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Term Securities Lending Facility
The Term Securities Lending Facility is a 28-day lending facility that offers Treasury general collateral to the Federal Reserve Bank of New York’s primary dealers in exchange for other program-eligible collateral. It is intended to promote liquidity in the financing markets for Treasury and other collateral and thus foster the functioning of financial markets more generally.
 
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Auction Results
January 07, 2010
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 2
0
0
0.00
0.2500
  


Auction Announcement
January 06, 2010
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
  
 
Offering amount
$25 billion par
  
 
Maximum award
$5 billion par (20% of offering)
  
 
Minimum fee rate
0.2500 percent
  
 
Auction date
    Start time
    Close time
January 07, 2010
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
January 08, 2010
  
 
Term
28-day
  
 
Maturity date
February 05, 2010
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 00.875 12/31/10
4,104
  
 
T 00.875 04/30/11
3,081
  
 
T 04.125 08/31/12
3,498
  
 
T 04.250 11/15/14
1,654
  
 
T 07.500 11/15/16
5,716
  
 
T 04.000 08/15/18
6,946
  
Auction Results
December 03, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 2
0
0
0.00
0.2500
  


Auction Announcement
December 02, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
  
 
Offering amount
$25 billion par
  
 
Maximum award
$5 billion par (20% of offering)
  
 
Minimum fee rate
0.2500 percent
  
 
Auction date
    Start time
    Close time
December 03, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
December 04, 2009
  
 
Term
35-day
  
 
Maturity date
January 08, 2010
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 00.875 12/31/10
3,903
  
 
T 00.875 04/30/11
2,880
  
 
T 04.875 06/30/12
4,505
  
 
T 04.250 11/15/14
1,453
  
 
T 07.500 11/15/16
5,514
  
 
T 04.000 08/15/18
6,745
  
Auction Results
November 05, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 2
0
0
0.00
0.2500
  


Auction Announcement
November 04, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
  
 
Offering amount
$25 billion par
  
 
Maximum award
$5 billion par (20% of offering)
  
 
Minimum fee rate
0.2500 percent
  
 
Auction date
    Start time
    Close time
November 05, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
November 06, 2009
  
 
Term
28-day
  
 
Maturity date
December 04, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 01.750 03/31/10
3,792
  
 
T 01.500 10/31/10
1,829
  
 
T 02.750 02/28/13
3,039
  
 
T 02.625 02/29/16
4,498
  
 
T 08.125 05/15/21
3,320
  
 
T 06.000 02/15/26
1,767
  
 
T 05.500 08/15/28
2,384
  
 
TII 00.875 04/15/10
3,422
  
 
TII 00.625 04/15/13
950
  
Auction Results
October 08, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 2
0
0
0.00
0.2500
  


Auction Announcement
October 07, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
  
 
Offering amount
$50 billion par
  
 
Maximum award
$10 billion par (20% of offering)
  
 
Minimum fee rate
0.2500 percent
  
 
Auction date
    Start time
    Close time
October 08, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
October 09, 2009
  
 
Term
28-day
  
 
Maturity date
November 06, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 00.875 12/31/10
4,562
  
 
T 01.125 01/15/12
4,170
  
 
T 04.625 02/29/12
4,231
  
 
T 02.500 03/31/13
3,407
  
 
T 04.250 08/15/13
5,170
  
 
T 02.625 02/29/16
5,161
  
 
T 04.000 08/15/18
5,157
  
 
T 08.125 05/15/21
2,938
  
 
T 06.250 08/15/23
4,402
  
 
T 06.875 08/15/25
1,570
  
 
TII 00.875 04/15/10
3,372
  
 
TII 02.500 07/15/16
2,961
  
 
TII 02.000 01/15/26
2,900
  
Auction Results
September 10, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 2
0
0
0.00
0.2500
  


Auction Announcement
September 09, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
  
 
Offering amount
$75 billion par
  
 
Maximum award
$15 billion par (20% of offering)
  
 
Minimum fee rate
0.2500 percent
  
 
Auction date
    Start time
    Close time
September 10, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
September 11, 2009
  
 
Term
28-day
  
 
Maturity date
October 09, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 04.625 11/15/09
5,572
  
 
T 03.500 02/15/10
2,528
  
 
T 06.500 02/15/10
4,701
  
 
T 04.750 02/15/10
1,268
  
 
T 00.875 01/31/11
2,032
  
 
T 04.500 02/28/11
2,000
  
 
T 04.875 05/31/11
1,165
  
 
T 04.500 03/31/12
2,296
  
 
T 01.750 03/31/14
7,033
  
 
T 09.250 02/15/16
1,701
  
 
T 02.625 02/29/16
5,361
  
 
T 07.500 11/15/16
6,374
  
 
T 08.875 08/15/17
3,638
  
 
T 03.500 02/15/18
6,004
  
 
T 03.875 05/15/18
7,877
  
 
T 08.750 08/15/20
5,770
  
 
T 07.625 11/15/22
2,397
  
 
T 05.000 05/15/37
7,283
  
Auction Results
August 13, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 2
0
0
0.00
0.2500
  


Auction Announcement
August 12, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
  
 
Offering amount
$75 billion par
  
 
Maximum award
$15 billion par (20% of offering)
  
 
Minimum fee rate
0.2500 percent
  
 
Auction date
    Start time
    Close time
August 13, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
August 14, 2009
  
 
Term
28-day
  
 
Maturity date
September 11, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 06.500 02/15/10
4,701
  
 
T 01.750 03/31/10
3,792
  
 
T 04.500 11/30/11
3,221
  
 
T 04.875 02/15/12
1,959
  
 
T 04.625 02/29/12
4,431
  
 
T 04.500 03/31/12
2,296
  
 
T 04.500 04/30/12
2,898
  
 
T 04.250 11/15/13
2,788
  
 
T 04.000 02/15/14
2,059
  
 
T 01.750 03/31/14
6,805
  
 
T 04.250 11/15/14
2,313
  
 
T 04.625 02/15/17
4,017
  
 
T 04.250 11/15/17
6,487
  
 
T 04.000 08/15/18
7,605
  
 
T 08.750 05/15/20
2,453
  
 
T 08.750 08/15/20
5,770
  
 
T 06.250 08/15/23
4,602
  
 
T 06.625 02/15/27
3,093
  
 
TII 02.375 01/15/25
3,714
  
Auction Results
July 16, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 2
2,700
2,700
0.04
0.2500
  


Auction Announcement
July 15, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
  
 
Offering amount
$75 billion par
  
 
Maximum award
$15 billion par (20% of offering)
  
