Treasury Inflation-Indexed Securities

10-Year 3-3/8% Treasury Inflation-Indexed Note, Due 1/15/2012 Weekly, Not Seasonally Adjusted, WTP10J12
Units Release Dates Observation Period Percent 2002-12-02 to 2006-04-03 2002-01-18 to 2006-03-31 Percent 2006-04-04 to 2012-01-12 2002-01-18 to 2012-01-06

10-Year 3-3/8% Treasury Inflation-Indexed Note, Due 1/15/2012 Monthly, Not Seasonally Adjusted, TP10J12
Units Release Dates Observation Period Percent 2002-11-01 to 2006-04-03 Feb 2002 to Mar 2006 Percent 2006-04-04 to 2012-01-02 Feb 2002 to Nov 2011

10-Year 3-3/8% Treasury Inflation-Indexed Note, Due 1/15/2012 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP10J12
Units Release Dates Observation Period Percent 2012-01-17 to 2012-01-17 2002-01-10 to 2012-01-13

10-Year 3-3/8% Treasury Inflation-Indexed Note, Due 1/15/2012 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10J12
Units Release Dates Observation Period Percent 2012-01-13 to 2012-01-17 2002-01-18 to 2012-01-13

10-Year 3-3/8% Treasury Inflation-Indexed Note, Due 1/15/2012 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10J12
Units Release Dates Observation Period Percent 2012-01-03 to 2012-01-03 Feb 2002 to Dec 2011

10-Year 3-5/8% Treasury Inflation-Indexed Note, Due 1/15/2008 Weekly, Not Seasonally Adjusted, WTP10J08
Units Release Dates Observation Period Percent 2002-12-02 to 2006-04-03 1998-01-16 to 2006-03-31 Percent 2006-04-04 to 2008-01-13 1998-01-16 to 2008-01-04

10-Year 3-5/8% Treasury Inflation-Indexed Note, Due 1/15/2008 Monthly, Not Seasonally Adjusted, TP10J08
Units Release Dates Observation Period Percent 2002-11-01 to 2006-04-03 Feb 1998 to Mar 2006 Percent 2006-04-04 to 2008-01-14 Feb 1998 to Dec 2007

10-Year 3-5/8% Treasury Inflation-Indexed Note, Due 1/15/2008 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10J08
Units Release Dates Observation Period Percent 2008-01-14 to 2008-01-14 1998-01-16 to 2008-01-11

10-Year 3-5/8% Treasury Inflation-Indexed Note, Due 1/15/2008 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP10J08
Units Release Dates Observation Period Percent 2008-01-16 to 2008-01-16 1998-01-13 to 2008-01-15

10-Year 3-5/8% Treasury Inflation-Indexed Note, Due 1/15/2008 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10J08
Units Release Dates Observation Period Percent 2008-01-15 to 2008-01-15 Feb 1998 to Dec 2007

10-Year 3-7/8% Treasury Inflation-Indexed Note, Due 1/15/2009 Weekly, Not Seasonally Adjusted, WTP10J09
Units Release Dates Observation Period Percent 2002-12-02 to 2006-04-03 1999-01-15 to 2006-03-31

10-Year 3-7/8% Treasury Inflation-Indexed Note, Due 1/15/2009 Monthly, Not Seasonally Adjusted, TP10J09
Units Release Dates Observation Period Percent 2002-11-01 to 2006-04-03 Jan 1999 to Mar 2006

10-Year 3-7/8% Treasury Inflation-Indexed Note, Due 1/15/2009 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP10J09
Units Release Dates Observation Period Percent 2009-01-14 to 2009-01-14 1999-01-07 to 2009-01-13

10-Year 3-7/8% Treasury Inflation-Indexed Note, Due 1/15/2009 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10J09
Units Release Dates Observation Period Percent 2006-04-04 to 2009-01-12 1999-01-15 to 2009-01-09

10-Year 3-7/8% Treasury Inflation-Indexed Note, Due 1/15/2009 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10J09
Units Release Dates Observation Period Percent 2006-04-04 to 2009-01-02 Jan 1999 to Dec 2008

10-Year 3% Treasury Inflation-Indexed Note, Due 7/15/2012 Weekly, Not Seasonally Adjusted, WTP10L12
Units Release Dates Observation Period Percent 2002-12-02 to 2006-04-03 2002-08-09 to 2006-03-31 Percent 2006-04-04 to 2012-07-15 2002-08-09 to 2012-07-06

10-Year 3% Treasury Inflation-Indexed Note, Due 7/15/2012 Monthly, Not Seasonally Adjusted, TP10L12
Units Release Dates Observation Period Percent 2002-11-01 to 2006-04-03 Aug 2002 to Mar 2006 Percent 2006-04-04 to 2012-07-01 Aug 2002 to May 2012

10-Year 3% Treasury Inflation-Indexed Note, Due 7/15/2012 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10L12
Units Release Dates Observation Period Percent 2012-07-16 to 2012-07-16 2002-08-09 to 2012-07-13

