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
 
 
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 02.875 06/30/10
3,016
 
 
T 04.500 03/31/12
2,155
 
 
T 04.500 04/30/12
2,250
 
 
T 13.250 05/15/14
821
 
 
T 08.750 08/15/20
2,439
 
 
T 06.000 02/15/26
1,475
 
 
T 06.375 08/15/27
1,490
 
 
T 05.375 02/15/31
1,223
 
 
T 04.750 02/15/37
2,390
 
 
TII 00.875 04/15/10
1,213
 
 
TII 02.375 04/15/11
556
 
 
TII 01.750 01/15/28
1,585
 
 
TII 03.625 04/15/28
2,487
 
Auction Results
December 11, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 1
23,000
23,000
0.92
0.1000
 
Auction Announcement
December 10, 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 11, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
December 12, 2008
 
 
Term
28-day
 
 
Maturity date
January 09, 2009
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 04.500 03/31/09
4,042
 
 
T 04.000 06/15/09
487
 
 
T 03.625 01/15/10
1,450
 
 
T 04.500 09/30/11
561
 
 
T 04.750 05/31/12
2,036
 
 
T 04.875 06/30/12
1,702
 
 
T 09.125 05/15/18
1,050
 
 
T 07.875 02/15/21
1,330
 
 
T 07.250 08/15/22
1,309
 
 
T 07.625 11/15/22
1,401
 
 
T 06.250 08/15/23
2,643
 
 
T 06.875 08/15/25
1,770
 
 
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
December 10, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 2
26,900
26,900
0.72
0.2500
 
Auction Announcement
December 09, 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 10, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
December 11, 2008
 
 
Term
28-day
 
 
Maturity date
January 08, 2009
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 03.000 02/15/09
1,630
 
 
T 03.125 04/15/09
739
 
 
T 04.500 04/30/09
3,544
 
 
T 04.875 06/30/09
2,820
 
 
T 03.500 08/15/09
2,300
 
 
T 02.000 02/28/10
2,700
 
 
T 01.750 03/31/10
3,791
 
 
T 04.500 02/28/11
1,757
 
 
T 12.500 08/15/14
807
 
 
T 04.500 05/15/17
3,886
 
 
T 08.875 02/15/19
2,377
 
 
T 06.625 02/15/27
1,285
 
 
T 04.375 02/15/38
7,326
 
 
TII 02.000 01/15/16
175
 
 
TII 01.625 01/15/18
2,362
 
Auction Results
December 03, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 2
45,550
37,500
1.21
0.3100
 
Auction Announcement
December 02, 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 03, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
December 04, 2008
 
 
Term
29-day
 
 
Maturity date
January 02, 2009
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 04.500 02/15/09
637
 
 
T 03.875 05/15/09
3,008
 
 
T 04.875 05/15/09
5,505
 
 
T 03.250 12/31/09
3,297
 
 
T 02.125 01/31/10
723
 
 
T 04.625 02/29/12
3,787
 
 
T 11.250 02/15/15
1,716
 
 
T 08.750 05/15/17
2,230
 
 
T 08.875 08/15/17
2,223
 
 
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 02.500 07/15/16
3,011
 
 
TII 02.000 01/15/26
2,950
 
 
TII 03.375 04/15/32
216
 
Auction Results
November 26, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 1
31,000
24,997
1.24
0.1000
 
Auction Announcement
November 25, 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
November 26, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
November 28, 2008
 
 
Term
28-day
 
 
Maturity date
December 26, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 05.500 05/15/09
2,425
 
 
T 04.875 05/31/09
3,280
 
 
T 04.250 08/15/15
1,272
 
 
T 07.250 05/15/16
2,138
 
 
T 07.500 11/15/16
2,726
 
 
T 09.000 11/15/18
853
 
 
T 08.125 08/15/19
2,641
 
 
T 08.125 08/15/21
1,883
 
 
T 06.500 11/15/26
1,524
 
 
T 06.125 08/15/29
1,945
 
 
TII 04.250 01/15/10
1,204
 
 
TII 02.000 04/15/12
3,108
 
Auction Results
November 26, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 2
37,650
37,499
1.00
0.2500
 
Auction Announcement
November 25, 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
November 26, 2008
01:00 p.m. ET
01:30 p.m. ET
 
 
Settlement date
November 28, 2008
 
 
Term
28-day
 
 
Maturity date
December 26, 2008
 

 
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 06.000 08/15/09
5,459
 
 
T 04.875 08/15/09
2,218
 
 
T 03.375 10/15/09
410
 
 
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 04.625 12/31/11
956
 
 
T 04.625 02/15/17
993
 
 
T 06.250 05/15/30
2,024
 
 
T 05.000 05/15/37
7,213
 
 
TII 03.000 07/15/12
2,336
 
 
TII 02.375 01/15/17
2,200
 
 
TII 02.375 01/15/27
2,175
 
Auction Results
November 19, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 2
32,450
32,450
0.87
0.2500
 
Auction Announcement
November 18, 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
November 19, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
November 20, 2008
 
 
Term
28-day
 
 
Maturity date
December 18, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 04.750 02/28/09
4,835
 
