3.625% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2008

Interest and OID per $1,000 Face Value for 2007

CUSIP Number	9128273T7	Interest 01/15/07 (184 days)	$22.6249
Dated Date	January 15, 1998	Interest 07/15/07 (181 days)	$23.2524
Ref CPI on Dated Date	161.55484	Interest Total	$45.8773
Original Issue Date	January 15, 1998	Interest 01/15/08 (184 days)

						Purchased on Settelment Date & held to 01/01/08				Held on 01/01/07 & 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
Mon	01/01/07	201.80000	1.24911	170	20.9175	x	x	24.9598	44.17			20.9175	0.00
Tue	01/02/07	201.79032	1.24905	171	21.0395	x	x	24.8378	44.23			21.0395	-0.06
Wed	01/03/07	201.78065	1.24899	172	21.1616	x	x	24.7157	44.29			21.1616	-0.12
Thu	01/04/07	201.77097	1.24893	173	21.2836	x	x	24.5937	44.35			21.2836	-0.18
Fri	01/05/07	201.76129	1.24887	174	21.4056	x	x	24.4717	44.41			21.4056	-0.24
Mon	01/08/07	201.73226	1.24869	177	21.7715	x	x	24.1058	44.59			21.7715	-0.42
Tue	01/09/07	201.72258	1.24863	178	21.8934	x	x	23.9839	44.65			21.8934	-0.48
Wed	01/10/07	201.71290	1.24857	179	22.0154	x	x	23.8619	44.71			22.0154	-0.54
Thu	01/11/07	201.70323	1.24851	180	22.1373	x	x	23.7400	44.77			22.1373	-0.60
Fri	01/12/07	201.69355	1.24845	181	22.2592	x	x	23.6181	44.83			22.2592	-0.66
Mon	01/15/07	201.66452	1.24827	0	0.0000		x	23.2524	45.01	x		22.6249	-0.84
Tue	01/16/07	201.65484	1.24821	1	0.1250		x	23.1274	45.07	x		22.7499	-0.90
Wed	01/17/07	201.64516	1.24815	2	0.2500		x	23.0024	45.13	x		22.8749	-0.96
Thu	01/18/07	201.63548	1.24809	3	0.3749		x	22.8775	45.19	x		22.9998	-1.02
Fri	01/19/07	201.62581	1.24803	4	0.4999		x	22.7525	45.25	x		23.1248	-1.08
Mon	01/22/07	201.59677	1.24785	7	0.8747		x	22.3777	45.43	x		23.4996	-1.26
Tue	01/23/07	201.58710	1.24779	8	0.9996		x	22.2528	45.49	x		23.6245	-1.32
Wed	01/24/07	201.57742	1.24773	9	1.1245		x	22.1279	45.55	x		23.7494	-1.38
Thu	01/25/07	201.56774	1.24767	10	1.2494		x	22.0030	45.61	x		23.8743	-1.44
Fri	01/26/07	201.55806	1.24761	11	1.3743		x	21.8781	45.67	x		23.9992	-1.50
Mon	01/29/07	201.52903	1.24743	14	1.7488		x	21.5036	45.85	x		24.3737	-1.68
Tue	01/30/07	201.51935	1.24737	15	1.8736		x	21.3788	45.91	x		24.4985	-1.74
Wed	01/31/07	201.50968	1.24731	16	1.9985		x	21.2539	45.97	x		24.6234	-1.80
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	02/01/07	201.50000	1.24725	17	2.1233		x	21.1291	46.03	x		24.7482	-1.86
Fri	02/02/07	201.51071	1.24732	18	2.2483		x	21.0041	45.96	x		24.8732	-1.79
Mon	02/05/07	201.54286	1.24752	21	2.6234		x	20.6290	45.76	x		25.2483	-1.59
Tue	02/06/07	201.55357	1.24759	22	2.7485		x	20.5039	45.69	x		25.3734	-1.52
