Treasury Inflation-Indexed Securities

30-1/2-Year 3-3/8% Treasury Inflation-Indexed Bond, Due 4/15/2032 Weekly, Not Seasonally Adjusted, WTP3HA32
Units Release Dates Observation Period Percent 2019-01-28 to 2020-08-09 2001-10-19 to 2020-07-31

10-Year 1-1/4% Treasury Inflation-Indexed Note, Due 7/15/2020 Daily, Not Seasonally Adjusted, DTP10L20
Units Release Dates Observation Period Percent 2020-07-16 to 2020-07-16 2010-07-09 to 2020-07-15 Percent 2014-03-27 to 2020-07-15 2010-07-09 to 2020-07-14

10-Year 1-1/4% Treasury Inflation-Indexed Note, Due 7/15/2020 Weekly, Not Seasonally Adjusted, WTP10L20
Units Release Dates Observation Period Percent 2020-07-13 to 2020-07-13 2010-07-09 to 2020-07-10 Percent 2019-01-28 to 2020-07-12 2010-07-09 to 2020-07-03

10-Year 1-1/8% Treasury Inflation-Indexed Note, Due 1/15/2021 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10J21
Units Release Dates Observation Period Percent 2020-08-03 to 2020-08-03 Jan 2011 to Jul 2020

30-Year 3-5/8% Treasury Inflation-Indexed Bond, Due 4/15/2028 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP30A28
Units Release Dates Observation Period Percent 2020-08-03 to 2020-08-03 Apr 1998 to Jul 2020

30-Year 3-7/8% Treasury Inflation-Indexed Bond, Due 4/15/2029 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP30A29
Units Release Dates Observation Period Percent 2020-08-03 to 2020-08-03 Apr 1999 to Jul 2020

30-Year 2-1/8% Treasury Inflation-Indexed Bond, Due 2/15/2041 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP30F41
Units Release Dates Observation Period Percent 2020-08-03 to 2020-08-03 Feb 2011 to Jul 2020

30-1/2-Year 3-3/8% Treasury Inflation-Indexed Bond, Due 4/15/2032 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP3HA32
Units Release Dates Observation Period Percent 2020-08-03 to 2020-08-03 Oct 2001 to Jul 2020

10-Year 1-1/8% Treasury Inflation-Indexed Note, Due 1/15/2021 Monthly, Not Seasonally Adjusted, TP10J21
Units Release Dates Observation Period Percent 2019-02-01 to 2020-08-02 Jan 2011 to Jun 2020

10-Year 1-1/4% Treasury Inflation-Indexed Note, Due 7/15/2020 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10L20
Units Release Dates Observation Period Percent 2020-07-01 to 2020-07-01 Jul 2010 to Jun 2020

30-Year 3-5/8% Treasury Inflation-Indexed Bond, Due 4/15/2028 Monthly, Not Seasonally Adjusted, TP30A28
Units Release Dates Observation Period Percent 2019-02-01 to 2020-08-02 Apr 1998 to Jun 2020

30-Year 3-7/8% Treasury Inflation-Indexed Bond, Due 4/15/2029 Monthly, Not Seasonally Adjusted, TP30A29
Units Release Dates Observation Period Percent 2019-02-01 to 2020-08-02 Apr 1999 to Jun 2020

30-Year 2-1/8% Treasury Inflation-Indexed Bond, Due 2/15/2041 Monthly, Not Seasonally Adjusted, TP30F41
Units Release Dates Observation Period Percent 2019-02-01 to 2020-08-02 Feb 2011 to Jun 2020

30-1/2-Year 3-3/8% Treasury Inflation-Indexed Bond, Due 4/15/2032 Monthly, Not Seasonally Adjusted, TP3HA32
Units Release Dates Observation Period Percent 2019-02-01 to 2020-08-02 Oct 2001 to Jun 2020

10-Year 1-1/4% Treasury Inflation-Indexed Note, Due 7/15/2020 Monthly, Not Seasonally Adjusted, TP10L20
Units Release Dates Observation Period Percent 2019-02-01 to 2020-06-30 Jul 2010 to May 2020

5-Year 0-1/8% Treasury Inflation-Indexed Note, Due 4/15/2020 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP5A20
Units Release Dates Observation Period Percent 2016-04-19 to 2020-04-15 2015-04-30 to 2020-04-14 Percent 2020-04-16 to 2020-04-16 2015-04-30 to 2020-04-14

10-Year 1-3/8% Treasury Inflation-Indexed Note, Due 1/15/2020 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10J20
Units Release Dates Observation Period Percent 2019-01-28 to 2020-01-20 2010-01-15 to 2020-01-17 Percent 2020-01-21 to 2020-01-21 2010-01-15 to 2020-01-17

