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TREASURY INFLATION-PROTECTED SECURITIES (TIPS)Ref CPI and Index Ratios forJuly 2006

Security: 3-3/8% 10-Year TIPS 3-5/8% 10-Year TIPS 3-5/8% 30-Year TIPS 3-7/8% 10-Year TIPSDescription: Series A-2007 Series A-2008 TIPS of April 2028 Series A-2009CUSIP Number: 9128272M3 9128273T7 912810FD5 9128274Y5Dated Date: January 15, 1997 January 15, 1998 April 15, 1998 January 15, 1999Original Issue Date: February 6, 1997 January 15, 1998 April 15, 1998 January 15, 1999Additional Issue Date(s): April 15, 1997 October 15, 1998 July 15, 1998 July 15, 1999 Maturity Date: January 15, 2007 January 15, 2008 April 15, 2028 January 15, 2009Ref CPI on Dated Date: 158.43548 161.55484 161.74000 164.00000Date Ref CPI Index Ratio Index Ratio Index Ratio Index RatioJuly 1 2006 201.50000 1.27181 1.24725 1.24583 1.22866July 2 2006 201.53226 1.27201 1.24745 1.24603 1.22886July 3 2006 201.56452 1.27222 1.24765 1.24623 1.22905July 4 2006 201.59677 1.27242 1.24785 1.24642 1.22925July 5 2006 201.62903 1.27263 1.24805 1.24662 1.22945July 6 2006 201.66129 1.27283 1.24825 1.24682 1.22964July 7 2006 201.69355 1.27303 1.24845 1.24702 1.22984July 8 2006 201.72581 1.27324 1.24865 1.24722 1.23004July 9 2006 201.75806 1.27344 1.24885 1.24742 1.23023July 10 2006 201.79032 1.27364 1.24905 1.24762 1.23043July 11 2006 201.82258 1.27385 1.24925 1.24782 1.23063July 12 2006 201.85484 1.27405 1.24945 1.24802 1.23082July 13 2006 201.88710 1.27425 1.24965 1.24822 1.23102July 14 2006 201.91935 1.27446 1.24985 1.24842 1.23122July 15 2006 201.95161 1.27466 1.25005 1.24862 1.23141July 16 2006 201.98387 1.27487 1.25025 1.24882 1.23161July 17 2006 202.01613 1.27507 1.25045 1.24902 1.23181July 18 2006 202.04839 1.27527 1.25065 1.24922 1.23200July 19 2006 202.08065 1.27548 1.25085 1.24942 1.23220July 20 2006 202.11290 1.27568 1.25105 1.24962 1.23240July 21 2006 202.14516 1.27588 1.25125 1.24982 1.23259July 22 2006 202.17742 1.27609 1.25145 1.25001 1.23279July 23 2006 202.20968 1.27629 1.25165 1.25021 1.23299July 24 2006 202.24194 1.27649 1.25185 1.25041 1.23318July 25 2006 202.27419 1.27670 1.25205 1.25061 1.23338July 26 2006 202.30645 1.27690 1.25225 1.25081 1.23358July 27 2006 202.33871 1.27710 1.25245 1.25101 1.23377July 28 2006 202.37097 1.27731 1.25265 1.25121 1.23397July 29 2006 202.40323 1.27751 1.25285 1.25141 1.23417July 30 2006 202.43548 1.27772 1.25304 1.25161 1.23436July 31 2006 202.46774 1.27792 1.25324 1.25181 1.23456 CPI-U (NSA) for : March 2006 199.8 April 2006 201.5 May 2006 202.5

TREASURY INFLATION-PROTECTED SECURITIES (TIPS)Ref CPI and Index Ratios forJuly 2006

Security: 3-7/8% 30-Year TIPS 4-1/4% 10-Year TIPS 3-1/2% 10-Year TIPS 3-3/8% 30-1/2-Year TIPSDescription: TIPS of April 2029 Series A-2010 Series A-2011 TIPS of April 2032CUSIP Number: 912810FH6 9128275W8 9128276R8 912810FQ6Dated Date: April 15, 1999 January 15, 2000 January 15, 2001 October 15, 2001Original Issue Date: April 15, 1999 January 18, 2000 January 16, 2001 October 15, 2001Additional Issue Date(s): October 15, 1999

