2% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2014

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

CUSIP Number	912828BW9	Interest 01/15/07 (184 days)	$10.9141
Dated Date	January 15, 2004	Interest 07/15/07 (181 days)	$11.2167
Ref CPI on Dated Date	184.77419	Interest Total	$22.1308
Original Issue Date	January 15, 2004	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	1.09214	170	10.0904	x	x	12.0404	38.62			10.0904	0.00
Tue	01/02/07	201.79032	1.09209	171	10.1493	x	x	11.9815	38.67			10.1493	-0.05
Wed	01/03/07	201.78065	1.09204	172	10.2082	x	x	11.9226	38.72			10.2082	-0.10
Thu	01/04/07	201.77097	1.09199	173	10.2671	x	x	11.8637	38.77			10.2671	-0.15
Fri	01/05/07	201.76129	1.09193	174	10.3259	x	x	11.8049	38.83			10.3259	-0.21
Mon	01/08/07	201.73226	1.09178	177	10.5024	x	x	11.6284	38.98			10.5024	-0.36
Tue	01/09/07	201.72258	1.09172	178	10.5612	x	x	11.5696	39.04			10.5612	-0.42
Wed	01/10/07	201.71290	1.09167	179	10.6201	x	x	11.5107	39.09			10.6201	-0.47
Thu	01/11/07	201.70323	1.09162	180	10.6789	x	x	11.4519	39.14			10.6789	-0.52
Fri	01/12/07	201.69355	1.09157	181	10.7377	x	x	11.3931	39.19			10.7377	-0.57
Mon	01/15/07	201.66452	1.09141	0	0.0000		x	11.2167	39.35	x		10.9141	-0.73
Tue	01/16/07	201.65484	1.09136	1	0.0603		x	11.1564	39.40	x		10.9744	-0.78
Wed	01/17/07	201.64516	1.09131	2	0.1206		x	11.0961	39.45	x		11.0347	-0.83
Thu	01/18/07	201.63548	1.09125	3	0.1809		x	11.0358	39.51	x		11.0950	-0.89
Fri	01/19/07	201.62581	1.09120	4	0.2411		x	10.9756	39.56	x		11.1552	-0.94
Mon	01/22/07	201.59677	1.09104	7	0.4219		x	10.7948	39.72	x		11.3360	-1.10
Tue	01/23/07	201.58710	1.09099	8	0.4822		x	10.7345	39.77	x		11.3963	-1.15
Wed	01/24/07	201.57742	1.09094	9	0.5425		x	10.6742	39.82	x		11.4566	-1.20
Thu	01/25/07	201.56774	1.09089	10	0.6027		x	10.6140	39.87	x		11.5168	-1.25
Fri	01/26/07	201.55806	1.09083	11	0.6629		x	10.5538	39.93	x		11.5770	-1.31
Mon	01/29/07	201.52903	1.09068	14	0.8436		x	10.3731	40.08	x		11.7577	-1.46
Tue	01/30/07	201.51935	1.09062	15	0.9038		x	10.3129	40.14	x		11.8179	-1.52
Wed	01/31/07	201.50968	1.09057	16	0.9640		x	10.2527	40.19	x		11.8781	-1.57
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	02/01/07	201.50000	1.09052	17	1.0242		x	10.1925	40.24	x		11.9383	-1.62
Fri	02/02/07	201.51071	1.09058	18	1.0846		x	10.1321	40.18	x		11.9987	-1.56
Mon	02/05/07	201.54286	1.09075	21	1.2655		x	9.9512	40.01	x		12.1796	-1.39
Tue	02/06/07	201.55357	1.09081	22	1.3258		x	9.8909	39.95	x		12.2399	-1.33
Wed	02/07/07	201.56429	1.09087	23	1.3862		x	9.8305	39.89	x		12.3003	-1.27