Wed	02/07/07	201.56429	1.24765	23	2.8736		x	20.3788	45.63	x		25.4985	-1.46
Thu	02/08/07	201.57500	1.24772	24	2.9987		x	20.2537	45.56	x		25.6236	-1.39
Fri	02/09/07	201.58571	1.24779	25	3.1238		x	20.1286	45.49	x		25.7487	-1.32
Mon	02/12/07	201.61786	1.24798	28	3.4992		x	19.7532	45.30	x		26.1241	-1.13
Tue	02/13/07	201.62857	1.24805	29	3.6243		x	19.6281	45.23	x		26.2492	-1.06
Wed	02/14/07	201.63929	1.24812	30	3.7495		x	19.5029	45.16	x		26.3744	-0.99
Thu	02/15/07	201.65000	1.24818	31	3.8747		x	19.3777	45.10	x		26.4996	-0.93
Fri	02/16/07	201.66071	1.24825	32	3.9999		x	19.2525	45.03	x		26.6248	-0.86
Mon	02/19/07	201.69286	1.24845	35	4.3756		x	18.8768	44.83	x		27.0005	-0.66
Tue	02/20/07	201.70357	1.24851	36	4.5008		x	18.7516	44.77	x		27.1257	-0.60
Wed	02/21/07	201.71429	1.24858	37	4.6261		x	18.6263	44.70	x		27.2510	-0.53
Thu	02/22/07	201.72500	1.24865	38	4.7514		x	18.5010	44.63	x		27.3763	-0.46
Fri	02/23/07	201.73571	1.24871	39	4.8767		x	18.3757	44.57	x		27.5016	-0.40
Mon	02/26/07	201.76786	1.24891	42	5.2527		x	17.9997	44.37	x		27.8776	-0.20
Tue	02/27/07	201.77857	1.24898	43	5.3780		x	17.8744	44.30	x		28.0029	-0.13
Wed	02/28/07	201.78929	1.24905	44	5.5034		x	17.7490	44.23	x		28.1283	-0.06
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	03/01/07	201.80000	1.24911	45	5.6288		x	17.6236	44.17	x		28.2537	0.00
Fri	03/02/07	201.81987	1.24923	46	5.7544		x	17.4980	44.05	x		28.3793	0.12
Mon	03/05/07	201.87948	1.24960	49	6.1315		x	17.1209	43.68	x		28.7564	0.49
Tue	03/06/07	201.89935	1.24973	50	6.2573		x	16.9951	43.55	x		28.8822	0.62
Wed	03/07/07	201.91923	1.24985	51	6.3830		x	16.8694	43.43	x		29.0079	0.74
Thu	03/08/07	201.93910	1.24997	52	6.5088		x	16.7436	43.31	x		29.1337	0.86
Fri	03/09/07	201.95897	1.25010	53	6.6347		x	16.6177	43.18	x		29.2596	0.99
Mon	03/12/07	202.01858	1.25046	56	7.0122		x	16.2402	42.82	x		29.6371	1.35
Tue	03/13/07	202.03845	1.25059	57	7.1382		x	16.1142	42.69	x		29.7631	1.48
Wed	03/14/07	202.05832	1.25071	58	7.2641		x	15.9883	42.57	x		29.8890	1.60
Thu	03/15/07	202.07819	1.25083	59	7.3901		x	15.8623	42.45	x		30.0150	1.72
Fri	03/16/07	202.09806	1.25096	60	7.5161		x	15.7363	42.32	x		30.1410	1.85
Mon	03/19/07	202.15768	1.25133	63	7.8943		x	15.3581	41.95	x		30.5192	2.22
Tue	03/20/07	202.17755	1.25145	64	8.0203		x	15.2321	41.83	x		30.6452	2.34
Wed	03/21/07	202.19742	1.25157	65	8.1464		x	15.1060	41.71	x		30.7713	2.46
Thu	03/22/07	202.21729	1.25169	66	8.2726		x	14.9798	41.59	x		30.8975	2.58
Fri	03/23/07	202.23716	1.25182	67	8.3988		x	14.8536	41.46	x		31.0237	2.71
Mon	03/26/07	202.29677	1.25219	70	8.7774		x	14.4750	41.09	x		31.4023	3.08
Tue	03/27/07	202.31665	1.25231	71	8.9037		x	14.3487	40.97	x		31.5286	3.20
