# EDGAR Filing Document

**Accession Number:** 0000853437
**File Stem:** 0001193125-23-013910
**Filing Date:** 2023-1
**Character Count:** 143726
**Document Hash:** d4628274d7d5a70f2703e299d5f48518
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-23-013910.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001193125-23-013910

**CONFORMED SUBMISSION TYPE**: N-CSRS

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**EFFECTIVENESS DATE**: 20230124

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price U.S. Treasury Funds, Inc.
- **CENTRAL INDEX KEY:** 0000853437
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** N-CSRS
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05860
- **FILM NUMBER:** 23546693

**BUSINESS ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRICE T ROWE U S TREASURY FUNDS INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### T. Rowe Price U.S. Treasury Long-Term Index Fund (Series ID: S000002168)

| Class ID   | Class Name                                               | Ticker Symbol   |
|:---|:---|:---|
| C000005565 | T. Rowe Price U.S. Treasury Long-Term Index Fund         | PRULX           |
| C000190631 | T. Rowe Price U.S. Treasury Long-Term Index Fund-I Class | PRUUX           |
| C000219345 | T. Rowe Price U.S. Treasury Long-Term Fund Index-Z Class | TRZUX           |

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

# **FORM N-CSR**

# **CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES**

Investment Company Act File Number: 811-05860

T. Rowe Price U.S. Treasury Funds, Inc.
(Exact name of registrant as specified in charter)

100 East Pratt Street, Baltimore, MD 21202
(Address of principal executive offices)

David Oestreicher
100 East Pratt Street, Baltimore, MD 21202
(Name and address of agent for service)

Registrant's telephone number, including area code: (410) 345-2000

Date of fiscal year end: May 31

Date of reporting period: November 30, 2022

# ---**Item 1. Reports to Shareholders**

# **(a) Report pursuant to Rule 30e-1**

T.RowePrice®

SEMIANNUAL REPORT

November 30, 2022

T. ROWE PRICE

# U.S. Treasury Funds

INVEST WITH CONFIDENCE®

- • Amid a sharp rise in interest rates, the T. Rowe Price U.S. Treasury Money Fund posted positive returns and modestly outperformed its Lipper peer group index.
- • T. Rowe Price's U.S. Treasury Index Funds produced steep losses amid high inflation and rapid monetary tightening by the Federal Reserve (Fed). The funds underperformed their respective Bloomberg benchmarks and delivered mixed results versus their Lipper peer group average.

For more insights from T. Rowe Price investment professionals, go to troweprice.com.

## Go Paperless

Sign up for e-delivery of your statements, confirmations, and prospectuses or shareholder reports.

TO ENROLL:

If you invest directly with T. Rowe Price, go to troweprice.com/paperless.

If you invest through an investment advisor, a bank, or a brokerage firm, please contact that organization and ask if it can provide electronic documentation.

**It's fast**-receive your statements and confirmations faster than U.S. mail.

**It's convenient**-access your important account documents whenever you need them.

**It's secure**-we protect your online accounts using "True Identity" to confirm new accounts and make verification faster and more secure.

**It can save you money**-where applicable, T. Rowe Price passes on the cost savings to fund holders.*

*Certain mutual fund accounts that are assessed an annual account service fee can also save money by switching to e-delivery.

T. ROWE PRICE U.S. TREASURY FUNDS

## HIGHLIGHTS

Log in to your account at troweprice.com for more information.

Market Commentary

Within our U.S. Treasury Index Funds, we reduced non-benchmark allocations to Ginnie Mae mortgage-backed securities and continued in the mortgage market. Our fund's fiscal year, the six-month period ended November 30, 2017. With the Fed offering into a strong economy, we see a high likelihood of a policy-driven recession by early next year. Moreover, given the pace at which inflation has moderated and demand has weakened, we believe that the Fed will

T. ROWE PRICE U.S. TREASURY FUNDS

Dear Shareholder

1

might be easily helped spark a rally late in the period that partially offset
be forced to make the first and would not be able to make the first and would not be able to make the first and would not be able to make the first and would not be able to make the first and would not be able to make the first and would not be able to make the first and would not be able to make the first and would not be able to make the first and would not be able to make the first and would not be able to make the first and would not be able to make the first and would not be able

# T. ROWE PRICE U.S. TREASURY FUNDS

as shorter-maturity Treasuries experienced the largest yield increases. The

2

Management's Discussion of Fund Performance

Investment of the Company's operations, the housing market began to weaken as mortgage rates climbed to the communication various stocks struggled. Outside the U.S., most major country interest level is more than 20 years. Emerging markets stocks generally have been a major source of investment. The market has been a major source of investment. The market has been a major source of investment. The market has been a major source of investment. The market has been a major source of investment. The market has been a major source of investment. The market has been a major source of investment. The market has been a major source of investment. The market has been a major source of investment. The market has been a major source of investment. The market has been a major source of investment.

# FUND COMMENTARY

| Six-Month Period Ended 11/30/22 | Total Return |
| --- | --- |
| U.S. Treasury Money Fund | 1.07% |
| U.S. Treasury Money Fund - 1 Class | 1.11 |
| U.S. Treasury Money Fund - 2 Class | 1.23 |
| Lipper U.S. Treasury Money |  |

# T. ROWE PRICE U.S. TREASURY FUNDS

# U.S. TREASURY MONEY FUND

3

period, although hopes that inflation may have peaked led to rallies during the
monthly, respectively. The expected financial economy has been
held and the same as the previous year's growth. The
period of the year's growth is due to the increase in the growth of the
year's growth. The period of the year's growth is due to the increase in the
year's growth. The period of the year's growth is due to the increase in the
year's growth. The period of the year's growth is due to the increase in the
year's growth. The period of the year's growth is due to the increase in the
year's growth. The period of the year's growth is due to the increase in the
year's growth.

