3.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2012

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

CUSIP Number	9128277J5	Interest 01/15/07 (184 days)	$19.1654
Dated Date	January 15, 2002	Interest 07/15/07 (181 days)	$19.6968
Ref CPI on Dated Date	177.56452	Interest Total	$38.8622
Original Issue Date	January 15, 2002	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	1.13649	170	17.7191	x	x	21.1431	40.19			17.7191	0.00
Tue	01/02/07	201.79032	1.13643	171	17.8223	x	x	21.0399	40.25			17.8223	-0.06
Wed	01/03/07	201.78065	1.13638	172	17.9258	x	x	20.9364	40.30			17.9258	-0.11
Thu	01/04/07	201.77097	1.13632	173	18.0290	x	x	20.8332	40.36			18.0290	-0.17
Fri	01/05/07	201.76129	1.13627	174	18.1325	x	x	20.7297	40.41			18.1325	-0.22
Mon	01/08/07	201.73226	1.13611	177	18.4425	x	x	20.4197	40.57			18.4425	-0.38
Tue	01/09/07	201.72258	1.13605	178	18.5457	x	x	20.3165	40.63			18.5457	-0.44
Wed	01/10/07	201.71290	1.13600	179	18.6491	x	x	20.2131	40.68			18.6491	-0.49
Thu	01/11/07	201.70323	1.13594	180	18.7523	x	x	20.1099	40.74			18.7523	-0.55
Fri	01/12/07	201.69355	1.13589	181	18.8556	x	x	20.0066	40.79			18.8556	-0.60
Mon	01/15/07	201.66452	1.13573	0	0.0000		x	19.6968	40.95	x		19.1654	-0.76
Tue	01/16/07	201.65484	1.13567	1	0.1059		x	19.5909	41.01	x		19.2713	-0.82
Wed	01/17/07	201.64516	1.13562	2	0.2118		x	19.4850	41.06	x		19.3772	-0.87
Thu	01/18/07	201.63548	1.13556	3	0.3176		x	19.3792	41.12	x		19.4830	-0.93
Fri	01/19/07	201.62581	1.13551	4	0.4235		x	19.2733	41.17	x		19.5889	-0.98
Mon	01/22/07	201.59677	1.13534	7	0.7410		x	18.9558	41.34	x		19.9064	-1.15
Tue	01/23/07	201.58710	1.13529	8	0.8468		x	18.8500	41.39	x		20.0122	-1.20
Wed	01/24/07	201.57742	1.13523	9	0.9526		x	18.7442	41.45	x		20.1180	-1.26
Thu	01/25/07	201.56774	1.13518	10	1.0584		x	18.6384	41.50	x		20.2238	-1.31
Fri	01/26/07	201.55806	1.13513	11	1.1641		x	18.5327	41.55	x		20.3295	-1.36
Mon	01/29/07	201.52903	1.13496	14	1.4814		x	18.2154	41.72	x		20.6468	-1.53
Tue	01/30/07	201.51935	1.13491	15	1.5871		x	18.1097	41.77	x		20.7525	-1.58
Wed	01/31/07	201.50968	1.13485	16	1.6929		x	18.0039	41.83	x		20.8583	-1.64
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	02/01/07	201.50000	1.13480	17	1.7986		x	17.8982	41.88	x		20.9640	-1.69
Fri	02/02/07	201.51071	1.13486	18	1.9045		x	17.7923	41.82	x		21.0699	-1.63
Mon	02/05/07	201.54286	1.13504	21	2.2223		x	17.4745	41.64	x		21.3877	-1.45
Tue	02/06/07	201.55357	1.13510	22	2.3282		x	17.3686	41.58	x		21.4936	-1.39
Wed	02/07/07	201.56429	1.13516	23	2.4342		x	17.2626	41.52	x		21.5996	-1.33
