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TREASURY INFLATION-PROTECTED SECURITIES (TIPS)Ref CPI and Index Ratios forJuly 2007

Security: 3-5/8% 10-Year TIPS 3-5/8% 30-Year TIPS 3-7/8% 10-Year TIPS 3-7/8% 30-Year TIPSDescription: Series A-2008 TIPS of April 2028 Series A-2009 TIPS of April 2029CUSIP Number: 9128273T7 912810FD5 9128274Y5 912810FH6Dated Date: January 15, 1998 April 15, 1998 January 15, 1999 April 15, 1999Original Issue Date: January 15, 1998 April 15, 1998 January 15, 1999 April 15, 1999Additional Issue Date(s): October 15, 1998 July 15, 1998 July 15, 1999 October 15, 1999October 16, 2000Maturity Date: January 15, 2008 April 15, 2028 January 15, 2009 April 15, 2029Ref CPI on Dated Date: 161.55484 161.74000 164.00000 164.39333Date Ref CPI Index Ratio Index Ratio Index Ratio Index RatioJuly 1 2007 206.68600 1.27936 1.27789 1.26028 1.25727July 2 2007 206.72674 1.27961 1.27814 1.26053 1.25751July 3 2007 206.76748 1.27986 1.27839 1.26078 1.25776July 4 2007 206.80823 1.28011 1.27865 1.26103 1.25801July 5 2007 206.84897 1.28036 1.27890 1.26127 1.25826July 6 2007 206.88971 1.28062 1.27915 1.26152 1.25850July 7 2007 206.93045 1.28087 1.27940 1.26177 1.25875July 8 2007 206.97119 1.28112 1.27965 1.26202 1.25900July 9 2007 207.01194 1.28137 1.27991 1.26227 1.25925July 10 2007 207.05268 1.28162 1.28016 1.26252 1.25950July 11 2007 207.09342 1.28188 1.28041 1.26276 1.25974July 12 2007 207.13416 1.28213 1.28066 1.26301 1.25999July 13 2007 207.17490 1.28238 1.28091 1.26326 1.26024July 14 2007 207.21565 1.28263 1.28117 1.26351 1.26049July 15 2007 207.25639 1.28289 1.28142 1.26376 1.26073July 16 2007 207.29713 1.28314 1.28167 1.26401 1.26098July 17 2007 207.33787 1.28339 1.28192 1.26426 1.26123July 18 2007 207.37861 1.28364 1.28217 1.26450 1.26148July 19 2007 207.41935 1.28389 1.28242 1.26475 1.26173July 20 2007 207.46010 1.28415 1.28268 1.26500 1.26197July 21 2007 207.50084 1.28440 1.28293 1.26525 1.26222July 22 2007 207.54158 1.28465 1.28318 1.26550 1.26247July 23 2007 207.58232 1.28490 1.28343 1.26575 1.26272July 24 2007 207.62306 1.28516 1.28368 1.26599 1.26297July 25 2007 207.66381 1.28541 1.28394 1.26624 1.26321July 26 2007 207.70455 1.28566 1.28419 1.26649 1.26346July 27 2007 207.74529 1.28591 1.28444 1.26674 1.26371July 28 2007 207.78603 1.28616 1.28469 1.26699 1.26396July 29 2007 207.82677 1.28642 1.28494 1.26724 1.26420July 30 2007 207.86752 1.28667 1.28520 1.26748 1.26445July 31 2007 207.90826 1.28692 1.28545 1.26773 1.26470 CPI-U (NSA) for : March 2007 205.352 April 2007 206.686 May 2007 207.949

TREASURY INFLATION-PROTECTED SECURITIES (TIPS)Ref CPI and Index Ratios forJuly 2007

Security: 4-1/4% 10-Year TIPS 3-1/2% 10-Year TIPS 3-3/8% 30-1/2-Year TIPS 3-3/8% 10-Year TIPSDescription: Series A-2010 Series A-2011 TIPS of April 2032 Series A-2012CUSIP Number: 9128275W8 9128276R8 912810FQ6 9128277J5Dated Date: January 15, 2000 January 15, 2001 October 15, 2001 January 15, 2002Original Issue Date: January 18, 2000 January 16, 2001 October 15, 2001 January 15, 2002Additional Issue Date(s): July 17, 2000

