Title: 10-Year 1-1/4% Treasury Inflation-Indexed Note, Due 7/15/2020 Series ID: TP10L20 Source: Haver Analytics Release: Monthly Treasury Inflation-Indexed Securities (Not a Press Release) Seasonal Adjustment: Not Seasonally Adjusted Frequency: Monthly Units: Percent Date Range: 2010-07-01 to 2013-04-01 Last Updated: 2013-05-01 8:01 AM CDT Notes: Yield to maturity on accrued principal. Averages of business days. Copyright, 2011, Haver Analytics. Reprinted with permission. Calculated from data provided by the Wall Street Journal. Treasury Inflation-Protected Securities, or TIPS, are securities whose principal is tied to the Consumer Price Index (CPI) . The principal increases with inflation and decreases with deflation. When the security matures, the U.S. Treasury pays the original or adjusted principal, whichever is greater. DATE VALUE 2010-07-01 1.231 2010-08-01 1.011 2010-09-01 0.881 2010-10-01 0.485 2010-11-01 0.617 2010-12-01 1.004 2011-01-01 0.986 2011-02-01 1.125 2011-03-01 0.851 2011-04-01 0.724 2011-05-01 0.607 2011-06-01 0.572 2011-07-01 0.421 2011-08-01 -0.063 2011-09-01 -0.094 2011-10-01 0.032 2011-11-01 -0.189 2011-12-01 -0.261 2012-01-01 -0.384 2012-02-01 -0.579 2012-03-01 -0.485 2012-04-01 -0.581 2012-05-01 -0.714 2012-06-01 -0.784 2012-07-01 -0.856 2012-08-01 -0.853 2012-09-01 -1.072 2012-10-01 -1.138 2012-11-01 -1.138 2012-12-01 -1.179 2013-01-01 -1.110 2013-02-01 -1.159 2013-03-01 -1.240 2013-04-01 -1.289