July 17, 2000 July 16, 2001October 16, 2000Maturity Date: April 15, 2029 January 15, 2010 January 15, 2011 April 15, 2032Ref CPI on Dated Date: 164.39333 168.24516 174.04516 177.50000Date Ref CPI Index Ratio Index Ratio Index Ratio Index RatioJuly 1 2006 201.50000 1.22572 1.19766 1.15775 1.13521July 2 2006 201.53226 1.22592 1.19785 1.15793 1.13539July 3 2006 201.56452 1.22611 1.19804 1.15812 1.13557July 4 2006 201.59677 1.22631 1.19823 1.15830 1.13576July 5 2006 201.62903 1.22650 1.19842 1.15849 1.13594July 6 2006 201.66129 1.22670 1.19862 1.15867 1.13612July 7 2006 201.69355 1.22690 1.19881 1.15886 1.13630July 8 2006 201.72581 1.22709 1.19900 1.15904 1.13648July 9 2006 201.75806 1.22729 1.19919 1.15923 1.13667July 10 2006 201.79032 1.22748 1.19938 1.15941 1.13685July 11 2006 201.82258 1.22768 1.19957 1.15960 1.13703July 12 2006 201.85484 1.22788 1.19977 1.15978 1.13721July 13 2006 201.88710 1.22807 1.19996 1.15997 1.13739July 14 2006 201.91935 1.22827 1.20015 1.16015 1.13757July 15 2006 201.95161 1.22847 1.20034 1.16034 1.13776July 16 2006 201.98387 1.22866 1.20053 1.16053 1.13794July 17 2006 202.01613 1.22886 1.20072 1.16071 1.13812July 18 2006 202.04839 1.22905 1.20092 1.16090 1.13830July 19 2006 202.08065 1.22925 1.20111 1.16108 1.13848July 20 2006 202.11290 1.22945 1.20130 1.16127 1.13866July 21 2006 202.14516 1.22964 1.20149 1.16145 1.13885July 22 2006 202.17742 1.22984 1.20168 1.16164 1.13903July 23 2006 202.20968 1.23004 1.20188 1.16182 1.13921July 24 2006 202.24194 1.23023 1.20207 1.16201 1.13939July 25 2006 202.27419 1.23043 1.20226 1.16219 1.13957July 26 2006 202.30645 1.23062 1.20245 1.16238 1.13975July 27 2006 202.33871 1.23082 1.20264 1.16256 1.13994July 28 2006 202.37097 1.23102 1.20283 1.16275 1.14012July 29 2006 202.40323 1.23121 1.20303 1.16294 1.14030July 30 2006 202.43548 1.23141 1.20322 1.16312 1.14048July 31 2006 202.46774 1.23161 1.20341 1.16331 1.14066CPI-U (NSA) for : March 2006 199.8 April 2006 201.5 May 2006 202.5

TREASURY INFLATION-PROTECTED SECURITIES (TIPS)Ref CPI and Index Ratios forJuly 2006

Security: 3-3/8% 10-Year TIPS 3% 10-Year TIPS 1-7/8% 10-Year TIPS 2% 10-Year TIPSDescription: Series A-2012 Series C-2012 Series C-2013 Series A-2014CUSIP Number: 9128277J5 912828AF7 912828BD1 912828BW9Dated Date: January 15, 2002 July 15, 2002 July 15, 2003 January 15, 2004Original Issue Date: January 15, 2002 July 15, 2002 July 15, 2003 January 15, 2004Additional Issue Date(s): October 15, 2002 October 15, 2003 April 15, 2004January 15, 2003Maturity Date: January 15, 2012 July 15, 2012 July 15, 2013 January 15, 2014Ref CPI on Dated Date: 177.56452 179.80000 183.66452 184.77419Date Ref CPI Index Ratio Index Ratio Index Ratio Index RatioJuly 1 2006 201.50000 1.13480 1.12069 1.09711 1.09052July 2 2006 201.53226 1.13498 1.12087 1.09728 1.09069July 3 2006 201.56452 1.13516 1.12105 1.09746 1.09087July 4 2006 201.59677 1.13534 1.12123 1.09764 1.09104July 5 2006 201.62903 1.13553 1.12141 1.09781 1.09122July 6 2006 201.66129 1.13571 1.12159 1.09799 1.09139July 7 2006 201.69355 1.13589 1.12177 1.09816 1.09157July 8 2006 201.72581 1.13607 1.12195 1.09834 1.09174July 9 2006 201.75806 1.13625 1.12212 1.09851 1.09192July 10 2006 201.79032 1.13643 1.12230 1.09869 1.09209July 11 2006 201.82258 1.13662 1.12248 1.09887 1.09227July 12 2006 201.85484 1.13680 1.12266 1.09904 1.09244July 13 2006 201.88710 1.13698 1.12284 1.09922 1.09262July 14 2006 201.91935 1.13716 1.12302 1.09939 1.09279July 15 2006 201.95161 1.13734 1.12320 1.09957 1.09296July 16 2006 201.98387 1.13752 1.12338 1.09974 1.09314July 17 2006 202.01613 1.13771 1.12356 1.09992 1.09331July 18 2006 202.04839 1.13789 1.12374 1.10009 1.09349July 19 2006 202.08065 1.13807 1.12392 1.10027 1.09366July 20 2006 202.11290 1.13825 1.12410 1.10045 1.09384July 21 2006 202.14516 1.13843 1.12428 1.10062 1.09401July 22 2006 202.17742 1.13861 1.12446 1.10080 1.09419July 23 2006 202.20968 1.13880 1.12464 1.10097 1.09436July 24 2006 202.24194 1.13898 1.12482 1.10115 1.09454July 25 2006 202.27419 1.13916 1.12500 1.10132 1.09471July 26 2006 202.30645 1.13934 1.12517 1.10150 1.09488July 27 2006 202.33871 1.13952 1.12535 1.10168 1.09506July 28 2006 202.37097 1.13970 1.12553 1.10185 1.09523July 29 2006 202.40323 1.13989 1.12571 1.10203 1.09541July 30 2006 202.43548 1.14007 1.12589 1.10220 1.09558July 31 2006 202.46774 1.14025 1.12607 1.10238 1.09576CPI-U (NSA) for : March 2006 199.8 April 2006 201.5 May 2006 202.5

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