 
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 04.500 03/31/12
2,155
 
 
T 04.500 04/30/12
2,242
 
 
T 03.875 02/15/13
1,470
 
 
T 13.250 05/15/14
821
 
 
T 08.750 08/15/20
2,439
 
 
T 06.000 02/15/26
1,475
 
 
T 06.750 08/15/26
1,664
 
 
T 06.375 08/15/27
1,490
 
 
T 05.375 02/15/31
1,223
 
 
T 04.750 02/15/37
2,390
 
 
TII 00.875 04/15/10
1,213
 
 
TII 03.500 01/15/11
493
 
 
TII 02.000 01/15/14
615
 
 
TII 01.375 07/15/18
924
 
 
TII 03.625 04/15/28
2,487
 
Auction Results
November 13, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 1
17,600
17,600
0.70
0.1000
 
Auction Announcement
November 12, 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
November 13, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
November 14, 2008
 
 
Term
28-day
 
 
Maturity date
December 12, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 04.500 03/31/09
4,445
 
 
T 04.000 06/15/09
487
 
 
T 04.500 09/30/11
561
 
 
T 04.750 05/31/12
1,676
 
 
T 04.875 06/30/12
1,702
 
 
T 09.125 05/15/18
1,050
 
 
T 07.875 02/15/21
1,330
 
 
T 07.250 08/15/22
1,309
 
 
T 07.625 11/15/22
1,401
 
 
T 06.250 08/15/23
2,693
 
 
T 06.875 08/15/25
1,770
 
 
T 05.250 02/15/29
1,470
 
 
TII 03.875 01/15/09
2,306
 
 
TII 03.875 04/15/29
2,801
 
Auction Results
November 12, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 2
35,100
35,100
0.94
0.2500
 
Auction Announcement
November 10, 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
November 12, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
November 13, 2008
 
 
Term
28-day
 
 
Maturity date
December 11, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 04.875 01/31/09
2,771
 
 
T 03.000 02/15/09
1,630
 
 
T 03.125 04/15/09
739
 
 
T 04.500 04/30/09
3,577
 
 
T 04.875 06/30/09
2,820
 
 
T 03.500 08/15/09
2,300
 
 
T 02.000 02/28/10
2,700
 
 
T 01.750 03/31/10
2,792
 
 
T 04.500 02/28/11
757
 
 
T 12.500 08/15/14
807
 
 
T 04.500 05/15/17
3,082
 
 
T 08.875 02/15/19
2,377
 
 
T 06.625 02/15/27
1,285
 
 
T 04.375 02/15/38
7,326
 
 
TII 02.000 01/15/16
175
 
 
TII 01.625 01/15/18
2,362
 
Auction Results
November 05, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 2
43,000
37,500
1.15
0.2500
 
Auction Announcement
November 04, 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
November 05, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
November 06, 2008
 
 
Term
28-day
 
 
Maturity date
December 04, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 04.500 02/15/09
637
 
 
T 03.875 05/15/09
3,008
 
 
T 04.875 05/15/09
5,505
 
 
T 03.250 12/31/09
3,297
 
 
T 02.125 01/31/10
723
 
 
T 04.625 02/29/12
3,787
 
 
T 11.250 02/15/15
1,716
 
 
T 08.750 05/15/17
2,230
 
 
T 08.875 08/15/17
2,223
 
 
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 02.500 07/15/16
3,011
 
 
TII 02.000 01/15/26
2,950
 
 
TII 03.375 04/15/32
216
 
Auction Results
October 30, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 1
30,800
24,999
1.23
0.1200
 
Auction Announcement
October 29, 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
October 30, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
October 31, 2008
 
 
Term
28-day
 
 
Maturity date
November 28, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 05.500 05/15/09
2,425
 
 
T 04.875 05/31/09
3,280
 
 
T 04.750 02/15/10
1,268
 
 
T 07.250 05/15/16
2,138
 
 
T 07.500 11/15/16
2,726
 
 
T 08.125 08/15/19
2,641
 
 
T 08.750 05/15/20
1,302
 
 
T 08.125 08/15/21
1,883
 
 
T 06.500 11/15/26
1,524
 
 
T 06.125 08/15/29
1,378
 
 
TII 04.250 01/15/10
1,204
 
 
TII 02.000 04/15/12
3,231
 
Auction Results
October 29, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 2
53,100
37,500
1.42
0.3800
 
Auction Announcement
October 28, 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
October 29, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
October 30, 2008
 
 
Term
29-day
 
 
Maturity date
November 28, 2008
 

 
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 06.000 08/15/09
5,459
 
 
T 04.875 08/15/09
2,218
 
 
T 03.625 10/31/09
2,660
 
 
T 02.625 05/31/10
2,205
 
 
T 05.125 06/30/11
1,465
 
 
T 04.625 12/31/11
956
 
 
T 04.250 08/15/15
772
 
 
T 04.625 02/15/17
993
 
 
T 09.000 11/15/18
853
 
 
T 06.250 05/15/30
2,024
 
 
T 05.000 05/15/37
7,213
 
 
TII 03.000 07/15/12
2,336
 
 
TII 02.375 01/15/17
2,200
 
 
TII 02.375 01/15/27
2,432
 
Auction Results
October 22, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 2
47,250
37,500
1.26
0.5000
 