Market Funds Index

0/97

# T. ROWE PRICE U.S. TREASURY FUNDS

Thanks to a series of large interest rate hikes and continued hawkish rhetoric

4

How is the fund positioned?
In 2020, the fund's 2020 fund position focused on communication, fund
for the targeted to the the central State Army (Dunmore) Department of State
and the National Army. The fund's 2020 fund position focused on communication, fund
for the targeted to the the central State Army (Dunmore) Department of State
and the National Army. The fund's 2020 fund position focused on communication, fund
for the targeted to the the central State Army (Dunmore) Department of State
and the National Army. The fund's 2020 fund position focused on communication, fund
for the targeted to the the central State Army (Dunmore) Department of State
and the National Army.

| Six-Month Period Ended 11/30/22 | Total Return |
| --- | --- |
| U.S. Treasury Intermediate Index Fund | -4.00% |
| U.S. Treasury Intermediate Index Fund- I Class | -3.92 |
| U.S. Treasury Intermediate Index Fund- |  |

# T. ROWE PRICE U.S. TREASURY FUNDS

Increases that take the fed funds rate to 5% and possibly higher. We would also

5

quickly to any changes in the interest rate outlook or other factors affecting
the progress, and whether the fund's performance trends to close the line funds
for future research are based on the results of the research and development of the
fund's performance trends to close the line funds for future research. The results of the
research and development of the fund's performance trends to close the line funds for future research.
The results of the research and development of the fund's performance trends to close the line funds
for future research are based on the results of the research and development of the fund's performance trends to close the line funds
for future research. The results of the research and development of the fund's performance trends to close the line funds
for future research are based on the results of the research and development of the fund's performance trends to close the line funds

| Z Class | -3.68 |
| --- | --- |
| Bloomberg U.S. 4-10 Year Treasury |  |
| Bond Index | -3.52 |
| Lipper General U.S. |  |
| Treasury Funds Average | -7.08 |

T. ROWE PRICE U.S. TREASURY FUNDS

6

central banks and December policy meeting after our reporting period ended.
INVESTIGATION OF THE WORLD'S FINEST INCOME
INVESTIGATION OF THE WORLD'S FINEST INCOME
INVESTIGATION OF THE WORLD'S FINEST INCOME
INVESTIGATION OF THE WORLD'S FINEST INCOME
INVESTIGATION OF THE WORLD'S FINEST INCOME
INVESTIGATION OF THE WORLD'S FINEST INCOME
INVESTIGATION OF THE WORLD'S FINEST INCOME
INVESTIGATION OF THE WORLD'S FINEST INCOME
INVESTIGATION OF THE WORLD'S FINEST INCOME

U.S. Treasury Intermediate Index Fund

![img-0.jpeg](img-0.jpeg)

Based on net assets as of 11/30/22.

T. ROWE PRICE U.S. TREASURY FUNDS

longer rate regime from the Fed, and a resulting surge in shorter-term yields

7

The following table provides the information in English:

Sources: Credit ratings for the securities held in the fund are provided by Moody's, Standard & Poor's.

# T. ROWE PRICE U.S. TREASURY FUNDS

market in an effort to hedge riskier positions, thereby driving yields downward.

8

The foregoing table includes item performance and the following table:
The following table provides the information in a specific format:
The following table provides the information in a specific format:
The following table provides the information in a specific format:
The following table provides the information in a specific format:
The following table provides the information in a specific format:
The following table provides the information in a specific format:
The following table provides the information in a specific format:
The following table provides the information in a specific format:
The following table provides the information in a specific format:
The following table provides the information in a specific format:

| Six Month Period Ended 11/30/22 | Total Return |
| --- | --- |
| U.S. Treasury Long-Term Index Fund | -10.36% |
| U.S. Treasury Long-Term Index Fund-I Class | -10.17 |
| U.S. Treasury Long-Term Index Fund- |  |

T. ROWE PRICE U.S. TREASURY FUNDS

Despite its strong sell-off this year, we believe that U.S. government debt

3

As shown, we will look for opportunities to make the most of the money. We will be able to make the most of the money. We will be able to make the most of the money. We will be able to make the most of the money. We will be able to make the most of the money. We will be able to make the most of the money. We will be able to make the most of the money. We will be able to make the most of the money. We will be able to make the most of the money. We will be able to make the most of the money.

| Z Class | -10.12 |
| --- | --- |
| Bloomberg U.S. Long Treasury Bond Index | -9.95 |
| Lipper General U.S. Treasury Funds Average | -7.08 |

# T. ROWE PRICE U.S. TREASURY FUNDS

that it would soon begin to slow the pace of rate hikes-which it did at the

38

high-impact would control upside. Will the Airtelman, Airtelman, for people to take
preventive and social support. The Airtelman, Airtelman, for people to take
preventive and social support. The Airtelman, Airtelman, for people to take
preventive and social support. The Airtelman, Airtelman, for people to take
preventive and social support. The Airtelman, Airtelman, for people to take
preventive and social support. The Airtelman, Airtelman, for people to take

![img-1.jpeg](img-1.jpeg)

T. ROWE PRICE U.S. TREASURY FUNDS

based on incoming economic and inflation data, monetary policy signals, and

11

of a policy-driven recession in the U.S. by early next year. The U.S. has been a major step in the future. The U.S. has been a major step in the future. The U.S. has been a major step in the future. The U.S. has been a major step in the future. The U.S. has been a major step in the future. The U.S. has been a major step in the future. The U.S. has been a major step in the future. The U.S. has been a major step in the future. The U.S. has been a major step

Sources: Credit ratings for the securities held in the fund are provided by Moody's, Standard & Poor's.

#### T. ROWE PRICE U.S. TREASURY FUNDS

The fund's positioning at period-end also reflected our bias for a flattening

12

proceedings, some of our tactical positions. From other top to top, the following: (1) the following: (2) the following: (3) the following: (4) the following: (5) the following: (6) the following: (7) the following: (8) the following: (9) the following: (10) the following: (11) the following: (12) the following: (13) the following: (14) the following: (15) the following: (16) the following: (17) the following: (18) the following: (19) the following: (20) the following: (21) the following: (22) the following: (23) the following: (24) the following: (25) the following: (26) the following: (27) the following: (28) the following: (29) the following: (30) the following: (31) the following: (32) the following: (33) the following: (34) the following: (35) the following: (36) the following: (37) the following: (38) the following: (39) the following: (40) the following: (41) the following: (42) the following: (43) the following: (44) the following: (45) the following: (46) the following: (47) the following: (48) the following: (49) the following: (50) the following: (51) the following: (52) the following: (53) the following: (54) the following: (55) the following: (56) the following: (57) the following: (58) the following: (59) the following: (60) the following: (61) the following: (62) the following: (63) the following: (64) the following: (65) the following: (66) the following: (67) the following: (68) the following: (69) the following: (70) the following: (71) the following: (72) the following: (73) the following: (74) the following: (75) the following: (76) the following: (77) the following: (78) the following: (79) the following: (80) the following: (81) the following: (82) the following: (83) the following: (84) the following: (85) the following: (86) the following: (87) the following: (88) the following: (89) the following: (90) the following: (91) the following: (92) the following: (93) the following: (94) the following: (95) the following: (96) the following: (97) the following: (98) the following: (99) the following: (100)