Wed	03/28/07	202.33652	1.25243	72	9.0300		x	14.2224	40.85	x		31.6549	3.32
Thu	03/29/07	202.35639	1.25256	73	9.1563		x	14.0961	40.72	x		31.7812	3.45
Fri	03/30/07	202.37626	1.25268	74	9.2826		x	13.9698	40.60	x		31.9075	3.57
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	04/02/07	202.45210	1.25315	77	9.6626		x	13.5898	40.13	x		32.2875	4.04
Tue	04/03/07	202.48820	1.25337	78	9.7898		x	13.4626	39.91	x		32.4147	4.26
Wed	04/04/07	202.52430	1.25359	79	9.9170		x	13.3354	39.69	x		32.5419	4.48
Thu	04/05/07	202.56040	1.25382	80	10.0444		x	13.2080	39.46	x		32.6693	4.71
Fri	04/06/07	202.59650	1.25404	81	10.1718		x	13.0806	39.24	x		32.7967	4.93
Mon	04/09/07	202.70480	1.25471	84	10.5541		x	12.6983	38.57	x		33.1790	5.60
Tue	04/10/07	202.74090	1.25494	85	10.6817		x	12.5707	38.34	x		33.3066	5.83
Wed	04/11/07	202.77700	1.25516	86	10.8093		x	12.4431	38.12	x		33.4342	6.05
Thu	04/12/07	202.81310	1.25538	87	10.9369		x	12.3155	37.90	x		33.5618	6.27
Fri	04/13/07	202.84920	1.25561	88	11.0646		x	12.1878	37.67	x		33.6895	6.50
Mon	04/16/07	202.95750	1.25628	91	11.4479		x	11.8045	37.00	x		34.0728	7.17
Tue	04/17/07	202.99360	1.25650	92	11.5758		x	11.6766	36.78	x		34.2007	7.39
Wed	04/18/07	203.02970	1.25672	93	11.7036		x	11.5488	36.56	x		34.3285	7.61
Thu	04/19/07	203.06580	1.25695	94	11.8316		x	11.4208	36.33	x		34.4565	7.84
Fri	04/20/07	203.10190	1.25717	95	11.9596		x	11.2928	36.11	x		34.5845	8.06
Mon	04/23/07	203.21020	1.25784	98	12.3439		x	10.9085	35.44	x		34.9688	8.73
Tue	04/24/07	203.24630	1.25806	99	12.4720		x	10.7804	35.22	x		35.0969	8.95
Wed	04/25/07	203.28240	1.25829	100	12.6003		x	10.6521	34.99	x		35.2252	9.18
Thu	04/26/07	203.31850	1.25851	101	12.7285		x	10.5239	34.77	x		35.3534	9.40
Fri	04/27/07	203.35460	1.25873	102	12.8568		x	10.3956	34.55	x		35.4817	9.62
Mon	04/30/07	203.46290	1.25940	105	13.2420		x	10.0104	33.88	x		35.8669	10.29
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	05/01/07	203.49900	1.25963	106	13.3705		x	9.8819	33.65	x		35.9954	10.52
Wed	05/02/07	203.55877	1.26000	107	13.5006		x	9.7518	33.28	x		36.1255	10.89
Thu	05/03/07	203.61855	1.26037	108	13.6308		x	9.6216	32.91	x		36.2557	11.26
Fri	05/04/07	203.67832	1.26074	109	13.7610		x	9.4914	32.54	x		36.3859	11.63
Mon	05/07/07	203.85765	1.26185	112	14.1522		x	9.1002	31.43	x		36.7771	12.74
Tue	05/08/07	203.91742	1.26222	113	14.2828		x	8.9696	31.06	x		36.9077	13.11
Wed	05/09/07	203.97719	1.26259	114	14.4134		x	8.8390	30.69	x		37.0383	13.48
Thu	05/10/07	204.03697	1.26296	115	14.5441		x	8.7083	30.32	x		37.1690	13.85
Fri	05/11/07	204.09674	1.26333	116	14.6749		x	8.5775	29.95	x		37.2998	14.22
