2.5% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2016

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

CUSIP Number912828FL9  
Dated DateJuly 15, 2006  
Ref CPI on Dated Date201.95161  
Original Issue DateJuly 17, 2006Interest 01/15/07 (184 days)  
 Purchased on Settelment Date
& held to 01/01/07		Held on 07/17/06
& 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
Mon07/17/06202.016131.0003220.1359  -0.1359-1.07  0.13590.00
Tue07/18/06202.048391.0004830.2039  -0.2039-1.23  0.20390.16
Wed07/19/06202.080651.0006440.2719  -0.2719-1.39  0.27190.32
Thu07/20/06202.112901.0008050.3399  -0.3399-1.55  0.33990.48
Fri07/21/06202.145161.0009660.4080  -0.4080-1.71  0.40800.64
Mon07/24/06202.241941.0014490.6123  -0.6123-2.19  0.61231.12
Tue07/25/06202.274191.00160100.6804  -0.6804-2.35  0.68041.28
Wed07/26/06202.306451.00176110.7486  -0.7486-2.51  0.74861.44
Thu07/27/06202.338711.00192120.8168  -0.8168-2.67  0.81681.60
Fri07/28/06202.370971.00208130.8850  -0.8850-2.83  0.88501.76
Mon07/31/06202.467741.00256161.0897  -1.0897-3.31  1.08972.24
Settlement
Date top 		Ref CPIIndex
Ratio		DaysAccrued
Interest		Jan
Int		Jul
Int		Net
Interest		OIDJan
Int		Jul
Int		Total
Interest		OID
Tue08/01/06202.500001.00272171.1580  -1.1580-3.47  1.15802.40
Wed08/02/06202.512901.00278181.2262  -1.2262-3.53  1.22622.46
Thu08/03/06202.525811.00284191.2944  -1.2944-3.59  1.29442.52
Fri08/04/06202.538711.00291201.3626  -1.3626-3.66  1.36262.59
Mon08/07/06202.577421.00310231.5673  -1.5673-3.85  1.56732.78
Tue08/08/06202.590321.00316241.6356  -1.6356-3.91  1.63562.84
Wed08/09/06202.603231.00323251.7039  -1.7039-3.98  1.70392.91
Thu08/10/06202.616131.00329261.7721  -1.7721-4.04  1.77212.97
Fri08/11/06202.629031.00335271.8404  -1.8404-4.10  1.84043.03
Mon08/14/06202.667741.00355302.0453  -2.0453-4.30  2.04533.23
Tue08/15/06202.680651.00361312.1136  -2.1136-4.36  2.11363.29
Wed08/16/06202.693551.00367322.1819  -2.1819-4.42  2.18193.35
Thu08/17/06202.706451.00374332.2502  -2.2502-4.49  2.25023.42
Fri08/18/06202.719351.00380342.3186  -2.3186-4.55  2.31863.48
Mon08/21/06202.758061.00399372.5236  -2.5236-4.74  2.52363.67
Tue08/22/06202.770971.00406382.5920  -2.5920-4.81  2.59203.74
Wed08/23/06202.783871.00412392.6604  -2.6604-4.87  2.66043.80
Thu08/24/06202.796771.00418402.7288  -2.7288-4.93  2.72883.86
Fri08/25/06202.809681.00425412.7972  -2.7972-5.00  2.79723.93
Mon08/28/06202.848391.00444443.0024  -3.0024-5.19  3.00244.12
Tue08/29/06202.861291.00450453.0708  -3.0708-5.25  3.07084.18
Wed08/30/06202.874191.00457463.1393  -3.1393-5.32  3.13934.25
Thu08/31/06202.887101.00463473.2077  -3.2077-5.38  3.20774.31
Settlement
Date top 		Ref CPIIndex
Ratio		DaysAccrued
Interest		Jan
Int		Jul
Int		Net
Interest		OIDJan
Int		Jul
Int		Total
Interest		OID
Fri09/01/06202.900001.00470483.2762  -3.2762-5.45  3.27624.38
Mon09/04/06202.960001.00499513.4820  -3.4820-5.74  3.48204.67