 
Minimum fee rate
0.2500 percent
  
 
Auction date
    Start time
    Close time
July 16, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
July 17, 2009
  
 
Term
28-day
  
 
Maturity date
August 14, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 01.750 03/31/10
3,394
  
 
T 02.750 07/31/10
2,817
  
 
T 04.500 11/30/11
2,854
  
 
T 04.625 02/29/12
4,181
  
 
T 04.500 03/31/12
2,046
  
 
T 04.500 04/30/12
2,585
  
 
T 04.250 11/15/13
2,503
  
 
T 04.000 02/15/14
1,998
  
 
T 04.250 11/15/14
2,311
  
 
T 04.000 02/15/15
4,143
  
 
T 11.250 02/15/15
3,482
  
 
T 04.625 02/15/17
2,442
  
 
T 04.250 11/15/17
6,479
  
 
T 04.000 08/15/18
7,605
  
 
T 08.500 02/15/20
3,114
  
 
T 08.750 05/15/20
2,453
  
 
T 08.750 08/15/20
5,770
  
 
T 07.875 02/15/21
1,417
  
 
T 06.250 08/15/23
3,917
  
 
T 06.625 02/15/27
2,788
  
 
TII 02.500 07/15/16
3,011
  
 
TII 02.375 01/15/25
3,694
  
Auction Results
July 01, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 2
250
250
0.01
0.2500
  


Auction Announcement
June 30, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
  
 
Offering amount
$37.500 billion par
  
 
Maximum award
$7.500 billion par (20% of offering)
  
 
Minimum fee rate
0.2500 percent
  
 
Auction date
    Start time
    Close time
July 01, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
July 02, 2009
  
 
Term
15-day
  
 
Maturity date
July 17, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 03.500 11/15/09
2,903
  
 
T 06.500 02/15/10
4,201
  
 
T 03.500 02/15/10
2,501
  
 
T 02.000 11/30/13
3,119
  
 
T 08.875 08/15/17
3,338
  
 
T 04.000 08/15/18
6,604
  
 
T 08.750 08/15/20
5,270
  
 
T 06.250 08/15/23
3,682
  
 
TII 02.375 04/15/11
2,872
  
 
TII 02.500 07/15/16
3,011
  
Auction Results
June 25, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 1
0
0
0.00
0.1000
  


Auction Announcement
June 24, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 1
  
 
Offering amount
$25 billion par
  
 
Maximum award
$5 billion par (20% of offering)
  
 
Minimum fee rate
0.1000 percent
  
 
Auction date
    Start time
    Close time
June 25, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
June 26, 2009
  
 
Term
28-day
  
 
Maturity date
July 24, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 04.000 04/15/10
1,500
  
 
T 05.750 08/15/10
2,394
  
 
T 01.250 11/30/10
3,599
  
 
T 04.125 08/31/12
4,156
  
 
T 08.000 11/15/21
3,459
  
 
T 04.375 02/15/38
6,141
  
 
TII 00.875 04/15/10
2,593
  
 
TII 02.375 01/15/17
1,157
  
Auction Results
June 18, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 2
4,000
4,000
0.05
0.2500
  


Auction Announcement
June 17, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
  
 
Offering amount
$75 billion par
  
 
Maximum award
$15 billion par (20% of offering)
  
 
Minimum fee rate
0.2500 percent
  
 
Auction date
    Start time
    Close time
June 18, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
June 19, 2009
  
 
Term
28-day
  
 
Maturity date
July 17, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 04.625 11/15/09
4,606
  
 
T 03.125 11/30/09
2,764
  
 
T 03.250 12/31/09
2,726
  
 
T 03.625 01/15/10
1,450
  
 
T 01.750 03/31/10
2,588
  
 
T 02.750 07/31/10
3,215
  
 
T 04.500 11/15/10
1,999
  
 
T 00.875 01/31/11
2,032
  
 
T 05.125 06/30/11
2,051
  
 
T 04.625 10/31/11
2,227
  
 
T 04.500 11/30/11
3,104
  
 
T 04.875 02/15/12
2,580
  
 
T 04.625 02/29/12
3,719
  
 
T 04.500 03/31/12
2,296
  
 
T 04.500 04/30/12
2,835
  
 
T 04.250 11/15/13
2,753
  
 
T 04.000 02/15/14
2,057
  
 
T 04.250 11/15/14
2,039
  
 
T 11.250 02/15/15
2,850
  
 
T 04.000 02/15/15
3,882
  
 
T 07.250 05/15/16
3,326
  
 
T 04.625 02/15/17
1,028
  
 
T 04.250 11/15/17
1,379
  
 
T 08.500 02/15/20
2,094
  
 
T 08.750 05/15/20
2,453
  
 
T 07.875 02/15/21
1,335
  
 
T 06.625 02/15/27
1,730
  
 
T 04.500 02/15/36
2,288
  
 
T 04.750 02/15/37
2,535
  
 
TII 02.375 01/15/25
3,063
  
Auction Results
June 11, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 1
0
0
0.00
0.1000
  


Auction Announcement
June 10, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 1
  
 
Offering amount
$25 billion par
  
 
Maximum award
$5 billion par (20% of offering)
  
 
Minimum fee rate
0.1000 percent
  
 
Auction date
    Start time
    Close time
June 11, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
June 12, 2009
  
 
Term
28-day
  
 
Maturity date
July 10, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 04.000 09/30/09
1,784
  
 
T 03.500 02/15/10
2,528
  
 
T 01.250 11/30/10
3,599
  
 
T 04.875 02/15/12
2,580
  
 
T 04.250 08/15/15
1,272
  
 
T 09.875 11/15/15
1,711
  
 
T 08.125 08/15/19
4,085
  
 
T 06.875 08/15/25
1,770
  
 
T 05.500 08/15/28
1,923
  
 
TII 02.375 04/15/11
2,500
  
 
TII 02.500 07/15/16
1,250
  
Auction Results
June 04, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 2
2,750
2,750
0.04
0.2500
  


Auction Announcement
June 03, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
  
 
Offering amount
$75 billion par
  
 
Maximum award
$15 billion par (20% of offering)
  
 
Minimum fee rate
0.2500 percent
  
 
Auction date
    Start time
    Close time
June 04, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
June 05, 2009
  
 
Term
27-day
  
 
Maturity date
July 02, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 04.000 08/31/09
3,080
  