Mon	05/14/07	204.27606	1.26444	119	15.0676		x	8.1848	28.84	x		37.6925	15.33
Tue	05/15/07	204.33584	1.26481	120	15.1987		x	8.0537	28.47	x		37.8236	15.70
Wed	05/16/07	204.39561	1.26518	121	15.3298		x	7.9226	28.10	x		37.9547	16.07
Thu	05/17/07	204.45539	1.26555	122	15.4610		x	7.7914	27.73	x		38.0859	16.44
Fri	05/18/07	204.51516	1.26592	123	15.5923		x	7.6601	27.36	x		38.2172	16.81
Mon	05/21/07	204.69448	1.26703	126	15.9866		x	7.2658	26.25	x		38.6115	17.92
Tue	05/22/07	204.75426	1.26740	127	16.1182		x	7.1342	25.88	x		38.7431	18.29
Wed	05/23/07	204.81403	1.26777	128	16.2499		x	7.0025	25.51	x		38.8748	18.66
Thu	05/24/07	204.87381	1.26814	129	16.3816		x	6.8708	25.14	x		39.0065	19.03
Fri	05/25/07	204.93358	1.26851	130	16.5134		x	6.7390	24.77	x		39.1383	19.40
Mon	05/28/07	205.11290	1.26962	133	16.9093		x	6.3431	23.66	x		39.5342	20.51
Tue	05/29/07	205.17268	1.26999	134	17.0414		x	6.2110	23.29	x		39.6663	20.88
Wed	05/30/07	205.23245	1.27036	135	17.1735		x	6.0789	22.92	x		39.7984	21.25
Thu	05/31/07	205.29223	1.27073	136	17.3058		x	5.9466	22.55	x		39.9307	21.62
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	06/01/07	205.35200	1.27110	137	17.4381		x	5.8143	22.18	x		40.0630	21.99
Mon	06/04/07	205.48540	1.27192	140	17.8315		x	5.4209	21.36	x		40.4564	22.81
Tue	06/05/07	205.52987	1.27220	141	17.9628		x	5.2896	21.08	x		40.5877	23.09
Wed	06/06/07	205.57433	1.27247	142	18.0940		x	5.1584	20.81	x		40.7189	23.36
Thu	06/07/07	205.61880	1.27275	143	18.2255		x	5.0269	20.53	x		40.8504	23.64
Fri	06/08/07	205.66327	1.27302	144	18.3568		x	4.8956	20.26	x		40.9817	23.91
Mon	06/11/07	205.79667	1.27385	147	18.7515		x	4.5009	19.43	x		41.3764	24.74
Tue	06/12/07	205.84113	1.27413	148	18.8832		x	4.3692	19.15	x		41.5081	25.02
Wed	06/13/07	205.88560	1.27440	149	19.0148		x	4.2376	18.88	x		41.6397	25.29
Thu	06/14/07	205.93007	1.27468	150	19.1466		x	4.1058	18.60	x		41.7715	25.57
Fri	06/15/07	205.97453	1.27495	151	19.2783		x	3.9741	18.33	x		41.9032	25.84
Mon	06/18/07	206.10793	1.27578	154	19.6741		x	3.5783	17.50	x		42.2990	26.67
Tue	06/19/07	206.15240	1.27605	155	19.8061		x	3.4463	17.23	x		42.4310	26.94
Wed	06/20/07	206.19687	1.27633	156	19.9382		x	3.3142	16.95	x		42.5631	27.22
Thu	06/21/07	206.24133	1.27660	157	20.0703		x	3.1821	16.68	x		42.6952	27.49
Fri	06/22/07	206.28580	1.27688	158	20.2026		x	3.0498	16.40	x		42.8275	27.77
Mon	06/25/07	206.41920	1.27770	161	20.5994		x	2.6530	15.58	x		43.2243	28.59
Tue	06/26/07	206.46367	1.27798	162	20.7319		x	2.5205	15.30	x		43.3568	28.87
Wed	06/27/07	206.50813	1.27825	163	20.8643		x	2.3881	15.03	x		43.4892	29.14
Thu	06/28/07	206.55260	1.27853	164	20.9969		x	2.2555	14.75	x		43.6218	29.42
