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Showing content from https://github.com/pandas-dev/pandas/issues/7822 below:

preserver tz on created series from Index when possible · Issue #7822 · pandas-dev/pandas · GitHub

I think this could be done w/o breaking anything else.

In [16]: ts = pd.date_range('1/1/2011', periods=5, freq='10s', tz = 'US/Eastern')

In [17]: ts
Out[17]:
<class 'pandas.tseries.index.DatetimeIndex'>
[2011-01-01 00:00:00-05:00, ..., 2011-01-01 00:00:40-05:00]
Length: 5, Freq: 10S, Timezone: US/Eastern

In [18]: pd.DataFrame( {'a' : ts } )

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