Treasury Inflation-Indexed Securities

10-Year 0.125% Treasury Inflation-Indexed Bond, Due 01/15/2030 Daily, Not Seasonally Adjusted, DTP10J30
Units Release Dates Observation Period Percent 2020-02-21 to 2024-05-07 2020-02-20 to 2024-05-06

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 0.375% Treasury Inflation-Indexed Note, Due 7/15/2027 Daily, Not Seasonally Adjusted, DTP10L27
Units Release Dates Observation Period Percent 2019-01-25 to 2024-05-07 2017-07-21 to 2024-05-06

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 0.5% Treasury Inflation-Indexed Note, Due 1/15/2028 Daily, Not Seasonally Adjusted, DTP10J28
Units Release Dates Observation Period Percent 2019-01-25 to 2024-05-07 2018-01-19 to 2024-05-06

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 2024-05-07 2018-07-20 to 2024-05-06

10-Year 1-1/4% Treasury Inflation-Indexed Note, Due 7/15/2020 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

10-Year 1-1/4% Treasury Inflation-Indexed Note, Due 7/15/2020 Weekly, Not Seasonally Adjusted, WTP10L20
Units Release Dates Observation Period Percent 2010-07-19 to 2019-01-27 2010-07-16 to 2019-01-18 Percent 2019-01-28 to 2020-07-12 2010-07-09 to 2020-07-03

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 Percent 2019-02-01 to 2020-06-30 Jul 2010 to May 2020

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 2020-07-16 to 2020-07-16 2010-07-09 to 2020-07-15

10-Year 1-1/4% Treasury Inflation-Indexed Note, Due 7/15/2020 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10L20
Units Release Dates Observation Period Percent 2020-07-13 to 2020-07-13 2010-07-09 to 2020-07-10

10-Year 1-1/4% Treasury Inflation-Indexed Note, Due 7/15/2020 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10L20
Units Release Dates Observation Period Percent 2020-07-01 to 2020-07-01 Jul 2010 to Jun 2020

10-Year 1-1/8% Treasury Inflation-Indexed Note, Due 1/15/2021 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

10-Year 1-1/8% Treasury Inflation-Indexed Note, Due 1/15/2021 Weekly, Not Seasonally Adjusted, WTP10J21
Units Release Dates Observation Period Percent 2011-01-31 to 2019-01-27 2011-01-28 to 2019-01-18 Percent 2019-01-28 to 2020-08-09 2011-01-21 to 2020-07-31

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 Percent 2019-02-01 to 2020-08-02 Jan 2011 to Jun 2020

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 2021-01-15 to 2021-01-15 2011-01-25 to 2021-01-13

10-Year 1-1/8% Treasury Inflation-Indexed Note, Due 1/15/2021 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10J21
Units Release Dates Observation Period Percent 2020-08-10 to 2020-08-10 2011-01-28 to 2020-08-07

10-Year 1-1/8% Treasury Inflation-Indexed Note, Due 1/15/2021 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10J21
Units Release Dates Observation Period Percent 2020-08-03 to 2020-08-03 Jan 2011 to Jul 2020

10-Year 1-3/8% Treasury Inflation-Indexed Note, Due 1/15/2020 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

10-Year 1-3/8% Treasury Inflation-Indexed Note, Due 1/15/2020 Weekly, Not Seasonally Adjusted, WTP10J20
Units Release Dates Observation Period Percent 2010-01-19 to 2019-01-27 2010-01-15 to 2019-01-18 Percent 2019-01-28 to 2020-01-20 2010-01-15 to 2020-01-17

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 Percent 2019-02-01 to 2020-01-01 Jan 2010 to Dec 2019

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 2020-01-16 to 2020-01-16 2010-01-13 to 2020-01-15

10-Year 1-3/8% Treasury Inflation-Indexed Note, Due 1/15/2020 (DISCONTINUED) Weekly, Not Seasonally Adjusted, WTP10J20
Units Release Dates Observation Period Percent 2020-01-21 to 2020-01-21 2010-01-15 to 2020-01-17

10-Year 1-3/8% Treasury Inflation-Indexed Note, Due 1/15/2020 (DISCONTINUED) Monthly, Not Seasonally Adjusted, TP10J20
Units Release Dates Observation Period Percent 2020-01-02 to 2020-01-02 Jan 2010 to Dec 2019

10-Year 1-3/8% Treasury Inflation-Indexed Note, Due 7/15/2018 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

10-Year 1-3/8% Treasury Inflation-Indexed Note, Due 7/15/2018 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

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