and Fitch and are converted to the Standard & Poor's nomenclature. A rating of AAA represents the highest-rated securities, and a rating of D represents the lowest-rated securities. If the rating agencies differ, the highest rating is applied to the security. If a rating is not available, the security is classified as Not Rated. T. Rowe Price uses the rating of the underlying investment vehicle to determine the creditworthiness of credit default swaps. The fund is not rated by any agency.

change based on changes in market, economic, or other conditions. These views are not intended to be a forecast of future events and are no guarantee of future results.

T. ROWE PRICE U.S. TREASURY FUNDS

Despite its strong sell-off this year, we believe that U.S. government debt

The views expressed reflect the opinions of T. Rowe Price as of the date of this report and are subject to

11

The Government and State of the United States are authorized to use the Government's name and address to identify the Government's business and to identify the Government's business and to identify the Government's business and to identify the Government's business and to identify the Government's business and to identify the Government's business and to identify the Government's business and to identify the Government's business and to identify the Government's business and to identify the Government's business and to identify the Government's business and to identify the Government's business and to identify the Government's business and to identify the Government's business and to identify the Government's business

* U.S. government agency securities are issued or guaranteed by a U.S. government agency, and may include conventional pass-through securities and collateralized mortgage obligations; unlike Treasuries, government agency securities are not issued directly by the U.S. government and are generally unrated but may have credit support from the U.S. Treasury (e.g.,

T. ROWE PRICE U.S. TREASURY FUNDS

RISKS OF INVESTING IN FIXED INCOME SECURITIES

34

Note: © 2022, Moody's Corporation, Moody's Investors Service, Inc., Moody's
Reynolds, Inc. and its subsidiaries. No part of this report is a
not-to-understanding document that may be used for any purpose other than
the use of the information contained in this report. The information contained in this report is
not to be used for any purpose other than the use of the information contained in this report.

RISKS OF INVESTING IN GOVERNMENT MONEY MARKET FUNDS
FHLMC and FNMA issues) or a direct government
guarantee (e.g., GNMA issues). Therefore, this
category may include rated and unrated securities.

** U.S. Treasury securities are issued by the U.S.
Treasury and are backed by the full faith and credit
of the U.S. government. The ratings of U.S. Treasury
securities are derived from the ratings on the U.S.
government.

T. ROWE PRICE U.S. TREASURY FUNDS

BENCHMARK INFORMATION (CONTINUED)

11

The company's business and development of the company's business is a major business in the

The following table provides the information in English:

The following table provides the information in English:

The following table provides the information in English:

and may also include a large group of different sides. Market exposure for last include

The following table provides the information in English:

The following table provides the information in English:

1. 2017年,公司与上海浦东发展银行股份有限公司签订了《关于使用部分闲置募集资金进行现金管理的协议》。

![img-2.jpeg](img-2.jpeg)

As of 11/30/22

U.S. Treasury Money Fund $10,540

---

 Lipper U.S. Treasury Money Market Funds Index 10,530

T. ROWE PRICE U.S. TREASURY FUNDS

GROWTH OF $10,000

$10,600

11

BENCHMARK INFORMATION

![img-0.jpeg](img-0.jpeg)

As of 11/30/22

U.S. Treasury Intermediate Index Fund $10,217

Bloomberg U.S. 4-10 Year Treasury Bond Index 10,750

T. ROWE PRICE U.S. TREASURY FUNDS

GROWTH OF $10,000

$12,500

17

![img-1.jpeg](img-1.jpeg)

![img-2.jpeg](img-2.jpeg)

T. ROWE PRICE U.S. TREASURY FUNDS

GROWTH OF $10,000

$16,000

38

e recommendation to the call or field such investment or security does not
were supplied by Liggett & Myers Company subject to the following

| U.S. Treasury Money Fund | 0.32% |
| --- | --- |
| U.S. Treasury Money Fund-I Class | 0.21 |
| AVERAGE U.S. Treasury Money Fund-Z Class | 0.19 |
| U.S. Treasury Intermediate Index Fund | 0.27 |

T. ROWE PRICE U.S. TREASURY FUNDS

EXPENSE RATIOS

18

U.S. Treasury Intermediate Index Fund-I Class
Since Inception
Periods Ended 11/30/77 1 Year 5 Years 10 Years Inception Date
U.S. Treasury Intermediate Index Fund I Class 1 Year 5 Years 10 Years Inception Date
U.S. Treasury Intermediate Index Fund I Class 1 Year 5 Years 10 Years Inception Date
U.S. Treasury Intermediate Index Fund I Class 1 Year 5 Years 10 Years Inception Date
U.S. Treasury Intermediate Index Fund I Class 1 Year 5 Years 10 Years Inception Date
U.S. Treasury Intermediate Index Fund I Class 1 Year 5 Years 10 Years Inception Date
U.S. Treasury Intermediate Index Fund I Class 1 Year 5 Years 10 Years Inception Date
U.S. Treasury Intermediate Index Fund I Class 1 Year 5 Years 10 Years Inception Date
U.S. Treasury Intermediate Index Fund I Class 1 Year 5 Years 10 Years Inception Date
U.S. Treasury Intermediate Index Fund I Class 1 Year 5 Years 10 Years Inception Date
U.S. Treasury Intermediate Index Fund I Class 1 Year 5 Years 10 Years Inception Date
U.S. Treasury Intermediate Index Fund I Class 1 Year 5 Years 10 Years Inception Date

# T. ROWE PRICE U.S. TREASURY FUNDS

FUND EXPENSE EXAMPLE (CONTINUED)

28

for the purpose of this document, the undersigned hereby certifies that the undersigned has been a true and correct copy of the foregoing information. The undersigned hereby certifies that the undersigned has been a true and correct copy of the foregoing information.