10-Year 3% Treasury Inflation-Indexed Note, Due 7/15/2012 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP10L12
Units Release Dates Observation Period Percent 2012-07-16 to 2012-07-16 2002-08-01 to 2012-07-13

10-Year 3% Treasury Inflation-Indexed Note, Due 7/15/2012 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10L12
Units Release Dates Observation Period Percent 2012-07-02 to 2012-07-02 Aug 2002 to Jun 2012

10-Year 4-1/4% Treasury Inflation-Indexed Note, Due 1/15/2010 Weekly, Not Seasonally Adjusted, WTP10J10
Units Release Dates Observation Period Percent 2002-12-02 to 2006-04-03 2000-01-21 to 2006-03-31

10-Year 4-1/4% Treasury Inflation-Indexed Note, Due 1/15/2010 Monthly, Not Seasonally Adjusted, TP10J10
Units Release Dates Observation Period Percent 2002-11-01 to 2006-04-03 Feb 2000 to Mar 2006

10-Year 4-1/4% Treasury Inflation-Indexed Note, Due 1/15/2010 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10J10
Units Release Dates Observation Period Percent 2006-04-04 to 2010-01-19 2000-01-21 to 2010-01-15

10-Year 4-1/4% Treasury Inflation-Indexed Note, Due 1/15/2010 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP10J10
Units Release Dates Observation Period Percent 2010-01-14 to 2010-01-14 2000-01-18 to 2010-01-13

10-Year 4-1/4% Treasury Inflation-Indexed Note, Due 1/15/2010 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10J10
Units Release Dates Observation Period Percent 2006-04-04 to 2010-01-04 Feb 2000 to Dec 2009

10-Year Treasury Inflation-Indexed Security, Constant Maturity Daily, Not Seasonally Adjusted, DFII10
Units Release Dates Observation Period Percent 2005-10-12 to 2014-04-01 2003-01-02 to 2014-03-31 Percent 2014-04-02 to 2019-06-30 2003-01-02 to 2019-06-27

20-Year 1-3/4% Treasury Inflation-Indexed Bond, Due 1/15/2028 Daily, Not Seasonally Adjusted, DTP20J28
Units Release Dates Observation Period Percent 2014-03-27 to 2024-05-13 2010-01-04 to 2024-05-10

20-Year 1-3/4% Treasury Inflation-Indexed Bond, Due 1/15/2028 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP20J28
Units Release Dates Observation Period Percent 2010-03-15 to 2019-01-27 2010-01-08 to 2019-01-18 Percent 2019-01-28 to 2020-08-09 2010-01-08 to 2020-07-31 Percent 2020-08-10 to 2020-08-10 2010-01-08 to 2020-08-07

20-Year 2-1/2% Treasury Inflation-Indexed Bond, Due 1/15/2029 Daily, Not Seasonally Adjusted, DTP20J29
Units Release Dates Observation Period Percent 2014-03-27 to 2024-05-13 2010-01-04 to 2024-05-10

20-Year 2-1/2% Treasury Inflation-Indexed Bond, Due 1/15/2029 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP20J29
Units Release Dates Observation Period Percent 2010-03-15 to 2019-01-27 2010-01-08 to 2019-01-18 Percent 2019-01-28 to 2020-08-09 2010-01-08 to 2020-07-31 Percent 2020-08-10 to 2020-08-10 2010-01-08 to 2020-08-07

20-Year 2-3/8% Treasury Inflation-Indexed Bond, Due 1/15/2025 Daily, Not Seasonally Adjusted, DTP20J25
Units Release Dates Observation Period Percent 2014-03-27 to 2024-05-13 2004-07-28 to 2024-05-10

20-Year 2-3/8% Treasury Inflation-Indexed Bond, Due 1/15/2025 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP20J25
Units Release Dates Observation Period Percent 2010-03-15 to 2019-01-27 2004-07-30 to 2019-01-18 Percent 2019-01-28 to 2020-08-09 2004-07-30 to 2020-07-31 Percent 2020-08-10 to 2020-08-10 2004-07-30 to 2020-08-07

20-Year 2-3/8% Treasury Inflation-Indexed Bond, Due 1/15/2027 Daily, Not Seasonally Adjusted, DTP20J27
Units Release Dates Observation Period Percent 2014-03-27 to 2024-05-13 2010-01-04 to 2024-05-10

20-Year 2-3/8% Treasury Inflation-Indexed Bond, Due 1/15/2027 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP20J27
Units Release Dates Observation Period Percent 2010-03-15 to 2019-01-27 2010-01-08 to 2019-01-18 Percent 2019-01-28 to 2020-08-09 2010-01-08 to 2020-07-31 Percent 2020-08-10 to 2020-08-10 2010-01-08 to 2020-08-07

20-Year 2% Treasury Inflation-Indexed Bond, Due 1/15/2026 Daily, Not Seasonally Adjusted, DTP20J26
Units Release Dates Observation Period Percent 2014-03-27 to 2024-05-13 2010-01-04 to 2024-05-10