Fri	06/29/07	206.59707	1.27880	165	21.1293		x	2.1231	14.48	x		43.7542	29.69
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	07/02/07	206.72674	1.27961	168	21.5271		x	1.7253	13.67	x		44.1520	30.50
Tue	07/03/07	206.76748	1.27986	169	21.6595		x	1.5929	13.42	x		44.2844	30.75
Wed	07/04/07	206.80823	1.28011	170	21.7919		x	1.4605	13.17	x		44.4168	31.00
Thu	07/05/07	206.84897	1.28036	171	21.9244		x	1.3280	12.92	x		44.5493	31.25
Fri	07/06/07	206.88971	1.28062	172	22.0571		x	1.1953	12.66	x		44.6820	31.51
Mon	07/09/07	207.01194	1.28137	175	22.4549		x	0.7975	11.91	x		45.0798	32.26
Tue	07/10/07	207.05268	1.28162	176	22.5877		x	0.6647	11.66	x		45.2126	32.51
Wed	07/11/07	207.09342	1.28188	177	22.7206		x	0.5318	11.40	x		45.3455	32.77
Thu	07/12/07	207.13416	1.28213	178	22.8534		x	0.3990	11.15	x		45.4783	33.02
Fri	07/13/07	207.17490	1.28238	179	22.9863		x	0.2661	10.90	x		45.6112	33.27
Sun	07/15/07	207.25639	1.28289	0	0.0000			0.0000	10.39	x	x	45.8773	33.78
Mon	07/16/07	207.29713	1.28314	1	0.1264			-0.1264	10.14	x	x	46.0037	34.03
Tue	07/17/07	207.33787	1.28339	2	0.2528			-0.2528	9.89	x	x	46.1301	34.28
Wed	07/18/07	207.37861	1.28364	3	0.3793			-0.3793	9.64	x	x	46.2566	34.53
Thu	07/19/07	207.41935	1.28389	4	0.5059			-0.5059	9.39	x	x	46.3832	34.78
Fri	07/20/07	207.46010	1.28415	5	0.6325			-0.6325	9.13	x	x	46.5098	35.04
Mon	07/23/07	207.58232	1.28490	8	1.0126			-1.0126	8.38	x	x	46.8899	35.79
Tue	07/24/07	207.62306	1.28516	9	1.1394			-1.1394	8.12	x	x	47.0167	36.05
Wed	07/25/07	207.66381	1.28541	10	1.2662			-1.2662	7.87	x	x	47.1435	36.30
Thu	07/26/07	207.70455	1.28566	11	1.3931			-1.3931	7.62	x	x	47.2704	36.55
Fri	07/27/07	207.74529	1.28591	12	1.5200			-1.5200	7.37	x	x	47.3973	36.80
Mon	07/30/07	207.86752	1.28667	15	1.9012			-1.9012	6.61	x	x	47.7785	37.56
Tue	07/31/07	207.90826	1.28692	16	2.0283			-2.0283	6.36	x	x	47.9056	37.81
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	08/01/07	207.94900	1.28717	17	2.1555			-2.1555	6.11	x	x	48.0328	38.06
Thu	08/02/07	207.96200	1.28725	18	2.2824			-2.2824	6.03	x	x	48.1597	38.14
Fri	08/03/07	207.97500	1.28733	19	2.4094			-2.4094	5.95	x	x	48.2867	38.22
Mon	08/06/07	208.01400	1.28758	22	2.7903			-2.7903	5.70	x	x	48.6676	38.47
Tue	08/07/07	208.02700	1.28766	23	2.9174			-2.9174	5.62	x	x	48.7947	38.55
Wed	08/08/07	208.04000	1.28774	24	3.0444			-3.0444	5.54	x	x	48.9217	38.63
Thu	08/09/07	208.05300	1.28782	25	3.1714			-3.1714	5.46	x	x	49.0487	38.71
Fri	08/10/07	208.06600	1.28790	26	3.2985			-3.2985	5.38	x	x	49.1758	38.79
Mon	08/13/07	208.10500	1.28814	29	3.6798			-3.6798	5.14	x	x	49.5571	39.03