Thu	02/08/07	201.57500	1.09093	24	1.4465		x	9.7702	39.83	x		12.3606	-1.21
Fri	02/09/07	201.58571	1.09098	25	1.5069		x	9.7098	39.78	x		12.4210	-1.16
Mon	02/12/07	201.61786	1.09116	28	1.6880		x	9.5287	39.60	x		12.6021	-0.98
Tue	02/13/07	201.62857	1.09122	29	1.7484		x	9.4683	39.54	x		12.6625	-0.92
Wed	02/14/07	201.63929	1.09127	30	1.8087		x	9.4080	39.49	x		12.7228	-0.87
Thu	02/15/07	201.65000	1.09133	31	1.8691		x	9.3476	39.43	x		12.7832	-0.81
Fri	02/16/07	201.66071	1.09139	32	1.9295		x	9.2872	39.37	x		12.8436	-0.75
Mon	02/19/07	201.69286	1.09156	35	2.1108		x	9.1059	39.20	x		13.0249	-0.58
Tue	02/20/07	201.70357	1.09162	36	2.1712		x	9.0455	39.14	x		13.0853	-0.52
Wed	02/21/07	201.71429	1.09168	37	2.2316		x	8.9851	39.08	x		13.1457	-0.46
Thu	02/22/07	201.72500	1.09174	38	2.2921		x	8.9246	39.02	x		13.2062	-0.40
Fri	02/23/07	201.73571	1.09180	39	2.3525		x	8.8642	38.96	x		13.2666	-0.34
Mon	02/26/07	201.76786	1.09197	42	2.5339		x	8.6828	38.79	x		13.4480	-0.17
Tue	02/27/07	201.77857	1.09203	43	2.5943		x	8.6224	38.73	x		13.5084	-0.11
Wed	02/28/07	201.78929	1.09209	44	2.6548		x	8.5619	38.67	x		13.5689	-0.05
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	1.09214	45	2.7153		x	8.5014	38.62	x		13.6294	0.00
Fri	03/02/07	201.81987	1.09225	46	2.7759		x	8.4408	38.51	x		13.6900	0.11
Mon	03/05/07	201.87948	1.09257	49	2.9578		x	8.2589	38.19	x		13.8719	0.43
Tue	03/06/07	201.89935	1.09268	50	3.0185		x	8.1982	38.08	x		13.9326	0.54
Wed	03/07/07	201.91923	1.09279	51	3.0791		x	8.1376	37.97	x		13.9932	0.65
Thu	03/08/07	201.93910	1.09290	52	3.1398		x	8.0769	37.86	x		14.0539	0.76
Fri	03/09/07	201.95897	1.09300	53	3.2005		x	8.0162	37.76	x		14.1146	0.86
Mon	03/12/07	202.01858	1.09333	56	3.3827		x	7.8340	37.43	x		14.2968	1.19
Tue	03/13/07	202.03845	1.09343	57	3.4434		x	7.7733	37.33	x		14.3575	1.29
Wed	03/14/07	202.05832	1.09354	58	3.5042		x	7.7125	37.22	x		14.4183	1.40
Thu	03/15/07	202.07819	1.09365	59	3.5649		x	7.6518	37.11	x		14.4790	1.51
Fri	03/16/07	202.09806	1.09376	60	3.6257		x	7.5910	37.00	x		14.5398	1.62
Mon	03/19/07	202.15768	1.09408	63	3.8081		x	7.4086	36.68	x		14.7222	1.94
Tue	03/20/07	202.17755	1.09419	64	3.8690		x	7.3477	36.57	x		14.7831	2.05
Wed	03/21/07	202.19742	1.09429	65	3.9298		x	7.2869	36.47	x		14.8439	2.15
Thu	03/22/07	202.21729	1.09440	66	3.9906		x	7.2261	36.36	x		14.9047	2.26
Fri	03/23/07	202.23716	1.09451	67	4.0515		x	7.1652	36.25	x		14.9656	2.37
Mon	03/26/07	202.29677	1.09483	70	4.2341		x	6.9826	35.93	x		15.1482	2.69
Tue	03/27/07	202.31665	1.09494	71	4.2951		x	6.9216	35.82	x		15.2092	2.80
