.7503	3.94
Wed	04/12/06	198.44667	0.99985	87	4.8059		x	5.3691	16.89			4.8059	4.01
Thu	04/13/06	198.46000	0.99991	88	4.8614		x	5.3136	16.83			4.8614	4.07
Fri	04/14/06	198.47333	0.99998	89	4.9170		x	5.2580	16.76			4.9170	4.14
Mon	04/17/06	198.51333	1.00018	92	5.0838		x	5.0912	16.56			5.0838	4.34
Tue	04/18/06	198.52667	1.00025	93	5.1394		x	5.0356	16.49			5.1394	4.41
Wed	04/19/06	198.54000	1.00032	94	5.1950		x	4.9800	16.42			5.1950	4.48
Thu	04/20/06	198.55333	1.00038	95	5.2506		x	4.9244	16.36			5.2506	4.54
Fri	04/21/06	198.56667	1.00045	96	5.3063		x	4.8687	16.29			5.3063	4.61
Mon	04/24/06	198.60667	1.00065	99	5.4732		x	4.7018	16.09			5.4732	4.81
Tue	04/25/06	198.62000	1.00072	100	5.5288		x	4.6462	16.02			5.5288	4.88
Wed	04/26/06	198.63333	1.00079	101	5.5845		x	4.5905	15.95			5.5845	4.95
Thu	04/27/06	198.64667	1.00085	102	5.6401		x	4.5349	15.89			5.6401	5.01
Fri	04/28/06	198.66000	1.00092	103	5.6958		x	4.4792	15.82			5.6958	5.08
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	1.00112	106	5.8629		x	4.3121	15.62			5.8629	5.28
Tue	05/02/06	198.73548	1.00130	107	5.9193		x	4.2557	15.44			5.9193	5.46
Wed	05/03/06	198.77097	1.00148	108	5.9757		x	4.1993	15.26			5.9757	5.64
Thu	05/04/06	198.80645	1.00166	109	6.0321		x	4.1429	15.08			6.0321	5.82
Fri	05/05/06	198.84194	1.00184	110	6.0885		x	4.0865	14.90			6.0885	6.00
Mon	05/08/06	198.94839	1.00237	113	6.2579		x	3.9171	14.37			6.2579	6.53
Tue	05/09/06	198.98387	1.00255	114	6.3144		x	3.8606	14.19			6.3144	6.71
Wed	05/10/06	199.01935	1.00273	115	6.3709		x	3.8041	14.01			6.3709	6.89
Thu	05/11/06	199.05484	1.00291	116	6.4275		x	3.7475	13.83			6.4275	7.07
Fri	05/12/06	199.09032	1.00309	117	6.4841		x	3.6909	13.65			6.4841	7.25
Mon	05/15/06	199.19677	1.00362	120	6.6538		x	3.5212	13.12			6.6538	7.78
Tue	05/16/06	199.23226	1.00380	121	6.7105		x	3.4645	12.94			6.7105	7.96
Wed	05/17/06	199.26774	1.00398	122	6.7672		x	3.4078	12.76			6.7672	8.14
Thu	05/18/06	199.30323	1.00416	123	6.8238		x	3.3512	12.58			6.8238	8.32
Fri	05/19/06	199.33871	1.00434	124	6.8806		x	3.2944	12.40			6.8806	8.50
Mon	05/22/06	199.44516	1.00488	127	7.0508		x	3.1242	11.86			7.0508	9.04
Tue	05/23/06	199.48065	1.00505	128	7.1075		x	3.0675	11.69			7.1075	9.21
Wed	05/24/06	199.51613	1.00523	129	7.1643		x	3.0107	11.51			7.1643	9.39
Thu	05/25/06	199.55161	1.00541	130	7.2212		x	2.9538	11.33			7.2212	9.57
Fri	05/26/06	199.58710	1.00559	131	7.2780		x	2.8970	11.15			7.2780	9.75
Mon	05/29/06	199.69355	1.00613	134	7.4487		x	2.7263	10.61			7.4487	10.29
Tue	05/30/06	199.72903	1.00631	135	7.5056		x	2.6694	10.43			7.5056	10.47
Wed	05/31/06	199.76452	1.00648	136	7.5625		x	2.6125	10.26			7.5625	10.64
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	1.00666	137	7.6195		x	2.5555	10.08			7.6195	10.82
Fri	06/02/06	199.85667	1.00695	138	7.6773		x	2.4977	9.79			7.6773	11.11
Mon	06/05/06	200.02667	1.00781	141	7.8509		x	2.3241	8.93			7.8509	11.97