Tue	08/14/07	208.11800	1.28822	30	3.8069			-3.8069	5.06	x	x	49.6842	39.11
Wed	08/15/07	208.13100	1.28830	31	3.9340			-3.9340	4.98	x	x	49.8113	39.19
Thu	08/16/07	208.14400	1.28838	32	4.0612			-4.0612	4.90	x	x	49.9385	39.27
Fri	08/17/07	208.15700	1.28846	33	4.1884			-4.1884	4.82	x	x	50.0657	39.35
Mon	08/20/07	208.19600	1.28870	36	4.5700			-4.5700	4.58	x	x	50.4473	39.59
Tue	08/21/07	208.20900	1.28878	37	4.6972			-4.6972	4.50	x	x	50.5745	39.67
Wed	08/22/07	208.22200	1.28886	38	4.8245			-4.8245	4.42	x	x	50.7018	39.75
Thu	08/23/07	208.23500	1.28894	39	4.9517			-4.9517	4.34	x	x	50.8290	39.83
Fri	08/24/07	208.24800	1.28902	40	5.0790			-5.0790	4.26	x	x	50.9563	39.91
Mon	08/27/07	208.28700	1.28926	43	5.4610			-5.4610	4.02	x	x	51.3383	40.15
Tue	08/28/07	208.30000	1.28935	44	5.5884			-5.5884	3.93	x	x	51.4657	40.24
Wed	08/29/07	208.31300	1.28943	45	5.7157			-5.7157	3.85	x	x	51.5930	40.32
Thu	08/30/07	208.32600	1.28951	46	5.8431			-5.8431	3.77	x	x	51.7204	40.40
Fri	08/31/07	208.33900	1.28959	47	5.9705			-5.9705	3.69	x	x	51.8478	40.48
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	09/03/07	208.34847	1.28965	50	6.3519			-6.3519	3.63	x	x	52.2292	40.54
Tue	09/04/07	208.34670	1.28963	51	6.4788			-6.4788	3.65	x	x	52.3561	40.52
Wed	09/05/07	208.34493	1.28962	52	6.6058			-6.6058	3.66	x	x	52.4831	40.51
Thu	09/06/07	208.34317	1.28961	53	6.7328			-6.7328	3.67	x	x	52.6101	40.50
Fri	09/07/07	208.34140	1.28960	54	6.8598			-6.8598	3.68	x	x	52.7371	40.49
Mon	09/10/07	208.33610	1.28957	57	7.2407			-7.2407	3.71	x	x	53.1180	40.46
Tue	09/11/07	208.33433	1.28956	58	7.3677			-7.3677	3.72	x	x	53.2450	40.45
Wed	09/12/07	208.33257	1.28955	59	7.4946			-7.4946	3.73	x	x	53.3719	40.44
Thu	09/13/07	208.33080	1.28954	60	7.6216			-7.6216	3.74	x	x	53.4989	40.43
Fri	09/14/07	208.32903	1.28953	61	7.7486			-7.7486	3.75	x	x	53.6259	40.42
Mon	09/17/07	208.32373	1.28949	64	8.1294			-8.1294	3.79	x	x	54.0067	40.38
Tue	09/18/07	208.32197	1.28948	65	8.2564			-8.2564	3.80	x	x	54.1337	40.37
Wed	09/19/07	208.32020	1.28947	66	8.3833			-8.3833	3.81	x	x	54.2606	40.36
Thu	09/20/07	208.31843	1.28946	67	8.5103			-8.5103	3.82	x	x	54.3876	40.35
Fri	09/21/07	208.31667	1.28945	68	8.6372			-8.6372	3.83	x	x	54.5145	40.34
Mon	09/24/07	208.31137	1.28942	71	9.0181			-9.0181	3.86	x	x	54.8954	40.31
Tue	09/25/07	208.30960	1.28940	72	9.1449			-9.1449	3.88	x	x	55.0222	40.29
Wed	09/26/07	208.30783	1.28939	73	9.2719			-9.2719	3.89	x	x	55.1492	40.28
Thu	09/27/07	208.30607	1.28938	74	9.3988			-9.3988	3.90	x	x	55.2761	40.27
Fri	09/28/07	208.30430	1.28937	75	9.5257			-9.5257	3.91	x	x	55.4030	40.26