Tue09/05/06202.980001.00509523.5506  -3.5506-5.84  3.55064.77
Wed09/06/06203.000001.00519533.6192  -3.6192-5.94  3.61924.87
Thu09/07/06203.020001.00529543.6879  -3.6879-6.04  3.68794.97
Fri09/08/06203.040001.00539553.7566  -3.7566-6.14  3.75665.07
Mon09/11/06203.100001.00569583.9626  -3.9626-6.44  3.96265.37
Tue09/12/06203.120001.00579594.0314  -4.0314-6.54  4.03145.47
Wed09/13/06203.140001.00588604.1001  -4.1001-6.63  4.10015.56
Thu09/14/06203.160001.00598614.1688  -4.1688-6.73  4.16885.66
Fri09/15/06203.180001.00608624.2376  -4.2376-6.83  4.23765.76
Mon09/18/06203.240001.00638654.4439  -4.4439-7.13  4.44396.06
Tue09/19/06203.260001.00648664.5128  -4.5128-7.23  4.51286.16
Wed09/20/06203.280001.00658674.5816  -4.5816-7.33  4.58166.26
Thu09/21/06203.300001.00668684.6504  -4.6504-7.43  4.65046.36
Fri09/22/06203.320001.00678694.7193  -4.7193-7.53  4.71936.46
Mon09/25/06203.380001.00707724.9259  -4.9259-7.82  4.92596.75
Tue09/26/06203.400001.00717734.9948  -4.9948-7.92  4.99486.85
Wed09/27/06203.420001.00727745.0637  -5.0637-8.02  5.06376.95
Thu09/28/06203.440001.00737755.1327  -5.1327-8.12  5.13277.05
Fri09/29/06203.460001.00747765.2016  -5.2016-8.22  5.20167.15
Settlement
Date top 		Ref CPIIndex
Ratio		DaysAccrued
Interest		Jan
Int		Jul
Int		Net
Interest		OIDJan
Int		Jul
Int		Total
Interest		OID
Mon10/02/06203.512901.00773795.4083  -5.4083-8.48  5.40837.41
Tue10/03/06203.525811.00779805.4771  -5.4771-8.54  5.47717.47
Wed10/04/06203.538711.00786815.5460  -5.5460-8.61  5.54607.54
Thu10/05/06203.551611.00792825.6148  -5.6148-8.67  5.61487.60
Fri10/06/06203.564521.00799835.6836  -5.6836-8.74  5.68367.67
Mon10/09/06203.603231.00818865.8902  -5.8902-8.93  5.89027.86
Tue10/10/06203.616131.00824875.9590  -5.9590-8.99  5.95907.92
Wed10/11/06203.629031.00831886.0279  -6.0279-9.06  6.02797.99
Thu10/12/06203.641941.00837896.0968  -6.0968-9.12  6.09688.05
Fri10/13/06203.654841.00843906.1657  -6.1657-9.18  6.16578.11
Mon10/16/06203.693551.00863936.3725  -6.3725-9.38  6.37258.31
Tue10/17/06203.706451.00869946.4414  -6.4414-9.44  6.44148.37
Wed10/18/06203.719351.00875956.5103  -6.5103-9.50  6.51038.43
Thu10/19/06203.732261.00882966.5793  -6.5793-9.57  6.57938.50
Fri10/20/06203.745161.00888976.6482  -6.6482-9.63  6.64828.56
Mon10/23/06203.783871.009071006.8551  -6.8551-9.82  6.85518.75
Tue10/24/06203.796771.009141016.9241  -6.9241-9.89  6.92418.82
Wed10/25/06203.809681.009201026.9931  -6.9931-9.95  6.99318.88
Thu10/26/06203.822581.009261037.0621  -7.0621-10.01  7.06218.94
Fri10/27/06203.835481.009331047.1311  -7.1311-10.08  7.13119.01
Mon10/30/06203.874191.009521077.3382  -7.3382-10.27  7.33829.20
Tue10/31/06203.887101.009581087.4072  -7.4072-10.33  7.40729.26
Settlement
Date top 		Ref CPIIndex
Ratio		DaysAccrued
Interest		Jan
Int		Jul
Int		Net
Interest		OIDJan
Int		Jul
Int		Total
Interest		OID
Wed11/01/06203.900001.009651097.4763  -7.4763-10.40  7.47639.33
