Treasury Inflation-Indexed Securities

10-Year 2% Treasury Inflation-Indexed Note, Due 1/15/2016 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10J16
Units Release Dates Observation Period Percent 2016-01-16 to 2016-01-18 2006-01-20 to 2016-01-15

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 2006-04-04 to 2016-01-15 2006-01-20 to 2016-01-08

10-Year 2% Treasury Inflation-Indexed Note, Due 1/15/2016 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10J16
Units Release Dates Observation Period Percent 2006-04-04 to 2016-01-15 Feb 2006 to Dec 2015 Percent 2016-01-16 to 2016-01-16 Feb 2006 to Dec 2015

10-Year 1-7/8% Treasury Inflation-Indexed Note, Due 7/15/2015 (DISCONTINUED) 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

10-Year 1-7/8% Treasury Inflation-Indexed Note, Due 7/15/2015 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 Percent 2014-03-27 to 2015-07-15 2005-07-22 to 2015-07-14

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

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 2006-04-04 to 2015-08-03 Aug 2005 to Jun 2015 Percent 2015-08-04 to 2015-08-04 Aug 2005 to Jun 2015

5-Year 0-1/2% Treasury Inflation-Indexed Note, Due 4/15/2015 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP5A15
Units Release Dates Observation Period Percent 2015-04-16 to 2015-04-20 2010-04-30 to 2015-04-17

5-Year 0-1/2% Treasury Inflation-Indexed Note, Due 4/15/2015 Daily, Not Seasonally Adjusted, DTP5A15
Units Release Dates Observation Period Percent 2015-04-16 to 2015-04-16 2010-04-27 to 2015-04-15 Percent 2014-03-27 to 2015-04-15 2010-04-27 to 2015-04-14

5-Year 0-1/2% Treasury Inflation-Indexed Note, Due 4/15/2015 Weekly, Not Seasonally Adjusted, WTP5A15
Units Release Dates Observation Period Percent 2010-05-03 to 2015-04-15 2010-04-30 to 2015-04-10

10-Year 1-5/8% Treasury Inflation-Indexed Note, Due 1/15/2015 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10J15
Units Release Dates Observation Period Percent 2015-01-16 to 2015-01-26 2005-01-21 to 2015-01-16

10-Year 1-5/8% Treasury Inflation-Indexed Note, Due 1/15/2015 Daily, Not Seasonally Adjusted, DTP10J15
Units Release Dates Observation Period Percent 2015-01-16 to 2015-01-16 2005-01-19 to 2015-01-15 Percent 2014-03-27 to 2015-01-15 2005-01-19 to 2015-01-14

10-Year 1-5/8% Treasury Inflation-Indexed Note, Due 1/15/2015 Weekly, Not Seasonally Adjusted, WTP10J15
Units Release Dates Observation Period Percent 2006-04-04 to 2015-01-15 2005-01-21 to 2015-01-09

10-Year 1-5/8% Treasury Inflation-Indexed Note, Due 1/15/2015 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10J15
Units Release Dates Observation Period Percent 2006-04-04 to 2015-01-02 Feb 2005 to Dec 2014 Percent 2015-01-03 to 2015-01-03 Feb 2005 to Dec 2014

10-Year 2% Treasury Inflation-Indexed Note, Due 7/15/2014 Daily, Not Seasonally Adjusted, DTP10L14
Units Release Dates Observation Period Percent 2014-07-16 to 2014-07-16 2004-07-15 to 2014-07-15 Percent 2014-03-27 to 2014-07-15 2004-07-15 to 2014-07-14

10-Year 2% Treasury Inflation-Indexed Note, Due 7/15/2014 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10L14
Units Release Dates Observation Period Percent 2006-04-04 to 2014-07-15 2004-07-23 to 2014-07-11 Percent 2014-07-16 to 2014-07-16 2004-07-23 to 2014-07-11