Auction Announcement
October 21, 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
October 22, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
October 23, 2008
 
 
Term
28-day
 
 
Maturity date
November 20, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 04.750 12/31/08
4,517
 
 
T 04.750 02/28/09
4,735
 
 
T 04.000 08/31/09
3,006
 
 
T 04.000 09/30/09
1,784
 
 
T 06.500 02/15/10
4,601
 
 
T 04.750 01/31/12
1,882
 
 
T 04.500 03/31/12
2,155
 
 
T 04.500 04/30/12
2,250
 
 
T 03.625 05/15/13
52
 
 
T 11.750 11/15/14
995
 
 
T 08.750 08/15/20
2,439
 
 
T 06.750 08/15/26
1,664
 
 
T 06.375 08/15/27
1,490
 
 
T 05.375 02/15/31
1,223
 
 
TII 00.875 04/15/10
1,213
 
 
TII 03.500 01/15/11
493
 
 
TII 02.000 01/15/14
615
 
 
TII 03.625 04/15/28
2,387
 
Auction Results
October 16, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 1
44,000
25,000
1.76
0.4600
 
Auction Announcement
October 15, 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
October 16, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
October 17, 2008
 
 
Term
28-day
 
 
Maturity date
November 14, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 04.500 03/31/09
4,431
 
 
T 04.875 07/31/11
1,222
 
 
T 04.500 09/30/11
550
 
 
T 04.750 05/31/12
2,025
 
 
T 04.875 06/30/12
1,691
 
 
T 07.875 02/15/21
1,318
 
 
T 07.250 08/15/22
1,297
 
 
T 07.625 11/15/22
1,390
 
 
T 06.250 08/15/23
2,680
 
 
T 06.875 08/15/25
1,758
 
 
T 05.250 02/15/29
1,459
 
 
T 04.750 02/15/37
2,378
 
 
TII 03.875 04/15/29
2,800
 
Auction Results
October 15, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 2
73,650
37,500
1.96
3.2200
 
Auction Announcement
October 14, 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
October 15, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
October 16, 2008
 
 
Term
28-day
 
 
Maturity date
November 13, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 03.000 02/15/09
1,630
 
 
T 03.125 04/15/09
739
 
 
T 04.500 04/30/09
3,577
 
 
T 04.875 06/30/09
2,820
 
 
T 03.500 11/15/09
2,904
 
 
T 02.000 02/28/10
2,700
 
 
T 01.750 03/31/10
3,792
 
 
T 12.500 08/15/14
807
 
 
T 09.250 02/15/16
942
 
 
T 04.500 05/15/17
3,886
 
 
T 03.875 05/15/18
5,086
 
 
T 08.875 02/15/19
2,377
 
 
T 06.625 02/15/27
1,285
 
 
T 04.375 02/15/38
2,418
 
 
TII 02.000 01/15/16
175
 
 
TII 01.625 01/15/18
2,362
 
Auction Results
October 09, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 2
62,780
37,500
1.67
3.0500
 
Auction Announcement
October 08, 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
October 09, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
October 10, 2008
 
 
Term
27-day
 
 
Maturity date
November 06, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 04.500 02/15/09
1,382
 
 
T 03.875 05/15/09
3,008
 
 
T 04.875 05/15/09
4,505
 
 
T 03.250 12/31/09
3,297
 
 
T 02.125 01/31/10
1,723
 
 
T 04.625 02/29/12
3,204
 
 
T 11.250 02/15/15
1,704
 
 
T 08.750 05/15/17
2,230
 
 
T 08.875 08/15/17
2,223
 
 
T 08.500 02/15/20
1,286
 
 
T 08.000 11/15/21
3,295
 
 
T 07.125 02/15/23
2,501
 
 
T 06.000 02/15/26
1,475
 
 
TII 02.500 07/15/16
2,711
 
 
TII 02.000 01/15/26
2,740
 
 
TII 03.375 04/15/32
216
 
Auction Results
October 02, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 1
49,000
25,000
1.96
0.4200
 
Auction Announcement
October 01, 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
October 02, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
October 03, 2008
 
 
Term
28-day
 
 
Maturity date
October 31, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 05.500 05/15/09
2,425
 
 
T 04.875 05/31/09
3,280
 
 
T 03.500 08/15/09
2,300
 
 
T 04.750 02/15/10
1,268
 
 
T 07.250 05/15/16
2,138
 
 
T 07.500 11/15/16
1,742
 
 
T 08.125 08/15/19
2,641
 
 
T 08.750 05/15/20
1,302
 
 
T 06.500 11/15/26
1,524
 
 
T 06.125 08/15/29
1,945
 
 
TII 04.250 01/15/10
1,204
 
 
TII 02.000 04/15/12
3,231
 
Auction Results
October 01, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 2
66,650
34,999
1.90
1.5100
 
Auction Announcement
September 30, 2008
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
 
