Title: 10-Year 1-7/8% Treasury Inflation-Indexed Note, Due 7/15/2019 Series ID: WTP10L19 Source: Haver Analytics Release: Weekly Treasury Inflation-Indexed Securities (Not a Press Release) Seasonal Adjustment: Not Applicable Frequency: Weekly, Ending Friday Units: Percent Date Range: 2009-07-10 to 2012-02-10 Last Updated: 2012-02-13 8:01 AM CST 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 2009-07-10 1.810 2009-07-17 1.846 2009-07-24 1.765 2009-07-31 1.793 2009-08-07 1.825 2009-08-14 1.785 2009-08-21 1.708 2009-08-28 1.717 2009-09-04 1.722 2009-09-11 1.618 2009-09-18 1.636 2009-09-25 1.625 2009-10-02 1.540 2009-10-09 1.494 2009-10-16 1.471 2009-10-23 1.419 2009-10-30 1.472 2009-11-06 1.409 2009-11-13 1.278 2009-11-20 1.179 2009-11-27 1.145 2009-12-04 1.177 2009-12-11 1.321 2009-12-18 1.303 2009-12-25 1.412 2010-01-01 1.434 2010-01-08 1.408 2010-01-15 1.331 2010-01-22 1.265 2010-01-29 1.273 2010-02-05 1.242 2010-02-12 1.361 2010-02-19 1.409 2010-02-26 1.441 2010-03-05 1.394 2010-03-12 1.413 2010-03-19 1.377 2010-03-26 1.506 2010-04-02 1.569 2010-04-09 1.534 2010-04-16 1.431 2010-04-23 1.382 2010-04-30 1.288 2010-05-07 1.201 2010-05-14 1.197 2010-05-21 1.214 2010-05-28 1.236 2010-06-04 1.235 2010-06-11 1.201 2010-06-18 1.184 2010-06-25 1.105 2010-07-02 1.072 2010-07-09 1.155 2010-07-16 1.120 2010-07-23 1.119 2010-07-30 1.088 2010-08-06 0.957 2010-08-13 0.857 2010-08-20 0.867 2010-08-27 0.883 2010-09-03 0.868 2010-09-10 0.872 2010-09-17 0.815 2010-09-24 0.668 2010-10-01 0.577 2010-10-08 0.431 2010-10-15 0.297 2010-10-22 0.312 2010-10-29 0.363 2010-11-05 0.320 2010-11-12 0.376 2010-11-19 0.600 2010-11-26 0.515 2010-12-03 0.588 2010-12-10 0.788 2010-12-17 0.961 2010-12-24 0.856 2010-12-31 0.861 2011-01-07 0.816 2011-01-14 0.738 2011-01-21 0.809 2011-01-28 0.815 2011-02-04 0.844 2011-02-11 1.030 2011-02-18 0.996 2011-02-25 0.735 2011-03-04 0.685 2011-03-11 0.613 2011-03-18 0.524 2011-03-25 0.608 2011-04-01 0.684 2011-04-08 0.624 2011-04-15 0.528 2011-04-22 0.440 2011-04-29 0.410 2011-05-06 0.334 2011-05-13 0.362 2011-05-20 0.440 2011-05-27 0.406 2011-06-03 0.355 2011-06-10 0.340 2011-06-17 0.351 2011-06-24 0.343 2011-07-01 0.342 2011-07-08 0.321 2011-07-15 0.207 2011-07-22 0.171 2011-07-29 0.077 2011-08-05 -0.114 2011-08-12 -0.382 2011-08-19 -0.348 2011-08-26 -0.227 2011-09-02 -0.227 2011-09-09 -0.319 2011-09-16 -0.253 2011-09-23 -0.270 2011-09-30 -0.126 2011-10-07 -0.155 2011-10-14 -0.012 2011-10-21 -0.054 2011-10-28 -0.108 2011-11-04 -0.325 2011-11-11 -0.417 2011-11-18 -0.360 2011-11-25 -0.362 2011-12-02 -0.397 2011-12-09 -0.419 2011-12-16 -0.455 2011-12-23 -0.493 2011-12-30 -0.483 2012-01-06 -0.487 2012-01-13 -0.528 2012-01-20 -0.558 2012-01-27 -0.602 2012-02-03 -0.771 2012-02-10 -0.736