Wed	03/28/07	202.33652	1.09505	72	4.3560		x	6.8607	35.71	x		15.2701	2.91
Thu	03/29/07	202.35639	1.09516	73	4.4169		x	6.7998	35.60	x		15.3310	3.02
Fri	03/30/07	202.37626	1.09526	74	4.4779		x	6.7388	35.50	x		15.3920	3.12
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	1.09567	77	4.6611		x	6.5556	35.09	x		15.5752	3.53
Tue	04/03/07	202.48820	1.09587	78	4.7225		x	6.4942	34.89	x		15.6366	3.73
Wed	04/04/07	202.52430	1.09606	79	4.7839		x	6.4328	34.70	x		15.6980	3.92
Thu	04/05/07	202.56040	1.09626	80	4.8453		x	6.3714	34.50	x		15.7594	4.12
Fri	04/06/07	202.59650	1.09645	81	4.9068		x	6.3099	34.31	x		15.8209	4.31
Mon	04/09/07	202.70480	1.09704	84	5.0912		x	6.1255	33.72	x		16.0053	4.90
Tue	04/10/07	202.74090	1.09724	85	5.1528		x	6.0639	33.52	x		16.0669	5.10
Wed	04/11/07	202.77700	1.09743	86	5.2143		x	6.0024	33.33	x		16.1284	5.29
Thu	04/12/07	202.81310	1.09763	87	5.2759		x	5.9408	33.13	x		16.1900	5.49
Fri	04/13/07	202.84920	1.09782	88	5.3375		x	5.8792	32.94	x		16.2516	5.68
Mon	04/16/07	202.95750	1.09841	91	5.5224		x	5.6943	32.35	x		16.4365	6.27
Tue	04/17/07	202.99360	1.09860	92	5.5840		x	5.6327	32.16	x		16.4981	6.46
Wed	04/18/07	203.02970	1.09880	93	5.6458		x	5.5709	31.96	x		16.5599	6.66
Thu	04/19/07	203.06580	1.09899	94	5.7075		x	5.5092	31.77	x		16.6216	6.85
Fri	04/20/07	203.10190	1.09919	95	5.7692		x	5.4475	31.57	x		16.6833	7.05
Mon	04/23/07	203.21020	1.09978	98	5.9546		x	5.2621	30.98	x		16.8687	7.64
Tue	04/24/07	203.24630	1.09997	99	6.0164		x	5.2003	30.79	x		16.9305	7.83
Wed	04/25/07	203.28240	1.10017	100	6.0783		x	5.1384	30.59	x		16.9924	8.03
Thu	04/26/07	203.31850	1.10036	101	6.1401		x	5.0766	30.40	x		17.0542	8.22
Fri	04/27/07	203.35460	1.10056	102	6.2021		x	5.0146	30.20	x		17.1162	8.42
Mon	04/30/07	203.46290	1.10114	105	6.3878		x	4.8289	29.62	x		17.3019	9.00
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	05/01/07	203.49900	1.10134	106	6.4498		x	4.7669	29.42	x		17.3639	9.20
Wed	05/02/07	203.55877	1.10166	107	6.5126		x	4.7041	29.10	x		17.4267	9.52
Thu	05/03/07	203.61855	1.10199	108	6.5754		x	4.6413	28.77	x		17.4895	9.85
Fri	05/04/07	203.67832	1.10231	109	6.6382		x	4.5785	28.45	x		17.5523	10.17
Mon	05/07/07	203.85765	1.10328	112	6.8269		x	4.3898	27.48	x		17.7410	11.14
Tue	05/08/07	203.91742	1.10360	113	6.8899		x	4.3268	27.16	x		17.8040	11.46
Wed	05/09/07	203.97719	1.10393	114	6.9529		x	4.2638	26.83	x		17.8670	11.79
Thu	05/10/07	204.03697	1.10425	115	7.0160		x	4.2007	26.51	x		17.9301	12.11
Fri	05/11/07	204.09674	1.10457	116	7.0790		x	4.1377	26.19	x		17.9931	12.43
Mon	05/14/07	204.27606	1.10554	119	7.2685		x	3.9482	25.22	x		18.1826	13.40