 
T 03.625 10/31/09
2,660
  
 
T 03.500 11/15/09
2,904
  
 
T 03.500 02/15/10
2,528
  
 
T 04.750 02/15/10
1,268
  
 
T 06.500 02/15/10
4,701
  
 
T 04.500 02/28/11
2,000
  
 
T 04.875 04/30/11
1,670
  
 
T 04.875 05/31/11
1,078
  
 
T 04.625 08/31/11
1,300
  
 
T 01.125 12/15/11
314
  
 
T 02.000 11/30/13
3,119
  
 
T 04.250 08/15/15
1,272
  
 
T 09.875 11/15/15
1,711
  
 
T 04.625 11/15/16
2,333
  
 
T 08.875 08/15/17
3,638
  
 
T 04.000 08/15/18
7,605
  
 
T 08.750 08/15/20
4,891
  
 
T 08.125 05/15/21
1,418
  
 
T 08.125 08/15/21
1,883
  
 
T 07.625 11/15/22
1,609
  
 
T 06.250 08/15/23
3,467
  
 
T 06.750 08/15/26
1,939
  
 
T 06.500 11/15/26
2,087
  
 
T 06.375 08/15/27
2,375
  
 
T 05.500 08/15/28
1,923
  
 
TII 02.375 04/15/11
2,872
  
 
TII 02.500 07/15/16
3,011
  
 
TII 01.750 01/15/28
1,585
  
 
TII 03.625 04/15/28
2,762
  
Auction Results
May 28, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 1
0
0
0.00
0.1000
  


Auction Announcement
May 27, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 1
  
 
Offering amount
$25 billion par
  
 
Maximum award
$5 billion par (20% of offering)
  
 
Minimum fee rate
0.1000 percent
  
 
Auction date
    Start time
    Close time
May 28, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
May 29, 2009
  
 
Term
28-day
  
 
Maturity date
June 26, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 01.250 11/30/10
3,599
  
 
T 01.125 01/15/12
3,388
  
 
T 04.000 11/15/12
855
  
 
T 03.625 05/15/13
1,211
  
 
T 04.250 08/15/15
1,272
  
 
T 09.875 11/15/15
1,711
  
 
T 08.875 08/15/17
3,638
  
 
T 07.875 02/15/21
1,330
  
 
T 08.125 08/15/21
1,883
  
 
T 06.500 11/15/26
2,087
  
 
TII 02.000 01/15/26
1,595
  
 
TII 02.375 01/15/27
2,432
  
Auction Results
May 21, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 2
13,000
13,000
0.17
0.2500
  


Auction Announcement
May 20, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
  
 
Offering amount
$75 billion par
  
 
Maximum award
$15 billion par (20% of offering)
  
 
Minimum fee rate
0.2500 percent
  
 
Auction date
    Start time
    Close time
May 21, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
May 22, 2009
  
 
Term
28-day
  
 
Maturity date
June 19, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 06.000 08/15/09
5,459
  
 
T 04.625 11/15/09
5,572
  
 
T 03.125 11/30/09
3,343
  
 
T 03.250 12/31/09
3,297
  
 
T 02.125 01/31/10
1,723
  
 
T 02.000 02/28/10
2,700
  
 
T 01.750 03/31/10
3,792
  
 
T 04.625 02/29/12
4,106
  
 
T 03.875 02/15/13
2,574
  
 
T 11.250 02/15/15
2,117
  
 
T 04.125 05/15/15
2,271
  
 
T 04.750 08/15/17
8,159
  
 
T 03.750 11/15/18
4,160
  
 
T 08.500 02/15/20
1,571
  
 
T 08.000 11/15/21
4,405
  
 
T 07.125 02/15/23
3,300
  
 
T 06.625 02/15/27
2,093
  
 
T 06.125 11/15/27
4,022
  
 
TII 00.875 04/15/10
1,213
  
 
TII 02.375 01/15/17
2,200
  
 
TII 01.625 01/15/18
2,362
  
 
TII 01.375 07/15/18
924
  
 
TII 02.375 01/15/25
3,641
  
Auction Results
May 14, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 1
0
0
0.00
0.1000
  


Auction Announcement
May 13, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 1
  
 
Offering amount
$25 billion par
  
 
Maximum award
$5 billion par (20% of offering)
  
 
Minimum fee rate
0.1000 percent
  
 
Auction date
    Start time
    Close time
May 14, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
May 15, 2009
  
 
Term
28-day
  
 
Maturity date
June 12, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 04.000 09/30/09
1,784
  
 
T 01.500 10/31/10
1,719
  
 
T 00.875 01/31/11
1,498
  
 
T 00.875 02/28/11
1,943
  
 
T 06.875 08/15/25
1,770
  
 
T 05.000 05/15/37
5,978
  
 
T 04.375 02/15/38
7,351
  
 
TII 03.875 04/15/29
2,958
  
Auction Results
May 06, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 2
14,350
14,350
0.19
0.2500
  


Auction Announcement
May 05, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
  
 
Offering amount
$75 billion par
  
 
Maximum award
$15 billion par (20% of offering)
  
 
Minimum fee rate
0.2500 percent
  
 
Auction date
    Start time
    Close time
May 06, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
May 07, 2009
  
 
Term
29-day
  
 
Maturity date
June 05, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 04.875 08/15/09
2,218
  
 
T 04.000 08/31/09
2,312
  
 
T 03.625 10/31/09
2,305
  
 
T 03.500 11/15/09
2,207
  
 
T 04.750 02/15/10
1,268
  
 
T 03.500 02/15/10
2,191
  
 
T 06.500 02/15/10
3,529
  
 
T 04.500 11/15/10
1,999
  
 
T 04.500 02/28/11
2,000
  
 
T 04.875 04/30/11
1,307
  
 
T 04.875 05/31/11
1,078
  
 
T 04.625 08/31/11
1,300
  
 
T 04.125 08/31/12
3,972
  
 
T 02.000 11/30/13
1,384
  
 
T 01.750 01/31/14
4,958
  
 
T 07.500 11/15/16
2,348
  
 
T 04.000 08/15/18
6,736
  
 
T 08.125 08/15/19
4,261
  
 
T 08.750 08/15/20
2,923
  
 
T 08.125 05/15/21
1,064
  
 
T 07.625 11/15/22
1,376
  
 
T 06.250 08/15/23
2,795
  
 
T 06.000 02/15/26
1,232
  
 
T 06.750 08/15/26
1,464
  
 
T 06.375 08/15/27
1,277
  
 
T 05.500 08/15/28
1,535
  
 
T 06.125 08/15/29
1,479
  
 
T 06.250 05/15/30
1,780
  
 
TII 02.375 04/15/11
2,124
  
 
TII 03.000 07/15/12
2,025
  
 
TII 02.500 07/15/16
3,011
  
 
TII 01.750 01/15/28
1,374
  
 
TII 03.625 04/15/28
2,168
  
Auction Results
April 30, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 1
0
0
0.00
0.1000
  