 
Offering amount
$35 billion par
 
 
Maximum award
$7 billion par (20% of offering)
 
 
Minimum fee rate
0.2500 percent
 
 
Auction date
    Start time
    Close time
October 01, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
October 02, 2008
 
 
Term
28-day
 
 
Maturity date
October 30, 2008
 

 
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 06.000 08/15/09
5,459
 
 
T 03.625 10/31/09
2,660
 
 
T 02.625 05/31/10
2,205
 
 
T 05.125 06/30/11
2,051
 
 
T 04.625 12/31/11
860
 
 
T 04.625 02/15/17
993
 
 
T 09.000 11/15/18
853
 
 
T 06.250 05/15/30
2,024
 
 
T 05.000 05/15/37
7,213
 
 
TII 03.000 07/15/12
2,336
 
 
TII 02.375 01/15/17
2,200
 
 
TII 02.375 01/15/27
2,432
 
Auction Results
September 25, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 2
61,200
37,500
1.63
1.0200
 
Auction Announcement
September 24, 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
September 25, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
September 26, 2008
 
 
Term
27-day
 
 
Maturity date
October 23, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 04.750 12/31/08
4,617
 
 
T 04.750 02/28/09
4,835
 
 
T 04.000 08/31/09
3,080
 
 
T 06.500 02/15/10
4,512
 
 
T 04.750 01/31/12
878
 
 
T 04.500 03/31/12
2,095
 
 
T 04.250 11/15/17
6,474
 
 
T 08.750 08/15/20
2,439
 
 
T 06.750 08/15/26
1,664
 
 
T 06.375 08/15/27
1,490
 
 
T 05.375 02/15/31
1,223
 
 
TII 00.875 04/15/10
1,213
 
 
TII 03.500 01/15/11
493
 
 
TII 03.625 04/15/28
2,487
 

 
Substitutions
10/06/2008
 
 
Recalled Securities
AMOUNT
 
 
T 04.250 11/15/17
4,200
 
 
Replacement Securities
AMOUNT
 
 
T 04.000 09/30/09
1,648
 
 
T 04.500 04/30/12
2,352
 
 
T 03.625 05/15/13
181
 
 
T 11.750 11/15/14
19
 
Auction Results
September 18, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 1
49,600
24,999
1.98
1.5100
 
Auction Announcement
September 17, 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
September 18, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
September 19, 2008
 
 
Term
28-day
 
 
Maturity date
October 17, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 04.875 01/31/09
2,540
 
 
T 04.500 03/31/09
4,445
 
 
T 04.500 09/30/11
561
 
 
T 04.750 05/31/12
2,023
 
 
T 04.875 06/30/12
1,702
 
 
T 03.500 02/15/18
5,504
 
 
T 07.875 02/15/21
1,330
 
 
T 07.625 11/15/22
1,401
 
 
T 06.250 08/15/23
2,693
 
 
TII 03.875 04/15/29
2,801
 

 
Substitutions
10/07/2008
 
 
Recalled Securities
AMOUNT
 
 
T 04.875 01/31/09
1,183
 
 
T 03.500 02/15/18
2,564
 
 
T 07.625 11/15/22
653
 
 
Replacement Securities
AMOUNT
 
 
T 04.750 11/15/08
744
 
 
T 04.750 11/15/08
410
 
 
T 04.750 11/15/08
1,612
 
 
T 05.250 02/15/29
439
 
 
T 05.250 02/15/29
242
 
 
T 05.250 02/15/29
952
 
Auction Results
September 17, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 2
71,250
34,998
2.04
3.0000
 
Auction Announcement
September 16, 2008
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
 
 
Offering amount
$35 billion par
 
 
Maximum award
$7 billion par (20% of offering)
 
 
Minimum fee rate
0.2500 percent
 
 
Auction date
    Start time
    Close time
September 17, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
September 18, 2008
 
 
Term
28-day
 
 
Maturity date
October 16, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 04.875 10/31/08
2,636
 
 
T 03.000 02/15/09
1,630
 
 
T 03.125 04/15/09
739
 
 
T 04.500 04/30/09
3,577
 
 
T 02.000 02/28/10
2,700
 
 
T 04.500 11/30/11
1,837
 
 
T 02.750 02/28/13
804
 
 
T 03.375 06/30/13
1,502
 
 
T 03.375 07/31/13
2,113
 
 
T 04.500 05/15/17
3,386
 
 
T 03.875 05/15/18
7,877
 
 
T 08.875 02/15/19
2,377
 
 
T 06.625 02/15/27
1,285
 
 
TII 02.000 01/15/16
175
 
 
TII 01.625 01/15/18
2,362
 

 
Substitutions
10/06/2008
 
 
Recalled Securities
AMOUNT
 
 
T 03.375 06/30/13
1,502
 
 
T 03.875 05/15/18
3,800
 
 
Replacement Securities
AMOUNT
 
 
T 03.500 11/15/09
3,002
 
 
T 01.750 03/31/10
1,351
 
 
T 09.250 02/15/16
151
 
 
T 04.375 02/15/38
798
 
Auction Results
September 17, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 2
64,350
35,000
1.84
2.5000
 
