Treasury Inflation-Indexed Securities

Market Yield on U.S. Treasury Securities at 5-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed Monthly, Not Seasonally Adjusted, FII5
Units Release Dates Observation Period Percent 2004-01-05 to 2024-05-01 Jan 2003 to Apr 2024

Market Yield on U.S. Treasury Securities at 7-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed Monthly, Not Seasonally Adjusted, FII7
Units Release Dates Observation Period Percent 2004-01-05 to 2024-05-01 Jan 2003 to Apr 2024

Treasury Long-Term Average (Over 10 Years), Inflation-Indexed Monthly, Not Seasonally Adjusted, LTIIT
Units Release Dates Observation Period Percent 2011-02-07 to 2024-05-01 Jan 2000 to Apr 2024

10-Year 0-5/8% Treasury Inflation-Indexed Note, Due 1/15/2024 Daily, Not Seasonally Adjusted, DTP10J24
Units Release Dates Observation Period Percent 2024-01-15 to 2024-01-15 2014-01-31 to 2024-01-12 Percent 2014-03-27 to 2024-01-14 2014-01-31 to 2024-01-11

10-Year 0-3/8% Treasury Inflation-Indexed Note, Due 7/15/2023 (DISCONTINUED) 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 Percent 2023-07-18 to 2023-07-18 2013-07-22 to 2023-07-14

5-Year 0.625% Treasury Inflation-Indexed Note, Due 4/15/2023 Daily, Not Seasonally Adjusted, DTP5A23
Units Release Dates Observation Period Percent 2023-04-17 to 2023-04-17 2018-04-20 to 2023-04-14 Percent 2019-01-25 to 2023-04-16 2018-04-20 to 2023-04-13

10-Year 0-1/8% Treasury Inflation-Indexed Note, Due 1/15/2023 Daily, Not Seasonally Adjusted, DTP10J23
Units Release Dates Observation Period Percent 2023-01-13 to 2023-01-16 2013-01-25 to 2023-01-13 Percent 2014-03-27 to 2023-01-12 2013-01-25 to 2023-01-11

Market Yield on U.S. Treasury Securities at 5-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed Annual, Not Seasonally Adjusted, RIFLGFCY05XIINA
Units Release Dates Observation Period Percent 2022-06-03 to 2024-01-02 2003 to 2023

Market Yield on U.S. Treasury Securities at 7-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed Annual, Not Seasonally Adjusted, RIFLGFCY07XIINA
Units Release Dates Observation Period Percent 2022-06-03 to 2024-01-02 2003 to 2023

Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed Annual, Not Seasonally Adjusted, RIFLGFCY10XIINA
Units Release Dates Observation Period Percent 2022-06-03 to 2024-01-02 2003 to 2023

Market Yield on U.S. Treasury Securities at 20-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed Annual, Not Seasonally Adjusted, RIFLGFCY20XIINA
Units Release Dates Observation Period Percent 2022-06-03 to 2024-01-02 2004 to 2023

Market Yield on U.S. Treasury Securities at 30-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed Annual, Not Seasonally Adjusted, RIFLGFCY30XIINA
Units Release Dates Observation Period Percent 2022-06-03 to 2024-01-02 2010 to 2023

Treasury Long-Term Average (Over 10 Years), Inflation-Indexed Annual, Not Seasonally Adjusted, RIFLGFLXIINA
Units Release Dates Observation Period Percent 2022-06-03 to 2024-01-02 2000 to 2023

10-Year 0-1/8% Treasury Inflation-Indexed Note, Due 7/15/2022 Daily, Not Seasonally Adjusted, DTP10L22
Units Release Dates Observation Period Percent 2022-07-14 to 2022-07-14 2012-07-20 to 2022-07-13 Percent 2014-03-27 to 2022-07-13 2012-07-20 to 2022-07-12

5-Year 0-1/8% Treasury Inflation-Indexed Note, Due 4/15/2022 Daily, Not Seasonally Adjusted, DTP5A22
Units Release Dates Observation Period Percent 2022-04-15 to 2022-04-15 2017-04-28 to 2022-04-14 Percent 2017-07-19 to 2022-04-14 2017-04-28 to 2022-04-13

10-Year 0-1/8% Treasury Inflation-Indexed Note, Due 1/15/2022 (DISCONTINUED) 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 Percent 2022-01-19 to 2022-01-19 2012-01-20 to 2022-01-14

10-Year 0-5/8% Treasury Inflation-Indexed Note, Due 7/15/2021 Daily, Not Seasonally Adjusted, DTP10L21
Units Release Dates Observation Period Percent 2021-07-16 to 2021-07-16 2011-07-22 to 2021-07-15 Percent 2014-03-27 to 2021-07-15 2011-07-22 to 2021-07-14

5-Year Treasury Inflation-Indexed Note, Due 4/15/2021 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP5A21
Units Release Dates Observation Period Percent 2016-06-06 to 2021-04-15 2016-05-02 to 2021-04-14 Percent 2021-04-16 to 2021-04-16 2016-05-02 to 2021-04-14

10-Year 1-1/8% Treasury Inflation-Indexed Note, Due 1/15/2021 (DISCONTINUED) 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 Percent 2021-01-15 to 2021-01-15 2011-01-25 to 2021-01-13

