Title: 10-Year 1-1/4% Treasury Inflation-Indexed Note, Due 7/15/2020 (DISCONTINUED) Series ID: TP10L20 Source: Haver Analytics, Federal Reserve Bank of St. Louis Release: Monthly Treasury Inflation-Indexed Securities (Not a Press Release) Seasonal Adjustment: Not Seasonally Adjusted Frequency: Monthly Units: Percent Date Range: 2010-07-01 to 2020-06-01 Last Updated: 2020-07-01 7:01 AM CDT Notes: 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. Monthly average of business days calculated by Federal Reserve Bank of St. Louis. Yield to maturity on accrued principal. Calculated from data provided by the Wall Street Journal. Copyright, 2016, Haver Analytics. Reprinted with permission. DATE VALUE 2010-07-01 1.231 2010-08-01 1.011 2010-09-01 0.881 2010-10-01 0.485 2010-11-01 0.617 2010-12-01 1.004 2011-01-01 0.986 2011-02-01 1.125 2011-03-01 0.851 2011-04-01 0.724 2011-05-01 0.607 2011-06-01 0.572 2011-07-01 0.421 2011-08-01 -0.063 2011-09-01 -0.094 2011-10-01 0.032 2011-11-01 -0.189 2011-12-01 -0.261 2012-01-01 -0.384 2012-02-01 -0.579 2012-03-01 -0.485 2012-04-01 -0.581 2012-05-01 -0.714 2012-06-01 -0.784 2012-07-01 -0.856 2012-08-01 -0.853 2012-09-01 -1.072 2012-10-01 -1.138 2012-11-01 -1.138 2012-12-01 -1.179 2013-01-01 -1.110 2013-02-01 -1.159 2013-03-01 -1.240 2013-04-01 -1.289 2013-05-01 -0.949 2013-06-01 -0.282 2013-07-01 -0.082 2013-08-01 0.003 2013-09-01 0.087 2013-10-01 -0.195 2013-11-01 -0.143 2013-12-01 0.074 2014-01-01 -0.027 2014-02-01 -0.180 2014-03-01 -0.129 2014-04-01 -0.070 2014-05-01 -0.233 2014-06-01 -0.219 2014-07-01 -0.279 2014-08-01 -0.247 2014-09-01 0.050 2014-10-01 -0.016 2014-11-01 0.026 2014-12-01 0.224 2015-01-01 -0.013 2015-02-01 -0.168 2015-03-01 -0.189 2015-04-01 -0.479 2015-05-01 -0.282 2015-06-01 -0.127 2015-07-01 -0.054 2015-08-01 0.133 2015-09-01 0.180 2015-10-01 0.067 2015-11-01 0.253 2015-12-01 0.309 2016-01-01 0.158 2016-02-01 -0.040 2016-03-01 -0.258 2016-04-01 -0.462 2016-05-01 -0.452 2016-06-01 -0.525 2016-07-01 -0.544 2016-08-01 -0.376 2016-09-01 -0.395 2016-10-01 -0.539 2016-11-01 -0.377 2016-12-01 -0.240 2017-01-01 -0.464 2017-02-01 -0.596 2017-03-01 -0.484 2017-04-01 -0.490 2017-05-01 -0.336 2017-06-01 -0.223 2017-07-01 -0.145 2017-08-01 -0.219 2017-09-01 -0.311 2017-10-01 -0.214 2017-11-01 -0.136 2017-12-01 0.030 2018-01-01 -0.023 2018-02-01 0.078 2018-03-01 0.043 2018-04-01 0.170 2018-05-01 0.291 2018-06-01 0.431 2018-07-01 0.559 2018-08-01 0.627 2018-09-01 0.615 2018-10-01 0.722 2018-11-01 1.002 2018-12-01 1.277 2019-01-01 1.011 2019-02-01 0.468 2019-03-01 0.091 2019-04-01 0.070 2019-05-01 0.347 2019-06-01 0.580 2019-07-01 0.685 2019-08-01 0.700 2019-09-01 0.527 2019-10-01 0.353 2019-11-01 -0.118 2019-12-01 -0.470 2020-01-01 -0.602 2020-02-01 -0.827 2020-03-01 1.815 2020-04-01 4.868 2020-05-01 5.292 2020-06-01 3.222