Thu	02/08/07	201.57500	1.13522	24	2.5401		x	17.1567	41.46	x		21.7055	-1.27
Fri	02/09/07	201.58571	1.13528	25	2.6461		x	17.0507	41.40	x		21.8115	-1.21
Mon	02/12/07	201.61786	1.13546	28	2.9641		x	16.7327	41.22	x		22.1295	-1.03
Tue	02/13/07	201.62857	1.13552	29	3.0701		x	16.6267	41.16	x		22.2355	-0.97
Wed	02/14/07	201.63929	1.13558	30	3.1762		x	16.5206	41.10	x		22.3416	-0.91
Thu	02/15/07	201.65000	1.13564	31	3.2822		x	16.4146	41.04	x		22.4476	-0.85
Fri	02/16/07	201.66071	1.13570	32	3.3883		x	16.3085	40.98	x		22.5537	-0.79
Mon	02/19/07	201.69286	1.13588	35	3.7065		x	15.9903	40.80	x		22.8719	-0.61
Tue	02/20/07	201.70357	1.13595	36	3.8126		x	15.8842	40.73	x		22.9780	-0.54
Wed	02/21/07	201.71429	1.13601	37	3.9188		x	15.7780	40.67	x		23.0842	-0.48
Thu	02/22/07	201.72500	1.13607	38	4.0249		x	15.6719	40.61	x		23.1903	-0.42
Fri	02/23/07	201.73571	1.13613	39	4.1310		x	15.5658	40.55	x		23.2964	-0.36
Mon	02/26/07	201.76786	1.13631	42	4.4495		x	15.2473	40.37	x		23.6149	-0.18
Tue	02/27/07	201.77857	1.13637	43	4.5557		x	15.1411	40.31	x		23.7211	-0.12
Wed	02/28/07	201.78929	1.13643	44	4.6619		x	15.0349	40.25	x		23.8273	-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	1.13649	45	4.7681		x	14.9287	40.19	x		23.9335	0.00
Fri	03/02/07	201.81987	1.13660	46	4.8745		x	14.8223	40.08	x		24.0399	0.11
Mon	03/05/07	201.87948	1.13694	49	5.1940		x	14.5028	39.74	x		24.3594	0.45
Tue	03/06/07	201.89935	1.13705	50	5.3005		x	14.3963	39.63	x		24.4659	0.56
Wed	03/07/07	201.91923	1.13716	51	5.4070		x	14.2898	39.52	x		24.5724	0.67
Thu	03/08/07	201.93910	1.13727	52	5.5136		x	14.1832	39.41	x		24.6790	0.78
Fri	03/09/07	201.95897	1.13738	53	5.6201		x	14.0767	39.30	x		24.7855	0.89
Mon	03/12/07	202.01858	1.13772	56	5.9400		x	13.7568	38.96	x		25.1054	1.23
Tue	03/13/07	202.03845	1.13783	57	6.0467		x	13.6501	38.85	x		25.2121	1.34
Wed	03/14/07	202.05832	1.13794	58	6.1534		x	13.5434	38.74	x		25.3188	1.45
Thu	03/15/07	202.07819	1.13806	59	6.2601		x	13.4367	38.62	x		25.4255	1.57
Fri	03/16/07	202.09806	1.13817	60	6.3668		x	13.3300	38.51	x		25.5322	1.68
Mon	03/19/07	202.15768	1.13850	63	6.6871		x	13.0097	38.18	x		25.8525	2.01
Tue	03/20/07	202.17755	1.13861	64	6.7939		x	12.9029	38.07	x		25.9593	2.12
Wed	03/21/07	202.19742	1.13873	65	6.9008		x	12.7960	37.95	x		26.0662	2.24
Thu	03/22/07	202.21729	1.13884	66	7.0076		x	12.6892	37.84	x		26.1730	2.35
Fri	03/23/07	202.23716	1.13895	67	7.1145		x	12.5823	37.73	x		26.2799	2.46
Mon	03/26/07	202.29677	1.13929	70	7.4353		x	12.2615	37.39	x		26.6007	2.80
Tue	03/27/07	202.31665	1.13940	71	7.5422		x	12.1546	37.28	x		26.7076	2.91
Wed	03/28/07	202.33652	1.13951	72	7.6492		x	12.0476	37.17	x		26.8146	3.02