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	10/01/07	208.29900	1.28934	78	9.9065			-9.9065	3.94	x	x	55.7838	40.23
Tue	10/02/07	208.28668	1.28926	79	10.0329			-10.0329	4.02	x	x	55.9102	40.15
Wed	10/03/07	208.27435	1.28919	80	10.1594			-10.1594	4.09	x	x	56.0367	40.08
Thu	10/04/07	208.26203	1.28911	81	10.2857			-10.2857	4.17	x	x	56.1630	40.00
Fri	10/05/07	208.24971	1.28903	82	10.4121			-10.4121	4.25	x	x	56.2894	39.92
Mon	10/08/07	208.21274	1.28881	85	10.7912			-10.7912	4.47	x	x	56.6685	39.70
Tue	10/09/07	208.20042	1.28873	86	10.9174			-10.9174	4.55	x	x	56.7947	39.62
Wed	10/10/07	208.18810	1.28865	87	11.0437			-11.0437	4.63	x	x	56.9210	39.54
Thu	10/11/07	208.17577	1.28858	88	11.1700			-11.1700	4.70	x	x	57.0473	39.47
Fri	10/12/07	208.16345	1.28850	89	11.2963			-11.2963	4.78	x	x	57.1736	39.39
Mon	10/15/07	208.12648	1.28827	92	11.6749			-11.6749	5.01	x	x	57.5522	39.16
Tue	10/16/07	208.11416	1.28820	93	11.8012			-11.8012	5.08	x	x	57.6785	39.09
Wed	10/17/07	208.10184	1.28812	94	11.9274			-11.9274	5.16	x	x	57.8047	39.01
Thu	10/18/07	208.08952	1.28804	95	12.0535			-12.0535	5.24	x	x	57.9308	38.93
Fri	10/19/07	208.07719	1.28797	96	12.1797			-12.1797	5.31	x	x	58.0570	38.86
Mon	10/22/07	208.04023	1.28774	99	12.5581			-12.5581	5.54	x	x	58.4354	38.63
Tue	10/23/07	208.02790	1.28766	100	12.6842			-12.6842	5.62	x	x	58.5615	38.55
Wed	10/24/07	208.01558	1.28758	101	12.8102			-12.8102	5.70	x	x	58.6875	38.47
Thu	10/25/07	208.00326	1.28751	102	12.9363			-12.9363	5.77	x	x	58.8136	38.40
Fri	10/26/07	207.99094	1.28743	103	13.0623			-13.0623	5.85	x	x	58.9396	38.32
Mon	10/29/07	207.95397	1.28720	106	13.4404			-13.4404	6.08	x	x	59.3177	38.09
Tue	10/30/07	207.94165	1.28713	107	13.5665			-13.5665	6.15	x	x	59.4438	38.02
Wed	10/31/07	207.92932	1.28705	108	13.6924			-13.6924	6.23	x	x	59.5697	37.94
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	11/01/07	207.91700	1.28697	109	13.8183			-13.8183	6.31	x	x	59.6956	37.86
Fri	11/02/07	207.93610	1.28709	110	13.9464			-13.9464	6.19	x	x	59.8237	37.98
Mon	11/05/07	207.99340	1.28745	113	14.3308			-14.3308	5.83	x	x	60.2081	38.34
Tue	11/06/07	208.01250	1.28757	114	14.4589			-14.4589	5.71	x	x	60.3362	38.46
Wed	11/07/07	208.03160	1.28768	115	14.5870			-14.5870	5.60	x	x	60.4643	38.57
Thu	11/08/07	208.05070	1.28780	116	14.7152			-14.7152	5.48	x	x	60.5925	38.69
Fri	11/09/07	208.06980	1.28792	117	14.8435			-14.8435	5.36	x	x	60.7208	38.81
Mon	11/12/07	208.12710	1.28828	120	15.2283			-15.2283	5.00	x	x	61.1056	39.17
Tue	11/13/07	208.14620	1.28839	121	15.3565			-15.3565	4.89	x	x	61.2338	39.28
Wed	11/14/07	208.16530	1.28851	122	15.4849			-15.4849	4.77	x	x	61.3622	39.40
Thu	11/15/07	208.18440	1.28863	123	15.6133			-15.6133	4.65	x	x	61.4906	39.52
