Title: 10-Year 1-3/8% Treasury Inflation-Indexed Note, Due 1/15/2020 Series ID: WTP10J20 Source: Haver Analytics Release: Weekly Treasury Inflation-Indexed Securities (Not a Press Release) Seasonal Adjustment: Not Seasonally Adjusted Frequency: Weekly, Ending Friday Units: Percent Date Range: 2010-01-15 to 2012-05-18 Last Updated: 2012-05-21 6:02 AM CDT Notes: Yield to maturity on accrued principal. Average 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 2010-01-15 1.389 2010-01-22 1.313 2010-01-29 1.320 2010-02-05 1.293 2010-02-12 1.414 2010-02-19 1.468 2010-02-26 1.501 2010-03-05 1.455 2010-03-12 1.473 2010-03-19 1.440 2010-03-26 1.569 2010-04-02 1.642 2010-04-09 1.605 2010-04-16 1.500 2010-04-23 1.450 2010-04-30 1.357 2010-05-07 1.273 2010-05-14 1.268 2010-05-21 1.281 2010-05-28 1.293 2010-06-04 1.296 2010-06-11 1.264 2010-06-18 1.248 2010-06-25 1.172 2010-07-02 1.142 2010-07-09 1.223 2010-07-16 1.188 2010-07-23 1.186 2010-07-30 1.156 2010-08-06 1.030 2010-08-13 0.930 2010-08-20 0.945 2010-08-27 0.958 2010-09-03 0.941 2010-09-10 0.944 2010-09-17 0.888 2010-09-24 0.738 2010-10-01 0.646 2010-10-08 0.503 2010-10-15 0.369 2010-10-22 0.382 2010-10-29 0.436 2010-11-05 0.394 2010-11-12 0.473 2010-11-19 0.694 2010-11-26 0.609 2010-12-03 0.684 2010-12-10 0.890 2010-12-17 1.063 2010-12-24 0.965 2010-12-31 0.971 2011-01-07 0.927 2011-01-14 0.852 2011-01-21 0.928 2011-01-28 0.943 2011-02-04 0.981 2011-02-11 1.165 2011-02-18 1.127 2011-02-25 0.879 2011-03-04 0.832 2011-03-11 0.755 2011-03-18 0.657 2011-03-25 0.742 2011-04-01 0.814 2011-04-08 0.749 2011-04-15 0.658 2011-04-22 0.569 2011-04-29 0.545 2011-05-06 0.471 2011-05-13 0.497 2011-05-20 0.577 2011-05-27 0.543 2011-06-03 0.490 2011-06-10 0.477 2011-06-17 0.488 2011-06-24 0.478 2011-07-01 0.470 2011-07-08 0.455 2011-07-15 0.343 2011-07-22 0.306 2011-07-29 0.212 2011-08-05 0.017 2011-08-12 -0.261 2011-08-19 -0.239 2011-08-26 -0.124 2011-09-02 -0.122 2011-09-09 -0.217 2011-09-16 -0.157 2011-09-23 -0.179 2011-09-30 -0.062 2011-10-07 -0.095 2011-10-14 0.055 2011-10-21 0.022 2011-10-28 -0.028 2011-11-04 -0.237 2011-11-11 -0.314 2011-11-18 -0.229 2011-11-25 -0.228 2011-12-02 -0.266 2011-12-09 -0.283 2011-12-16 -0.323 2011-12-23 -0.362 2011-12-30 -0.354 2012-01-06 -0.363 2012-01-13 -0.398 2012-01-20 -0.426 2012-01-27 -0.463 2012-02-03 -0.630 2012-02-10 -0.594 2012-02-17 -0.626 2012-02-24 -0.664 2012-03-02 -0.672 2012-03-09 -0.617 2012-03-16 -0.546 2012-03-23 -0.471 2012-03-30 -0.521 2012-04-06 -0.513 2012-04-13 -0.644 2012-04-20 -0.671 2012-04-27 -0.706 2012-05-04 -0.738 2012-05-11 -0.730 2012-05-18 -0.773