Tue	05/15/07	204.33584	1.10587	120	7.3317		x	3.8850	24.89	x		18.2458	13.73
Wed	05/16/07	204.39561	1.10619	121	7.3950		x	3.8217	24.57	x		18.3091	14.05
Thu	05/17/07	204.45539	1.10651	122	7.4582		x	3.7585	24.25	x		18.3723	14.37
Fri	05/18/07	204.51516	1.10684	123	7.5216		x	3.6951	23.92	x		18.4357	14.70
Mon	05/21/07	204.69448	1.10781	126	7.7118		x	3.5049	22.95	x		18.6259	15.67
Tue	05/22/07	204.75426	1.10813	127	7.7753		x	3.4414	22.63	x		18.6894	15.99
Wed	05/23/07	204.81403	1.10846	128	7.8388		x	3.3779	22.30	x		18.7529	16.32
Thu	05/24/07	204.87381	1.10878	129	7.9024		x	3.3143	21.98	x		18.8165	16.64
Fri	05/25/07	204.93358	1.10910	130	7.9659		x	3.2508	21.66	x		18.8800	16.96
Mon	05/28/07	205.11290	1.11007	133	8.1569		x	3.0598	20.69	x		19.0710	17.93
Tue	05/29/07	205.17268	1.11040	134	8.2206		x	2.9961	20.36	x		19.1347	18.26
Wed	05/30/07	205.23245	1.11072	135	8.2844		x	2.9323	20.04	x		19.1985	18.58
Thu	05/31/07	205.29223	1.11104	136	8.3481		x	2.8686	19.72	x		19.2622	18.90
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	1.11137	137	8.4120		x	2.8047	19.39	x		19.3261	19.23
Mon	06/04/07	205.48540	1.11209	140	8.6018		x	2.6149	18.67	x		19.5159	19.95
Tue	06/05/07	205.52987	1.11233	141	8.6651		x	2.5516	18.43	x		19.5792	20.19
Wed	06/06/07	205.57433	1.11257	142	8.7284		x	2.4883	18.19	x		19.6425	20.43
Thu	06/07/07	205.61880	1.11281	143	8.7918		x	2.4249	17.95	x		19.7059	20.67
Fri	06/08/07	205.66327	1.11305	144	8.8552		x	2.3615	17.71	x		19.7693	20.91
Mon	06/11/07	205.79667	1.11377	147	9.0455		x	2.1712	16.99	x		19.9596	21.63
Tue	06/12/07	205.84113	1.11401	148	9.1090		x	2.1077	16.75	x		20.0231	21.87
Wed	06/13/07	205.88560	1.11426	149	9.1726		x	2.0441	16.50	x		20.0867	22.12
Thu	06/14/07	205.93007	1.11450	150	9.2362		x	1.9805	16.26	x		20.1503	22.36
Fri	06/15/07	205.97453	1.11474	151	9.2998		x	1.9169	16.02	x		20.2139	22.60
Mon	06/18/07	206.10793	1.11546	154	9.4907		x	1.7260	15.30	x		20.4048	23.32
Tue	06/19/07	206.15240	1.11570	155	9.5543		x	1.6624	15.06	x		20.4684	23.56
Wed	06/20/07	206.19687	1.11594	156	9.6180		x	1.5987	14.82	x		20.5321	23.80
Thu	06/21/07	206.24133	1.11618	157	9.6818		x	1.5349	14.58	x		20.5959	24.04
Fri	06/22/07	206.28580	1.11642	158	9.7455		x	1.4712	14.34	x		20.6596	24.28
Mon	06/25/07	206.41920	1.11714	161	9.9370		x	1.2797	13.62	x		20.8511	25.00
Tue	06/26/07	206.46367	1.11738	162	10.0009		x	1.2158	13.38	x		20.9150	25.24
Wed	06/27/07	206.50813	1.11762	163	10.0648		x	1.1519	13.14	x		20.9789	25.48
Thu	06/28/07	206.55260	1.11787	164	10.1288		x	1.0879	12.89	x		21.0429	25.73
