Title: 10-Year 1-3/8% Treasury Inflation-Indexed Note, Due 7/15/2018 Series ID: WTP10L18 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: 2008-07-25 to 2012-05-18 Last Updated: 2012-05-21 6:02 AM CDT Notes: Average 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 2008-07-25 1.723 2008-08-01 1.686 2008-08-08 1.711 2008-08-15 1.718 2008-08-22 1.643 2008-08-29 1.624 2008-09-05 1.699 2008-09-12 1.685 2008-09-19 1.841 2008-09-26 1.999 2008-10-03 2.184 2008-10-10 2.589 2008-10-17 2.978 2008-10-24 2.701 2008-10-31 3.041 2008-11-07 2.867 2008-11-14 2.841 2008-11-21 2.973 2008-11-28 2.771 2008-12-05 2.183 2008-12-12 2.400 2008-12-19 2.063 2008-12-26 2.020 2009-01-02 2.108 2009-01-09 2.172 2009-01-16 1.865 2009-01-23 1.995 2009-01-30 1.892 2009-02-06 1.863 2009-02-13 1.762 2009-02-20 1.773 2009-02-27 2.038 2009-03-06 2.117 2009-03-13 2.125 2009-03-20 1.665 2009-03-27 1.436 2009-04-03 1.485 2009-04-10 1.598 2009-04-17 1.581 2009-04-24 1.637 2009-05-01 1.623 2009-05-08 1.751 2009-05-15 1.662 2009-05-22 1.623 2009-05-29 1.741 2009-06-05 1.750 2009-06-12 1.884 2009-06-19 1.893 2009-06-26 1.836 2009-07-03 1.799 2009-07-10 1.814 2009-07-17 1.827 2009-07-24 1.756 2009-07-31 1.797 2009-08-07 1.829 2009-08-14 1.814 2009-08-21 1.705 2009-08-28 1.709 2009-09-04 1.702 2009-09-11 1.575 2009-09-18 1.572 2009-09-25 1.573 2009-10-02 1.491 2009-10-09 1.435 2009-10-16 1.412 2009-10-23 1.356 2009-10-30 1.408 2009-11-06 1.343 2009-11-13 1.212 2009-11-20 1.107 2009-11-27 1.062 2009-12-04 1.084 2009-12-11 1.228 2009-12-18 1.207 2009-12-25 1.318 2010-01-01 1.337 2010-01-08 1.306 2010-01-15 1.231 2010-01-22 1.153 2010-01-29 1.163 2010-02-05 1.126 2010-02-12 1.233 2010-02-19 1.276 2010-02-26 1.308 2010-03-05 1.264 2010-03-12 1.273 2010-03-19 1.228 2010-03-26 1.350 2010-04-02 1.408 2010-04-09 1.370 2010-04-16 1.268 2010-04-23 1.217 2010-04-30 1.125 2010-05-07 1.043 2010-05-14 1.034 2010-05-21 1.060 2010-05-28 1.099 2010-06-04 1.105 2010-06-11 1.069 2010-06-18 1.054 2010-06-25 0.973 2010-07-02 0.938 2010-07-09 1.018 2010-07-16 0.976 2010-07-23 0.987 2010-07-30 0.950 2010-08-06 0.808 2010-08-13 0.707 2010-08-20 0.721 2010-08-27 0.736 2010-09-03 0.723 2010-09-10 0.731 2010-09-17 0.674 2010-09-24 0.523 2010-10-01 0.433 2010-10-08 0.280 2010-10-15 0.143 2010-10-22 0.156 2010-10-29 0.205 2010-11-05 0.153 2010-11-12 0.202 2010-11-19 0.437 2010-11-26 0.343 2010-12-03 0.421 2010-12-10 0.617 2010-12-17 0.791 2010-12-24 0.684 2010-12-31 0.694 2011-01-07 0.637 2011-01-14 0.530 2011-01-21 0.592 2011-01-28 0.588 2011-02-04 0.613 2011-02-11 0.815 2011-02-18 0.795 2011-02-25 0.531 2011-03-04 0.484 2011-03-11 0.413 2011-03-18 0.307 2011-03-25 0.395 2011-04-01 0.483 2011-04-08 0.422 2011-04-15 0.325 2011-04-22 0.244 2011-04-29 0.204 2011-05-06 0.114 2011-05-13 0.142 2011-05-20 0.221 2011-05-27 0.189 2011-06-03 0.134 2011-06-10 0.115 2011-06-17 0.122 2011-06-24 0.109 2011-07-01 0.117 2011-07-08 0.091 2011-07-15 -0.039 2011-07-22 -0.069 2011-07-29 -0.163 2011-08-05 -0.339 2011-08-12 -0.571 2011-08-19 -0.524 2011-08-26 -0.402 2011-09-02 -0.415 2011-09-09 -0.500 2011-09-16 -0.430 2011-09-23 -0.429 2011-09-30 -0.274 2011-10-07 -0.303 2011-10-14 -0.171 2011-10-21 -0.224 2011-10-28 -0.291 2011-11-04 -0.531 2011-11-11 -0.623 2011-11-18 -0.548 2011-11-25 -0.533 2011-12-02 -0.576 2011-12-09 -0.596 2011-12-16 -0.623 2011-12-23 -0.652 2011-12-30 -0.638 2012-01-06 -0.660 2012-01-13 -0.699 2012-01-20 -0.727 2012-01-27 -0.787 2012-02-03 -0.963 2012-02-10 -0.932 2012-02-17 -0.970 2012-02-24 -1.013 2012-03-02 -1.030 2012-03-09 -1.000 2012-03-16 -0.939 2012-03-23 -0.854 2012-03-30 -0.901 2012-04-06 -0.884 2012-04-13 -1.003 2012-04-20 -1.024 2012-04-27 -1.057 2012-05-04 -1.091 2012-05-11 -1.073 2012-05-18 -1.081