Auction Announcement
April 29, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 1
  
 
Offering amount
$25 billion par
  
 
Maximum award
$5 billion par (20% of offering)
  
 
Minimum fee rate
0.1000 percent
  
 
Auction date
    Start time
    Close time
April 30, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
May 01, 2009
  
 
Term
28-day
  
 
Maturity date
May 29, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 02.625 05/31/10
2,255
  
 
T 04.625 10/31/11
2,177
  
 
T 01.750 11/15/11
4,000
  
 
T 01.125 01/15/12
3,376
  
 
T 04.125 08/31/12
3,600
  
 
T 03.625 05/15/13
1,037
  
 
T 07.875 02/15/21
1,330
  
 
T 08.125 08/15/21
1,883
  
 
T 06.875 08/15/25
1,770
  
 
TII 02.000 01/15/14
615
  
 
TII 03.875 04/15/29
2,958
  
Auction Results
April 22, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 2
18,200
18,200
0.24
0.2500
  


Auction Announcement
April 21, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
  
 
Offering amount
$75 billion par
  
 
Maximum award
$15 billion par (20% of offering)
  
 
Minimum fee rate
0.2500 percent
  
 
Auction date
    Start time
    Close time
April 22, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
April 23, 2009
  
 
Term
29-day
  
 
Maturity date
May 22, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 04.875 06/30/09
2,206
  
 
T 06.000 08/15/09
5,459
  
 
T 04.625 11/15/09
5,572
  
 
T 03.125 11/30/09
2,730
  
 
T 03.250 12/31/09
3,297
  
 
T 02.125 01/31/10
1,723
  
 
T 02.000 02/28/10
2,086
  
 
T 01.750 03/31/10
3,792
  
 
T 04.625 02/29/12
3,492
  
 
T 03.875 02/15/13
1,833
  
 
T 11.250 02/15/15
2,092
  
 
T 04.125 05/15/15
2,271
  
 
T 08.750 05/15/17
2,468
  
 
T 04.750 08/15/17
7,502
  
 
T 03.750 11/15/18
4,546
  
 
T 08.500 02/15/20
1,311
  
 
T 08.000 11/15/21
4,396
  
 
T 07.125 02/15/23
2,833
  
 
T 06.625 02/15/27
1,487
  
 
T 06.125 11/15/27
3,568
  
 
TII 00.875 04/15/10
1,213
  
 
TII 02.375 01/15/17
2,200
  
 
TII 01.625 01/15/18
2,362
  
 
TII 01.375 07/15/18
924
  
 
TII 02.375 01/15/25
3,641
  
Auction Results
April 16, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 1
0
0
0.00
0.1000
  


Auction Announcement
April 15, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 1
  
 
Offering amount
$25 billion par
  
 
Maximum award
$5 billion par (20% of offering)
  
 
Minimum fee rate
0.1000 percent
  
 
Auction date
    Start time
    Close time
April 16, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
April 17, 2009
  
 
Term
28-day
  
 
Maturity date
May 15, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 04.875 06/30/09
2,820
  
 
T 02.750 07/31/10
3,215
  
 
T 05.000 02/15/11
1,427
  
 
T 04.625 10/31/11
2,177
  
 
T 04.750 05/31/12
3,006
  
 
T 04.250 11/15/14
2,039
  
 
T 04.000 08/15/18
5,723
  
 
T 06.500 11/15/26
1,644
  
 
TII 02.000 01/15/26
2,950
  
Auction Results
April 15, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 2
5,000
5,000
0.13
0.2500
  


Auction Announcement
April 14, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
  
 
Offering amount
$37.500 billion par
  
 
Maximum award
$7.500 billion par (20% of offering)
  
 
Minimum fee rate
0.2500 percent
  
 
Auction date
    Start time
    Close time
April 15, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
April 16, 2009
  
 
Term
21-day
  
 
Maturity date
May 07, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 03.625 07/15/09
1,034
  
 
T 04.875 08/15/09
2,218
  
 
T 03.625 10/31/09
2,660
  
 
T 04.750 02/15/10
1,268
  
 
T 03.500 02/15/10
2,528
  
 
T 04.500 11/15/10
1,999
  
 
T 04.500 02/28/11
2,000
  
 
T 04.875 05/31/11
1,078
  
 
T 04.625 07/31/12
2,468
  
 
T 11.750 11/15/14
995
  
 
T 07.625 11/15/22
1,401
  
 
T 06.750 08/15/26
1,689
  
 
T 05.500 08/15/28
1,771
  
 
T 06.250 05/15/30
2,054
  
 
T 05.000 05/15/37
7,213
  
 
TII 04.250 01/15/10
1,204
  
 
TII 03.000 07/15/12
2,336
  
 
TII 01.750 01/15/28
1,585
  
Auction Results
April 08, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 2
9,350
9,350
0.25
0.2500
  


Auction Announcement
April 07, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
  
 
Offering amount
$37.500 billion par
  
 
Maximum award
$7.500 billion par (20% of offering)
  
 
Minimum fee rate
0.2500 percent
  
 
Auction date
    Start time
    Close time
April 08, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
April 09, 2009
  
 
Term
28-day
  
 
Maturity date
May 07, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 04.000 08/31/09
3,080
  
 
T 03.500 11/15/09
2,795
  
 
T 06.500 02/15/10
4,701
  
 
T 04.875 04/30/11
1,457
  
 
T 04.625 08/31/11
1,300
  
 
T 04.500 03/31/12
2,155
  
 
T 02.000 11/30/13
1,407
  
 
T 07.500 11/15/16
2,767
  
 
T 09.000 11/15/18
1,046
  
 
T 08.750 08/15/20
2,439
  
 
T 08.125 05/15/21
1,418
  
 
T 06.250 08/15/23
2,693
  
 
T 06.000 02/15/26
1,475
  
 
T 06.375 08/15/27
1,695
  
 
T 06.125 08/15/29
1,970
  
 
TII 02.375 04/15/11
2,830
  
 
TII 03.625 04/15/28
2,274
  
Auction Results
April 02, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 1
0
0
0.00
0.1000
  


Auction Announcement
April 01, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 1
  
 
Offering amount
$25 billion par
  
 
Maximum award
$5 billion par (20% of offering)
  
 
Minimum fee rate
0.1000 percent
  
 
Auction date
    Start time
    Close time
April 02, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
April 03, 2009
  
 
Term
28-day
  
 
Maturity date
May 01, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 05.125 06/30/11
2,051
  