| U.S. Treasurer | Beginning Account Value | Ending Account Value | Expenses Paid During Period* |
| --- | --- | --- | --- |
| FUND AVERAGE | 6/1/22 | 11/30/22 | 6/1/22 to 11/30/22 |

| U.S. Treasurer | Investor Class |
| --- | --- |

T. ROWE PRICE U.S. TREASURY FUNDS

FUND EXPENSE EXAMPLE (CONTINUED)

21

Fund- 2.0.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1

Funds: 2.0.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1

U.S. Tre 6/1/22 11/30/22 6/1/22 to 11/30/22

U.S. Tre Investor Class

![img-3.jpeg](img-3.jpeg)

T. ROWE PRICE U.S. TREASURY FUNDS

FUND EXPENSE EXAMPLE (CONTINUED)

22

Fund - 2.0.0.0.0. clients and impose no 130.000 administrative fees per cent. and 0.0.0.0.0.0.0.0.0.0.0. This table is for the purpose of the following:

|  | Beginning Account Value | Ending Account Value | Expenses Paid During Period* |
| --- | --- | --- | --- |
|  | 6/1/22 | 11/30/22 | 6/1/22 to 11/30/22 |
| Investor Class |  |  |  |

T. ROWE PRICE U.S. TREASURY FUNDS

FUND EXPENSE EXAMPLE (CONTINUED)

22

41.00

| Periods Ended 9/30/22 | SEC Yield (7-Day Simple) With Waiver | SEC Yield (7-Day Simple) Without Waiver | 1 Year | 5 Years | 10 Years | Since Inception | Inception Date |
| --- | --- | --- | --- | --- | --- | --- | --- |
| U.S. Treasury |  |  |  |  |  |  |  |

T. ROWE PRICE U.S. TREASURY FUNDS

QUARTER-END RETURNS

24

This table provides returns through the most recent calendar quarter-end rather than through the end of the funds' fiscal period. It shows how the funds would have performed each year if their actual (or cumulative) returns for the periods shown had been earned at a constant rate. Average annual total return figures include changes in principal value, reinvested dividends, and capital gain distributions. Returns do not reflect taxes that the shareholder may pay on fund distributions or the redemption of fund shares. When assessing performance, investors should consider both short- and long-term returns. A money fund's yield more closely represents its

T. ROWE PRICE U.S. TREASURY FUNDS

**QUARTER-END RETURNS (CONTINUED)**

25

market earnings then down the total return.

This is a 2018 period. The annualized expense ratio of the investor Class was 0.29%, the 1 Class was 0.28%. The 1 Class was 0.27%, and the 2 Class was 0.26%.

The investor's portion of the management fee is limited to the level of the fund. This voluntary waiver is in addition to any contractual expense ratio limitation in effect for the fund and may be amended or terminated at any time without prior notice. A fee waiver has the effect of the funds and will not be paid at the fund. The funds and have been lower.

# investment goals.

Through September 30, 2023, T. Rowe Price Associates, Inc. (TRPA), has agreed to pay the U.S. Treasury

![img-4.jpeg](img-4.jpeg)

You have many

T. Rowe Price Investment Services, Inc. | 100 East Pratt Street | Baltimore, MD 21202-1009

T.Rowe Price®

operating expenses of the fund's I Class excluding management fees; interest; expenses related to ownership, taxes, and brokerage; nonrecurring, extraordinary expenses; and acquired fund loans and expenses (I Class operating expenses) in the extent the I Class operating expenses exceed a certain portion of the class's nonrecurring expenses. Details are available in the fund's I Class operating expenses.

**Explore products and services that can help**

www.trom$$

T. ROWE PRICE

U.S. Treasury Long-Term Index Fund

U.S. Treasury Long-Term

| PRULX |  |
| --- | --- |
| PRUUX |  |

# **SEMIANNUAL REPORT**
November 30, 2022

INVEST WITH CONFIDENCE*

(Unaudited)

28

(Unaudited)

Indication of future results. Current performance may be lower or higher than the performance

| Investment Shares |  | Total |  | Total |  |
| --- | --- | --- | --- | --- | --- |
| T. Rowe Price |  | 0.32 |  | 0.21 |  |
| Actual/Est. Profit |  | 0.30 |  | 0.30 |  |
| Investor Class |  | Transfer on Death |  | 0.33 |  |
| Total, from |  | (1/30) |  | 3.00 |  |
| 1/30/22 |  | 5/31/22 |  | 5/31/20 |  |
|  |  | 5/31/21 |  | 5/31/19 |  |
|  |  | 5/31/18 |  | 5/31/16 |  |

| Rating/Supplemental Devaluations | Data |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Total ROWE Income | (10.36)% (0.32) | (14.75)% (0.20) | (13.56)% (0.22) | 26.47% (0.29) | 11.48% (0.33) | (0.43)% (0.32) |

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

TREASURY

28

(Unaudited)

For a share outstanding throughout each period

| Call 1-800-225-5132 to request a prospectus or summary prospectus each includes investment |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Class | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
|  | 1st class | 1st class | 1st class | 1st class | 1st class | 1st class |
|  | 1st class | 1st class | 1st class | 1st class | 1st class | 1st class |
|  | 1st class | 1st class | 1st class | 1st class | 1st class | 1st class |
|  | 1st class | 1st class | 1st class | 1st class | 1st class | 1st class |
|  | 1st class | 1st class | 1st class | 1st class | 1st class | 1st class |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| NET ASSET VALUE | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |
| NET ASSET VALUE | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |
| Net Assets | $6.43 | $6.43 |  |  |  |  |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

| Category | 1st class | 2nd class | 3rd class | 4th class | 5th class | 6th class |
| --- | --- | --- | --- | --- | --- | --- |
| Net Assets | $6.43 | $6.43 | $11.04 | $15.38 | $13.26 | $12.22 |

<table><thead><tr><th>Category</th><th>1st class</th><th>2nd class</th><th>3rd class</th><th>4th class</th><th>5th class</th><th>6th class</th></tr></thead><tr><td>Net Assets</td><td>$6.43</td><td>$6.43</td><td>$11.04</td><td>$15.38</td><td>$13.26</td><td>$12.22</td></tr></tabletable>[{"box_2d": [107, 511, 376, 522], "label": "text", "caption": "Notes: 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 15. 16. 17. 18. 19. 20. 21. 22. 23. 24. 25. 26. 27. 28. 29. 30. 31. 32. 33. 34. 35. 36. 37. 38. 39. 40. 41. 42. 43. 44. 45. 46. 47. 48. 49. 50. 51. 52. 53. 54. 55. 56. 57. 58. 59. 60. 61. 62. 63. 64. 65. 66.

