Treasury Inflation-Indexed Securities

20-Year Treasury Inflation-Indexed Security, Constant Maturity Daily, Not Seasonally Adjusted, DFII20
Units Release Dates Observation Period Percent 2005-10-12 to 2014-04-01 2004-07-27 to 2014-03-31

30-Year Treasury Inflation-Indexed Security, Constant Maturity Daily, Not Seasonally Adjusted, DFII30
Units Release Dates Observation Period Percent 2010-03-02 to 2014-04-01 2010-02-22 to 2014-03-31

5-Year Treasury Inflation-Indexed Security, Constant Maturity Daily, Not Seasonally Adjusted, DFII5
Units Release Dates Observation Period Percent 2005-10-12 to 2014-04-01 2003-01-02 to 2014-03-31

7-Year Treasury Inflation-Indexed Security, Constant Maturity Daily, Not Seasonally Adjusted, DFII7
Units Release Dates Observation Period Percent 2005-10-12 to 2014-04-01 2003-01-02 to 2014-03-31

Treasury Inflation-Indexed Long-Term Average Yield Daily, Not Seasonally Adjusted, DLTIIT
Units Release Dates Observation Period Percent 2011-02-08 to 2014-04-01 2003-01-02 to 2014-03-31

10-Year 2% Treasury Inflation-Indexed Note, Due 1/15/2014 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10J14
Units Release Dates Observation Period Percent 2014-01-16 to 2014-01-21 2004-01-16 to 2014-01-17

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 2% Treasury Inflation-Indexed Note, Due 1/15/2014 Weekly, Not Seasonally Adjusted, WTP10J14
Units Release Dates Observation Period Percent 2006-04-04 to 2014-01-15 2004-01-16 to 2014-01-10

10-Year 2% Treasury Inflation-Indexed Note, Due 1/15/2014 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10J14
Units Release Dates Observation Period Percent 2006-04-04 to 2014-01-15 Feb 2004 to Dec 2013 Percent 2014-01-16 to 2014-01-16 Feb 2004 to Dec 2013

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) Weekly, Not Seasonally Adjusted, WTP10L13
Units Release Dates Observation Period Percent 2006-04-04 to 2013-07-15 2003-07-25 to 2013-07-12 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 7/15/2013 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10L13
Units Release Dates Observation Period Percent 2006-04-04 to 2013-07-15 Aug 2003 to Jun 2013 Percent 2013-07-16 to 2013-07-16 Aug 2003 to Jun 2013

5-Year 5/8% Treasury Inflation-Indexed Note, Due 4/15/2013 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP5A13
Units Release Dates Observation Period Percent 2013-04-15 to 2013-04-15 2008-04-30 to 2013-04-12

5-Year 5/8% Treasury Inflation-Indexed Note, Due 4/15/2013 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP5A13
Units Release Dates Observation Period Percent 2010-02-01 to 2013-04-15 2008-05-02 to 2013-04-12

10-Year 3% Treasury Inflation-Indexed Note, Due 7/15/2012 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP10L12
Units Release Dates Observation Period Percent 2012-07-16 to 2012-07-16 2002-08-01 to 2012-07-13

10-Year 3% Treasury Inflation-Indexed Note, Due 7/15/2012 Weekly, Not Seasonally Adjusted, WTP10L12
Units Release Dates Observation Period Percent 2012-07-16 to 2012-07-16 2002-08-09 to 2012-07-13 Percent 2006-04-04 to 2012-07-15 2002-08-09 to 2012-07-06

10-Year 3% Treasury Inflation-Indexed Note, Due 7/15/2012 Monthly, Not Seasonally Adjusted, TP10L12
Units Release Dates Observation Period Percent 2012-07-02 to 2012-07-02 Aug 2002 to Jun 2012 Percent 2006-04-04 to 2012-07-01 Aug 2002 to May 2012

5-Year 2% Treasury Inflation-Indexed Note, Due 4/15/2012 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP5A12
Units Release Dates Observation Period Percent 2012-04-16 to 2012-04-16 2007-04-30 to 2012-04-13

5-Year 2% Treasury Inflation-Indexed Note, Due 4/15/2012 Weekly, Not Seasonally Adjusted, WTP5A12
Units Release Dates Observation Period Percent 2012-04-16 to 2012-04-16 2007-05-04 to 2012-04-13 Percent 2010-02-01 to 2012-04-15 2007-05-04 to 2012-04-06

10-Year 3-3/8% Treasury Inflation-Indexed Note, Due 1/15/2012 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP10J12
Units Release Dates Observation Period Percent 2012-01-17 to 2012-01-17 2002-01-10 to 2012-01-13

10-Year 3-3/8% Treasury Inflation-Indexed Note, Due 1/15/2012 Weekly, Not Seasonally Adjusted, WTP10J12
Units Release Dates Observation Period Percent 2012-01-13 to 2012-01-17 2002-01-18 to 2012-01-13 Percent 2006-04-04 to 2012-01-12 2002-01-18 to 2012-01-06

