Title:               10-Year 2-1/8% Treasury Inflation-Indexed Note, Due 1/15/2019
Series ID:           TP10J19
Source:              Haver Analytics
Release:             Monthly Treasury Inflation-Indexed Securities (Not a Press Release)
Seasonal Adjustment: Not Seasonally Adjusted
Frequency:           Monthly
Units:               Percent
Date Range:          2009-01-01 to 2012-04-01
Last Updated:        2012-05-01 6:03 AM CDT
Notes:               Averages of business days. Yield to maturity on accrued principal.
                     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. 
                     Copyright, 2011, Haver Analytics. Reprinted with permission.
                     Calculated from data provided by the Wall Street Journal.

DATE         VALUE
2009-01-01   1.845
2009-02-01   1.747
2009-03-01   1.704
2009-04-01   1.543
2009-05-01   1.693
2009-06-01   1.835
2009-07-01   1.814
2009-08-01   1.775
2009-09-01   1.637
2009-10-01   1.465
2009-11-01   1.237
2009-12-01   1.297
2010-01-01   1.277
2010-02-01   1.316
2010-03-01   1.396
2010-04-01   1.368
2010-05-01   1.164
2010-06-01   1.127
2010-07-01   1.080
2010-08-01   0.840
2010-09-01   0.718
2010-10-01   0.323
2010-11-01   0.413
2010-12-01   0.782
2011-01-01   0.720
2011-02-01   0.837
2011-03-01   0.545
2011-04-01   0.439
2011-05-01   0.313
2011-06-01   0.266
2011-07-01   0.110
2011-08-01  -0.332
2011-09-01  -0.314
2011-10-01  -0.165
2011-11-01  -0.444
2011-12-01  -0.511
2012-01-01  -0.622
2012-02-01  -0.841
2012-03-01  -0.762
2012-04-01  -0.843