July 16, 2001Maturity Date: January 15, 2010 January 15, 2011 April 15, 2032 January 15, 2012Ref CPI on Dated Date: 168.24516 174.04516 177.50000 177.56452Date Ref CPI Index Ratio Index Ratio Index Ratio Index RatioJuly 1 2007 206.68600 1.22848 1.18754 1.16443 1.16401July 2 2007 206.72674 1.22872 1.18778 1.16466 1.16423July 3 2007 206.76748 1.22897 1.18801 1.16489 1.16446July 4 2007 206.80823 1.22921 1.18824 1.16512 1.16469July 5 2007 206.84897 1.22945 1.18848 1.16535 1.16492July 6 2007 206.88971 1.22969 1.18871 1.16558 1.16515July 7 2007 206.93045 1.22993 1.18895 1.16581 1.16538July 8 2007 206.97119 1.23018 1.18918 1.16603 1.16561July 9 2007 207.01194 1.23042 1.18942 1.16626 1.16584July 10 2007 207.05268 1.23066 1.18965 1.16649 1.16607July 11 2007 207.09342 1.23090 1.18988 1.16672 1.16630July 12 2007 207.13416 1.23114 1.19012 1.16695 1.16653July 13 2007 207.17490 1.23139 1.19035 1.16718 1.16676July 14 2007 207.21565 1.23163 1.19059 1.16741 1.16699July 15 2007 207.25639 1.23187 1.19082 1.16764 1.16722July 16 2007 207.29713 1.23211 1.19105 1.16787 1.16745July 17 2007 207.33787 1.23236 1.19129 1.16810 1.16768July 18 2007 207.37861 1.23260 1.19152 1.16833 1.16791July 19 2007 207.41935 1.23284 1.19176 1.16856 1.16814July 20 2007 207.46010 1.23308 1.19199 1.16879 1.16836July 21 2007 207.50084 1.23332 1.19222 1.16902 1.16859July 22 2007 207.54158 1.23357 1.19246 1.16925 1.16882July 23 2007 207.58232 1.23381 1.19269 1.16948 1.16905July 24 2007 207.62306 1.23405 1.19293 1.16971 1.16928July 25 2007 207.66381 1.23429 1.19316 1.16994 1.16951July 26 2007 207.70455 1.23454 1.19339 1.17017 1.16974July 27 2007 207.74529 1.23478 1.19363 1.17040 1.16997July 28 2007 207.78603 1.23502 1.19386 1.17063 1.17020July 29 2007 207.82677 1.23526 1.19410 1.17086 1.17043July 30 2007 207.86752 1.23550 1.19433 1.17108 1.17066July 31 2007 207.90826 1.23575 1.19457 1.17131 1.17089CPI-U (NSA) for : March 2007 205.352 April 2007 206.686 May 2007 207.949

TREASURY INFLATION-PROTECTED SECURITIES (TIPS)Ref CPI and Index Ratios forJuly 2007

Security: 3% 10-Year TIPS 1-7/8% 10-Year TIPS 2% 10-Year TIPS 2% 10-Year TIPSDescription: Series C-2012 Series C-2013 Series A-2014 Series D-2014CUSIP Number: 912828AF7 912828BD1 912828BW9 912828CP3Dated Date: July 15, 2002 July 15, 2003 January 15, 2004 July 15, 2004Original Issue Date: July 15, 2002 July 15, 2003 January 15, 2004 July 15, 2004Additional Issue Date(s): October 15, 2002 October 15, 2003 April 15, 2004 October 15, 2004January 15, 2003Maturity Date: July 15, 2012 July 15, 2013 January 15, 2014 July 15, 2014Ref CPI on Dated Date: 179.80000 183.66452 184.77419 188.49677Date Ref CPI Index Ratio Index Ratio Index Ratio Index RatioJuly 1 2007 206.68600 1.14953 1.12535 1.11859 1.09650July 2 2007 206.72674 1.14976 1.12557 1.11881 1.09671July 3 2007 206.76748 1.14999 1.12579 1.11903 1.09693July 4 2007 206.80823 1.15021 1.12601 1.11925 1.09714July 5 2007 206.84897 1.15044 1.12623 1.11947 1.09736July 6 2007 206.88971 1.15067 1.12645 1.11969 1.09758July 7 2007 206.93045 1.15089 1.12668 1.11991 1.09779July 8 2007 206.97119 1.15112 1.12690 1.12013 1.09801July 9 2007 207.01194 1.15135 1.12712 1.12035 1.09823July 10 2007 207.05268 1.15157 1.12734 1.12057 1.09844July 11 2007 207.09342 1.15180 1.12756 1.12079 1.09866July 12 2007 207.13416 1.15203 1.12779 1.12101 1.09887July 13 2007 207.17490 1.15225 1.12801 1.12123 1.09909July 14 2007 207.21565 1.15248 1.12823 1.12145 1.09931July 15 2007 207.25639 1.15271 1.12845 1.12167 1.09952July 16 2007 207.29713 1.15293 1.12867 1.12189 1.09974July 17 2007 207.33787 1.15316 1.12889 1.12211 1.09995July 18 2007 207.37861 1.15338 1.12912 1.12234 1.10017July 19 2007 207.41935 1.15361 1.12934 1.12256 1.10039July 20 2007 207.46010 1.15384 1.12956 1.12278 1.10060July 21 2007 207.50084 1.15406 1.12978 1.12300 1.10082July 22 2007 207.54158 1.15429 1.13000 1.12322 1.10104July 23 2007 207.58232 1.15452 1.13023 1.12344 1.10125July 24 2007 207.62306 1.15474 1.13045 1.12366 1.10147July 25 2007 207.66381 1.15497 1.13067 1.12388 1.10168July 26 2007 207.70455 1.15520 1.13089 1.12410 1.10190July 27 2007 207.74529 1.15542 1.13111 1.12432 1.10212July 28 2007 207.78603 1.15565 1.13133 1.12454 1.10233July 29 2007 207.82677 1.15588 1.13156 1.12476 1.10255July 30 2007 207.86752 1.15610 1.13178 1.12498 1.10276July 31 2007 207.90826 1.15633 1.13200 1.12520 1.10298CPI-U (NSA) for : March 2007 205.352 April 2007 206.686 May 2007 207.949

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