Treasury Inflation-Indexed Securities

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 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 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 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 3-7/8% 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 3-7/8% 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 3-5/8% 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 3-5/8% 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 3-3/8% 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 3-3/8% 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 1/15/2007 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP10J07
Units Release Dates Observation Period Percent 2007-01-12 to 2007-01-12 1997-01-29 to 2007-01-11

10-Year 3-3/8% Treasury Inflation-Indexed Note, Due 1/15/2007 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10J07
Units Release Dates Observation Period Percent 2007-01-15 to 2007-01-15 1997-02-07 to 2007-01-05

10-Year 3-3/8% Treasury Inflation-Indexed Note, Due 1/15/2007 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10J07
Units Release Dates Observation Period Percent 2007-01-15 to 2007-01-15 Feb 1997 to Dec 2006

10-Year 3-3/8% Treasury Inflation-Indexed Note, Due 1/15/2007 Weekly, Not Seasonally Adjusted, WTP10J07
Units Release Dates Observation Period Percent 2002-12-02 to 2006-04-03 1997-02-07 to 2006-03-31 Percent 2006-04-04 to 2007-01-14 1997-02-07 to 2007-01-05

10-Year 3-3/8% Treasury Inflation-Indexed Note, Due 1/15/2007 Monthly, Not Seasonally Adjusted, TP10J07
Units Release Dates Observation Period Percent 2002-11-01 to 2006-04-03 Feb 1997 to Mar 2006 Percent 2006-04-04 to 2007-01-14 Feb 1997 to Dec 2006

10-Year 3-1/2% Treasury Inflation-Indexed Note, Due 1/15/2011 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP10J11
Units Release Dates Observation Period Percent 2011-01-18 to 2011-01-18 2001-01-11 to 2011-01-14

10-Year 3-1/2% Treasury Inflation-Indexed Note, Due 1/15/2011 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10J11
Units Release Dates Observation Period Percent 2006-04-04 to 2011-01-18 2001-01-19 to 2011-01-14

10-Year 3-1/2% Treasury Inflation-Indexed Note, Due 1/15/2011 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10J11
Units Release Dates Observation Period Percent 2006-04-04 to 2011-01-03 Feb 2001 to Dec 2010

10-Year 3-1/2% Treasury Inflation-Indexed Note, Due 1/15/2011 Weekly, Not Seasonally Adjusted, WTP10J11
Units Release Dates Observation Period Percent 2002-12-02 to 2006-04-03 2001-01-19 to 2006-03-31

10-Year 3-1/2% Treasury Inflation-Indexed Note, Due 1/15/2011 Monthly, Not Seasonally Adjusted, TP10J11
Units Release Dates Observation Period Percent 2002-11-01 to 2006-04-03 Feb 2001 to Mar 2006

10-Year 2% Treasury Inflation-Indexed Note, Due 7/15/2014 (DISCONTINUED) 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

10-Year 2% Treasury Inflation-Indexed Note, Due 7/15/2014 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10L14
Units Release Dates Observation Period 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 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10L14
Units Release Dates Observation Period Percent 2014-08-01 to 2014-08-01 Aug 2004 to Jul 2014

10-Year 2% Treasury Inflation-Indexed Note, Due 7/15/2014 Daily, Not Seasonally Adjusted, DTP10L14
Units Release Dates Observation Period 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 Weekly, Not Seasonally Adjusted, WTP10L14
Units Release Dates Observation Period Percent 2004-07-26 to 2006-04-03 2004-07-23 to 2006-03-31 Percent 2006-04-04 to 2014-07-15 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 2004-10-01 to 2006-04-03 Aug 2004 to Mar 2006 Percent 2006-04-04 to 2014-07-31 Aug 2004 to Jun 2014

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