Auction Announcement
September 16, 2008
 
Auction Details 1
 
 
Auction collateral type 2
Schedule 2
 
 
Offering amount
$35 billion par
 
 
Maximum award
$7 billion par (20% of offering)
 
 
Minimum fee rate
0.2500 percent
 
 
Auction date
    Start time
    Close time
September 17, 2008
01:00 p.m. ET
01:30 p.m. ET
 
 
Settlement date
September 18, 2008
 
 
Term
14-day
 
 
Maturity date
October 02, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 03.375 11/15/08
2,227
 
 
T 04.750 11/15/08
3,348
 
 
T 04.625 11/30/08
3,713
 
 
T 03.250 01/15/09
200
 
 
T 02.625 03/15/09
921
 
 
T 04.875 05/31/09
3,280
 
 
T 04.625 07/31/09
2,681
 
 
T 03.500 08/15/09
2,300
 
 
T 02.125 04/30/10
1,477
 
 
T 04.375 12/15/10
410
 
 
T 04.125 08/31/12
2,891
 
 
T 04.250 09/30/12
1,677
 
 
T 04.000 11/15/12
36
 
 
T 06.875 08/15/25
1,770
 
 
T 06.125 11/15/27
3,142
 
 
TII 03.000 07/15/12
2,336
 
 
TII 01.875 07/15/15
158
 
 
TII 02.375 01/15/27
2,432
 
Auction Results
September 11, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 2
40,850
40,850
0.54
0.2500
 
Auction Announcement
September 10, 2008
 
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 11, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
September 12, 2008
 
 
Term
28-day
 
 
Maturity date
October 10, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 04.500 02/15/09
1,382
 
 
T 04.875 05/15/09
5,505
 
 
T 03.875 05/15/09
3,008
 
 
T 04.000 06/15/09
487
 
 
T 04.875 06/30/09
2,820
 
 
T 04.875 08/15/09
2,218
 
 
T 04.625 11/15/09
5,572
 
 
T 03.250 12/31/09
3,297
 
 
T 02.125 01/31/10
1,723
 
 
T 04.625 08/31/11
1,300
 
 
T 04.875 02/15/12
2,262
 
 
T 04.625 02/29/12
3,787
 
 
T 03.875 02/15/13
1,470
 
 
T 04.250 08/15/13
3,503
 
 
T 11.250 02/15/15
1,716
 
 
T 08.750 05/15/17
2,230
 
 
T 04.750 08/15/17
6,800
 
 
T 08.875 08/15/17
2,223
 
 
T 08.500 02/15/20
1,286
 
 
T 08.125 08/15/21
1,883
 
 
T 08.000 11/15/21
4,396
 
 
T 07.250 08/15/22
1,309
 
 
T 07.125 02/15/23
2,516
 
 
T 06.000 02/15/26
1,475
 
 
TII 02.375 04/15/11
2,830
 
 
TII 01.875 07/15/13
243
 
 
TII 02.500 07/15/16
3,011
 
 
TII 02.000 01/15/26
2,950
 
 
TII 01.750 01/15/28
1,585
 
 
TII 03.375 04/15/32
216
 
Auction Results
September 04, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 1
45,000
24,999
1.80
0.1500
 
Auction Announcement
September 03, 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
September 04, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
September 05, 2008
 
 
Term
28-day
 
 
Maturity date
October 03, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 04.000 09/30/09
1,784
 
 
T 03.500 11/15/09
2,904
 
 
T 04.750 02/15/10
1,268
 
 
T 05.750 08/15/10
2,394
 
 
T 04.500 02/15/16
641
 
 
T 07.250 05/15/16
2,138
 
 
T 07.500 11/15/16
2,275
 
 
T 08.750 05/15/20
1,302
 
 
T 06.500 11/15/26
1,524
 
 
T 06.125 08/15/29
1,945
 
 
T 04.750 02/15/37
2,390
 
 
TII 04.250 01/15/10
1,204
 
 
TII 02.000 04/15/12
3,231
 
Auction Results
August 28, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 2
26,650
26,650
0.53
0.2500
 
Auction Announcement
August 27, 2008
 
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
August 28, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
August 29, 2008
 
 
Term
28-day
 
 
Maturity date
September 26, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 04.750 12/31/08
4,617
 
 
T 04.750 02/28/09
4,835
 
 
T 04.000 08/31/09
3,080
 
 
T 06.500 02/15/10
4,701
 
 
T 04.625 10/31/11
2,047
 
 
T 04.750 01/31/12
1,882
 
 
T 04.500 03/31/12
2,155
 
 
T 03.500 05/31/13
1,294
 
 
T 04.250 11/15/13
1,757
 
 
T 09.250 02/15/16
942
 
 
T 04.250 11/15/17
6,474
 
 
T 08.750 08/15/20
2,439
 
 
T 06.750 08/15/26
1,664
 
 
T 06.375 08/15/27
1,490
 
 
T 05.500 08/15/28
1,715
 
 
T 05.250 02/15/29
1,470
 
 
T 06.250 05/15/30
2,024
 
 
T 05.375 02/15/31
1,223
 
 
TII 00.875 04/15/10
1,213
 
 
TII 03.500 01/15/11
493
 
 
TII 03.625 04/15/28
2,487
 
Auction Results
August 21, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 1
44,650
25,000
1.79
0.1400
 
