Treasury Inflation-Indexed Securities

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 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

10-Year 2% Treasury Inflation-Indexed Note, Due 1/15/2016 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP10J16
Units Release Dates Observation Period Percent 2016-01-16 to 2016-01-19 2006-01-13 to 2016-01-15

10-Year 2% Treasury Inflation-Indexed Note, Due 1/15/2016 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10J16
Units Release Dates Observation Period Percent 2016-01-16 to 2016-01-18 2006-01-20 to 2016-01-15

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% Treasury Inflation-Indexed Note, Due 1/15/2016 Weekly, Not Seasonally Adjusted, WTP10J16
Units Release Dates Observation Period Percent 2006-04-04 to 2016-01-15 2006-01-20 to 2016-01-08

10-Year 2% Treasury Inflation-Indexed Note, Due 1/15/2016 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10J16
Units Release Dates Observation Period Percent 2006-04-04 to 2016-01-15 Feb 2006 to Dec 2015 Percent 2016-01-16 to 2016-01-16 Feb 2006 to Dec 2015

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 7/15/2015 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 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 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 2006-04-04 to 2015-08-03 Aug 2005 to Jun 2015 Percent 2015-08-04 to 2015-08-04 Aug 2005 to Jun 2015

5-Year 0-1/2% Treasury Inflation-Indexed Note, Due 4/15/2015 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP5A15
Units Release Dates Observation Period Percent 2015-04-16 to 2015-04-20 2010-04-30 to 2015-04-17

5-Year 0-1/2% Treasury Inflation-Indexed Note, Due 4/15/2015 Daily, Not Seasonally Adjusted, DTP5A15
Units Release Dates Observation Period Percent 2015-04-16 to 2015-04-16 2010-04-27 to 2015-04-15 Percent 2014-03-27 to 2015-04-15 2010-04-27 to 2015-04-14

5-Year 0-1/2% Treasury Inflation-Indexed Note, Due 4/15/2015 Weekly, Not Seasonally Adjusted, WTP5A15
Units Release Dates Observation Period Percent 2010-05-03 to 2015-04-15 2010-04-30 to 2015-04-10

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 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 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 Weekly, Not Seasonally Adjusted, WTP10J15
Units Release Dates Observation Period 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 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10J15
Units Release Dates Observation Period Percent 2006-04-04 to 2015-01-02 Feb 2005 to Dec 2014 Percent 2015-01-03 to 2015-01-03 Feb 2005 to Dec 2014

10-Year 2% Treasury Inflation-Indexed Note, Due 7/15/2014 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 Percent 2014-03-27 to 2014-07-15 2004-07-15 to 2014-07-14

10-Year 2% Treasury Inflation-Indexed Note, Due 7/15/2014 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10L14
Units Release Dates Observation Period Percent 2006-04-04 to 2014-07-15 2004-07-23 to 2014-07-11 Percent 2014-07-16 to 2014-07-16 2004-07-23 to 2014-07-11

10-Year 2% Treasury Inflation-Indexed Note, Due 7/15/2014 Monthly, Not Seasonally Adjusted, TP10L14
Units Release Dates Observation Period Percent 2014-08-01 to 2014-08-01 Aug 2004 to Jul 2014 Percent 2006-04-04 to 2014-07-31 Aug 2004 to Jun 2014

5-Year 1-1/4% Treasury Inflation-Indexed Note, Due 4/15/2014 Daily, Not Seasonally Adjusted, DTP5A14
Units Release Dates Observation Period Percent 2014-04-16 to 2014-04-16 2009-04-30 to 2014-04-15 Percent 2014-03-27 to 2014-04-15 2009-04-30 to 2014-04-14

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 2010-05-03 to 2014-04-15 2009-05-08 to 2014-04-11 Percent 2014-04-16 to 2014-04-16 2009-05-08 to 2014-04-11

10-Year Treasury Inflation-Indexed Security, Constant Maturity Daily, Not Seasonally Adjusted, DFII10
Units Release Dates Observation Period Percent 2005-10-12 to 2014-04-01 2003-01-02 to 2014-03-31