Fri	06/29/07	206.59707	1.11811	165	10.1927		x	1.0240	12.65	x		21.1068	25.97
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	07/02/07	206.72674	1.11881	168	10.3845		x	0.8322	11.95	x		21.2986	26.67
Tue	07/03/07	206.76748	1.11903	169	10.4484		x	0.7683	11.73	x		21.3625	26.89
Wed	07/04/07	206.80823	1.11925	170	10.5123		x	0.7044	11.51	x		21.4264	27.11
Thu	07/05/07	206.84897	1.11947	171	10.5762		x	0.6405	11.29	x		21.4903	27.33
Fri	07/06/07	206.88971	1.11969	172	10.6401		x	0.5766	11.07	x		21.5542	27.55
Mon	07/09/07	207.01194	1.12035	175	10.8321		x	0.3846	10.41	x		21.7462	28.21
Tue	07/10/07	207.05268	1.12057	176	10.8962		x	0.3205	10.19	x		21.8103	28.43
Wed	07/11/07	207.09342	1.12079	177	10.9602		x	0.2565	9.97	x		21.8743	28.65
Thu	07/12/07	207.13416	1.12101	178	11.0243		x	0.1924	9.75	x		21.9384	28.87
Fri	07/13/07	207.17490	1.12123	179	11.0884		x	0.1283	9.53	x		22.0025	29.09
Sun	07/15/07	207.25639	1.12167	0	0.0000			0.0000	9.09	x	x	22.1308	29.53
Mon	07/16/07	207.29713	1.12189	1	0.0610			-0.0610	8.87	x	x	22.1918	29.75
Tue	07/17/07	207.33787	1.12211	2	0.1220			-0.1220	8.65	x	x	22.2528	29.97
Wed	07/18/07	207.37861	1.12234	3	0.1830			-0.1830	8.42	x	x	22.3138	30.20
Thu	07/19/07	207.41935	1.12256	4	0.2440			-0.2440	8.20	x	x	22.3748	30.42
Fri	07/20/07	207.46010	1.12278	5	0.3051			-0.3051	7.98	x	x	22.4359	30.64
Mon	07/23/07	207.58232	1.12344	8	0.4885			-0.4885	7.32	x	x	22.6193	31.30
Tue	07/24/07	207.62306	1.12366	9	0.5496			-0.5496	7.10	x	x	22.6804	31.52
Wed	07/25/07	207.66381	1.12388	10	0.6108			-0.6108	6.88	x	x	22.7416	31.74
Thu	07/26/07	207.70455	1.12410	11	0.6720			-0.6720	6.66	x	x	22.8028	31.96
Fri	07/27/07	207.74529	1.12432	12	0.7333			-0.7333	6.44	x	x	22.8641	32.18
Mon	07/30/07	207.86752	1.12498	15	0.9171			-0.9171	5.78	x	x	23.0479	32.84
Tue	07/31/07	207.90826	1.12520	16	0.9784			-0.9784	5.56	x	x	23.1092	33.06
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	08/01/07	207.94900	1.12542	17	1.0398			-1.0398	5.34	x	x	23.1706	33.28
Thu	08/02/07	207.96200	1.12549	18	1.1010			-1.1010	5.27	x	x	23.2318	33.35
Fri	08/03/07	207.97500	1.12556	19	1.1623			-1.1623	5.20	x	x	23.2931	33.42
Mon	08/06/07	208.01400	1.12577	22	1.3460			-1.3460	4.99	x	x	23.4768	33.63
Tue	08/07/07	208.02700	1.12584	23	1.4073			-1.4073	4.92	x	x	23.5381	33.70
Wed	08/08/07	208.04000	1.12591	24	1.4686			-1.4686	4.85	x	x	23.5994	33.77
Thu	08/09/07	208.05300	1.12599	25	1.5299			-1.5299	4.77	x	x	23.6607	33.85
Fri	08/10/07	208.06600	1.12606	26	1.5912			-1.5912	4.70	x	x	23.7220	33.92
Mon	08/13/07	208.10500	1.12627	29	1.7751			-1.7751	4.49	x	x	23.9059	34.13