Auction Announcement
August 20, 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
August 21, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
August 22, 2008
 
 
Term
28-day
 
 
Maturity date
September 19, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 04.875 01/31/09
2,771
 
 
T 04.500 03/31/09
4,445
 
 
T 04.875 07/31/11
1,233
 
 
T 04.500 09/30/11
561
 
 
T 04.750 05/31/12
2,036
 
 
T 04.875 06/30/12
1,702
 
 
T 04.000 02/15/14
1,076
 
 
T 04.875 08/15/16
857
 
 
T 07.875 02/15/21
1,330
 
 
T 07.625 11/15/22
1,401
 
 
T 06.250 08/15/23
2,693
 
 
T 05.250 11/15/28
1,411
 
 
TII 00.625 04/15/13
684
 
 
TII 03.875 04/15/29
2,801
 

 
Substitutions
08/28/2008
 
 
Recalled Securities
AMOUNT
 
 
TII 00.625 04/15/13
684
 
 
Replacement Securities
AMOUNT
 
 
T 03.875 09/15/10
239
 
 
T 02.500 03/31/13
445
 
Auction Results
August 14, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 2
39,250
39,250
0.52
0.2500
 
Auction Announcement
August 13, 2008
 
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 14, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
August 15, 2008
 
 
Term
28-day
 
 
Maturity date
September 12, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 04.500 02/15/09
1,382
 
 
T 04.875 05/15/09
5,505
 
 
T 03.875 05/15/09
3,008
 
 
T 04.000 06/15/09
487
 
 
T 04.875 06/30/09
2,820
 
 
T 04.875 08/15/09
2,218
 
 
T 04.625 11/15/09
5,572
 
 
T 03.250 12/31/09
3,297
 
 
T 02.125 01/31/10
1,723
 
 
T 04.625 08/31/11
1,300
 
 
T 04.875 02/15/12
2,262
 
 
T 04.625 02/29/12
3,787
 
 
T 03.875 02/15/13
1,470
 
 
T 04.250 08/15/13
4,254
 
 
T 11.250 02/15/15
1,716
 
 
T 10.625 08/15/15
557
 
 
T 08.750 05/15/17
2,230
 
 
T 08.875 08/15/17
2,223
 
 
T 04.750 08/15/17
6,800
 
 
T 08.500 02/15/20
1,286
 
 
T 08.125 08/15/21
1,883
 
 
T 08.000 11/15/21
4,396
 
 
T 07.125 02/15/23
2,516
 
 
T 06.000 02/15/26
1,475
 
 
TII 02.375 04/15/11
2,830
 
 
TII 01.875 07/15/13
243
 
 
TII 02.500 07/15/16
3,011
 
 
TII 02.000 01/15/26
2,950
 
 
TII 01.750 01/15/28
1,585
 
 
TII 03.375 04/15/32
216
 
Auction Results
August 07, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 1
39,500
24,998
1.58
0.1300
 
Auction Announcement
August 06, 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
August 07, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
August 08, 2008
 
 
Term
28-day
 
 
Maturity date
September 05, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 02.625 03/15/09
921
 
 
T 04.000 09/30/09
1,784
 
 
T 03.500 11/15/09
2,904
 
 
T 04.750 02/15/10
1,268
 
 
T 05.750 08/15/10
2,394
 
 
T 04.750 03/31/11
1,652
 
 
T 04.500 02/15/16
641
 
 
T 07.250 05/15/16
2,138
 
 
T 08.750 05/15/20
1,302
 
 
T 06.500 11/15/26
1,524
 
 
T 06.125 08/15/29
1,945
 
 
T 04.750 02/15/37
2,092
 
 
TII 04.250 01/15/10
1,204
 
 
TII 02.000 04/15/12
3,231
 
Auction Results
July 31, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 2
28,100
28,100
0.56
0.2500
 
Auction Announcement
July 30, 2008
 
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
July 31, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
August 01, 2008
 
 
Term
28-day
 
 
Maturity date
August 29, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 03.125 09/15/08
1,267
 
 
T 04.750 11/15/08
3,348
 
 
T 03.000 02/15/09
1,630
 
 
T 03.125 04/15/09
739
 
 
T 04.500 04/30/09
3,577
 
 
T 04.875 05/31/09
3,280
 
 
T 04.625 07/31/09
2,681
 
 
T 03.500 08/15/09
2,300
 
 
T 03.500 02/15/10
2,528
 
 
T 02.000 02/28/10
2,700
 
 
T 13.250 05/15/14
821
 
 
T 04.500 11/15/15
2,021
 
 
T 07.500 11/15/16
2,726
 
 
T 04.500 05/15/17
3,886
 
 
T 08.875 02/15/19
2,377
 
 
T 07.250 08/15/22
1,309
 
 
T 06.875 08/15/25
1,372
 
 
T 06.625 02/15/27
1,285
 
 
T 06.125 11/15/27
3,149
 
 
TII 03.875 01/15/09
2,306
 
 
TII 03.000 07/15/12
2,336
 
 
TII 01.625 01/15/18
2,362
 
Auction Results
July 24, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 1
51,720
24,998
2.07
0.1200
 