 
T 04.750 05/31/12
2,016
  
 
T 04.875 06/30/12
1,702
  
 
T 04.125 08/31/12
2,591
  
 
T 04.000 08/15/18
7,105
  
 
T 07.875 02/15/21
1,330
  
 
T 07.250 08/15/22
1,309
  
 
T 05.500 08/15/28
1,715
  
 
T 05.250 02/15/29
1,470
  
 
TII 03.500 01/15/11
493
  
 
TII 01.875 07/15/13
243
  
 
TII 02.000 01/15/16
175
  
 
TII 03.875 04/15/29
2,801
  
Auction Results
April 01, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 2
6,200
6,200
0.17
0.2500
  


Auction Announcement
March 31, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
  
 
Offering amount
$37.500 billion par
  
 
Maximum award
$7.500 billion par (20% of offering)
  
 
Minimum fee rate
0.2500 percent
  
 
Auction date
    Start time
    Close time
April 01, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
April 02, 2009
  
 
Term
21-day
  
 
Maturity date
April 23, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 04.625 11/15/09
5,252
  
 
T 03.125 11/30/09
3,343
  
 
T 02.000 02/28/10
2,700
  
 
T 01.750 03/31/10
3,792
  
 
T 04.750 08/15/17
7,502
  
 
T 03.750 11/15/18
5,009
  
 
T 06.625 02/15/27
1,285
  
 
T 06.125 11/15/27
3,145
  
 
TII 01.625 01/15/18
2,362
  
 
TII 02.375 01/15/25
3,110
  
Auction Results
March 25, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 2
23,000
23,000
0.61
0.2500
  


Auction Announcement
March 24, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
  
 
Offering amount
$37.500 billion par
  
 
Maximum award
$7.500 billion par (20% of offering)
  
 
Minimum fee rate
0.2500 percent
  
 
Auction date
    Start time
    Close time
March 25, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
March 26, 2009
  
 
Term
28-day
  
 
Maturity date
April 23, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 03.875 05/15/09
2,515
  
 
T 04.875 05/15/09
5,012
  
 
T 05.500 05/15/09
2,425
  
 
T 03.250 12/31/09
3,051
  
 
T 02.125 01/31/10
1,723
  
 
T 04.625 02/29/12
3,787
  
 
T 03.875 02/15/13
977
  
 
T 11.250 02/15/15
1,716
  
 
T 04.125 05/15/15
1,778
  
 
T 08.750 05/15/17
1,984
  
 
T 08.500 02/15/20
1,286
  
 
T 08.000 11/15/21
4,396
  
 
T 07.125 02/15/23
2,516
  
 
TII 00.875 04/15/10
1,213
  
 
TII 02.375 01/15/17
2,200
  
 
TII 01.375 07/15/18
924
  
Auction Results
March 19, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 1
3,000
3,000
0.12
0.1100
  


Auction Announcement
March 18, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 1
  
 
Offering amount
$25 billion par
  
 
Maximum award
$5 billion par (20% of offering)
  
 
Minimum fee rate
0.1000 percent
  
 
Auction date
    Start time
    Close time
March 19, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
March 20, 2009
  
 
Term
28-day
  
 
Maturity date
April 17, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 04.875 06/30/09
2,820
  
 
T 02.125 04/30/10
2,552
  
 
T 02.750 07/31/10
3,114
  
 
T 12.500 08/15/14
807
  
 
T 09.875 11/15/15
812
  
 
T 07.250 05/15/16
2,107
  
 
T 04.625 02/15/17
993
  
 
T 08.125 08/15/19
2,641
  
 
T 06.875 08/15/25
1,770
  
 
T 06.500 11/15/26
1,524
  
 
T 04.500 02/15/36
2,198
  
 
TII 02.000 04/15/12
2,231
  
 
TII 02.375 01/15/27
1,432
  
Auction Results
March 18, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 2
18,200
18,200
0.49
0.2500
  


Auction Announcement
March 17, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
  
 
Offering amount
$37.500 billion par
  
 
Maximum award
$7.500 billion par (20% of offering)
  
 
Minimum fee rate
0.2500 percent
  
 
Auction date
    Start time
    Close time
March 18, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
March 19, 2009
  
 
Term
28-day
  
 
Maturity date
April 16, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 03.625 07/15/09
1,034
  
 
T 04.875 08/15/09
2,218
  
 
T 03.625 10/31/09
2,660
  
 
T 04.750 02/15/10
1,268
  
 
T 04.500 11/15/10
1,999
  
 
T 01.250 11/30/10
2,319
  
 
T 04.875 05/31/11
1,078
  
 
T 04.625 07/31/12
1,603
  
 
T 13.250 05/15/14
821
  
 
T 11.750 11/15/14
995
  
 
T 08.125 08/15/21
1,883
  
 
T 07.625 11/15/22
1,401
  
 
T 06.750 08/15/26
1,664
  
 
T 06.250 05/15/30
2,024
  
 
T 04.750 02/15/37
2,390
  
 
T 05.000 05/15/37
7,019
  
 
TII 04.250 01/15/10
1,204
  
 
TII 03.000 07/15/12
2,336
  
 
TII 01.750 01/15/28
1,585
  
Auction Results
March 11, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 2
24,750
24,750
0.66
0.2500
  


Auction Announcement
March 10, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
  
 
Offering amount
$37.500 billion par
  
 
Maximum award
$7.500 billion par (20% of offering)
  
 
Minimum fee rate
0.2500 percent
  
 
Auction date
    Start time
    Close time
March 11, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
March 12, 2009
  
 
Term
28-day
  
 
Maturity date
April 09, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 04.000 08/31/09
3,080
  
 
T 03.500 11/15/09
2,904
  
 
T 06.500 02/15/10
4,701
  
 
T 04.875 04/30/11
1,670
  
 
T 04.625 08/31/11
1,300
  
 
T 04.500 03/31/12
2,155
  
 
T 02.000 11/30/13
1,619
  
 
T 07.500 11/15/16
2,726
  
 
T 09.000 11/15/18
853
  
 
T 08.750 08/15/20
2,439
  
 
T 08.125 05/15/21
1,418
  
 
T 06.250 08/15/23
2,409
  
 
T 06.000 02/15/26
1,475
  
 
T 06.375 08/15/27
1,490
  
 
T 06.125 08/15/29
1,945
  
 
TII 02.375 04/15/11
2,830
  
 
TII 03.625 04/15/28
2,487
  
Auction Results
March 05, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 1
5,500
5,500
0.22
0.1000
  


Auction Announcement
March 04, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 1
  
 
Offering amount
$25 billion par
  
 
Maximum award
$5 billion par (20% of offering)
  