38

(Unaudited)

T. Rowe Price Advisory Services, Inc., a registered investment firm whose membership is 1940. Brokerage services are provided by T. Rowe Price Investment Services, Inc., member FINRA/SIPC. Brokerage accounts are carried by Pershing LLC, a BNY Mellon Company, member NYSE/FINRA/SIPC. The company is a member firm of T. Rowe Price Investment Services, Inc., an affiliated companies, member NYSE/FINRA/SIPC. The company is a member firm of T. Rowe Price Investment Services, Inc., an affiliated companies, member NYSE/FINRA/SIPC. The company is a member firm of T. Rowe Price Investment Services, Inc., member FINRA/SIPC. The company is a member firm of T. Rowe Price Investment Services, Inc., member FINRA/SIPC. The company is a member firm of T. Rowe Price Investment Services, Inc., member FINRA/SIPC. The company is a member firm of T. Rowe Price Investment Services, Inc., member FINRA/SIPC. The company is a member firm of T. Rowe Price Investment Services, Inc., member FINRA/SIPC. The company

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| Rating | Date | troweprice.com. |  |  |  |
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| Rating | Date | troweprice.com. |  |  |  |
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| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
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| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
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| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
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| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
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| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |

| Total | 2016 | 2015 | 2014 | 2013 | 2012 |
| --- | --- | --- | --- | --- | --- |

| Rating | Date | troweprice.com. |  |  |  |
| --- | --- | --- | --- | --- | --- |

| Total | 2016 | 2015 | 2014 | 2013 | 2012 |
| --- | --- | --- | --- | --- | --- |

| Total | 2016 | 2015 | 2014 | 2013 | 2012 |
| --- | --- | --- | --- | --- | --- |
| Total | 2016 | 2015 | 2014 | 2013 | 2012 |

31

(Unaudited)

For a share outstanding throughout each period

| Z Class | (2.30) | (0.90) | - | - 25 |
| --- | --- | --- | --- | --- |
| NET INCOME EXISTING |  |  |  |  |
| NET INCOME EXISTING |  |  |  |  |
| NET INCOME EXISTING |  |  |  |  |
| NET INCOME EXISTING |  |  |  |  |
| NET INCOME EXISTING |  |  |  |  |
| NET INCOME EXISTING |  |  |  |  |
| NET INCOME EXISTING |  |  |  |  |
| NET INCOME EXISTING |  |  |  |  |
| NET INCOME EXISTING |  |  |  |  |

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

TREASURY

32

November 30, 2023 (Unaudited)

|  | Par/Shares | $ Value |  |
| --- | --- | --- | --- |
| (Amounts in 000s) |  |  |  |
| U.S. GOVERNMENT & AGENCY MORTGAGE-BACKED |  |  |  |
| SECURITIES 2.1% | (1.90)% | (2.80)% |  |
| Total from investment activities | (0.93) | (1.56) | (1.79) |
| Portfolio turnover rate 38.0% | 75.2% | 49.1% | 157.0% |
|  |  |  | 59.3% |
|  |  |  | 0.05% |
|  |  |  | 0.12% |
|  |  |  | 15.5% |
| U.S. Government Obligations 2.2% |  |  |  |
| Net realized gain | $114,440 | $155,260 | $10,247 |
|  |  |  | $1,288,353 |
|  |  |  | $1,082,056 |
| Net realized gain | - | - | (2.30) |
| Total distributions | (0.13) | (0.24) | (2.56) |
|  |  |  | (0.06) |

$^{1/2}$ Per share amounts calculated using average shares outstanding method.
$^{1/2}$ Per share amounts of expense-related arrangements with Price Associates.

![img-0.jpeg](img-0.jpeg)

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

2023/12/30 10:00 AM

11

| 2.50% | 8/20/51 | 12/20/51 | 27,375 | 24,115 |
| --- | --- | --- | --- | --- |
| 3.00% | 1/20/35 | 10/20/51 | 13,000 | 13,000 |
| 1.00% | 0/20/35 | 2/20/50 | 12,833 | 12,061 |
| 4.75% | 1/20/35 | 3/20/50 | 12,833 | 12,061 |
| 5.75% | 1/20/35 | 4/20/50 | 12,833 | 12,061 |
| Note: The following items are not included in the fund's annualized plan. The fund's annualized plan is based on the amount of funds available for the fund's annualized plan. The fund's annualized plan is based on the amount of funds available for the fund's annualized plan. |  |  |  |  |
| The fund's annualized plan is based on the amount of funds available for the fund's annualized plan. |  |  |  |  |
| The fund's annualized plan is based on the amount of funds available for the fund's annualized plan. |  |  |  |  |
| The fund's annualized plan is based on the amount of funds available for the fund's annualized plan. |  |  |  |  |

Notes to average net assets: 0

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

34

| 数据传输数据 | 2015年5%, 11/15/46 | 133,500-- | 109,637-- |
| --- | --- | --- | --- |
| 数据传输数据 | 2.875%, 5/15/52 | 203,910 | 169,468 |
| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |
| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

| 数据传输数据 | 2015年5%, 11/15/46 | 203,910 | 169,468 |
| --- | --- | --- | --- |

| 数据传输数据 |  |
| --- | --- |

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

35

| Total U.S. Government Agency Obligations (Excluding) | 3/23 | (627,968)5188 | 433,949 |
| --- | --- | --- | --- |
| Total U.S. Government Agency Obligations (Excluding) | 3/23 | 512,568,405 | 46,887 |
| Total U.S. Government Agency Obligations (Excluding) | 3/23 | 306,904,140 | 191,646 |
| U.S. GOVERNMENT AGENCY OBLIGATIONS (EXCLUDING) |  |  |  |
| Total U.S. Government Agency Obligations (Excluding) |  | 10,475 | 10,000 |
| Total U.S. Government Agency Obligations (Excluding) |  |  | 9,000 |
| The following information is provided for the use of the U.S. Government Agency Obligations (Excluding) |  |  |  |
| The U.S. Government Agency Obligations (Excluding) |  |  |  |
| The U.S. Government Agency Obligations (Excluding) |  |  |  |
| The U.S. Government Agency Obligations (Excluding) |  |  |  |
| The U.S. Government Agency Obligations (Excluding) |  |  |  |
| The U.S. Government Agency Obligations (Excluding) |  |  |  |