Tue	06/06/06	200.08333	1.00809	142	7.9088		x	2.2662	8.65			7.9088	12.25
Wed	06/07/06	200.14000	1.00838	143	7.9668		x	2.2082	8.36			7.9668	12.54
Thu	06/08/06	200.19667	1.00866	144	8.0247		x	2.1503	8.08			8.0247	12.82
Fri	06/09/06	200.25333	1.00895	145	8.0827		x	2.0923	7.79			8.0827	13.11
Mon	06/12/06	200.42333	1.00980	148	8.2569		x	1.9181	6.94			8.2569	13.96
Tue	06/13/06	200.48000	1.01009	149	8.3151		x	1.8599	6.65			8.3151	14.25
Wed	06/14/06	200.53667	1.01038	150	8.3733		x	1.8017	6.36			8.3733	14.54
Thu	06/15/06	200.59333	1.01066	151	8.4315		x	1.7435	6.08			8.4315	14.82
Fri	06/16/06	200.65000	1.01095	152	8.4897		x	1.6853	5.79			8.4897	15.11
Mon	06/19/06	200.82000	1.01180	155	8.6646		x	1.5104	4.94			8.6646	15.96
Tue	06/20/06	200.87667	1.01209	156	8.7230		x	1.4520	4.65			8.7230	16.25
Wed	06/21/06	200.93333	1.01237	157	8.7813		x	1.3937	4.37			8.7813	16.53
Thu	06/22/06	200.99000	1.01266	158	8.8398		x	1.3352	4.08			8.8398	16.82
Fri	06/23/06	201.04667	1.01294	159	8.8982		x	1.2768	3.80			8.8982	17.10
Mon	06/26/06	201.21667	1.01380	162	9.0738		x	1.1012	2.94			9.0738	17.96
Tue	06/27/06	201.27333	1.01409	163	9.1324		x	1.0426	2.65			9.1324	18.25
Wed	06/28/06	201.33000	1.01437	164	9.1910		x	0.9840	2.37			9.1910	18.53
Thu	06/29/06	201.38667	1.01466	165	9.2497		x	0.9253	2.08			9.2497	18.82
Fri	06/30/06	201.44333	1.01494	166	9.3083		x	0.8667	1.80			9.3083	19.10
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	1.01555	169	9.4822		x	0.6928	1.19			9.4822	19.71
Tue	07/04/06	201.59677	1.01572	170	9.5399		x	0.6351	1.02			9.5399	19.88
Wed	07/05/06	201.62903	1.01588	171	9.5975		x	0.5775	0.86			9.5975	20.04
Thu	07/06/06	201.66129	1.01604	172	9.6552		x	0.5198	0.70			9.6552	20.20
Fri	07/07/06	201.69355	1.01620	173	9.7129		x	0.4621	0.54			9.7129	20.36
Mon	07/10/06	201.79032	1.01669	176	9.8860		x	0.2890	0.05			9.8860	20.85
Tue	07/11/06	201.82258	1.01685	177	9.9438		x	0.2312	-0.11			9.9438	21.01
Wed	07/12/06	201.85484	1.01702	178	10.0016		x	0.1734	-0.28			10.0016	21.18
Thu	07/13/06	201.88710	1.01718	179	10.0594		x	0.1156	-0.44			10.0594	21.34
Fri	07/14/06	201.91935	1.01734	180	10.1172		x	0.0578	-0.60			10.1172	21.50
Sat	07/15/06	201.95161	1.01750	0	0.0000			0.0000	-0.76		x	10.1750	21.66
Mon	07/17/06	202.01613	1.01783	2	0.1106			-0.1106	-1.09		x	10.2856	21.99
Tue	07/18/06	202.04839	1.01799	3	0.1660			-0.1660	-1.25		x	10.3410	22.15
Wed	07/19/06	202.08065	1.01815	4	0.2213			-0.2213	-1.41		x	10.3963	22.31
Thu	07/20/06	202.11290	1.01832	5	0.2767			-0.2767	-1.58		x	10.4517	22.48
Fri	07/21/06	202.14516	1.01848	6	0.3321			-0.3321	-1.74		x	10.5071	22.64
Mon	07/24/06	202.24194	1.01897	9	0.4984			-0.4984	-2.23		x	10.6734	23.13
Tue	07/25/06	202.27419	1.01913	10	0.5539			-0.5539	-2.39		x	10.7289	23.29
Wed	07/26/06	202.30645	1.01929	11	0.6094			-0.6094	-2.55		x	10.7844	23.45
Thu	07/27/06	202.33871	1.01945	12	0.6649			-0.6649	-2.71		x	10.8399	23.61