Tue	08/14/07	208.11800	1.12634	30	1.8364			-1.8364	4.42	x	x	23.9672	34.20
Wed	08/15/07	208.13100	1.12641	31	1.8978			-1.8978	4.35	x	x	24.0286	34.27
Thu	08/16/07	208.14400	1.12648	32	1.9591			-1.9591	4.28	x	x	24.0899	34.34
Fri	08/17/07	208.15700	1.12655	33	2.0204			-2.0204	4.21	x	x	24.1512	34.41
Mon	08/20/07	208.19600	1.12676	36	2.2045			-2.2045	4.00	x	x	24.3353	34.62
Tue	08/21/07	208.20900	1.12683	37	2.2659			-2.2659	3.93	x	x	24.3967	34.69
Wed	08/22/07	208.22200	1.12690	38	2.3273			-2.3273	3.86	x	x	24.4581	34.76
Thu	08/23/07	208.23500	1.12697	39	2.3887			-2.3887	3.79	x	x	24.5195	34.83
Fri	08/24/07	208.24800	1.12704	40	2.4501			-2.4501	3.72	x	x	24.5809	34.90
Mon	08/27/07	208.28700	1.12725	43	2.6343			-2.6343	3.51	x	x	24.7651	35.11
Tue	08/28/07	208.30000	1.12732	44	2.6958			-2.6958	3.44	x	x	24.8266	35.18
Wed	08/29/07	208.31300	1.12739	45	2.7572			-2.7572	3.37	x	x	24.8880	35.25
Thu	08/30/07	208.32600	1.12746	46	2.8187			-2.8187	3.30	x	x	24.9495	35.32
Fri	08/31/07	208.33900	1.12753	47	2.8801			-2.8801	3.23	x	x	25.0109	35.39
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	1.12758	50	3.0641			-3.0641	3.18	x	x	25.1949	35.44
Tue	09/04/07	208.34670	1.12757	51	3.1253			-3.1253	3.19	x	x	25.2561	35.43
Wed	09/05/07	208.34493	1.12757	52	3.1866			-3.1866	3.19	x	x	25.3174	35.43
Thu	09/06/07	208.34317	1.12756	53	3.2479			-3.2479	3.20	x	x	25.3787	35.42
Fri	09/07/07	208.34140	1.12755	54	3.3091			-3.3091	3.21	x	x	25.4399	35.41
Mon	09/10/07	208.33610	1.12752	57	3.4929			-3.4929	3.24	x	x	25.6237	35.38
Tue	09/11/07	208.33433	1.12751	58	3.5541			-3.5541	3.25	x	x	25.6849	35.37
Wed	09/12/07	208.33257	1.12750	59	3.6154			-3.6154	3.26	x	x	25.7462	35.36
Thu	09/13/07	208.33080	1.12749	60	3.6766			-3.6766	3.27	x	x	25.8074	35.35
Fri	09/14/07	208.32903	1.12748	61	3.7378			-3.7378	3.28	x	x	25.8686	35.34
Mon	09/17/07	208.32373	1.12745	64	3.9216			-3.9216	3.31	x	x	26.0524	35.31
Tue	09/18/07	208.32197	1.12744	65	3.9828			-3.9828	3.32	x	x	26.1136	35.30
Wed	09/19/07	208.32020	1.12743	66	4.0440			-4.0440	3.33	x	x	26.1748	35.29
Thu	09/20/07	208.31843	1.12742	67	4.1053			-4.1053	3.34	x	x	26.2361	35.28
Fri	09/21/07	208.31667	1.12741	68	4.1665			-4.1665	3.35	x	x	26.2973	35.27
Mon	09/24/07	208.31137	1.12738	71	4.3502			-4.3502	3.38	x	x	26.4810	35.24
Tue	09/25/07	208.30960	1.12737	72	4.4114			-4.4114	3.39	x	x	26.5422	35.23
Wed	09/26/07	208.30783	1.12736	73	4.4727			-4.4727	3.40	x	x	26.6035	35.22
Thu	09/27/07	208.30607	1.12735	74	4.5339			-4.5339	3.41	x	x	26.6647	35.21
Fri	09/28/07	208.30430	1.12735	75	4.5952			-4.5952	3.41	x	x	26.7260	35.21