Thu11/02/06203.866671.009481107.5437  -7.5437-10.23  7.54379.16
Fri11/03/06203.833331.009321117.6110  -7.6110-10.07  7.61109.00
Mon11/06/06203.733331.008821147.8129  -7.8129-9.57  7.81298.50
Tue11/07/06203.700001.008661157.8802  -7.8802-9.41  7.88028.34
Wed11/08/06203.666671.008491167.9473  -7.9473-9.24  7.94738.17
Thu11/09/06203.633331.008331178.0146  -8.0146-9.08  8.01468.01
Fri11/10/06203.600001.008161188.0817  -8.0817-8.91  8.08177.84
Mon11/13/06203.500001.007671218.2832  -8.2832-8.42  8.28327.35
Tue11/14/06203.466671.007501228.3502  -8.3502-8.25  8.35027.18
Wed11/15/06203.433331.007341238.4173  -8.4173-8.09  8.41737.02
Thu11/16/06203.400001.007171248.4843  -8.4843-7.92  8.48436.85
Fri11/17/06203.366671.007011258.5514  -8.5514-7.76  8.55146.69
Mon11/20/06203.266671.006511288.7523  -8.7523-7.26  8.75236.19
Tue11/21/06203.233331.006351298.8192  -8.8192-7.10  8.81926.03
Wed11/22/06203.200001.006181308.8861  -8.8861-6.93  8.88615.86
Thu11/23/06203.166671.006021318.9530  -8.9530-6.77  8.95305.70
Fri11/24/06203.133331.005851329.0199  -9.0199-6.60  9.01995.53
Mon11/27/06203.033331.005361359.2204  -9.2204-6.11  9.22045.04
Tue11/28/06203.000001.005191369.2871  -9.2871-5.94  9.28714.87
Wed11/29/06202.966671.005031379.3539  -9.3539-5.78  9.35394.71
Thu11/30/06202.933331.004861389.4206  -9.4206-5.61  9.42064.54
Settlement
Date top 		Ref CPIIndex
Ratio		DaysAccrued
Interest		Jan
Int		Jul
Int		Net
Interest		OIDJan
Int		Jul
Int		Total
Interest		OID
Fri12/01/06202.900001.004701399.4873  -9.4873-5.45  9.48734.38
Mon12/04/06202.793551.004171429.6870  -9.6870-4.92  9.68703.85
Tue12/05/06202.758061.003991439.7534  -9.7534-4.74  9.75343.67
Wed12/06/06202.722581.003821449.8200  -9.8200-4.57  9.82003.50
Thu12/07/06202.687101.003641459.8864  -9.8864-4.39  9.88643.32
Fri12/08/06202.651611.003471469.9529  -9.9529-4.22  9.95293.15
Mon12/11/06202.545161.0029414910.1520  -10.1520-3.69  10.15202.62
Tue12/12/06202.509681.0027615010.2183  -10.2183-3.51  10.21832.44
Wed12/13/06202.474191.0025915110.2847  -10.2847-3.34  10.28472.27
Thu12/14/06202.438711.0024115210.3510  -10.3510-3.16  10.35102.09
Fri12/15/06202.403231.0022415310.4173  -10.4173-2.99  10.41731.92
Mon12/18/06202.296771.0017115610.6159  -10.6159-2.46  10.61591.39
Tue12/19/06202.261291.0015315710.6821  -10.6821-2.28  10.68211.21
Wed12/20/06202.225811.0013615810.7483  -10.7483-2.11  10.74831.04
Thu12/21/06202.190321.0011815910.8144  -10.8144-1.93  10.81440.86
Fri12/22/06202.154841.0010116010.8805  -10.8805-1.76  10.88050.69
Mon12/25/06202.048391.0004816311.0787  -11.0787-1.23  11.07870.16
Tue12/26/06202.012901.0003016411.1446  -11.1446-1.05  11.1446-0.02
Wed12/27/06201.977421.0001316511.2107  -11.2107-0.88  11.2107-0.19
Thu12/28/06201.941940.9999516611.2766  -11.2766-0.70  11.2766-0.37
Fri12/29/06201.906450.9997816711.3426  -11.3426-0.53  11.3426-0.54
Mon01/01/07201.800000.99925

Generated  03/09/11  23:47