10-Year 2% Treasury Inflation-Indexed Note, Due 7/15/2014 Monthly, Not Seasonally Adjusted, TP10L14
Units Release Dates Observation Period Percent 2014-08-01 to 2014-08-01 Aug 2004 to Jul 2014 Percent 2006-04-04 to 2014-07-31 Aug 2004 to Jun 2014

5-Year 1-1/4% Treasury Inflation-Indexed Note, Due 4/15/2014 Daily, Not Seasonally Adjusted, DTP5A14
Units Release Dates Observation Period Percent 2014-04-16 to 2014-04-16 2009-04-30 to 2014-04-15 Percent 2014-03-27 to 2014-04-15 2009-04-30 to 2014-04-14

5-Year 1-1/4% Treasury Inflation-Indexed Note, Due 4/15/2014 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP5A14
Units Release Dates Observation Period Percent 2010-05-03 to 2014-04-15 2009-05-08 to 2014-04-11 Percent 2014-04-16 to 2014-04-16 2009-05-08 to 2014-04-11

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

20-Year Treasury Inflation-Indexed Security, Constant Maturity Daily, Not Seasonally Adjusted, DFII20
Units Release Dates Observation Period Percent 2005-10-12 to 2014-04-01 2004-07-27 to 2014-03-31

30-Year Treasury Inflation-Indexed Security, Constant Maturity Daily, Not Seasonally Adjusted, DFII30
Units Release Dates Observation Period Percent 2010-03-02 to 2014-04-01 2010-02-22 to 2014-03-31

5-Year Treasury Inflation-Indexed Security, Constant Maturity Daily, Not Seasonally Adjusted, DFII5
Units Release Dates Observation Period Percent 2005-10-12 to 2014-04-01 2003-01-02 to 2014-03-31

7-Year Treasury Inflation-Indexed Security, Constant Maturity Daily, Not Seasonally Adjusted, DFII7
Units Release Dates Observation Period Percent 2005-10-12 to 2014-04-01 2003-01-02 to 2014-03-31

Treasury Inflation-Indexed Long-Term Average Yield Daily, Not Seasonally Adjusted, DLTIIT
Units Release Dates Observation Period Percent 2011-02-08 to 2014-04-01 2003-01-02 to 2014-03-31

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 (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 Weekly, Not Seasonally Adjusted, WTP10J14
Units Release Dates Observation Period Percent 2006-04-04 to 2014-01-15 2004-01-16 to 2014-01-10

10-Year 2% Treasury Inflation-Indexed Note, Due 1/15/2014 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10J14
Units Release Dates Observation Period Percent 2006-04-04 to 2014-01-15 Feb 2004 to Dec 2013 Percent 2014-01-16 to 2014-01-16 Feb 2004 to Dec 2013

10-Year 1-7/8% Treasury Inflation-Indexed Note, Due 7/15/2013 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP10L13
Units Release Dates Observation Period Percent 2013-07-16 to 2013-07-16 2003-07-17 to 2013-07-12

10-Year 1-7/8% Treasury Inflation-Indexed Note, Due 7/15/2013 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10L13
Units Release Dates Observation Period Percent 2006-04-04 to 2013-07-15 2003-07-25 to 2013-07-12 Percent 2013-07-16 to 2013-07-16 2003-07-25 to 2013-07-12

10-Year 1-7/8% Treasury Inflation-Indexed Note, Due 7/15/2013 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10L13
Units Release Dates Observation Period Percent 2006-04-04 to 2013-07-15 Aug 2003 to Jun 2013 Percent 2013-07-16 to 2013-07-16 Aug 2003 to Jun 2013

5-Year 5/8% Treasury Inflation-Indexed Note, Due 4/15/2013 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP5A13
Units Release Dates Observation Period Percent 2013-04-15 to 2013-04-15 2008-04-30 to 2013-04-12

5-Year 5/8% Treasury Inflation-Indexed Note, Due 4/15/2013 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP5A13
Units Release Dates Observation Period Percent 2010-02-01 to 2013-04-15 2008-05-02 to 2013-04-12

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