 
Minimum fee rate
0.1000 percent
  
 
Auction date
    Start time
    Close time
March 05, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
March 06, 2009
  
 
Term
28-day
  
 
Maturity date
April 03, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 05.125 06/30/11
2,051
  
 
T 04.750 05/31/12
2,036
  
 
T 04.875 06/30/12
1,702
  
 
T 04.125 08/31/12
2,891
  
 
T 04.000 08/15/18
6,784
  
 
T 07.875 02/15/21
1,330
  
 
T 07.250 08/15/22
1,309
  
 
T 05.500 08/15/28
1,715
  
 
T 05.250 02/15/29
1,470
  
 
TII 03.500 01/15/11
493
  
 
TII 01.875 07/15/13
243
  
 
TII 02.000 01/15/16
175
  
 
TII 03.875 04/15/29
2,801
  
Auction Results
March 04, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 2
11,200
11,200
0.30
0.2500
  


Auction Announcement
March 03, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
  
 
Offering amount
$37.500 billion par
  
 
Maximum award
$7.500 billion par (20% of offering)
  
 
Minimum fee rate
0.2500 percent
  
 
Auction date
    Start time
    Close time
March 04, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
March 05, 2009
  
 
Term
28-day
  
 
Maturity date
April 02, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 04.625 11/15/09
5,572
  
 
T 03.125 11/30/09
3,343
  
 
T 02.000 02/28/10
2,700
  
 
T 01.750 03/31/10
3,792
  
 
T 04.500 02/28/11
1,757
  
 
T 04.750 08/15/17
6,643
  
 
T 08.875 02/15/19
2,377
  
 
T 06.625 02/15/27
1,285
  
 
T 06.125 11/15/27
3,149
  
 
T 05.250 11/15/28
1,411
  
 
TII 01.625 01/15/18
2,362
  
 
TII 02.375 01/15/25
3,110
  
Auction Results
February 25, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 2
25,900
25,900
0.69
0.2500
  


Auction Announcement
February 24, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
  
 
Offering amount
$37.500 billion par
  
 
Maximum award
$7.500 billion par (20% of offering)
  
 
Minimum fee rate
0.2500 percent
  
 
Auction date
    Start time
    Close time
February 25, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
February 26, 2009
  
 
Term
28-day
  
 
Maturity date
March 26, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 03.875 05/15/09
2,508
  
 
T 04.875 05/15/09
5,505
  
 
T 05.500 05/15/09
2,425
  
 
T 03.250 12/31/09
2,997
  
 
T 02.125 01/31/10
1,358
  
 
T 04.625 02/29/12
3,487
  
 
T 03.875 02/15/13
970
  
 
T 11.250 02/15/15
1,716
  
 
T 04.125 05/15/15
1,771
  
 
T 08.750 05/15/17
2,230
  
 
T 08.500 02/15/20
1,286
  
 
T 08.000 11/15/21
4,396
  
 
T 07.125 02/15/23
2,516
  
 
TII 00.875 04/15/10
1,213
  
 
TII 02.375 01/15/17
2,200
  
 
TII 01.375 07/15/18
924
  
Auction Results
February 19, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 1
15,000
15,000
0.60
0.1000
  


Auction Announcement
February 18, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 1
  
 
Offering amount
$25 billion par
  
 
Maximum award
$5 billion par (20% of offering)
  
 
Minimum fee rate
0.1000 percent
  
 
Auction date
    Start time
    Close time
February 19, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
February 20, 2009
  
 
Term
28-day
  
 
Maturity date
March 20, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 04.875 06/30/09
2,820
  
 
T 02.125 04/30/10
2,552
  
 
T 02.750 07/31/10
3,215
  
 
T 12.500 08/15/14
807
  
 
T 09.875 11/15/15
812
  
 
T 07.250 05/15/16
2,138
  
 
T 04.625 02/15/17
993
  
 
T 08.125 08/15/19
2,641
  
 
T 06.875 08/15/25
1,770
  
 
T 06.500 11/15/26
1,524
  
 
T 04.500 02/15/36
2,198
  
 
TII 02.000 04/15/12
3,231
  
 
TII 02.375 01/15/27
301
  
Auction Results
February 18, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 2
23,770
23,770
0.63
0.2500
  


Auction Announcement
February 17, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
  
 
Offering amount
$37.500 billion par
  
 
Maximum award
$7.500 billion par (20% of offering)
  
 
Minimum fee rate
0.2500 percent
  
 
Auction date
    Start time
    Close time
February 18, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
February 19, 2009
  
 
Term
28-day
  
 
Maturity date
March 19, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 13.250 05/15/14
821
  
 
T 03.625 07/15/09
1,034
  
 
T 04.875 08/15/09
2,218
  
 
T 03.625 10/31/09
2,660
  
 
T 04.750 02/15/10
1,268
  
 
T 04.500 11/15/10
1,999
  
 
T 01.250 11/30/10
2,319
  
 
T 04.875 05/31/11
1,078
  
 
T 04.625 07/31/12
1,603
  
 
T 11.750 11/15/14
995
  
 
T 08.125 08/15/21
1,883
  
 
T 07.625 11/15/22
1,401
  
 
T 06.750 08/15/26
1,664
  
 
T 06.250 05/15/30
2,024
  
 
T 04.750 02/15/37
2,196
  
 
T 05.000 05/15/37
7,213
  
 
TII 04.250 01/15/10
1,204
  
 
TII 03.000 07/15/12
2,336
  
 
TII 01.750 01/15/28
1,585
  
Auction Results
February 11, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 2
26,850
26,750
0.72
0.2500
  


Auction Announcement
February 10, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedulle 2
  
 
Offering amount
$37.500 billion par
  
 
Maximum award
$7.500 billion par (20% of offering)
  
 
Minimum fee rate
0.2500 percent
  
 
Auction date
    Start time
    Close time
February 11, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
February 12, 2009
  
 
Term
28-day
  
 
Maturity date
March 12, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 04.000 08/31/09
3,080
  
 
T 03.500 11/15/09
2,904
  
 
T 06.500 02/15/10
4,701
  
 
T 04.875 04/30/11
1,630
  
 
T 04.625 08/31/11
1,300
  
 
T 04.500 03/31/12
2,155
  
 
T 04.500 04/30/12
2,250
  
 
T 04.250 08/15/15
1,272
  
 
T 08.875 08/15/17
2,223
  
 
T 09.125 05/15/18
1,050
  
 
T 09.000 11/15/18
853
  
 
T 08.750 08/15/20
2,439
  
 
T 08.125 05/15/21
1,418
  
 
T 06.000 02/15/26
1,475
  
 
T 06.375 08/15/27
1,490
  
 
T 06.125 08/15/29
1,945
  
 
TII 02.375 04/15/11
2,830
  
 
TII 03.625 04/15/28
2,487
  
Auction Results
February 05, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 1
6,750
6,750
0.27
0.1000
  


