Treasury Inflation-Indexed Securities

10-Year 2% Treasury Inflation-Indexed Note, Due 1/15/2016 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP10J16
Units Release Dates Observation Period Percent 2016-01-16 to 2016-01-19 2006-01-13 to 2016-01-15

10-Year 2% Treasury Inflation-Indexed Note, Due 1/15/2016 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10J16
Units Release Dates Observation Period Percent 2016-01-16 to 2016-01-16 Feb 2006 to Dec 2015

10-Year 2% Treasury Inflation-Indexed Note, Due 1/15/2016 Daily, Not Seasonally Adjusted, DTP10J16
Units Release Dates Observation Period Percent 2014-03-27 to 2016-01-15 2006-01-13 to 2016-01-14

10-Year 2% Treasury Inflation-Indexed Note, Due 1/15/2016 Weekly, Not Seasonally Adjusted, WTP10J16
Units Release Dates Observation Period Percent 2006-01-23 to 2006-04-03 2006-01-20 to 2006-03-31 Percent 2006-04-04 to 2016-01-15 2006-01-20 to 2016-01-08

10-Year 2% Treasury Inflation-Indexed Note, Due 1/15/2016 Monthly, Not Seasonally Adjusted, TP10J16
Units Release Dates Observation Period Percent 2006-04-03 to 2006-04-03 Feb 2006 to Mar 2006 Percent 2006-04-04 to 2016-01-15 Feb 2006 to Dec 2015

10-Year 2% Treasury Inflation-Indexed Note, Due 1/15/2014 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP10J14
Units Release Dates Observation Period Percent 2014-01-16 to 2014-01-16 2004-01-12 to 2014-01-15

10-Year 2% Treasury Inflation-Indexed Note, Due 1/15/2014 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10J14
Units Release Dates Observation Period Percent 2014-01-16 to 2014-01-16 Feb 2004 to Dec 2013

10-Year 2% Treasury Inflation-Indexed Note, Due 1/15/2014 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10J14
Units Release Dates Observation Period Percent 2014-01-16 to 2014-01-21 2004-01-16 to 2014-01-17

10-Year 2% Treasury Inflation-Indexed Note, Due 1/15/2014 Monthly, Not Seasonally Adjusted, TP10J14
Units Release Dates Observation Period Percent 2004-07-01 to 2006-04-03 Feb 2004 to Mar 2006 Percent 2006-04-04 to 2014-01-15 Feb 2004 to Dec 2013

10-Year 2% Treasury Inflation-Indexed Note, Due 1/15/2014 Weekly, Not Seasonally Adjusted, WTP10J14
Units Release Dates Observation Period Percent 2004-01-26 to 2006-04-03 2004-01-16 to 2006-03-31 Percent 2006-04-04 to 2014-01-15 2004-01-16 to 2014-01-10

10-Year 2-5/8% Treasury Inflation-Indexed Note, Due 7/15/2017 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP10L17
Units Release Dates Observation Period Percent 2017-07-15 to 2017-07-15 2007-07-13 to 2017-07-13

10-Year 2-5/8% Treasury Inflation-Indexed Note, Due 7/15/2017 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10L17
Units Release Dates Observation Period Percent 2017-07-18 to 2017-07-18 2007-07-20 to 2017-07-14

10-Year 2-5/8% Treasury Inflation-Indexed Note, Due 7/15/2017 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10L17
Units Release Dates Observation Period Percent 2017-07-04 to 2017-07-04 Aug 2007 to Jun 2017

10-Year 2-5/8% Treasury Inflation-Indexed Note, Due 7/15/2017 Daily, Not Seasonally Adjusted, DTP10L17
Units Release Dates Observation Period Percent 2014-03-27 to 2017-07-14 2007-07-13 to 2017-07-13

10-Year 2-5/8% Treasury Inflation-Indexed Note, Due 7/15/2017 Weekly, Not Seasonally Adjusted, WTP10L17
Units Release Dates Observation Period Percent 2007-07-23 to 2017-07-17 2007-07-20 to 2017-07-14

10-Year 2-5/8% Treasury Inflation-Indexed Note, Due 7/15/2017 Monthly, Not Seasonally Adjusted, TP10L17
Units Release Dates Observation Period Percent 2014-03-07 to 2017-07-03 Aug 2007 to Jun 2017

10-Year 2-3/8% Treasury Inflation-Indexed Note, Due 1/15/2017 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP10J17
Units Release Dates Observation Period Percent 2017-01-18 to 2017-01-18 2007-01-16 to 2017-01-13

10-Year 2-3/8% Treasury Inflation-Indexed Note, Due 1/15/2017 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10J17
Units Release Dates Observation Period Percent 2017-01-18 to 2017-01-18 2007-01-19 to 2017-01-13

10-Year 2-3/8% Treasury Inflation-Indexed Note, Due 1/15/2017 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10J17
Units Release Dates Observation Period Percent 2017-01-02 to 2017-01-02 Feb 2007 to Dec 2016

10-Year 2-3/8% Treasury Inflation-Indexed Note, Due 1/15/2017 Daily, Not Seasonally Adjusted, DTP10J17
Units Release Dates Observation Period Percent 2014-03-27 to 2017-01-17 2007-01-16 to 2017-01-13

10-Year 2-3/8% Treasury Inflation-Indexed Note, Due 1/15/2017 Weekly, Not Seasonally Adjusted, WTP10J17
Units Release Dates Observation Period Percent 2007-01-22 to 2017-01-17 2007-01-19 to 2017-01-13