Thu	03/29/07	202.35639	1.13962	73	7.7562		x	11.9406	37.06	x		26.9216	3.13
Fri	03/30/07	202.37626	1.13973	74	7.8632		x	11.8336	36.95	x		27.0286	3.24
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	1.14016	77	8.1851		x	11.5117	36.52	x		27.3505	3.67
Tue	04/03/07	202.48820	1.14036	78	8.2928		x	11.4040	36.32	x		27.4582	3.87
Wed	04/04/07	202.52430	1.14057	79	8.4007		x	11.2961	36.11	x		27.5661	4.08
Thu	04/05/07	202.56040	1.14077	80	8.5085		x	11.1883	35.91	x		27.6739	4.28
Fri	04/06/07	202.59650	1.14097	81	8.6164		x	11.0804	35.71	x		27.7818	4.48
Mon	04/09/07	202.70480	1.14158	84	8.9403		x	10.7565	35.10	x		28.1057	5.09
Tue	04/10/07	202.74090	1.14179	85	9.0484		x	10.6484	34.89	x		28.2138	5.30
Wed	04/11/07	202.77700	1.14199	86	9.1564		x	10.5404	34.69	x		28.3218	5.50
Thu	04/12/07	202.81310	1.14219	87	9.2645		x	10.4323	34.49	x		28.4299	5.70
Fri	04/13/07	202.84920	1.14240	88	9.3727		x	10.3241	34.28	x		28.5381	5.91
Mon	04/16/07	202.95750	1.14301	91	9.6974		x	9.9994	33.67	x		28.8628	6.52
Tue	04/17/07	202.99360	1.14321	92	9.8057		x	9.8911	33.47	x		28.9711	6.72
Wed	04/18/07	203.02970	1.14341	93	9.9140		x	9.7828	33.27	x		29.0794	6.92
Thu	04/19/07	203.06580	1.14362	94	10.0225		x	9.6743	33.06	x		29.1879	7.13
Fri	04/20/07	203.10190	1.14382	95	10.1309		x	9.5659	32.86	x		29.2963	7.33
Mon	04/23/07	203.21020	1.14443	98	10.4564		x	9.2404	32.25	x		29.6218	7.94
Tue	04/24/07	203.24630	1.14463	99	10.5649		x	9.1319	32.05	x		29.7303	8.14
Wed	04/25/07	203.28240	1.14484	100	10.6736		x	9.0232	31.84	x		29.8390	8.35
Thu	04/26/07	203.31850	1.14504	101	10.7822		x	8.9146	31.64	x		29.9476	8.55
Fri	04/27/07	203.35460	1.14524	102	10.8909		x	8.8059	31.44	x		30.0563	8.75
Mon	04/30/07	203.46290	1.14585	105	11.2171		x	8.4797	30.83	x		30.3825	9.36
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	1.14606	106	11.3260		x	8.3708	30.62	x		30.4914	9.57
Wed	05/02/07	203.55877	1.14639	107	11.4362		x	8.2606	30.29	x		30.6016	9.90
Thu	05/03/07	203.61855	1.14673	108	11.5465		x	8.1503	29.95	x		30.7119	10.24
Fri	05/04/07	203.67832	1.14707	109	11.6569		x	8.0399	29.61	x		30.8223	10.58
Mon	05/07/07	203.85765	1.14808	112	11.9882		x	7.7086	28.60	x		31.1536	11.59
Tue	05/08/07	203.91742	1.14841	113	12.0988		x	7.5980	28.27	x		31.2642	11.92
Wed	05/09/07	203.97719	1.14875	114	12.2094		x	7.4874	27.93	x		31.3748	12.26
Thu	05/10/07	204.03697	1.14909	115	12.3202		x	7.3766	27.59	x		31.4856	12.60
Fri	05/11/07	204.09674	1.14942	116	12.4309		x	7.2659	27.26	x		31.5963	12.93
Mon	05/14/07	204.27606	1.15043	119	12.7636		x	6.9332	26.25	x		31.9290	13.94