Auction Announcement
February 04, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 1
  
 
Offering amount
$25 billion par
  
 
Maximum award
$5 billion par (20% of offering)
  
 
Minimum fee rate
0.1000 percent
  
 
Auction date
    Start time
    Close time
February 05, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
February 06, 2009
  
 
Term
28-day
  
 
Maturity date
March 06, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 04.500 03/31/09
4,445
  
 
T 05.125 06/30/11
2,051
  
 
T 04.750 05/31/12
1,933
  
 
T 04.875 06/30/12
1,702
  
 
T 04.125 08/31/12
2,602
  
 
T 07.875 02/15/21
1,330
  
 
T 07.250 08/15/22
1,309
  
 
T 06.250 08/15/23
2,693
  
 
T 05.500 08/15/28
1,715
  
 
T 05.250 02/15/29
1,470
  
 
TII 00.625 04/15/13
950
  
 
TII 03.875 04/15/29
2,801
  
Auction Results
February 04, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 2
14,000
14,000
0.37
0.2500
  


Auction Announcement
February 03, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
  
 
Offering amount
$37.500 billion par
  
 
Maximum award
$7.500 billion par (20% of offering)
  
 
Minimum fee rate
0.2500 percent
  
 
Auction date
    Start time
    Close time
February 04, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
February 05, 2009
  
 
Term
28-day
  
 
Maturity date
March 05, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 04.625 11/15/09
5,572
  
 
T 03.125 11/30/09
3,243
  
 
T 02.000 02/28/10
2,698
  
 
T 01.750 03/31/10
3,736
  
 
T 04.500 02/28/11
1,757
  
 
T 04.750 08/15/17
6,800
  
 
T 08.875 02/15/19
2,377
  
 
T 06.625 02/15/27
1,285
  
 
T 06.125 11/15/27
3,149
  
 
T 05.250 11/15/28
1,411
  
 
TII 01.625 01/15/18
2,362
  
 
TII 02.375 01/15/25
3,110
  
Auction Results
January 28, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 2
25,000
25,000
0.67
0.2500
  


Auction Announcement
January 27, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
  
 
Offering amount
$37.500 billion par
  
 
Maximum award
$7.500 billion par (20% of offering)
  
 
Minimum fee rate
0.2500 percent
  
 
Auction date
    Start time
    Close time
January 28, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
January 29, 2009
  
 
Term
28-day
  
 
Maturity date
February 26, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 03.875 05/15/09
2,450
  
 
T 04.875 05/15/09
5,000
  
 
T 05.500 05/15/09
2,425
  
 
T 03.250 12/31/09
3,000
  
 
T 02.125 01/31/10
905
  
 
T 04.625 02/29/12
3,500
  
 
T 03.875 02/15/13
1,470
  
 
T 11.250 02/15/15
1,716
  
 
T 04.125 05/15/15
2,271
  
 
T 08.750 05/15/17
2,230
  
 
T 08.500 02/15/20
1,286
  
 
T 08.000 11/15/21
4,396
  
 
T 07.125 02/15/23
2,516
  
 
TII 00.875 04/15/10
1,213
  
 
TII 02.375 01/15/17
2,200
  
 
TII 01.375 07/15/18
924
  
Auction Results
January 22, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 1
17,000
17,000
0.68
0.1000
  


Auction Announcement
January 21, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 1
  
 
Offering amount
$25 billion par
  
 
Maximum award
$5 billion par (20% of offering)
  
 
Minimum fee rate
0.1000 percent
  
 
Auction date
    Start time
    Close time
January 22, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
January 23, 2009
  
 
Term
28-day
  
 
Maturity date
February 20, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 04.875 05/31/09
3,280
  
 
T 02.750 07/31/10
3,215
  
 
T 12.500 08/15/14
807
  
 
T 09.875 11/15/15
812
  
 
T 07.250 05/15/16
2,138
  
 
T 04.500 05/15/17
3,385
  
 
T 08.125 08/15/19
2,641
  
 
T 06.875 08/15/25
1,770
  
 
T 06.500 11/15/26
1,524
  
 
T 04.500 02/15/36
2,198
  
 
TII 02.000 04/15/12
3,231
  
Auction Results
January 21, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 2
25,780
25,780
0.69
0.2500
  


Auction Announcement
January 20, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
  
 
Offering amount
$37.500 billion par
  
 
Maximum award
$7.500 billion par (20% of offering)
  
 
Minimum fee rate
0.2500 percent
  
 
Auction date
    Start time
    Close time
January 21, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
January 22, 2009
  
 
Term
28-day
  
 
Maturity date
February 19, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 13.250 05/15/14
821
  
 
T 03.625 07/15/09
1,034
  
 
T 06.000 08/15/09
5,459
  
 
T 04.875 08/15/09
2,218
  
 
T 03.625 10/31/09
2,660
  
 
T 04.750 02/15/10
1,268
  
 
T 02.625 05/31/10
2,133
  
 
T 04.625 07/31/12
1,603
  
 
T 11.750 11/15/14
995
  
 
T 08.125 08/15/21
1,883
  
 
T 07.625 11/15/22
1,401
  
 
T 06.750 08/15/26
1,664
  
 
T 06.250 05/15/30
2,024
  
 
T 05.000 05/15/37
7,213
  
 
TII 04.250 01/15/10
1,204
  
 
TII 03.000 07/15/12
2,336
  
 
TII 01.750 01/15/28
1,585
  
Auction Results
January 14, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 2
27,850
27,850
0.74
0.2500
  


Auction Announcement
January 13, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
  
 
Offering amount
$37.500 billion par
  
 
Maximum award
$7.500 billion par (20% of offering)
  
 
Minimum fee rate
0.2500 percent
  
 
Auction date
    Start time
    Close time
January 14, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
January 15, 2009
  
 
Term
28-day
  
 
Maturity date
February 12, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 04.000 08/31/09
3,080
  