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	1.12732	78	4.7789			-4.7789	3.44	x	x	26.9097	35.18
Tue	10/02/07	208.28668	1.12725	79	4.8398			-4.8398	3.51	x	x	26.9706	35.11
Wed	10/03/07	208.27435	1.12718	80	4.9008			-4.9008	3.58	x	x	27.0316	35.04
Thu	10/04/07	208.26203	1.12712	81	4.9618			-4.9618	3.64	x	x	27.0926	34.98
Fri	10/05/07	208.24971	1.12705	82	5.0227			-5.0227	3.71	x	x	27.1535	34.91
Mon	10/08/07	208.21274	1.12685	85	5.2056			-5.2056	3.91	x	x	27.3364	34.71
Tue	10/09/07	208.20042	1.12678	86	5.2665			-5.2665	3.98	x	x	27.3973	34.64
Wed	10/10/07	208.18810	1.12672	87	5.3274			-5.3274	4.04	x	x	27.4582	34.58
Thu	10/11/07	208.17577	1.12665	88	5.3883			-5.3883	4.11	x	x	27.5191	34.51
Fri	10/12/07	208.16345	1.12658	89	5.4492			-5.4492	4.18	x	x	27.5800	34.44
Mon	10/15/07	208.12648	1.12638	92	5.6319			-5.6319	4.38	x	x	27.7627	34.24
Tue	10/16/07	208.11416	1.12632	93	5.6928			-5.6928	4.44	x	x	27.8236	34.18
Wed	10/17/07	208.10184	1.12625	94	5.7537			-5.7537	4.51	x	x	27.8845	34.11
Thu	10/18/07	208.08952	1.12618	95	5.8145			-5.8145	4.58	x	x	27.9453	34.04
Fri	10/19/07	208.07719	1.12612	96	5.8754			-5.8754	4.64	x	x	28.0062	33.98
Mon	10/22/07	208.04023	1.12592	99	6.0579			-6.0579	4.84	x	x	28.1887	33.78
Tue	10/23/07	208.02790	1.12585	100	6.1187			-6.1187	4.91	x	x	28.2495	33.71
Wed	10/24/07	208.01558	1.12578	101	6.1796			-6.1796	4.98	x	x	28.3104	33.64
Thu	10/25/07	208.00326	1.12572	102	6.2404			-6.2404	5.04	x	x	28.3712	33.58
Fri	10/26/07	207.99094	1.12565	103	6.3012			-6.3012	5.11	x	x	28.4320	33.51
Mon	10/29/07	207.95397	1.12545	106	6.4836			-6.4836	5.31	x	x	28.6144	33.31
Tue	10/30/07	207.94165	1.12538	107	6.5443			-6.5443	5.38	x	x	28.6751	33.24
Wed	10/31/07	207.92932	1.12532	108	6.6051			-6.6051	5.44	x	x	28.7359	33.18
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	1.12525	109	6.6659			-6.6659	5.51	x	x	28.7967	33.11
Fri	11/02/07	207.93610	1.12535	110	6.7276			-6.7276	5.41	x	x	28.8584	33.21
Mon	11/05/07	207.99340	1.12566	113	6.9130			-6.9130	5.10	x	x	29.0438	33.52
Tue	11/06/07	208.01250	1.12577	114	6.9749			-6.9749	4.99	x	x	29.1057	33.63
Wed	11/07/07	208.03160	1.12587	115	7.0367			-7.0367	4.89	x	x	29.1675	33.73
Thu	11/08/07	208.05070	1.12597	116	7.0985			-7.0985	4.79	x	x	29.2293	33.83
Fri	11/09/07	208.06980	1.12608	117	7.1604			-7.1604	4.68	x	x	29.2912	33.94
Mon	11/12/07	208.12710	1.12639	120	7.3460			-7.3460	4.37	x	x	29.4768	34.25
Tue	11/13/07	208.14620	1.12649	121	7.4079			-7.4079	4.27	x	x	29.5387	34.35
Wed	11/14/07	208.16530	1.12659	122	7.4698			-7.4698	4.17	x	x	29.6006	34.45
Thu	11/15/07	208.18440	1.12670	123	7.5317			-7.5317	4.06	x	x	29.6625	34.56