Tue	05/15/07	204.33584	1.15077	120	12.8746		x	6.8222	25.91	x		32.0400	14.28
Wed	05/16/07	204.39561	1.15111	121	12.9858		x	6.7110	25.57	x		32.1512	14.62
Thu	05/17/07	204.45539	1.15144	122	13.0968		x	6.6000	25.24	x		32.2622	14.95
Fri	05/18/07	204.51516	1.15178	123	13.2081		x	6.4887	24.90	x		32.3735	15.29
Mon	05/21/07	204.69448	1.15279	126	13.5421		x	6.1547	23.89	x		32.7075	16.30
Tue	05/22/07	204.75426	1.15313	127	13.6536		x	6.0432	23.55	x		32.8190	16.64
Wed	05/23/07	204.81403	1.15346	128	13.7650		x	5.9318	23.22	x		32.9304	16.97
Thu	05/24/07	204.87381	1.15380	129	13.8767		x	5.8201	22.88	x		33.0421	17.31
Fri	05/25/07	204.93358	1.15414	130	13.9884		x	5.7084	22.54	x		33.1538	17.65
Mon	05/28/07	205.11290	1.15515	133	14.3237		x	5.3731	21.53	x		33.4891	18.66
Tue	05/29/07	205.17268	1.15548	134	14.4355		x	5.2613	21.20	x		33.6009	18.99
Wed	05/30/07	205.23245	1.15582	135	14.5475		x	5.1493	20.86	x		33.7129	19.33
Thu	05/31/07	205.29223	1.15616	136	14.6596		x	5.0372	20.52	x		33.8250	19.67
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	1.15649	137	14.7716		x	4.9252	20.19	x		33.9370	20.00
Mon	06/04/07	205.48540	1.15724	140	15.1049		x	4.5919	19.44	x		34.2703	20.75
Tue	06/05/07	205.52987	1.15749	141	15.2160		x	4.4808	19.19	x		34.3814	21.00
Wed	06/06/07	205.57433	1.15774	142	15.3273		x	4.3695	18.94	x		34.4927	21.25
Thu	06/07/07	205.61880	1.15799	143	15.4385		x	4.2583	18.69	x		34.6039	21.50
Fri	06/08/07	205.66327	1.15825	144	15.5500		x	4.1468	18.43	x		34.7154	21.76
Mon	06/11/07	205.79667	1.15900	147	15.8842		x	3.8126	17.68	x		35.0496	22.51
Tue	06/12/07	205.84113	1.15925	148	15.9957		x	3.7011	17.43	x		35.1611	22.76
Wed	06/13/07	205.88560	1.15950	149	16.1073		x	3.5895	17.18	x		35.2727	23.01
Thu	06/14/07	205.93007	1.15975	150	16.2189		x	3.4779	16.93	x		35.3843	23.26
Fri	06/15/07	205.97453	1.16000	151	16.3305		x	3.3663	16.68	x		35.4959	23.51
Mon	06/18/07	206.10793	1.16075	154	16.6657		x	3.0311	15.93	x		35.8311	24.26
Tue	06/19/07	206.15240	1.16100	155	16.7776		x	2.9192	15.68	x		35.9430	24.51
Wed	06/20/07	206.19687	1.16125	156	16.8895		x	2.8073	15.43	x		36.0549	24.76
Thu	06/21/07	206.24133	1.16150	157	17.0014		x	2.6954	15.18	x		36.1668	25.01
Fri	06/22/07	206.28580	1.16175	158	17.1133		x	2.5835	14.93	x		36.2787	25.26
Mon	06/25/07	206.41920	1.16250	161	17.4495		x	2.2473	14.18	x		36.6149	26.01
Tue	06/26/07	206.46367	1.16275	162	17.5617		x	2.1351	13.93	x		36.7271	26.26
Wed	06/27/07	206.50813	1.16300	163	17.6739		x	2.0229	13.68	x		36.8393	26.51
Thu	06/28/07	206.55260	1.16325	164	17.7862		x	1.9106	13.43	x		36.9516	26.76