Auction Announcement
July 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
July 24, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
July 25, 2008
 
 
Term
28-day
 
 
Maturity date
August 22, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 03.375 11/15/08
2,227
 
 
T 03.375 12/15/08
1,122
 
 
T 05.500 05/15/09
2,425
 
 
T 03.625 10/31/09
2,531
 
 
T 04.750 01/31/12
1,882
 
 
T 12.500 08/15/14
807
 
 
T 11.750 11/15/14
995
 
 
T 09.250 02/15/16
942
 
 
T 04.625 11/15/16
1,594
 
 
T 04.625 02/15/17
993
 
 
T 09.000 11/15/18
853
 
 
T 05.500 08/15/28
1,715
 
 
T 06.250 05/15/30
2,024
 
 
T 04.500 02/15/36
2,198
 
 
TII 03.500 01/15/11
493
 
 
TII 02.375 01/15/17
2,200
 
Auction Results
July 17, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 2
51,750
50,750
0.69
0.2500
 
Auction Announcement
July 16, 2008
 
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 17, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
July 18, 2008
 
 
Term
28-day
 
 
Maturity date
August 15, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 04.375 11/15/08
3,599
 
 
T 04.750 12/31/08
4,617
 
 
T 04.750 02/28/09
4,835
 
 
T 04.500 03/31/09
4,445
 
 
T 06.000 08/15/09
5,459
 
 
T 06.500 02/15/10
4,701
 
 
T 05.000 02/15/11
1,427
 
 
T 05.125 06/30/11
2,051
 
 
T 05.000 08/15/11
2,005
 
 
T 04.500 03/31/12
2,155
 
 
T 04.750 05/31/12
2,036
 
 
T 04.250 11/15/17
6,364
 
 
T 08.125 08/15/19
2,641
 
 
T 08.750 08/15/20
2,439
 
 
T 07.875 02/15/21
1,330
 
 
T 08.125 05/15/21
1,418
 
 
T 07.625 11/15/22
1,401
 
 
T 06.250 08/15/23
2,693
 
 
T 06.750 08/15/26
1,664
 
 
T 06.375 08/15/27
1,490
 
 
T 05.250 11/15/28
1,411
 
 
T 05.250 02/15/29
1,470
 
 
T 05.375 02/15/31
1,223
 
 
TII 00.625 04/15/13
684
 
 
TII 02.000 01/15/14
615
 
 
TII 02.375 01/15/25
3,110
 
 
TII 02.375 01/15/27
2,432
 
 
TII 03.625 04/15/28
2,487
 
 
TII 03.875 04/15/29
2,801
 
Auction Results
July 10, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 1
21,300
21,300
0.85
0.1000
 
Auction Announcement
July 09, 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
July 10, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
July 11, 2008
 
 
Term
28-day
 
 
Maturity date
August 08, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 04.500 02/15/09
1,382
 
 
T 04.875 06/30/09
2,820
 
 
T 04.875 08/15/09
2,218
 
 
T 02.125 01/31/10
1,723
 
 
T 04.625 08/31/11
1,300
 
 
T 08.750 05/15/17
2,230
 
 
T 08.875 08/15/17
2,223
 
 
T 08.500 02/15/20
1,286
 
 
T 08.125 08/15/21
1,883
 
 
T 07.125 02/15/23
2,516
 
 
T 06.000 02/15/26
1,475
 
 
TII 00.875 04/15/10
1,213
 
 
TII 02.375 04/15/11
2,732
 
Auction Results
July 03, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 2
26,100
26,100
0.52
0.2500
 
Auction Announcement
July 02, 2008
 
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
July 03, 2008
11:00 a.m. ET
11:30 a.m. ET
 
 
Settlement date
July 07, 2008
 
 
Term
25-day
 
 
Maturity date
August 01, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 04.875 10/31/08
2,636
 
 
T 04.875 05/15/09
5,505
 
 
T 04.000 08/31/09
3,080
 
 
T 03.500 11/15/09
2,904
 
 
T 05.750 08/15/10
2,394
 
 
T 04.750 03/31/11
1,652
 
 
T 04.250 08/15/13
4,168
 
 
T 07.250 05/15/16
2,138
 
 
T 04.750 08/15/17
6,800
 
 
T 08.750 05/15/20
1,302
 
 
T 08.000 11/15/21
4,396
 
 
T 06.500 11/15/26
1,524
 
 
T 06.125 08/15/29
1,945
 
 
T 04.750 02/15/37
2,390
 
 
TII 02.000 04/15/12
3,231
 
 
TII 02.500 07/15/16
3,011
 
 
TII 01.750 01/15/28
924
 
Auction Results
June 26, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 1
15,400
15,400
0.62
0.1100
 