Fri	11/16/07	208.20350	1.28875	124	15.7417			-15.7417	4.53	x	x	61.6190	39.64
Mon	11/19/07	208.26080	1.28910	127	16.1269			-16.1269	4.18	x	x	62.0042	39.99
Tue	11/20/07	208.27990	1.28922	128	16.2554			-16.2554	4.06	x	x	62.1327	40.11
Wed	11/21/07	208.29900	1.28934	129	16.3839			-16.3839	3.94	x	x	62.2612	40.23
Thu	11/22/07	208.31810	1.28946	130	16.5124			-16.5124	3.82	x	x	62.3897	40.35
Fri	11/23/07	208.33720	1.28958	131	16.6410			-16.6410	3.70	x	x	62.5183	40.47
Mon	11/26/07	208.39450	1.28993	134	17.0267			-17.0267	3.35	x	x	62.9040	40.82
Tue	11/27/07	208.41360	1.29005	135	17.1554			-17.1554	3.23	x	x	63.0327	40.94
Wed	11/28/07	208.43270	1.29017	136	17.2841			-17.2841	3.11	x	x	63.1614	41.06
Thu	11/29/07	208.45180	1.29029	137	17.4128			-17.4128	2.99	x	x	63.2901	41.18
Fri	11/30/07	208.47090	1.29040	138	17.5414			-17.5414	2.88	x	x	63.4187	41.29
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	12/03/07	208.51877	1.29070	141	17.9269			-17.9269	2.58	x	x	63.8042	41.59
Tue	12/04/07	208.53316	1.29079	142	18.0553			-18.0553	2.49	x	x	63.9326	41.68
Wed	12/05/07	208.54755	1.29088	143	18.1837			-18.1837	2.40	x	x	64.0610	41.77
Thu	12/06/07	208.56194	1.29097	144	18.3121			-18.3121	2.31	x	x	64.1894	41.86
Fri	12/07/07	208.57632	1.29106	145	18.4406			-18.4406	2.22	x	x	64.3179	41.95
Mon	12/10/07	208.61948	1.29132	148	18.8259			-18.8259	1.96	x	x	64.7032	42.21
Tue	12/11/07	208.63387	1.29141	149	18.9544			-18.9544	1.87	x	x	64.8317	42.30
Wed	12/12/07	208.64826	1.29150	150	19.0830			-19.0830	1.78	x	x	64.9603	42.39
Thu	12/13/07	208.66265	1.29159	151	19.2115			-19.2115	1.69	x	x	65.0888	42.48
Fri	12/14/07	208.67703	1.29168	152	19.3401			-19.3401	1.60	x	x	65.2174	42.57
Mon	12/17/07	208.72019	1.29195	155	19.7259			-19.7259	1.33	x	x	65.6032	42.84
Tue	12/18/07	208.73458	1.29204	156	19.8546			-19.8546	1.24	x	x	65.7319	42.93
Wed	12/19/07	208.74897	1.29212	157	19.9831			-19.9831	1.16	x	x	65.8604	43.01
Thu	12/20/07	208.76335	1.29221	158	20.1118			-20.1118	1.07	x	x	65.9891	43.10
Fri	12/21/07	208.77774	1.29230	159	20.2405			-20.2405	0.98	x	x	66.1178	43.19
Mon	12/24/07	208.82090	1.29257	162	20.6267			-20.6267	0.71	x	x	66.5040	43.46
Tue	12/25/07	208.83529	1.29266	163	20.7554			-20.7554	0.62	x	x	66.6327	43.55
Wed	12/26/07	208.84968	1.29275	164	20.8842			-20.8842	0.53	x	x	66.7615	43.64
Thu	12/27/07	208.86406	1.29284	165	21.0130			-21.0130	0.44	x	x	66.8903	43.73
Fri	12/28/07	208.87845	1.29293	166	21.1419			-21.1419	0.35	x	x	67.0192	43.82
Mon	12/31/07	208.92161	1.29319	169	21.5283			-21.5283	0.09	x	x	67.4056	44.08
Tue	01/01/08	208.93600	1.29328

Generated 03/09/11 23:47