Fri	06/29/07	206.59707	1.16350	165	17.8985		x	1.7983	13.18	x		37.0639	27.01
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	1.16423	168	18.2353		x	1.4615	12.45	x		37.4007	27.74
Tue	07/03/07	206.76748	1.16446	169	18.3475		x	1.3493	12.22	x		37.5129	27.97
Wed	07/04/07	206.80823	1.16469	170	18.4597		x	1.2371	11.99	x		37.6251	28.20
Thu	07/05/07	206.84897	1.16492	171	18.5719		x	1.1249	11.76	x		37.7373	28.43
Fri	07/06/07	206.88971	1.16515	172	18.6842		x	1.0126	11.53	x		37.8496	28.66
Mon	07/09/07	207.01194	1.16584	175	19.0214		x	0.6754	10.84	x		38.1868	29.35
Tue	07/10/07	207.05268	1.16607	176	19.1339		x	0.5629	10.61	x		38.2993	29.58
Wed	07/11/07	207.09342	1.16630	177	19.2464		x	0.4504	10.38	x		38.4118	29.81
Thu	07/12/07	207.13416	1.16653	178	19.3589		x	0.3379	10.15	x		38.5243	30.04
Fri	07/13/07	207.17490	1.16676	179	19.4715		x	0.2253	9.92	x		38.6369	30.27
Sun	07/15/07	207.25639	1.16722	0	0.0000			0.0000	9.46	x	x	38.8622	30.73
Mon	07/16/07	207.29713	1.16745	1	0.1071			-0.1071	9.23	x	x	38.9693	30.96
Tue	07/17/07	207.33787	1.16768	2	0.2142			-0.2142	9.00	x	x	39.0764	31.19
Wed	07/18/07	207.37861	1.16791	3	0.3213			-0.3213	8.77	x	x	39.1835	31.42
Thu	07/19/07	207.41935	1.16814	4	0.4285			-0.4285	8.54	x	x	39.2907	31.65
Fri	07/20/07	207.46010	1.16836	5	0.5358			-0.5358	8.32	x	x	39.3980	31.87
Mon	07/23/07	207.58232	1.16905	8	0.8577			-0.8577	7.63	x	x	39.7199	32.56
Tue	07/24/07	207.62306	1.16928	9	0.9651			-0.9651	7.40	x	x	39.8273	32.79
Wed	07/25/07	207.66381	1.16951	10	1.0726			-1.0726	7.17	x	x	39.9348	33.02
Thu	07/26/07	207.70455	1.16974	11	1.1801			-1.1801	6.94	x	x	40.0423	33.25
Fri	07/27/07	207.74529	1.16997	12	1.2876			-1.2876	6.71	x	x	40.1498	33.48
Mon	07/30/07	207.86752	1.17066	15	1.6105			-1.6105	6.02	x	x	40.4727	34.17
Tue	07/31/07	207.90826	1.17089	16	1.7182			-1.7182	5.79	x	x	40.5804	34.40
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	1.17112	17	1.8259			-1.8259	5.56	x	x	40.6881	34.63
Thu	08/02/07	207.96200	1.17119	18	1.9334			-1.9334	5.49	x	x	40.7956	34.70
Fri	08/03/07	207.97500	1.17126	19	2.0410			-2.0410	5.42	x	x	40.9032	34.77
Mon	08/06/07	208.01400	1.17148	22	2.3637			-2.3637	5.20	x	x	41.2259	34.99
Tue	08/07/07	208.02700	1.17156	23	2.4713			-2.4713	5.12	x	x	41.3335	35.07
Wed	08/08/07	208.04000	1.17163	24	2.5789			-2.5789	5.05	x	x	41.4411	35.14
Thu	08/09/07	208.05300	1.17170	25	2.6865			-2.6865	4.98	x	x	41.5487	35.21
Fri	08/10/07	208.06600	1.17178	26	2.7941			-2.7941	4.90	x	x	41.6563	35.29
Mon	08/13/07	208.10500	1.17200	29	3.1171			-3.1171	4.68	x	x	41.9793	35.51
Tue	08/14/07	208.11800	1.17207	30	3.2248			-3.2248	4.61	x	x	42.0870	35.58
