Treasury Inflation-Indexed Securities

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 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 2018-07-03 to 2018-07-03 Aug 2008 to Jun 2018

10-Year 1-5/8% Treasury Inflation-Indexed Note, Due 1/15/2015 Weekly, Not Seasonally Adjusted, WTP10J15
Units Release Dates Observation Period Percent 2005-01-31 to 2006-04-03 2005-01-21 to 2006-03-31 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 Monthly, Not Seasonally Adjusted, TP10J15
Units Release Dates Observation Period Percent 2005-04-01 to 2006-04-03 Feb 2005 to Mar 2006 Percent 2006-04-04 to 2015-01-02 Feb 2005 to Dec 2014

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 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 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10J15
Units Release Dates Observation Period Percent 2015-01-03 to 2015-01-03 Feb 2005 to Dec 2014

10-Year 1-5/8% Treasury Inflation-Indexed Note, Due 1/15/2015 (DISCONTINUED) 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

10-Year 1-5/8% Treasury Inflation-Indexed Note, Due 1/15/2018 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

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

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 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) Daily, Not Seasonally Adjusted, DTP10J18
Units Release Dates Observation Period 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) Monthly, Not Seasonally Adjusted, TP10J18
Units Release Dates Observation Period Percent 2018-01-03 to 2018-01-03 Feb 2008 to Dec 2017

10-Year 1-7/8% Treasury Inflation-Indexed Note, Due 7/15/2013 Monthly, Not Seasonally Adjusted, TP10L13
Units Release Dates Observation Period Percent 2004-01-02 to 2006-04-03 Aug 2003 to Mar 2006 Percent 2006-04-04 to 2013-07-15 Aug 2003 to Jun 2013

10-Year 1-7/8% Treasury Inflation-Indexed Note, Due 7/15/2013 Weekly, Not Seasonally Adjusted, WTP10L13
Units Release Dates Observation Period Percent 2003-09-15 to 2006-04-03 2003-07-25 to 2006-03-31 Percent 2006-04-04 to 2013-07-15 2003-07-25 to 2013-07-12

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) Monthly, Not Seasonally Adjusted, TP10L13
Units Release Dates Observation Period Percent 2013-07-16 to 2013-07-16 Aug 2003 to Jun 2013

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 2013-07-16 to 2013-07-16 2003-07-25 to 2013-07-12

10-Year 1-7/8% Treasury Inflation-Indexed Note, Due 7/15/2015 Monthly, Not Seasonally Adjusted, TP10L15
Units Release Dates Observation Period Percent 2005-09-01 to 2006-04-03 Aug 2005 to Mar 2006 Percent 2006-04-04 to 2015-08-03 Aug 2005 to Jun 2015

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 1-7/8% Treasury Inflation-Indexed Note, Due 7/15/2015 Weekly, Not Seasonally Adjusted, WTP10L15
Units Release Dates Observation Period Percent 2005-09-19 to 2006-04-03 2005-07-29 to 2006-03-31 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 2015-08-04 to 2015-08-04 Aug 2005 to Jun 2015

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

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 7/15/2019 Weekly, Not Seasonally Adjusted, WTP10L19
Units Release Dates Observation Period Percent 2009-07-13 to 2019-01-27 2009-07-10 to 2019-01-18 Percent 2019-01-28 to 2019-07-15 2009-07-10 to 2019-07-12

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 1-7/8% 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 Percent 2019-02-01 to 2019-07-01 Jul 2009 to Jun 2019

10-Year 1-7/8% Treasury Inflation-Indexed Note, Due 7/15/2019 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10L19
Units Release Dates Observation Period Percent 2019-07-16 to 2019-07-16 2009-07-10 to 2019-07-12

10-Year 1-7/8% Treasury Inflation-Indexed Note, Due 7/15/2019 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP10L19
Units Release Dates Observation Period Percent 2019-07-17 to 2019-07-17 2009-07-08 to 2019-07-15

10-Year 1-7/8% Treasury Inflation-Indexed Note, Due 7/15/2019 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10L19
Units Release Dates Observation Period Percent 2019-07-02 to 2019-07-02 Jul 2009 to Jun 2019

10-Year 2-1/2% Treasury Inflation-Indexed Note, Due 7/15/2016 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

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 Monthly, Not Seasonally Adjusted, TP10L16
Units Release Dates Observation Period Percent 2006-09-01 to 2016-07-01 Aug 2006 to Jun 2016

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 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 (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) Monthly, Not Seasonally Adjusted, TP10L16
Units Release Dates Observation Period Percent 2016-07-02 to 2016-07-02 Aug 2006 to Jun 2016

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 2-1/8% Treasury Inflation-Indexed Note, Due 1/15/2019 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

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