Fri	11/16/07	208.20350	1.12680	124	7.5937			-7.5937	3.96	x	x	29.7245	34.66
Mon	11/19/07	208.26080	1.12711	127	7.7795			-7.7795	3.65	x	x	29.9103	34.97
Tue	11/20/07	208.27990	1.12721	128	7.8415			-7.8415	3.55	x	x	29.9723	35.07
Wed	11/21/07	208.29900	1.12732	129	7.9035			-7.9035	3.44	x	x	30.0343	35.18
Thu	11/22/07	208.31810	1.12742	130	7.9655			-7.9655	3.34	x	x	30.0963	35.28
Fri	11/23/07	208.33720	1.12752	131	8.0275			-8.0275	3.24	x	x	30.1583	35.38
Mon	11/26/07	208.39450	1.12783	134	8.2135			-8.2135	2.93	x	x	30.3443	35.69
Tue	11/27/07	208.41360	1.12794	135	8.2756			-8.2756	2.82	x	x	30.4064	35.80
Wed	11/28/07	208.43270	1.12804	136	8.3377			-8.3377	2.72	x	x	30.4685	35.90
Thu	11/29/07	208.45180	1.12814	137	8.3997			-8.3997	2.62	x	x	30.5305	36.00
Fri	11/30/07	208.47090	1.12825	138	8.4619			-8.4619	2.51	x	x	30.5927	36.11
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	12/03/07	208.51877	1.12851	141	8.6478			-8.6478	2.25	x	x	30.7786	36.37
Tue	12/04/07	208.53316	1.12858	142	8.7097			-8.7097	2.18	x	x	30.8405	36.44
Wed	12/05/07	208.54755	1.12866	143	8.7717			-8.7717	2.10	x	x	30.9025	36.52
Thu	12/06/07	208.56194	1.12874	144	8.8336			-8.8336	2.02	x	x	30.9644	36.60
Fri	12/07/07	208.57632	1.12882	145	8.8956			-8.8956	1.94	x	x	31.0264	36.68
Mon	12/10/07	208.61948	1.12905	148	9.0815			-9.0815	1.71	x	x	31.2123	36.91
Tue	12/11/07	208.63387	1.12913	149	9.1435			-9.1435	1.63	x	x	31.2743	36.99
Wed	12/12/07	208.64826	1.12921	150	9.2055			-9.2055	1.55	x	x	31.3363	37.07
Thu	12/13/07	208.66265	1.12928	151	9.2675			-9.2675	1.48	x	x	31.3983	37.14
Fri	12/14/07	208.67703	1.12936	152	9.3295			-9.3295	1.40	x	x	31.4603	37.22
Mon	12/17/07	208.72019	1.12960	155	9.5157			-9.5157	1.16	x	x	31.6465	37.46
Tue	12/18/07	208.73458	1.12967	156	9.5776			-9.5776	1.09	x	x	31.7084	37.53
Wed	12/19/07	208.74897	1.12975	157	9.6397			-9.6397	1.01	x	x	31.7705	37.61
Thu	12/20/07	208.76335	1.12983	158	9.7018			-9.7018	0.93	x	x	31.8326	37.69
Fri	12/21/07	208.77774	1.12991	159	9.7639			-9.7639	0.85	x	x	31.8947	37.77
Mon	12/24/07	208.82090	1.13014	162	9.9501			-9.9501	0.62	x	x	32.0809	38.00
Tue	12/25/07	208.83529	1.13022	163	10.0123			-10.0123	0.54	x	x	32.1431	38.08
Wed	12/26/07	208.84968	1.13030	164	10.0744			-10.0744	0.46	x	x	32.2052	38.16
Thu	12/27/07	208.86406	1.13037	165	10.1365			-10.1365	0.39	x	x	32.2673	38.23
Fri	12/28/07	208.87845	1.13045	166	10.1986			-10.1986	0.31	x	x	32.3294	38.31
Mon	12/31/07	208.92161	1.13069	169	10.3851			-10.3851	0.07	x	x	32.5159	38.55
Tue	01/01/08	208.93600	1.13076

Generated 03/09/11 23:47