Treasury Inflation-Indexed Securities

10-Year 2-1/8% Treasury Inflation-Indexed Note, Due 1/15/2019 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10J19
Units Release Dates Observation Period Percent 2009-01-20 to 2019-01-14 2009-01-16 to 2019-01-11 Percent 2019-01-15 to 2019-01-15 2009-01-16 to 2019-01-11

10-Year 2-1/8% Treasury Inflation-Indexed Note, Due 1/15/2019 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10J19
Units Release Dates Observation Period Percent 2009-02-02 to 2019-01-02 Jan 2009 to Dec 2018 Percent 2019-01-03 to 2019-01-03 Jan 2009 to Dec 2018

10-Year 1-3/8% Treasury Inflation-Indexed Note, Due 1/15/2020 Monthly, Not Seasonally Adjusted, TP10J20
Units Release Dates Observation Period Percent 2010-03-01 to 2019-01-31 Feb 2010 to Dec 2018

10-Year 1-1/8% Treasury Inflation-Indexed Note, Due 1/15/2021 Monthly, Not Seasonally Adjusted, TP10J21
Units Release Dates Observation Period Percent 2011-03-01 to 2019-01-31 Feb 2011 to Dec 2018

10-Year 1-7/8% Treasury Inflation-Indexed Note, Due 7/15/2019 Monthly, Not Seasonally Adjusted, TP10L19
Units Release Dates Observation Period Percent 2009-08-03 to 2019-01-31 Jul 2009 to Dec 2018

10-Year 1-1/4% Treasury Inflation-Indexed Note, Due 7/15/2020 Monthly, Not Seasonally Adjusted, TP10L20
Units Release Dates Observation Period Percent 2010-08-02 to 2019-01-31 Jul 2010 to Dec 2018

30-Year 3-5/8% Treasury Inflation-Indexed Bond, Due 4/15/2028 Monthly, Not Seasonally Adjusted, TP30A28
Units Release Dates Observation Period Percent 2006-04-04 to 2019-01-31 May 1998 to Dec 2018

30-Year 3-7/8% Treasury Inflation-Indexed Bond, Due 4/15/2029 Monthly, Not Seasonally Adjusted, TP30A29
Units Release Dates Observation Period Percent 2006-04-04 to 2019-01-31 Apr 1999 to Dec 2018

30-Year 2-1/8% Treasury Inflation-Indexed Bond, Due 2/15/2041 Monthly, Not Seasonally Adjusted, TP30F41
Units Release Dates Observation Period Percent 2011-04-01 to 2019-01-31 Mar 2011 to Dec 2018

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 2006-04-04 to 2019-01-31 Nov 2001 to Dec 2018

10-Year 1-3/8% Treasury Inflation-Indexed Note, Due 7/15/2018 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10L18
Units Release Dates Observation Period Percent 2008-07-28 to 2018-07-16 2008-07-25 to 2018-07-13 Percent 2018-07-17 to 2018-07-17 2008-07-25 to 2018-07-13

10-Year 1-3/8% Treasury Inflation-Indexed Note, Due 7/15/2018 (DISCONTINUED) 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 Percent 2018-07-13 to 2018-07-13 2008-07-21 to 2018-07-11

10-Year 1-3/8% Treasury Inflation-Indexed Note, Due 7/15/2018 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10L18
Units Release Dates Observation Period Percent 2008-09-01 to 2018-07-02 Aug 2008 to Jun 2018 Percent 2018-07-03 to 2018-07-03 Aug 2008 to Jun 2018

5-Year 0-1/8% Treasury Inflation-Indexed Note, Due 4/15/2018 (DISCONTINUED) 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 Percent 2018-04-17 to 2018-04-17 2013-04-24 to 2018-04-13

10-Year 1-5/8% Treasury Inflation-Indexed Note, Due 1/15/2018 (DISCONTINUED) 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 Percent 2018-01-17 to 2018-01-17 2008-01-14 to 2018-01-12