Wed	08/15/07	208.13100	1.17214	31	3.3325			-3.3325	4.54	x	x	42.1947	35.65
Thu	08/16/07	208.14400	1.17222	32	3.4402			-3.4402	4.46	x	x	42.3024	35.73
Fri	08/17/07	208.15700	1.17229	33	3.5479			-3.5479	4.39	x	x	42.4101	35.80
Mon	08/20/07	208.19600	1.17251	36	3.8712			-3.8712	4.17	x	x	42.7334	36.02
Tue	08/21/07	208.20900	1.17258	37	3.9790			-3.9790	4.10	x	x	42.8412	36.09
Wed	08/22/07	208.22200	1.17266	38	4.0868			-4.0868	4.02	x	x	42.9490	36.17
Thu	08/23/07	208.23500	1.17273	39	4.1946			-4.1946	3.95	x	x	43.0568	36.24
Fri	08/24/07	208.24800	1.17280	40	4.3024			-4.3024	3.88	x	x	43.1646	36.31
Mon	08/27/07	208.28700	1.17302	43	4.6259			-4.6259	3.66	x	x	43.4881	36.53
Tue	08/28/07	208.30000	1.17309	44	4.7338			-4.7338	3.59	x	x	43.5960	36.60
Wed	08/29/07	208.31300	1.17317	45	4.8417			-4.8417	3.51	x	x	43.7039	36.68
Thu	08/30/07	208.32600	1.17324	46	4.9496			-4.9496	3.44	x	x	43.8118	36.75
Fri	08/31/07	208.33900	1.17331	47	5.0575			-5.0575	3.37	x	x	43.9197	36.82
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	1.17337	50	5.3806			-5.3806	3.31	x	x	44.2428	36.88
Tue	09/04/07	208.34670	1.17336	51	5.4882			-5.4882	3.32	x	x	44.3504	36.87
Wed	09/05/07	208.34493	1.17335	52	5.5957			-5.5957	3.33	x	x	44.4579	36.86
Thu	09/06/07	208.34317	1.17334	53	5.7033			-5.7033	3.34	x	x	44.5655	36.85
Fri	09/07/07	208.34140	1.17333	54	5.8109			-5.8109	3.35	x	x	44.6731	36.84
Mon	09/10/07	208.33610	1.17330	57	6.1335			-6.1335	3.38	x	x	44.9957	36.81
Tue	09/11/07	208.33433	1.17329	58	6.2411			-6.2411	3.39	x	x	45.1033	36.80
Wed	09/12/07	208.33257	1.17328	59	6.3486			-6.3486	3.40	x	x	45.2108	36.79
Thu	09/13/07	208.33080	1.17327	60	6.4562			-6.4562	3.41	x	x	45.3184	36.78
Fri	09/14/07	208.32903	1.17326	61	6.5637			-6.5637	3.42	x	x	45.4259	36.77
Mon	09/17/07	208.32373	1.17323	64	6.8864			-6.8864	3.45	x	x	45.7486	36.74
Tue	09/18/07	208.32197	1.17322	65	6.9939			-6.9939	3.46	x	x	45.8561	36.73
Wed	09/19/07	208.32020	1.17321	66	7.1014			-7.1014	3.47	x	x	45.9636	36.72
Thu	09/20/07	208.31843	1.17320	67	7.2090			-7.2090	3.48	x	x	46.0712	36.71
Fri	09/21/07	208.31667	1.17319	68	7.3165			-7.3165	3.49	x	x	46.1787	36.70
Mon	09/24/07	208.31137	1.17316	71	7.6391			-7.6391	3.52	x	x	46.5013	36.67
Tue	09/25/07	208.30960	1.17315	72	7.7466			-7.7466	3.53	x	x	46.6088	36.66
Wed	09/26/07	208.30783	1.17314	73	7.8541			-7.8541	3.54	x	x	46.7163	36.65
Thu	09/27/07	208.30607	1.17313	74	7.9617			-7.9617	3.55	x	x	46.8239	36.64
Fri	09/28/07	208.30430	1.17312	75	8.0692			-8.0692	3.56	x	x	46.9314	36.63
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	1.17309	78	8.3917			-8.3917	3.59	x	x	47.2539	36.60
