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Treasury Inflation-Indexed Securities

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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 2-5/8% 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 1-5/8% Treasury Inflation-Indexed Note, Due 1/15/2015 Daily, Not Seasonally Adjusted, DTP10J15
Units Release Dates Observation Period Percent 2014-03-27 to 2015-01-15 2005-01-19 to 2015-01-14

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 2-3/8% 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 1-5/8% Treasury Inflation-Indexed Note, Due 1/15/2018 Daily, Not Seasonally Adjusted, DTP10J18
Units Release Dates Observation Period Percent 2014-03-27 to 2018-01-16 2008-01-14 to 2018-01-12

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

10-Year 1-1/8% Treasury Inflation-Indexed Note, Due 1/15/2021 Daily, Not Seasonally Adjusted, DTP10J21
Units Release Dates Observation Period Percent 2014-03-27 to 2021-01-14 2011-01-21 to 2021-01-13

10-Year 0-1/8% Treasury Inflation-Indexed Note, Due 1/15/2022 Daily, Not Seasonally Adjusted, DTP10J22
Units Release Dates Observation Period Percent 2014-03-27 to 2022-01-18 2012-01-20 to 2022-01-14

10-Year 0-1/8% Treasury Inflation-Indexed Note, Due 1/15/2023 Daily, Not Seasonally Adjusted, DTP10J23
Units Release Dates Observation Period Percent 2014-03-27 to 2023-01-12 2013-01-25 to 2023-01-11

10-Year 0-5/8% Treasury Inflation-Indexed Note, Due 1/15/2024 Daily, Not Seasonally Adjusted, DTP10J24
Units Release Dates Observation Period Percent 2014-03-27 to 2024-01-14 2014-01-31 to 2024-01-11

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 1-7/8% Treasury Inflation-Indexed Note, Due 7/15/2015 Daily, Not Seasonally Adjusted, DTP10L15
Units Release Dates Observation Period Percent 2014-03-27 to 2015-07-15 2005-07-22 to 2015-07-14

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 2-5/8% 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 1-3/8% Treasury Inflation-Indexed Note, Due 7/15/2018 Daily, Not Seasonally Adjusted, DTP10L18
Units Release Dates Observation Period Percent 2014-03-27 to 2018-07-12 2008-07-21 to 2018-07-11

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

10-Year 0-5/8% Treasury Inflation-Indexed Note, Due 7/15/2021 Daily, Not Seasonally Adjusted, DTP10L21
Units Release Dates Observation Period Percent 2014-03-27 to 2021-07-15 2011-07-22 to 2021-07-14

10-Year 0-1/8% Treasury Inflation-Indexed Note, Due 7/15/2022 Daily, Not Seasonally Adjusted, DTP10L22
Units Release Dates Observation Period Percent 2014-03-27 to 2022-07-13 2012-07-20 to 2022-07-12

10-Year 0-3/8% Treasury Inflation-Indexed Note, Due 7/15/2023 Daily, Not Seasonally Adjusted, DTP10L23
Units Release Dates Observation Period Percent 2014-03-27 to 2023-07-17 2013-07-22 to 2023-07-14

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 2024-04-16 2004-07-28 to 2024-04-15

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 2024-04-16 2010-01-04 to 2024-04-15

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 2024-04-16 2010-01-04 to 2024-04-15

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 2024-04-16 2010-01-04 to 2024-04-15

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 2024-04-16 2010-01-04 to 2024-04-15

30-Year 3-5/8% Treasury Inflation-Indexed Bond, Due 4/15/2028 Daily, Not Seasonally Adjusted, DTP30A28
Units Release Dates Observation Period Percent 2014-03-27 to 2024-04-16 1998-04-13 to 2024-04-15

30-Year 3-7/8% Treasury Inflation-Indexed Bond, Due 4/15/2029 Daily, Not Seasonally Adjusted, DTP30A29
Units Release Dates Observation Period Percent 2014-03-27 to 2024-04-16 1999-04-09 to 2024-04-15

30-Year 2-1/8% Treasury Inflation-Indexed Bond, Due 2/15/2040 Daily, Not Seasonally Adjusted, DTP30F40
Units Release Dates Observation Period Percent 2014-03-27 to 2024-04-16 2010-02-23 to 2024-04-15

30-Year 2-1/8% Treasury Inflation-Indexed Bond, Due 2/15/2041 Daily, Not Seasonally Adjusted, DTP30F41
Units Release Dates Observation Period Percent 2014-03-27 to 2024-04-16 2011-02-23 to 2024-04-15

30-Year 0-3/4% Treasury Inflation-Indexed Bond, Due 2/15/2042 Daily, Not Seasonally Adjusted, DTP30F42
Units Release Dates Observation Period Percent 2014-03-27 to 2024-04-16 2012-03-30 to 2024-04-15

30-Year 0-5/8% Treasury Inflation-Indexed Bond, Due 2/15/2043 Daily, Not Seasonally Adjusted, DTP30F43
Units Release Dates Observation Period Percent 2014-03-27 to 2024-04-16 2013-03-11 to 2024-04-15

30-1/2-Year 3-3/8% Treasury Inflation-Indexed Bond, Due 4/15/2032 Daily, Not Seasonally Adjusted, DTP3HA32
Units Release Dates Observation Period Percent 2014-03-27 to 2024-04-16 2001-10-15 to 2024-04-15

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

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

5-Year 0-1/8% Treasury Inflation-Indexed Note, Due 4/15/2016 Daily, Not Seasonally Adjusted, DTP5A16
Units Release Dates Observation Period Percent 2014-03-27 to 2016-04-17 2011-04-25 to 2016-04-14

5-Year 0-1/8% Treasury Inflation-Indexed Note, Due 4/15/2017 Daily, Not Seasonally Adjusted, DTP5A17
Units Release Dates Observation Period Percent 2014-03-27 to 2017-04-13 2012-04-23 to 2017-04-12

5-Year 0-1/8% Treasury Inflation-Indexed Note, Due 4/15/2018 Daily, Not Seasonally Adjusted, DTP5A18
Units Release Dates Observation Period Percent 2014-03-27 to 2018-04-16 2013-04-24 to 2018-04-13

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

Market Yield on U.S. Treasury Securities at 20-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed Daily, Not Seasonally Adjusted, DFII20
Units Release Dates Observation Period Percent 2014-04-02 to 2024-04-15 2004-07-27 to 2024-04-12

Market Yield on U.S. Treasury Securities at 30-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed Daily, Not Seasonally Adjusted, DFII30
Units Release Dates Observation Period Percent 2014-04-02 to 2024-04-15 2010-02-22 to 2024-04-12

Market Yield on U.S. Treasury Securities at 5-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed Daily, Not Seasonally Adjusted, DFII5
Units Release Dates Observation Period Percent 2014-04-02 to 2024-04-15 2003-01-02 to 2024-04-12

Market Yield on U.S. Treasury Securities at 7-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed Daily, Not Seasonally Adjusted, DFII7
Units Release Dates Observation Period Percent 2014-04-02 to 2024-04-15 2003-01-02 to 2024-04-12

Treasury Long-Term Average (Over 10 Years), Inflation-Indexed Daily, Not Seasonally Adjusted, DLTIIT
Units Release Dates Observation Period Percent 2014-04-02 to 2024-04-15 2000-01-03 to 2024-04-12

5-Year 1-1/4% Treasury Inflation-Indexed Note, Due 4/15/2014 (DISCONTINUED) 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

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 2014-04-16 to 2014-04-16 2009-05-08 to 2014-04-11

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

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

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