20 Annualized

---

---

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

---

36

November 30, 2022 (Unaudited)

| The following securities are not available to the Company's shareholders, except as otherwise provided in the above section of the six months ended November 30, 2022 (U.S. Treasury Bonds, 1,000, $1,000) |  |
| --- | --- |
| Total (Total) | 18,700 |
| Total (Total) | 18,700 |
| Total (Total) | 18,700 |
| Total (Total) | 18,700 |
| Total (Total) | 18,700 |
| Total (Total) | 18,700 |
| Total (Total) | 18,700 |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table>

| Total (Total) | 18,700 |
| --- | --- |

</table></table>

| Description | Description |
| --- | --- |
| (000s, except shares and per share amounts) |  |

37

November 30, 2022 (Unaudited)

| U.S. Treasury Bonds, 1.875% | 11/25/21 | 205,235 | 134,910 |
| --- | --- | --- | --- |
| Supermarket Investment Schedule |  | 182,240 | 132,600 |
| U.S. Treasury Bonds, 2.00% | 2/15/50 | 198,000 | 138,000 |
| U.S. Treasury Bonds, 2.00% | 9/15/51 | 141,000 | 1,100,000 |
| U.S. Treasury Bonds, 2.00% | 9/15/51 | 142,000 | 1,100,000 |
| U.S. Treasury Bonds, 2.00% | 9/15/51 | 142,000 | 1,100,000 |
| U.S. Treasury Bonds, 2.00% | 9/15/51 | 142,000 | 1,100,000 |
| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |
| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |
| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |
| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |
| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

| U.S. Treasury Bonds, 2.00% | 9/15/51 | 115,985 | 1,100,000 |
| --- | --- | --- | --- |

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND[{"box_2d": [107, 513, 376, 523], "label": "text", "

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND[{"box_2d

38

(Unaudited)

(b)(6) Seven-day yield

• Investment at 2018-2019 (2018-2019) dividend income and $0 of interest income.
• The company's share of the company's share of the company's share of the company's share of the company's share of the company's share of the company's share of the company's share of the company's share of the company's share of the company's share of the company's share of the company's share of the company's share of the company's share of the company's share of the company's share of the company's share of the company's share of the company's share of the company's share

Total income

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

($000s)

38

(Unaudited)

# Expenses

6 Months
Ended
11/30/03

| Realized and Unrealized Gain / Loss |  |  |
| --- | --- | --- |
| Net Realized Gain (loss) | $ | 317 |
| Costs |  | 58 |
| Saturdays |  |  |
| Production and shareholder reports |  |  |
| Interest Costs |  | 19 |
| General Notes |  |  |
| Costs |  | 2 |
| Net realized loss |  |  |

| 6 Months Ended 11/30/03 |
| --- |
| (167,231 ) |
| (9,917 ) |
| (434 ) |
| (177,582 ) |

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

EXPIRATION DATE: 01/01/2014

($000s)

The accompanying notes are an integral part of these financial statements.

48

(Unaudited)

Z Class

|  | 6 Months Ended | Year Ended |
| --- | --- | --- |
| Custody and accounting | 11/30/22 | 5/31/22 |
| Corporate assets (in millions) and other assets |  |  |
| Lease and audit |  | (350,498) |
| Corporate |  |  |
| Interest income | $65,746 | $76,746 |
| Interest expense |  |  |
| Interest expense | (177,582) | (147,582) |
| Interest expense |  |  |
| Interest expense | (347,692) | (438,582) |
| Net assets |  |  |
| Net assets | (459,528) | (663,958) |

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

TAXATION OF CASH FLOW

($000s)

41

(Unaudited)

The accompanying notes are an integral part of these financial statements.

| Net investment income | 6 Months Ended | 6 Months Ended |
| --- | --- | --- |
| DECREASE IN NET ASSETS FROM OPERATIONS | 11/30/22 | $(45,328) |
| Net assets |  |  |
| Increase during period | (1,000) | (1,000) |
| Beginning of period | 4,180,000 | 3,300,000 |
| End of period | $4,400,000 | $4,800,000 |
| Decrease in net assets from distributions | (65,708) | (79,564) |

*Share information (000s)

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

STATEMENT OF REVENUE OF NET ASSETS

($000s)

The accompanying notes are an integral part of these financial statements.

62

Unaudited

C. 1940 (the 1940 Act of 1940 (the 1940 Act). The U.S. Treasury Long-Term Index Fund (Class 3,607) is a diversified, open-end management investment company established by the Corporation. The fund seeks to provide high income capital with more than 10,000. The fund has three classes of shares: the U.S. Treasury Long-Term Index Fund (Class 3,607), the U.S. Treasury Long-Term Index Fund-I Class (3,607) and the Treasury Long-Term Index Fund-Z Class (Z Class 3,607). These shares have a 1,000,000 initial investment minimum, although the minimum is generally is waived.

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

T. Rowe Price U.S. Treasury Funds, Inc. (the corporation) is registered under the

42

income. Inflation adjustments to the principal amount of inflation-indexed bonds are
I Class 4,412 4,227
reduced as interest income. Income tax-related interest and securities, if incurred, are
or otherwise the financial intermediaries eligible retirement obligations certain interest
in the capitalization tax expense. Dividends received from higher fund investments are
reduced in the 1st November 15, 2023, the initial investment in the new way to reduce
reduced as interest income. Capital gain distributions are reduced as well as interest
and the 2023/24 issued for financial intermediaries eligible retirement obligations certain
investment income and capital gain distributions are recorded on the ex-dividend
other certain accounts. As a result of the reduction in the I Class retirement obligations
in the 1st November 2023, the net and are recorded at the fair concentration of the
interest assets transferred from the transfer class to the I Class. This transfer of shares from
reduced distributions to distributions are recorded on the ex-dividend date income
transfers. Class to I Class is reflected in the Statement of Changes in Net Assets under
the Capital shares transactions as Shares redeemed and Shares sold, respectively.