Fri	07/28/06	202.37097	1.01962	13	0.7204			-0.7204	-2.88		x	10.8954	23.78
Mon	07/31/06	202.46774	1.02010	16	0.8870			-0.8870	-3.36		x	11.0620	24.26
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	1.02027	17	0.9426			-0.9426	-3.53		x	11.1176	24.43
Wed	08/02/06	202.51290	1.02033	18	0.9981			-0.9981	-3.59		x	11.1731	24.49
Thu	08/03/06	202.52581	1.02040	19	1.0537			-1.0537	-3.66		x	11.2287	24.56
Fri	08/04/06	202.53871	1.02046	20	1.1092			-1.1092	-3.72		x	11.2842	24.62
Mon	08/07/06	202.57742	1.02066	23	1.2758			-1.2758	-3.92		x	11.4508	24.82
Tue	08/08/06	202.59032	1.02072	24	1.3314			-1.3314	-3.98		x	11.5064	24.88
Wed	08/09/06	202.60323	1.02079	25	1.3869			-1.3869	-4.05		x	11.5619	24.95
Thu	08/10/06	202.61613	1.02085	26	1.4425			-1.4425	-4.11		x	11.6175	25.01
Fri	08/11/06	202.62903	1.02092	27	1.4981			-1.4981	-4.18		x	11.6731	25.08
Mon	08/14/06	202.66774	1.02111	30	1.6649			-1.6649	-4.37		x	11.8399	25.27
Tue	08/15/06	202.68065	1.02118	31	1.7205			-1.7205	-4.44		x	11.8955	25.34
Wed	08/16/06	202.69355	1.02124	32	1.7761			-1.7761	-4.50		x	11.9511	25.40
Thu	08/17/06	202.70645	1.02131	33	1.8317			-1.8317	-4.57		x	12.0067	25.47
Fri	08/18/06	202.71935	1.02137	34	1.8873			-1.8873	-4.63		x	12.0623	25.53
Mon	08/21/06	202.75806	1.02157	37	2.0542			-2.0542	-4.83		x	12.2292	25.73
Tue	08/22/06	202.77097	1.02163	38	2.1099			-2.1099	-4.89		x	12.2849	25.79
Wed	08/23/06	202.78387	1.02170	39	2.1656			-2.1656	-4.96		x	12.3406	25.86
Thu	08/24/06	202.79677	1.02176	40	2.2212			-2.2212	-5.02		x	12.3962	25.92
Fri	08/25/06	202.80968	1.02183	41	2.2769			-2.2769	-5.09		x	12.4519	25.99
Mon	08/28/06	202.84839	1.02202	44	2.4440			-2.4440	-5.28		x	12.6190	26.18
Tue	08/29/06	202.86129	1.02209	45	2.4997			-2.4997	-5.35		x	12.6747	26.25
Wed	08/30/06	202.87419	1.02215	46	2.5554			-2.5554	-5.41		x	12.7304	26.31
Thu	08/31/06	202.88710	1.02222	47	2.6111			-2.6111	-5.48		x	12.7861	26.38
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	09/01/06	202.90000	1.02228	48	2.6668			-2.6668	-5.54		x	12.8418	26.44
Mon	09/04/06	202.96000	1.02258	51	2.8343			-2.8343	-5.84		x	13.0093	26.74
Tue	09/05/06	202.98000	1.02269	52	2.8902			-2.8902	-5.95		x	13.0652	26.85
Wed	09/06/06	203.00000	1.02279	53	2.9461			-2.9461	-6.05		x	13.1211	26.95
Thu	09/07/06	203.02000	1.02289	54	3.0020			-3.0020	-6.15		x	13.1770	27.05
Fri	09/08/06	203.04000	1.02299	55	3.0579			-3.0579	-6.25		x	13.2329	27.15
Mon	09/11/06	203.10000	1.02329	58	3.2256			-3.2256	-6.55		x	13.4006	27.45
Tue	09/12/06	203.12000	1.02339	59	3.2815			-3.2815	-6.65		x	13.4565	27.55
Wed	09/13/06	203.14000	1.02349	60	3.3375			-3.3375	-6.75		x	13.5125	27.65
Thu	09/14/06	203.16000	1.02359	61	3.3934			-3.3934	-6.85		x	13.5684	27.75
Fri	09/15/06	203.18000	1.02369	62	3.4494			-3.4494	-6.95		x	13.6244	27.85
Mon	09/18/06	203.24000	1.02400	65	3.6174			-3.6174	-7.26		x	13.7924	28.16