10-Year 1-5/8% Treasury Inflation-Indexed Note, Due 1/15/2018 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10J18
Units Release Dates Observation Period Percent 2008-01-21 to 2018-01-16 2008-01-18 to 2018-01-12 Percent 2018-01-17 to 2018-01-17 2008-01-18 to 2018-01-12

10-Year 1-5/8% Treasury Inflation-Indexed Note, Due 1/15/2018 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10J18
Units Release Dates Observation Period Percent 2008-03-03 to 2018-01-02 Feb 2008 to Dec 2017 Percent 2018-01-03 to 2018-01-03 Feb 2008 to Dec 2017

10-Year 2-5/8% Treasury Inflation-Indexed Note, Due 7/15/2017 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10L17
Units Release Dates Observation Period Percent 2007-07-23 to 2017-07-17 2007-07-20 to 2017-07-14 Percent 2017-07-18 to 2017-07-18 2007-07-20 to 2017-07-14

10-Year 2-5/8% Treasury Inflation-Indexed Note, Due 7/15/2017 (DISCONTINUED) 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 Percent 2017-07-15 to 2017-07-15 2007-07-13 to 2017-07-13

10-Year 2-5/8% Treasury Inflation-Indexed Note, Due 7/15/2017 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10L17
Units Release Dates Observation Period Percent 2014-03-07 to 2017-07-03 Aug 2007 to Jun 2017 Percent 2017-07-04 to 2017-07-04 Aug 2007 to Jun 2017

5-Year 0-1/8% Treasury Inflation-Indexed Note, Due 4/15/2017 (DISCONTINUED) 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 Percent 2017-04-14 to 2017-04-14 2012-04-23 to 2017-04-12

10-Year 2-3/8% Treasury Inflation-Indexed Note, Due 1/15/2017 (DISCONTINUED) 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 Percent 2017-01-18 to 2017-01-18 2007-01-16 to 2017-01-13

10-Year 2-3/8% Treasury Inflation-Indexed Note, Due 1/15/2017 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10J17
Units Release Dates Observation Period Percent 2007-01-22 to 2017-01-17 2007-01-19 to 2017-01-13 Percent 2017-01-18 to 2017-01-18 2007-01-19 to 2017-01-13

10-Year 2-3/8% Treasury Inflation-Indexed Note, Due 1/15/2017 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10J17
Units Release Dates Observation Period Percent 2007-03-01 to 2017-01-01 Feb 2007 to Dec 2016 Percent 2017-01-02 to 2017-01-02 Feb 2007 to Dec 2016

10-Year 2-1/2% Treasury Inflation-Indexed Note, Due 7/15/2016 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP10L16
Units Release Dates Observation Period Percent 2016-07-18 to 2016-07-18 2006-07-14 to 2016-07-15

10-Year 2-1/2% Treasury Inflation-Indexed Note, Due 7/15/2016 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10L16
Units Release Dates Observation Period Percent 2006-07-24 to 2016-07-18 2006-07-21 to 2016-07-15 Percent 2016-07-19 to 2016-07-19 2006-07-21 to 2016-07-15

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 2-1/2% Treasury Inflation-Indexed Note, Due 7/15/2016 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10L16
Units Release Dates Observation Period Percent 2006-09-01 to 2016-07-01 Aug 2006 to Jun 2016 Percent 2016-07-02 to 2016-07-02 Aug 2006 to Jun 2016

5-Year 0-1/8% Treasury Inflation-Indexed Note, Due 4/15/2016 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP5A16
Units Release Dates Observation Period Percent 2016-04-18 to 2016-04-18 2011-04-25 to 2016-04-15

5-Year 0-1/8% Treasury Inflation-Indexed Note, Due 4/15/2016 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP5A16
Units Release Dates Observation Period Percent 2011-05-02 to 2016-04-18 2011-04-29 to 2016-04-15 Percent 2016-04-19 to 2016-04-19 2011-04-29 to 2016-04-15

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