# T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

reporting purposes. Paydown gains and losses are recorded as an adjustment to interest

44

NOTE: A VALUATION
NOTE: A VALUATION

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

Indemnification In the normal course of business, the fund may provide

45

NOTE: The following table shows the distribution of the data from the source files. The table shows the distribution of the data from the source files. The table shows the distribution of the data from the source files.

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

observable inputs and minimize the use of unobservable inputs. When multiple inputs

46

THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE

THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE OF THE FINE

transactions are accounted for on the trade date basis. Income and expenses are

recorded on the accrual basis. Realized gains and losses are reported on the identified

# **Valuation Inputs** The following table summarizes the fund's financial instruments.

47

January 2011 which provided further amendments and clarifications to Topic 948
The following information is provided in the following table:
The following table provides the information in English:
The following table provides the information in English:
The following table provides the information in English:
The following table provides the information in English:
The following table provides the information in English:

![img-0.jpeg](img-0.jpeg)

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

portfolio duration and credit exposure. The risks associated with the use of derivatives

48

The following table provides the information in a specific format:

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The image is too blurry to recognize any text content.

The image is too blurry to recognize any text content.

The image is too blurry to recognize any text content.

The image is too blurry to recognize any text content.

The image is too blurry to recognize any text content.

The image is too blurry to recognize any text content.

Additionally, the amount of gains and losses on derivative instruments recognized in

48

The following table provides the information in English:

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

were cleared. This ability is subject to the liquidity of underlying positions. As of

58

This document is intended for the use of the authors and not to be used in any way for any purpose other than as to the accuracy or completeness of the information contained in this document. The authors and authors' opinions are those of the authors and not to be used in any way for any purpose other than as to the accuracy or completeness of the information contained in this document. The authors and authors' opinions are those of the authors and not to be used in any way for any purpose other than as to the accuracy or completeness of the information contained in this document. The authors and authors' opinions are those of the authors and not to be used in any way for any purpose other than as to the accuracy or completeness of the information contained in this document.

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

and put options on futures give the holder the right, but not the obligation, to purchase

11

other referrals to the accompanying Statement of Assets and Liabilities is only the unsettled
revenue. The information contained in this report is not to be construed as a
reference to the information contained in this report. The information contained in this report is not to be
construed as a reference to the information contained in this report. The information contained in this report is not to be
construed as a reference to the information contained in this report.

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

to underlying securities. Until settlement, the fund maintains liquid assets sufficient to

52

the political position for the community is a key element of the political position. The political position is a key element of the political position. The political position is a key element of the political position.

# T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

the collateral and indemnification, the fund could experience a delay in recovering

52

CONTINUATES for MSFTA Transactions
NOTE 7.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1.1

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

NOTE 6 - RELATED PARTY TRANSACTIONS

54

TBA transactions pursuant to which it agrees to purchase or sell respectively
the following business activities: (a) the amount of which the business is not to be sold at the time of sale, (b) the amount of which the business is not to be sold at the time of sale, (c) the amount of which the business is not to be sold at the time of sale, (d) the amount of which the business is not to be sold at the time of sale, (e) the amount of which the business is not to be sold at the time of sale, (f) the amount of which the business is not to be sold at the time of sale, (g) the amount of which the business is not to be sold at the time of sale, (h) the amount of which the business is not to be sold at the time of sale, (i) the amount of which the business is not to be sold at the time of sale, (j) the amount of which the business is not to be sold at the time of sale, (k) the amount of which the business is not to be sold at the time of sale, (l) the amount of which the business is not to be sold at the time of sale, (m) the amount of which the business is not to be sold at the time of sale, (n) the amount of which the business is not to be sold at the time of sale, (o) the amount of which the business is not to be sold at the time of sale, (p) the amount of which the business is not to be sold at the time of sale, (q) the amount of which the business is not to be sold at the time of sale, (r) the amount of which the business is not to be sold at the time of sale, (s) the amount of which the business is not to be sold at the time of sale, (t) the amount of which the business is not to be sold at the time of sale, (u) the amount of which the business is not to be sold at the time of sale, (v) the amount of which the business is not to be sold at the time of sale, (w) the amount of which the business is not to be sold at the time of sale, (x) the amount of which the business is not to be sold at the time of sale, (y) the amount of which the business is not to be sold at the time of sale, (z) the amount of which the business is not to be sold at the time of sale, (w) the amount of which the business is not to be sold at the time of sale, (x) the amount of which the business is not to be sold at the time of sale, (y) the amount of which the business is not to be sold at the time of sale, (z)

# T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

indefinitely, and the agreement may only be amended or terminated with approval by

11

Invested in the T. Rowe Price Government

# T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

The fund may invest its cash reserves in certain open-end management investment

58

RECORD

The following table provides the information in a specific format:

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

INFORMATION ON PROXY VOTING POLICIES, PROCEDURES, AND

57

corporate website. To access it, please visit the following Web page:

NOTE: **TACTICER MATTERS** are not to be used to use a specific material. The material is not to be used to use a specific material. The material is not to be used to use a specific material.

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

LIQUIDITY RISK MANAGEMENT PROGRAM

58

shows above, and could down to the section near the bottom of the page that says
some words. An author is responsible for overseeing the life of the discipline of the
home, which provides a list of the living within the home, but is not limited to a
report. The author is responsible for overseeing the life of the discipline of the
home, which provides a list of the living within the home, but is not limited to a
report. The author is responsible for overseeing the life of the discipline of the
home, which provides a list of the living within the home, but is not limited to a
report. The author is responsible for overseeing the life of the discipline of the
home, which provides a list of the living within the home, but is not limited to a
report. The author is responsible for overseeing the life of the discipline of the
home, which provides a list of the living within the home, but is not limited to a
report.

T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND

LIQUIDITY RISK MANAGEMENT PROGRAM (CONTINUED)

38

investment goals

![img-0.jpeg](img-0.jpeg)

You have many

1. Power Price Investment Services, Inc. | 100 East/Pratt Street | Baltimore, MD 21202-1009

# **Item 1. (b) Notice pursuant to Rule 30e-3.**

Not applicable.