Tue	09/19/06	203.26000	1.02410	66	3.6734			-3.6734	-7.36		x	13.8484	28.26
Wed	09/20/06	203.28000	1.02420	67	3.7294			-3.7294	-7.46		x	13.9044	28.36
Thu	09/21/06	203.30000	1.02430	68	3.7855			-3.7855	-7.56		x	13.9605	28.46
Fri	09/22/06	203.32000	1.02440	69	3.8415			-3.8415	-7.66		x	14.0165	28.56
Mon	09/25/06	203.38000	1.02470	72	4.0097			-4.0097	-7.96		x	14.1847	28.86
Tue	09/26/06	203.40000	1.02480	73	4.0658			-4.0658	-8.06		x	14.2408	28.96
Wed	09/27/06	203.42000	1.02490	74	4.1219			-4.1219	-8.16		x	14.2969	29.06
Thu	09/28/06	203.44000	1.02500	75	4.1780			-4.1780	-8.26		x	14.3530	29.16
Fri	09/29/06	203.46000	1.02510	76	4.2341			-4.2341	-8.36		x	14.4091	29.26
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	1.02537	79	4.4024			-4.4024	-8.63		x	14.5774	29.53
Tue	10/03/06	203.52581	1.02544	80	4.4584			-4.4584	-8.70		x	14.6334	29.60
Wed	10/04/06	203.53871	1.02550	81	4.5144			-4.5144	-8.76		x	14.6894	29.66
Thu	10/05/06	203.55161	1.02557	82	4.5705			-4.5705	-8.83		x	14.7455	29.73
Fri	10/06/06	203.56452	1.02563	83	4.6265			-4.6265	-8.89		x	14.8015	29.79
Mon	10/09/06	203.60323	1.02583	86	4.7946			-4.7946	-9.09		x	14.9696	29.99
Tue	10/10/06	203.61613	1.02589	87	4.8507			-4.8507	-9.15		x	15.0257	30.05
Wed	10/11/06	203.62903	1.02596	88	4.9068			-4.9068	-9.22		x	15.0818	30.12
Thu	10/12/06	203.64194	1.02602	89	4.9628			-4.9628	-9.28		x	15.1378	30.18
Fri	10/13/06	203.65484	1.02609	90	5.0189			-5.0189	-9.35		x	15.1939	30.25
Mon	10/16/06	203.69355	1.02628	93	5.1872			-5.1872	-9.54		x	15.3622	30.44
Tue	10/17/06	203.70645	1.02635	94	5.2433			-5.2433	-9.61		x	15.4183	30.51
Wed	10/18/06	203.71935	1.02641	95	5.2994			-5.2994	-9.67		x	15.4744	30.57
Thu	10/19/06	203.73226	1.02648	96	5.3555			-5.3555	-9.74		x	15.5305	30.64
Fri	10/20/06	203.74516	1.02654	97	5.4117			-5.4117	-9.80		x	15.5867	30.70
Mon	10/23/06	203.78387	1.02674	100	5.5801			-5.5801	-10.00		x	15.7551	30.90
Tue	10/24/06	203.79677	1.02680	101	5.6362			-5.6362	-10.06		x	15.8112	30.96
Wed	10/25/06	203.80968	1.02687	102	5.6924			-5.6924	-10.13		x	15.8674	31.03
Thu	10/26/06	203.82258	1.02693	103	5.7486			-5.7486	-10.19		x	15.9236	31.09
Fri	10/27/06	203.83548	1.02700	104	5.8048			-5.8048	-10.26		x	15.9798	31.16
Mon	10/30/06	203.87419	1.02719	107	5.9733			-5.9733	-10.45		x	16.1483	31.35
Tue	10/31/06	203.88710	1.02726	108	6.0296			-6.0296	-10.52		x	16.2046	31.42
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	11/01/06	203.90000	1.02732	109	6.0858			-6.0858	-10.58		x	16.2608	31.48
Thu	11/02/06	203.86667	1.02715	110	6.1406			-6.1406	-10.41		x	16.3156	31.31
Fri	11/03/06	203.83333	1.02698	111	6.1954			-6.1954	-10.24		x	16.3704	31.14
Mon	11/06/06	203.73333	1.02648	114	6.3597			-6.3597	-9.74		x	16.5347	30.64
Tue	11/07/06	203.70000	1.02631	115	6.4144			-6.4144	-9.57		x	16.5894	30.47
Wed	11/08/06	203.66667	1.02615	116	6.4692			-6.4692	-9.41		x	16.6442	30.31