Tue	10/02/07	208.28668	1.17302	79	8.4988			-8.4988	3.66	x	x	47.3610	36.53
Wed	10/03/07	208.27435	1.17295	80	8.6059			-8.6059	3.73	x	x	47.4681	36.46
Thu	10/04/07	208.26203	1.17288	81	8.7129			-8.7129	3.80	x	x	47.5751	36.39
Fri	10/05/07	208.24971	1.17281	82	8.8200			-8.8200	3.87	x	x	47.6822	36.32
Mon	10/08/07	208.21274	1.17260	85	9.1410			-9.1410	4.08	x	x	48.0032	36.11
Tue	10/09/07	208.20042	1.17253	86	9.2480			-9.2480	4.15	x	x	48.1102	36.04
Wed	10/10/07	208.18810	1.17246	87	9.3550			-9.3550	4.22	x	x	48.2172	35.97
Thu	10/11/07	208.17577	1.17240	88	9.4620			-9.4620	4.28	x	x	48.3242	35.91
Fri	10/12/07	208.16345	1.17233	89	9.5690			-9.5690	4.35	x	x	48.4312	35.84
Mon	10/15/07	208.12648	1.17212	92	9.8898			-9.8898	4.56	x	x	48.7520	35.63
Tue	10/16/07	208.11416	1.17205	93	9.9967			-9.9967	4.63	x	x	48.8589	35.56
Wed	10/17/07	208.10184	1.17198	94	10.1036			-10.1036	4.70	x	x	48.9658	35.49
Thu	10/18/07	208.08952	1.17191	95	10.2104			-10.2104	4.77	x	x	49.0726	35.42
Fri	10/19/07	208.07719	1.17184	96	10.3173			-10.3173	4.84	x	x	49.1795	35.35
Mon	10/22/07	208.04023	1.17163	99	10.6378			-10.6378	5.05	x	x	49.5000	35.14
Tue	10/23/07	208.02790	1.17156	100	10.7446			-10.7446	5.12	x	x	49.6068	35.07
Wed	10/24/07	208.01558	1.17149	101	10.8514			-10.8514	5.19	x	x	49.7136	35.00
Thu	10/25/07	208.00326	1.17142	102	10.9582			-10.9582	5.26	x	x	49.8204	34.93
Fri	10/26/07	207.99094	1.17135	103	11.0650			-11.0650	5.33	x	x	49.9272	34.86
Mon	10/29/07	207.95397	1.17115	106	11.3853			-11.3853	5.53	x	x	50.2475	34.66
Tue	10/30/07	207.94165	1.17108	107	11.4920			-11.4920	5.60	x	x	50.3542	34.59
Wed	10/31/07	207.92932	1.17101	108	11.5987			-11.5987	5.67	x	x	50.4609	34.52
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	1.17094	109	11.7054			-11.7054	5.74	x	x	50.5676	34.45
Fri	11/02/07	207.93610	1.17105	110	11.8139			-11.8139	5.63	x	x	50.6761	34.56
Mon	11/05/07	207.99340	1.17137	113	12.1394			-12.1394	5.31	x	x	51.0016	34.88
Tue	11/06/07	208.01250	1.17148	114	12.2480			-12.2480	5.20	x	x	51.1102	34.99
Wed	11/07/07	208.03160	1.17158	115	12.3565			-12.3565	5.10	x	x	51.2187	35.09
Thu	11/08/07	208.05070	1.17169	116	12.4651			-12.4651	4.99	x	x	51.3273	35.20
Fri	11/09/07	208.06980	1.17180	117	12.5738			-12.5738	4.88	x	x	51.4360	35.31
Mon	11/12/07	208.12710	1.17212	120	12.8997			-12.8997	4.56	x	x	51.7619	35.63
Tue	11/13/07	208.14620	1.17223	121	13.0084			-13.0084	4.45	x	x	51.8706	35.74
Wed	11/14/07	208.16530	1.17234	122	13.1171			-13.1171	4.34	x	x	51.9793	35.85
Thu	11/15/07	208.18440	1.17244	123	13.2258			-13.2258	4.24	x	x	52.0880	35.95