10-Year 1-1/8% Treasury Inflation-Indexed Note, Due 1/15/2021 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10J21
Units Release Dates Observation Period Percent 2020-08-10 to 2020-08-10 2011-01-28 to 2020-08-07

20-Year 2-3/8% Treasury Inflation-Indexed Bond, Due 1/15/2025 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP20J25
Units Release Dates Observation Period Percent 2020-08-10 to 2020-08-10 2004-07-30 to 2020-08-07

20-Year 2% Treasury Inflation-Indexed Bond, Due 1/15/2026 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP20J26
Units Release Dates Observation Period Percent 2020-08-10 to 2020-08-10 2010-01-08 to 2020-08-07

20-Year 2-3/8% Treasury Inflation-Indexed Bond, Due 1/15/2027 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP20J27
Units Release Dates Observation Period Percent 2020-08-10 to 2020-08-10 2010-01-08 to 2020-08-07

20-Year 1-3/4% Treasury Inflation-Indexed Bond, Due 1/15/2028 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP20J28
Units Release Dates Observation Period Percent 2020-08-10 to 2020-08-10 2010-01-08 to 2020-08-07

20-Year 2-1/2% Treasury Inflation-Indexed Bond, Due 1/15/2029 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP20J29
Units Release Dates Observation Period Percent 2020-08-10 to 2020-08-10 2010-01-08 to 2020-08-07

30-Year 3-5/8% Treasury Inflation-Indexed Bond, Due 4/15/2028 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP30A28
Units Release Dates Observation Period Percent 2020-08-10 to 2020-08-10 1998-04-17 to 2020-08-07

30-Year 3-7/8% Treasury Inflation-Indexed Bond, Due 4/15/2029 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP30A29
Units Release Dates Observation Period Percent 2020-08-10 to 2020-08-10 1999-04-09 to 2020-08-07

30-Year 2-1/8% Treasury Inflation-Indexed Bond, Due 2/15/2040 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP30F40
Units Release Dates Observation Period Percent 2020-08-10 to 2020-08-10 2010-02-26 to 2020-08-07

30-Year 2-1/8% Treasury Inflation-Indexed Bond, Due 2/15/2041 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP30F41
Units Release Dates Observation Period Percent 2020-08-10 to 2020-08-10 2011-02-25 to 2020-08-07

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

10-Year 1-1/8% Treasury Inflation-Indexed Note, Due 1/15/2021 Weekly, Not Seasonally Adjusted, WTP10J21
Units Release Dates Observation Period Percent 2019-01-28 to 2020-08-09 2011-01-21 to 2020-07-31

20-Year 2-3/8% Treasury Inflation-Indexed Bond, Due 1/15/2025 Weekly, Not Seasonally Adjusted, WTP20J25
Units Release Dates Observation Period Percent 2019-01-28 to 2020-08-09 2004-07-30 to 2020-07-31

20-Year 2% Treasury Inflation-Indexed Bond, Due 1/15/2026 Weekly, Not Seasonally Adjusted, WTP20J26
Units Release Dates Observation Period Percent 2019-01-28 to 2020-08-09 2010-01-08 to 2020-07-31

20-Year 2-3/8% Treasury Inflation-Indexed Bond, Due 1/15/2027 Weekly, Not Seasonally Adjusted, WTP20J27
Units Release Dates Observation Period Percent 2019-01-28 to 2020-08-09 2010-01-08 to 2020-07-31

20-Year 1-3/4% Treasury Inflation-Indexed Bond, Due 1/15/2028 Weekly, Not Seasonally Adjusted, WTP20J28
Units Release Dates Observation Period Percent 2019-01-28 to 2020-08-09 2010-01-08 to 2020-07-31

20-Year 2-1/2% Treasury Inflation-Indexed Bond, Due 1/15/2029 Weekly, Not Seasonally Adjusted, WTP20J29
Units Release Dates Observation Period Percent 2019-01-28 to 2020-08-09 2010-01-08 to 2020-07-31

30-Year 3-5/8% Treasury Inflation-Indexed Bond, Due 4/15/2028 Weekly, Not Seasonally Adjusted, WTP30A28
Units Release Dates Observation Period Percent 2019-01-28 to 2020-08-09 1998-04-17 to 2020-07-31

30-Year 3-7/8% Treasury Inflation-Indexed Bond, Due 4/15/2029 Weekly, Not Seasonally Adjusted, WTP30A29
Units Release Dates Observation Period Percent 2019-01-28 to 2020-08-09 1999-04-09 to 2020-07-31

30-Year 2-1/8% Treasury Inflation-Indexed Bond, Due 2/15/2040 Weekly, Not Seasonally Adjusted, WTP30F40
Units Release Dates Observation Period Percent 2019-01-28 to 2020-08-09 2010-02-26 to 2020-07-31

30-Year 2-1/8% Treasury Inflation-Indexed Bond, Due 2/15/2041 Weekly, Not Seasonally Adjusted, WTP30F41
Units Release Dates Observation Period Percent 2019-01-28 to 2020-08-09 2011-02-25 to 2020-07-31