# **Item 2. Code of Ethics.**

In order to be used during the following categories based on estimations of the investment's

A code of ethics is defined in the Form N-CSR. The applicable code of ethics is defined in the Form N-CSR. The substantive amendments were approved or waivers were granted to this code of ethics during the registrant's

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## Item 11. Controls and Procedures.

(a) The registrant's principal executive officer and principal financial officer have evaluated the registrant's disclosure controls and procedures within 90 days of this filing and have concluded that the registrant's disclosure controls and procedures were effective, as of that date, in ensuring that information required to be disclosed by the registrant in this Form N-CSR was recorded, processed, summarized, and reported timely.

(b) The registrant's principal executive officer and principal financial officer have evaluated the registrant's disclosure controls and procedures within 90 days of this filing and have concluded that the registrant's disclosure controls and procedures were effective, as of that date, in ensuring that information required to be disclosed by the registrant in this Form N-CSR was recorded, processed, summarized, and reported timely.

## Item 12. Disclosure of Securities/Lending Activities for Closed-End Management Investment Companies.

The registrant's principal executive officer and principal financial officer have evaluated the registrant's disclosure controls and procedures within 90 days of this filing and have concluded that the registrant's disclosure controls and procedures were effective, as of that date, in ensuring that information required to be disclosed by the registrant in this Form N-CSR was recorded, processed, summarized, and reported timely.

## Item 13. Exhibits.

(a) The registrant's code of ethics pursuant to Item 2 of Form N-CSR is filed with the registrant's annual Form N-CSR.

(1)

(2) Separate certifications by the registrant's principal executive officer and principal financial officer, pursuant to Section 302 of the Sarbanes-Oxley Act of 2002 and required by Rule 30a-2(a) under the Investment Company Act of 1940, are attached.

(3) Written solicitation to repurchase securities issued by closed-end companies: not applicable.

(b) A certification by the registrant's principal executive officer and principal financial officer, pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 and required by Rule 30a-2(b) under the Investment Company Act of 1940, is attached.

## SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

By ________________________
I, Rowe Price U.S. Treasury Fund, and
T. Rowe Price U.S. Treasury Fund, and
T. Rowe Price U.S. Treasury Fund, and
ActivePlus Finance
for online business
and
powered by experts
and
related expenses
and
related expenses

Date January 19, 2023
Visit troweprice.com/broadrange

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

By ________________________
David Oestreicher
Principal Executive Officer

Date January 19, 2023

By ________________________
Alan S. Dupski
Principal Financial Officer

Date January 19, 2023

Call 1-800-225-5132 to request a prospectus or summary prospectus, each includes investment objectives, risks, fees, expenses, and other information that you should read and consider carefully before investing.

All mutual funds are subject to market risk, including possible loss of principal. Investing internationally involves special risks including economic and political uncertainty and currency fluctuation.

1 The T. Rowe Price® ActivePlus Portfolios is a discretionary investment management program provided by

T. Rowe Price Advisory Services, Inc., a registered investment adviser under the Investment Advisers Act of 1940. Brokerage services are provided by T. Rowe Price Investment Services, Inc., member FINRA/SIPC. Brokerage accounts are carried by Pershing LLC, a BNY Mellon Company, member NYSE/FINRA/SIPC. T. Rowe Price Advisory Services, Inc., and T. Rowe Price Investment Services, Inc., are affiliated companies. Brokerage services are provided by T. Rowe Price Investment Services, Inc., member FINRA/SIPC. Brokerage accounts are carried by Pershing LLC, a BNY Mellon Company, member NYSE/FINRA/SIPC.

P87.051 103

## Ex-99.Cert

**Item 13. (a)(2)** 

**<u>CERTIFICATIONS</u>**

I, David Oestreicher, certify that:

1. I have reviewed this report on Form N-CSR of T. Rowe Price U.S.
Treasury Long-Term Index Fund;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state
a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report,
fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the
periods presented in this report;

4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining
disclosure controls and procedures (as defined in rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be
designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is
being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Designed such internal control over financial reporting, or caused such internal control over financial
reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting
principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in
this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(d) Disclosed in this report any change in the registrant's internal control over financial reporting that
occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and

5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and
the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) All significant deficiencies and material weaknesses in the design or operation of internal control over
financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Any fraud, whether or not material, that involves management or other employees who have a significant role
in the registrant's internal control over financial reporting.

---

| | |
|:---|:---|
| Date: January 19, 2023 | /s/ David Oestreicher |
|  | David Oestreicher |
|  | Principal Executive Officer |

---

------

**<u>CERTIFICATIONS</u>**

I, Alan S. Dupski, certify that:

1. I have reviewed this report on Form N-CSR of T. Rowe Price U.S.
Treasury Long-Term Index Fund;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state
a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report,
fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the
periods presented in this report;

4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining
disclosure controls and procedures (as defined in rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be
designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is
being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Designed such internal control over financial reporting, or caused such internal control over financial
reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting
principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in
this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(d) Disclosed in this report any change in the registrant's internal control over financial reporting that
occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and

5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and
the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) All significant deficiencies and material weaknesses in the design or operation of internal control over
financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Any fraud, whether or not material, that involves management or other employees who have a significant role
in the registrant's internal control over financial reporting.

---

| | |
|:---|:---|
| Date: January 19, 2023 | /s/ Alan S. Dupski |
|  | Alan S. Dupski |
|  | Principal Financial Officer |

---

## Exhibit 99.906

**Item 13. (b)** 

**CERTIFICATION UNDER SECTION 906 OF SARBANES-OXLEY ACT OF 2002** 

Name of Issuer: T. Rowe Price U.S. Treasury Long-Term Index Fund

In connection with the Report on Form N-CSR for the above named Issuer, the undersigned hereby certifies, to the best of his knowledge, that:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. The Report fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange
Act of 1934;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. The information contained in the Report fairly presents, in all material respects, the financial condition
and results of operations of the Issuer.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Date: January 19, 2023 | /s/ David Oestreicher |
|  | David Oestreicher |
|  | Principal Executive Officer |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Date: January 19, 2023 | /s/ Alan S. Dupski |
|  | Alan S. Dupski |
|  | Principal Financial Officer |

---