Treasury Inflation-Indexed Securities

10-Year 2% Treasury Inflation-Indexed Note, Due 1/15/2014 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP10J14
Units Release Dates Observation Period Percent 2014-01-16 to 2014-01-16 2004-01-12 to 2014-01-15

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 2014-03-27 to 2015-01-15 2005-01-19 to 2015-01-14 Percent 2015-01-16 to 2015-01-16 2005-01-19 to 2015-01-15

10-Year 2% Treasury Inflation-Indexed Note, Due 1/15/2016 (DISCONTINUED) 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 Percent 2016-01-16 to 2016-01-19 2006-01-13 to 2016-01-15

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 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 2-1/8% Treasury Inflation-Indexed Note, Due 1/15/2019 (DISCONTINUED) 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 Percent 2019-01-17 to 2019-01-17 2009-01-08 to 2019-01-15

10-Year 1-3/8% Treasury Inflation-Indexed Note, Due 1/15/2020 (DISCONTINUED) 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 Percent 2020-01-16 to 2020-01-16 2010-01-13 to 2020-01-15

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 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 0-1/8% Treasury Inflation-Indexed Note, Due 1/15/2023 (DISCONTINUED) 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 Percent 2023-01-13 to 2023-01-16 2013-01-25 to 2023-01-13

10-Year 0-5/8% Treasury Inflation-Indexed Note, Due 1/15/2024 (DISCONTINUED) 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 Percent 2024-01-15 to 2024-01-15 2014-01-31 to 2024-01-12

10-Year 0-1/4% Treasury Inflation-Indexed Note, Due 1/15/2025 Daily, Not Seasonally Adjusted, DTP10J25
Units Release Dates Observation Period Percent 2015-05-13 to 2024-05-14 2015-03-11 to 2024-05-13

10-Year 0.625% Treasury Inflation-Indexed Note, Due 1/15/2026 Daily, Not Seasonally Adjusted, DTP10J26
Units Release Dates Observation Period Percent 2016-03-10 to 2024-05-14 2016-03-03 to 2024-05-13

10-Year 0.375 Treasury Inflation-Indexed Note, Due 1/15/2027 Daily, Not Seasonally Adjusted, DTP10J27
Units Release Dates Observation Period Percent 2017-04-19 to 2024-05-14 2017-01-20 to 2024-05-13

10-Year 0.875% Treasury Inflation-Indexed Note, Due 1/15/2029 Daily, Not Seasonally Adjusted, DTP10J29
Units Release Dates Observation Period Percent 2019-03-12 to 2024-05-14 2019-01-18 to 2024-05-13

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 7/15/2015 (DISCONTINUED) 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 Percent 2015-07-16 to 2015-07-16 2005-07-22 to 2015-07-15

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 2014-03-27 to 2016-07-17 2006-07-14 to 2016-07-14 Percent 2016-07-18 to 2016-07-18 2006-07-14 to 2016-07-15

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 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 1-7/8% Treasury Inflation-Indexed Note, Due 7/15/2019 (DISCONTINUED) 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 Percent 2019-07-17 to 2019-07-17 2009-07-08 to 2019-07-15

10-Year 1-1/4% Treasury Inflation-Indexed Note, Due 7/15/2020 (DISCONTINUED) 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 Percent 2020-07-16 to 2020-07-16 2010-07-09 to 2020-07-15

10-Year 0-5/8% Treasury Inflation-Indexed Note, Due 7/15/2021 (DISCONTINUED) 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 Percent 2021-07-16 to 2021-07-16 2011-07-22 to 2021-07-15

10-Year 0-1/8% Treasury Inflation-Indexed Note, Due 7/15/2022 (DISCONTINUED) 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 Percent 2022-07-14 to 2022-07-14 2012-07-20 to 2022-07-13

10-Year 0-1/8% Treasury Inflation-Indexed Note, Due 7/15/2024 Daily, Not Seasonally Adjusted, DTP10L24
Units Release Dates Observation Period Percent 2014-07-28 to 2024-05-14 2014-07-25 to 2024-05-13

10-Year 0.375% Treasury Inflation-Indexed Note, Due 07/15/2025 Daily, Not Seasonally Adjusted, DTP10L25
Units Release Dates Observation Period Percent 2016-07-20 to 2024-05-14 2015-07-31 to 2024-05-13

10-Year 0-1/8% Treasury Inflation-Indexed Note, Due 7/15/2026 Daily, Not Seasonally Adjusted, DTP10L26
Units Release Dates Observation Period Percent 2017-04-19 to 2024-05-14 2016-08-01 to 2024-05-13

10-Year 0.75% Treasury Inflation-Indexed Note, Due 7/15/2028 Daily, Not Seasonally Adjusted, DTP10L28
Units Release Dates Observation Period Percent 2019-01-25 to 2024-05-14 2018-07-20 to 2024-05-13

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 2024-05-14 2010-01-04 to 2024-05-13

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 2024-05-14 1999-04-09 to 2024-05-13

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 2024-05-14 2013-03-11 to 2024-05-13

30-Year 1-3/8% Treasury Inflation-Indexed Note, Due 2/15/2044 Daily, Not Seasonally Adjusted, DTP30F44
Units Release Dates Observation Period Percent 2015-05-12 to 2024-05-14 2014-04-10 to 2024-05-13