10-Year 3-3/8% Treasury Inflation-Indexed Note, Due 1/15/2012 Monthly, Not Seasonally Adjusted, TP10J12
Units Release Dates Observation Period Percent 2012-01-03 to 2012-01-03 Feb 2002 to Dec 2011 Percent 2006-04-04 to 2012-01-02 Feb 2002 to Nov 2011

5-Year 2-3/8% Treasury Inflation-Indexed Note, Due 4/15/2011 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP5A11
Units Release Dates Observation Period Percent 2006-06-12 to 2011-04-18 2006-04-28 to 2011-04-15

5-Year 2-3/8% Treasury Inflation-Indexed Note, Due 4/15/2011 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP5A11
Units Release Dates Observation Period Percent 2011-04-15 to 2011-04-15 2006-04-26 to 2011-04-14

5-Year 2-3/8% Treasury Inflation-Indexed Note, Due 4/15/2011 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP5A11
Units Release Dates Observation Period Percent 2006-07-03 to 2011-04-01 May 2006 to Mar 2011

10-Year 3-1/2% Treasury Inflation-Indexed Note, Due 1/15/2011 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP10J11
Units Release Dates Observation Period Percent 2011-01-18 to 2011-01-18 2001-01-11 to 2011-01-14

10-Year 3-1/2% Treasury Inflation-Indexed Note, Due 1/15/2011 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10J11
Units Release Dates Observation Period Percent 2006-04-04 to 2011-01-18 2001-01-19 to 2011-01-14

10-Year 3-1/2% Treasury Inflation-Indexed Note, Due 1/15/2011 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10J11
Units Release Dates Observation Period Percent 2006-04-04 to 2011-01-03 Feb 2001 to Dec 2010

5-Year Treasury Inflation-Indexed Note, Due 4/15/2010 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP5A10
Units Release Dates Observation Period Percent 2010-04-16 to 2010-04-16 2004-10-27 to 2010-04-15

5-Year Treasury Inflation-Indexed Note, Due 4/15/2010 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP5A10
Units Release Dates Observation Period Percent 2006-04-04 to 2010-04-12 2004-10-29 to 2010-04-09

5-Year Treasury Inflation-Indexed Note, Due 4/15/2010 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP5A10
Units Release Dates Observation Period Percent 2006-04-04 to 2010-04-01 Nov 2004 to Mar 2010

10-Year 4-1/4% Treasury Inflation-Indexed Note, Due 1/15/2010 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10J10
Units Release Dates Observation Period Percent 2006-04-04 to 2010-01-19 2000-01-21 to 2010-01-15

10-Year 4-1/4% Treasury Inflation-Indexed Note, Due 1/15/2010 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP10J10
Units Release Dates Observation Period Percent 2010-01-14 to 2010-01-14 2000-01-18 to 2010-01-13

10-Year 4-1/4% Treasury Inflation-Indexed Note, Due 1/15/2010 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10J10
Units Release Dates Observation Period Percent 2006-04-04 to 2010-01-04 Feb 2000 to Dec 2009

10-Year 3-7/8% Treasury Inflation-Indexed Note, Due 1/15/2009 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP10J09
Units Release Dates Observation Period Percent 2009-01-14 to 2009-01-14 1999-01-07 to 2009-01-13

10-Year 3-7/8% Treasury Inflation-Indexed Note, Due 1/15/2009 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10J09
Units Release Dates Observation Period Percent 2006-04-04 to 2009-01-12 1999-01-15 to 2009-01-09

10-Year 3-7/8% Treasury Inflation-Indexed Note, Due 1/15/2009 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10J09
Units Release Dates Observation Period Percent 2006-04-04 to 2009-01-02 Jan 1999 to Dec 2008

10-Year 3-5/8% Treasury Inflation-Indexed Note, Due 1/15/2008 (DISCONTINUED) Daily, Not Seasonally Adjusted, DTP10J08
Units Release Dates Observation Period Percent 2008-01-16 to 2008-01-16 1998-01-13 to 2008-01-15

10-Year 3-5/8% Treasury Inflation-Indexed Note, Due 1/15/2008 Weekly, Not Seasonally Adjusted, WTP10J08
Units Release Dates Observation Period Percent 2008-01-14 to 2008-01-14 1998-01-16 to 2008-01-11 Percent 2006-04-04 to 2008-01-13 1998-01-16 to 2008-01-04

10-Year 3-5/8% Treasury Inflation-Indexed Note, Due 1/15/2008 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10J08
Units Release Dates Observation Period Percent 2006-04-04 to 2008-01-14 Feb 1998 to Dec 2007 Percent 2008-01-15 to 2008-01-15 Feb 1998 to Dec 2007