Thu	11/09/06	203.63333	1.02598	117	6.5239			-6.5239	-9.24		x	16.6989	30.14
Fri	11/10/06	203.60000	1.02581	118	6.5786			-6.5786	-9.07		x	16.7536	29.97
Mon	11/13/06	203.50000	1.02531	121	6.7425			-6.7425	-8.57		x	16.9175	29.47
Tue	11/14/06	203.46667	1.02514	122	6.7971			-6.7971	-8.40		x	16.9721	29.30
Wed	11/15/06	203.43333	1.02497	123	6.8517			-6.8517	-8.23		x	17.0267	29.13
Thu	11/16/06	203.40000	1.02480	124	6.9063			-6.9063	-8.06		x	17.0813	28.96
Fri	11/17/06	203.36667	1.02463	125	6.9608			-6.9608	-7.89		x	17.1358	28.79
Mon	11/20/06	203.26667	1.02413	128	7.1244			-7.1244	-7.39		x	17.2994	28.29
Tue	11/21/06	203.23333	1.02396	129	7.1789			-7.1789	-7.22		x	17.3539	28.12
Wed	11/22/06	203.20000	1.02379	130	7.2333			-7.2333	-7.05		x	17.4083	27.95
Thu	11/23/06	203.16667	1.02363	131	7.2878			-7.2878	-6.89		x	17.4628	27.79
Fri	11/24/06	203.13333	1.02346	132	7.3422			-7.3422	-6.72		x	17.5172	27.62
Mon	11/27/06	203.03333	1.02295	135	7.5053			-7.5053	-6.21		x	17.6803	27.11
Tue	11/28/06	203.00000	1.02279	136	7.5598			-7.5598	-6.05		x	17.7348	26.95
Wed	11/29/06	202.96667	1.02262	137	7.6141			-7.6141	-5.88		x	17.7891	26.78
Thu	11/30/06	202.93333	1.02245	138	7.6684			-7.6684	-5.71		x	17.8434	26.61
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	1.02228	139	7.7227			-7.7227	-5.54		x	17.8977	26.44
Mon	12/04/06	202.79355	1.02175	142	7.8852			-7.8852	-5.01		x	18.0602	25.91
Tue	12/05/06	202.75806	1.02157	143	7.9394			-7.9394	-4.83		x	18.1144	25.73
Wed	12/06/06	202.72258	1.02139	144	7.9935			-7.9935	-4.65		x	18.1685	25.55
Thu	12/07/06	202.68710	1.02121	145	8.0476			-8.0476	-4.47		x	18.2226	25.37
Fri	12/08/06	202.65161	1.02103	146	8.1017			-8.1017	-4.29		x	18.2767	25.19
Mon	12/11/06	202.54516	1.02049	149	8.2638			-8.2638	-3.75		x	18.4388	24.65
Tue	12/12/06	202.50968	1.02032	150	8.3178			-8.3178	-3.58		x	18.4928	24.48
Wed	12/13/06	202.47419	1.02014	151	8.3718			-8.3718	-3.40		x	18.5468	24.30
Thu	12/14/06	202.43871	1.01996	152	8.4258			-8.4258	-3.22		x	18.6008	24.12
Fri	12/15/06	202.40323	1.01978	153	8.4797			-8.4797	-3.04		x	18.6547	23.94
Mon	12/18/06	202.29677	1.01924	156	8.6414			-8.6414	-2.50		x	18.8164	23.40
Tue	12/19/06	202.26129	1.01906	157	8.6952			-8.6952	-2.32		x	18.8702	23.22
Wed	12/20/06	202.22581	1.01889	158	8.7492			-8.7492	-2.15		x	18.9242	23.05
Thu	12/21/06	202.19032	1.01871	159	8.8030			-8.8030	-1.97		x	18.9780	22.87
Fri	12/22/06	202.15484	1.01853	160	8.8568			-8.8568	-1.79		x	19.0318	22.69
Mon	12/25/06	202.04839	1.01799	163	9.0181			-9.0181	-1.25		x	19.1931	22.15
Tue	12/26/06	202.01290	1.01781	164	9.0718			-9.0718	-1.07		x	19.2468	21.97
Wed	12/27/06	201.97742	1.01763	165	9.1255			-9.1255	-0.89		x	19.3005	21.79
Thu	12/28/06	201.94194	1.01746	166	9.1793			-9.1793	-0.72		x	19.3543	21.62
Fri	12/29/06	201.90645	1.01728	167	9.2329			-9.2329	-0.54		x	19.4079	21.44
Mon	01/01/07	201.80000	1.01674

Generated 03/09/11 23:47