10-Year 2-3/8% Treasury Inflation-Indexed Note, Due 1/15/2017 Monthly, Not Seasonally Adjusted, TP10J17
Units Release Dates Observation Period Percent 2007-03-01 to 2017-01-01 Feb 2007 to Dec 2016

10-Year 2-1/8% Treasury Inflation-Indexed Note, Due 1/15/2019 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP10J19
Units Release Dates Observation Period Percent 2019-01-17 to 2019-01-17 2009-01-08 to 2019-01-15

10-Year 2-1/8% Treasury Inflation-Indexed Note, Due 1/15/2019 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10J19
Units Release Dates Observation Period Percent 2019-01-15 to 2019-01-15 2009-01-16 to 2019-01-11

10-Year 2-1/8% Treasury Inflation-Indexed Note, Due 1/15/2019 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10J19
Units Release Dates Observation Period Percent 2019-01-03 to 2019-01-03 Jan 2009 to Dec 2018

10-Year 2-1/8% Treasury Inflation-Indexed Note, Due 1/15/2019 Daily, Not Seasonally Adjusted, DTP10J19
Units Release Dates Observation Period Percent 2014-03-27 to 2019-01-16 2009-01-08 to 2019-01-15

10-Year 2-1/8% Treasury Inflation-Indexed Note, Due 1/15/2019 Weekly, Not Seasonally Adjusted, WTP10J19
Units Release Dates Observation Period Percent 2009-01-20 to 2019-01-14 2009-01-16 to 2019-01-11

10-Year 2-1/8% Treasury Inflation-Indexed Note, Due 1/15/2019 Monthly, Not Seasonally Adjusted, TP10J19
Units Release Dates Observation Period Percent 2009-02-02 to 2019-01-02 Jan 2009 to Dec 2018

10-Year 2-1/2% Treasury Inflation-Indexed Note, Due 7/15/2016 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10L16
Units Release Dates Observation Period Percent 2016-07-19 to 2016-07-19 2006-07-21 to 2016-07-15

10-Year 2-1/2% Treasury Inflation-Indexed Note, Due 7/15/2016 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP10L16
Units Release Dates Observation Period Percent 2016-07-18 to 2016-07-18 2006-07-14 to 2016-07-15

10-Year 2-1/2% Treasury Inflation-Indexed Note, Due 7/15/2016 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10L16
Units Release Dates Observation Period Percent 2016-07-02 to 2016-07-02 Aug 2006 to Jun 2016

10-Year 2-1/2% Treasury Inflation-Indexed Note, Due 7/15/2016 Weekly, Not Seasonally Adjusted, WTP10L16
Units Release Dates Observation Period Percent 2006-07-24 to 2016-07-18 2006-07-21 to 2016-07-15

10-Year 2-1/2% Treasury Inflation-Indexed Note, Due 7/15/2016 Daily, Not Seasonally Adjusted, DTP10L16
Units Release Dates Observation Period Percent 2014-03-27 to 2016-07-17 2006-07-14 to 2016-07-14

10-Year 2-1/2% Treasury Inflation-Indexed Note, Due 7/15/2016 Monthly, Not Seasonally Adjusted, TP10L16
Units Release Dates Observation Period Percent 2006-09-01 to 2016-07-01 Aug 2006 to Jun 2016

10-Year 1-7/8% Treasury Inflation-Indexed Note, Due 7/15/2019 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10L19
Units Release Dates Observation Period Percent 2019-07-16 to 2019-07-16 2009-07-10 to 2019-07-12

10-Year 1-7/8% Treasury Inflation-Indexed Note, Due 7/15/2019 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP10L19
Units Release Dates Observation Period Percent 2019-07-17 to 2019-07-17 2009-07-08 to 2019-07-15

10-Year 1-7/8% Treasury Inflation-Indexed Note, Due 7/15/2019 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10L19
Units Release Dates Observation Period Percent 2019-07-02 to 2019-07-02 Jul 2009 to Jun 2019

10-Year 1-7/8% Treasury Inflation-Indexed Note, Due 7/15/2019 Weekly, Not Seasonally Adjusted, WTP10L19
Units Release Dates Observation Period Percent 2009-07-13 to 2019-01-27 2009-07-10 to 2019-01-18 Percent 2019-01-28 to 2019-07-15 2009-07-10 to 2019-07-12

10-Year 1-7/8% Treasury Inflation-Indexed Note, Due 7/15/2019 Daily, Not Seasonally Adjusted, DTP10L19
Units Release Dates Observation Period Percent 2014-03-27 to 2019-07-16 2009-07-08 to 2019-07-15

10-Year 1-7/8% Treasury Inflation-Indexed Note, Due 7/15/2019 Monthly, Not Seasonally Adjusted, TP10L19
Units Release Dates Observation Period Percent 2009-08-03 to 2019-01-31 Jul 2009 to Dec 2018 Percent 2019-02-01 to 2019-07-01 Jul 2009 to Jun 2019

10-Year 1-7/8% Treasury Inflation-Indexed Note, Due 7/15/2015 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10L15
Units Release Dates Observation Period Percent 2015-08-04 to 2015-08-04 Aug 2005 to Jun 2015

10-Year 1-7/8% Treasury Inflation-Indexed Note, Due 7/15/2015 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP10L15
Units Release Dates Observation Period Percent 2015-07-16 to 2015-07-16 2005-07-22 to 2015-07-15

10-Year 1-7/8% Treasury Inflation-Indexed Note, Due 7/15/2015 Weekly, Not Seasonally Adjusted, WTP10L15
Units Release Dates Observation Period Percent 2015-07-16 to 2015-07-20 2005-07-29 to 2015-07-17 Percent 2006-04-04 to 2015-07-15 2005-07-29 to 2015-07-10