 
T 04.000 09/30/09
1,784
  
 
T 06.500 02/15/10
4,701
  
 
T 05.000 02/15/11
1,427
  
 
T 04.625 08/31/11
1,300
  
 
T 04.500 03/31/12
2,155
  
 
T 04.500 04/30/12
2,250
  
 
T 04.250 11/15/14
2,039
  
 
T 08.750 08/15/20
2,439
  
 
T 08.125 05/15/21
1,418
  
 
T 06.000 02/15/26
1,475
  
 
T 06.375 08/15/27
1,490
  
 
T 06.125 08/15/29
1,945
  
 
T 05.375 02/15/31
1,223
  
 
T 04.750 02/15/37
2,390
  
 
TII 02.375 04/15/11
2,637
  
 
TII 02.375 01/15/27
1,263
  
 
TII 03.625 04/15/28
2,487
  
Auction Results
January 08, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 1
9,500
9,500
0.38
0.1000
  


Auction Announcement
January 07, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 1
  
 
Offering amount
$25 billion par
  
 
Maximum award
$5 billion par (20% of offering)
  
 
Minimum fee rate
0.1000 percent
  
 
Auction date
    Start time
    Close time
January 08, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
January 09, 2009
  
 
Term
28-day
  
 
Maturity date
February 06, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 04.500 03/31/09
4,445
  
 
T 05.125 06/30/11
2,051
  
 
T 04.750 05/31/12
2,036
  
 
T 04.875 06/30/12
1,702
  
 
T 04.125 08/31/12
2,891
  
 
T 07.875 02/15/21
1,330
  
 
T 07.250 08/15/22
1,309
  
 
T 06.250 08/15/23
2,693
  
 
T 05.500 08/15/28
1,323
  
 
T 05.250 02/15/29
1,470
  
 
TII 00.625 04/15/13
950
  
 
TII 03.875 04/15/29
2,801
  
Auction Results
January 07, 2009
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 2
15,500
15,500
0.41
0.2500
  


Auction Announcement
January 06, 2009
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
  
 
Offering amount
$37.500 billion par
  
 
Maximum award
$7.500 billion par (20% of offering)
  
 
Minimum fee rate
0.2500 percent
  
 
Auction date
    Start time
    Close time
January 07, 2009
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
January 08, 2009
  
 
Term
28-day
  
 
Maturity date
February 05, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 04.625 11/15/09
5,572
  
 
T 03.125 11/30/09
3,343
  
 
T 02.000 02/28/10
2,700
  
 
T 01.750 03/31/10
3,792
  
 
T 04.500 02/28/11
1,757
  
 
T 04.750 08/15/17
6,643
  
 
T 08.875 02/15/19
2,377
  
 
T 06.625 02/15/27
1,285
  
 
T 06.125 11/15/27
3,149
  
 
T 05.250 11/15/28
1,411
  
 
TII 01.625 01/15/18
2,362
  
 
TII 02.375 01/15/25
3,110
  
Auction Results
December 31, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 2
28,750
28,750
0.77
0.2500
  


Auction Announcement
December 30, 2008
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
  
 
Offering amount
$37.500 billion par
  
 
Maximum award
$7.500 billion par (20% of offering)
  
 
Minimum fee rate
0.2500 percent
  
 
Auction date
    Start time
    Close time
December 31, 2008
10:00 a.m. ET
10:30 a.m. ET
  
 
Settlement date
January 02, 2009
  
 
Term
27-day
  
 
Maturity date
January 29, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 04.875 05/15/09
5,467
  
 
T 03.875 05/15/09
2,983
  
 
T 03.250 12/31/09
3,272
  
 
T 02.125 01/31/10
1,698
  
 
T 04.625 02/29/12
3,762
  
 
T 11.250 02/15/15
1,691
  
 
T 08.750 05/15/17
2,205
  
 
T 08.875 08/15/17
2,198
  
 
T 08.500 02/15/20
1,261
  
 
T 08.000 11/15/21
4,371
  
 
T 07.125 02/15/23
2,491
  
 
TII 02.500 07/15/16
2,986
  
 
TII 02.000 01/15/26
2,925
  
 
TII 03.375 04/15/32
191
  
Auction Results
December 24, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 1
22,000
22,000
0.88
0.1000
  


Auction Announcement
December 23, 2008
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 1
  
 
Offering amount
$25 billion par
  
 
Maximum award
$5 billion par (20% of offering)
  
 
Minimum fee rate
0.1000 percent
  
 
Auction date
    Start time
    Close time
December 24, 2008
11:00 a.m. ET
11:30 a.m. ET
  
 
Settlement date
December 26, 2008
  
 
Term
28-day
  
 
Maturity date
January 23, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 04.875 05/31/09
3,280
  
 
T 02.750 07/31/10
3,100
  
 
T 07.250 05/15/16
2,138
  
 
T 07.500 11/15/16
2,726
  
 
T 03.875 05/15/18
5,506
  
 
T 09.000 11/15/18
853
  
 
T 08.125 08/15/19
2,641
  
 
T 06.500 11/15/26
1,524
  
 
TII 02.000 04/15/12
3,231
  
Auction Results
December 24, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 2
29,500
29,500
0.79
0.2500
  


Auction Announcement
December 23, 2008
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
  
 
Offering amount
$37.500 billion par
  
 
Maximum award
$7.500 billion par (20% of offering)
  
 
Minimum fee rate
0.2500 percent
  
 
Auction date
    Start time
    Close time
December 24, 2008
10:00 a.m. ET
10:30 a.m. ET
  
 
Settlement date
December 26, 2008
  
 
Term
27-day
  
 
Maturity date
January 22, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 03.625 07/15/09
1,034
  
 
T 04.625 07/31/09
2,681
  
 
T 04.875 08/15/09
2,218
  
 
T 06.000 08/15/09
5,459
  
 
T 03.625 10/31/09
2,660
  
 
T 04.750 02/15/10
1,268
  
 
T 02.625 05/31/10
2,205
  
 
T 04.875 04/30/11
1,670
  
 
T 08.125 08/15/21
1,883
  
 
T 06.750 08/15/26
1,664
  
 
T 06.250 05/15/30
2,024
  
 
T 05.000 05/15/37
7,213
  
 
TII 04.250 01/15/10
986
  
 
TII 03.000 07/15/12
2,336
  
 
TII 02.375 01/15/17
2,200
  
Auction Results
December 17, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
  
 
Treasury GC Schedule 2
25,700
25,700
0.69
0.2500
  


Auction Announcement
December 16, 2008
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
  
 
Offering amount
$37.500 billion par
  
 
Maximum award
$7.500 billion par (20% of offering)
  
 
Minimum fee rate
0.2500 percent
  
 
Auction date
    Start time
    Close time
December 17, 2008
02:00 p.m. ET
02:30 p.m. ET
  
 
Settlement date
December 18, 2008
  
 
Term
28-day
  
 
Maturity date
January 15, 2009
  

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
  
 
T 04.750 02/28/09
4,835