Fri	11/16/07	208.20350	1.17255	124	13.3346			-13.3346	4.13	x	x	52.1968	36.06
Mon	11/19/07	208.26080	1.17287	127	13.6609			-13.6609	3.81	x	x	52.5231	36.38
Tue	11/20/07	208.27990	1.17298	128	13.7698			-13.7698	3.70	x	x	52.6320	36.49
Wed	11/21/07	208.29900	1.17309	129	13.8786			-13.8786	3.59	x	x	52.7408	36.60
Thu	11/22/07	208.31810	1.17320	130	13.9875			-13.9875	3.48	x	x	52.8497	36.71
Fri	11/23/07	208.33720	1.17330	131	14.0963			-14.0963	3.38	x	x	52.9585	36.81
Mon	11/26/07	208.39450	1.17363	134	14.4232			-14.4232	3.05	x	x	53.2854	37.14
Tue	11/27/07	208.41360	1.17373	135	14.5321			-14.5321	2.95	x	x	53.3943	37.24
Wed	11/28/07	208.43270	1.17384	136	14.6411			-14.6411	2.84	x	x	53.5033	37.35
Thu	11/29/07	208.45180	1.17395	137	14.7501			-14.7501	2.73	x	x	53.6123	37.46
Fri	11/30/07	208.47090	1.17406	138	14.8592			-14.8592	2.62	x	x	53.7214	37.57
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	12/03/07	208.51877	1.17433	141	15.1857			-15.1857	2.35	x	x	54.0479	37.84
Tue	12/04/07	208.53316	1.17441	142	15.2945			-15.2945	2.27	x	x	54.1567	37.92
Wed	12/05/07	208.54755	1.17449	143	15.4032			-15.4032	2.19	x	x	54.2654	38.00
Thu	12/06/07	208.56194	1.17457	144	15.5120			-15.5120	2.11	x	x	54.3742	38.08
Fri	12/07/07	208.57632	1.17465	145	15.6208			-15.6208	2.03	x	x	54.4830	38.16
Mon	12/10/07	208.61948	1.17489	148	15.9472			-15.9472	1.79	x	x	54.8094	38.40
Tue	12/11/07	208.63387	1.17497	149	16.0561			-16.0561	1.71	x	x	54.9183	38.48
Wed	12/12/07	208.64826	1.17506	150	16.1651			-16.1651	1.62	x	x	55.0273	38.57
Thu	12/13/07	208.66265	1.17514	151	16.2739			-16.2739	1.54	x	x	55.1361	38.65
Fri	12/14/07	208.67703	1.17522	152	16.3828			-16.3828	1.46	x	x	55.2450	38.73
Mon	12/17/07	208.72019	1.17546	155	16.7096			-16.7096	1.22	x	x	55.5718	38.97
Tue	12/18/07	208.73458	1.17554	156	16.8185			-16.8185	1.14	x	x	55.6807	39.05
Wed	12/19/07	208.74897	1.17562	157	16.9275			-16.9275	1.06	x	x	55.7897	39.13
Thu	12/20/07	208.76335	1.17570	158	17.0365			-17.0365	0.98	x	x	55.8987	39.21
Fri	12/21/07	208.77774	1.17579	159	17.1456			-17.1456	0.89	x	x	56.0078	39.30
Mon	12/24/07	208.82090	1.17603	162	17.4727			-17.4727	0.65	x	x	56.3349	39.54
Tue	12/25/07	208.83529	1.17611	163	17.5817			-17.5817	0.57	x	x	56.4439	39.62
Wed	12/26/07	208.84968	1.17619	164	17.6908			-17.6908	0.49	x	x	56.5530	39.70
Thu	12/27/07	208.86406	1.17627	165	17.7999			-17.7999	0.41	x	x	56.6621	39.78
Fri	12/28/07	208.87845	1.17635	166	17.9090			-17.9090	0.33	x	x	56.7712	39.86
Mon	12/31/07	208.92161	1.17660	169	18.2365			-18.2365	0.08	x	x	57.0987	40.11
Tue	01/01/08	208.93600	1.17668

Generated 03/09/11 23:47