10-Year 1-3/8% Treasury Inflation-Indexed Note, Due 1/15/2020 Daily, Not Seasonally Adjusted, DTP10J20
Units Release Dates Observation Period Percent 2020-01-16 to 2020-01-16 2010-01-13 to 2020-01-15 Percent 2014-03-27 to 2020-01-15 2010-01-13 to 2020-01-14

10-Year 1-3/8% Treasury Inflation-Indexed Note, Due 1/15/2020 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10J20
Units Release Dates Observation Period Percent 2019-02-01 to 2020-01-01 Jan 2010 to Dec 2019 Percent 2020-01-02 to 2020-01-02 Jan 2010 to Dec 2019

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 2014-03-27 to 2019-07-16 2009-07-08 to 2019-07-15 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) Weekly, Not Seasonally Adjusted, WTP10L19
Units Release Dates Observation Period Percent 2019-01-28 to 2019-07-15 2009-07-10 to 2019-07-12 Percent 2019-07-16 to 2019-07-16 2009-07-10 to 2019-07-12

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

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 2019-02-01 to 2019-07-01 Jul 2009 to Jun 2019 Percent 2019-07-02 to 2019-07-02 Jul 2009 to Jun 2019

5-Year 0-1/8% Treasury Inflation-Indexed Note, Due 4/15/2019 Daily, Not Seasonally Adjusted, DTP5A19
Units Release Dates Observation Period Percent 2019-04-16 to 2019-04-16 2014-04-25 to 2019-04-15 Percent 2014-05-05 to 2019-04-15 2014-04-25 to 2019-04-12

10-Year 1-3/8% Treasury Inflation-Indexed Note, Due 1/15/2020 Weekly, Not Seasonally Adjusted, WTP10J20
Units Release Dates Observation Period Percent 2010-01-19 to 2019-01-27 2010-01-15 to 2019-01-18

10-Year 1-1/8% Treasury Inflation-Indexed Note, Due 1/15/2021 Weekly, Not Seasonally Adjusted, WTP10J21
Units Release Dates Observation Period Percent 2011-01-31 to 2019-01-27 2011-01-28 to 2019-01-18

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

10-Year 1-1/4% Treasury Inflation-Indexed Note, Due 7/15/2020 Weekly, Not Seasonally Adjusted, WTP10L20
Units Release Dates Observation Period Percent 2010-07-19 to 2019-01-27 2010-07-16 to 2019-01-18

20-Year 2-3/8% Treasury Inflation-Indexed Bond, Due 1/15/2025 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

20-Year 2% Treasury Inflation-Indexed Bond, Due 1/15/2026 Weekly, Not Seasonally Adjusted, WTP20J26
Units Release Dates Observation Period Percent 2010-03-15 to 2019-01-27 2010-01-08 to 2019-01-18

20-Year 2-3/8% Treasury Inflation-Indexed Bond, Due 1/15/2027 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

20-Year 1-3/4% Treasury Inflation-Indexed Bond, Due 1/15/2028 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

20-Year 2-1/2% Treasury Inflation-Indexed Bond, Due 1/15/2029 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

30-Year 3-5/8% Treasury Inflation-Indexed Bond, Due 4/15/2028 Weekly, Not Seasonally Adjusted, WTP30A28
Units Release Dates Observation Period Percent 2006-04-04 to 2019-01-27 1998-04-17 to 2019-01-18

30-Year 3-7/8% Treasury Inflation-Indexed Bond, Due 4/15/2029 Weekly, Not Seasonally Adjusted, WTP30A29
Units Release Dates Observation Period Percent 2006-04-04 to 2019-01-27 1999-04-16 to 2019-01-18

30-Year 2-1/8% Treasury Inflation-Indexed Bond, Due 2/15/2040 Weekly, Not Seasonally Adjusted, WTP30F40
Units Release Dates Observation Period Percent 2010-04-26 to 2019-01-27 2010-02-26 to 2019-01-18

30-Year 2-1/8% Treasury Inflation-Indexed Bond, Due 2/15/2041 Weekly, Not Seasonally Adjusted, WTP30F41
Units Release Dates Observation Period Percent 2011-02-28 to 2019-01-27 2011-02-25 to 2019-01-18

30-1/2-Year 3-3/8% Treasury Inflation-Indexed Bond, Due 4/15/2032 Weekly, Not Seasonally Adjusted, WTP3HA32
Units Release Dates Observation Period Percent 2006-04-04 to 2019-01-27 2001-10-19 to 2019-01-18

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 2014-03-27 to 2019-01-16 2009-01-08 to 2019-01-15 Percent 2019-01-17 to 2019-01-17 2009-01-08 to 2019-01-15