Auction Announcement
June 25, 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
June 26, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
June 27, 2008
 
 
Term
28-day
 
 
Maturity date
July 25, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 04.875 08/31/08
4,304
 
 
T 04.000 09/30/09
1,784
 
 
T 04.750 02/15/10
1,268
 
 
T 04.875 06/30/12
1,702
 
 
T 04.500 11/15/15
2,021
 
 
T 07.500 11/15/16
2,726
 
 
T 08.875 02/15/19
2,377
 
 
T 07.250 08/15/22
1,309
 
 
T 07.500 11/15/24
796
 
 
T 06.125 11/15/27
3,149
 
 
TII 04.250 01/15/10
1,204
 
 
TII 01.625 01/15/18
2,362
 
Auction Results
June 19, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 2
36,800
36,800
0.49
0.2500
 
Auction Announcement
June 18, 2008
 
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 19, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
June 20, 2008
 
 
Term
28-day
 
 
Maturity date
July 18, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 03.250 08/15/08
4,241
 
 
T 04.625 09/30/08
5,174
 
 
T 03.375 11/15/08
2,227
 
 
T 04.500 04/30/09
3,577
 
 
T 03.875 05/15/09
3,008
 
 
T 04.875 05/31/09
3,280
 
 
T 03.500 08/15/09
2,300
 
 
T 03.625 10/31/09
2,660
 
 
T 04.625 11/15/09
5,572
 
 
T 03.250 12/31/09
3,297
 
 
T 04.625 10/31/11
2,047
 
 
T 04.500 11/30/11
2,837
 
 
T 04.750 01/31/12
1,882
 
 
T 04.625 02/29/12
3,787
 
 
T 04.875 08/15/16
857
 
 
T 04.625 11/15/16
1,594
 
 
T 04.500 05/15/17
3,886
 
 
T 05.500 08/15/28
1,715
 
 
T 06.250 05/15/30
2,024
 
 
T 04.500 02/15/36
2,198
 
 
T 05.000 05/15/37
7,045
 
 
TII 03.875 01/15/09
2,306
 
 
TII 03.000 07/15/12
2,336
 
 
TII 02.375 01/15/17
2,200
 
 
TII 02.000 01/15/26
2,950
 
Auction Results
June 12, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 1
27,200
24,997
1.09
0.1000
 
Auction Announcement
June 11, 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
June 12, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
June 13, 2008
 
 
Term
28-day
 
 
Maturity date
July 11, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 04.875 01/31/09
2,771
 
 
T 04.750 02/28/09
4,835
 
 
T 04.500 03/31/09
4,445
 
 
T 11.750 11/15/14
995
 
 
T 11.250 02/15/15
1,716
 
 
T 04.625 02/15/17
993
 
 
T 09.000 11/15/18
853
 
 
T 07.875 02/15/21
1,330
 
 
T 08.125 05/15/21
1,418
 
 
T 07.625 11/15/22
1,401
 
 
T 06.750 08/15/26
1,664
 
 
TII 03.500 01/15/11
493
 
 
TII 03.625 04/15/28
2,087
 
Auction Results
June 05, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 2
26,900
26,900
0.54
0.2500
 
Auction Announcement
June 04, 2008
 
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
June 05, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
June 06, 2008
 
 
Term
31-day
 
 
Maturity date
July 07, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 04.750 11/15/08
3,348
 
 
T 04.375 11/15/08
3,599
 
 
T 04.750 12/31/08
4,617
 
 
T 05.500 05/15/09
2,425
 
 
T 04.625 07/31/09
2,682
 
 
T 06.000 08/15/09
5,198
 
 
T 04.875 08/15/09
2,218
 
 
T 06.500 02/15/10
4,701
 
 
T 05.000 08/15/11
2,005
 
 
T 08.125 08/15/19
2,641
 
 
T 08.750 08/15/20
2,439
 
 
T 08.125 08/15/21
1,883
 
 
T 07.125 02/15/23
2,516
 
 
T 06.000 02/15/26
1,475
 
 
T 06.375 08/15/27
1,490
 
 
T 05.375 02/15/31
1,223
 
 
TII 02.375 01/15/25
3,110
 
 
TII 02.375 01/15/27
2,432
 
Auction Results
May 29, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 1
16,430
16,430
0.66
0.1000
 
Auction Announcement
May 28, 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
May 29, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
May 30, 2008
 
 
Term
28-day
 
 
Maturity date
June 27, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 04.875 10/31/08
2,636
 
 
T 03.000 02/15/09
1,630
 
 
T 04.500 02/15/09
1,382
 
 
T 04.875 06/30/09
2,820
 
 
T 03.500 11/15/09
2,904
 
 
T 02.000 02/28/10
2,344
 
 
T 08.750 05/15/17
2,230
 
 
T 08.500 02/15/20
1,286
 
 
T 06.500 11/15/26
1,524
 
 
T 05.250 02/15/29
1,470
 
 
T 06.125 08/15/29
1,945
 
 
TII 02.375 04/15/11
2,830
 
Auction Results
May 22, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 2
46,130
46,130
0.62
0.2500
 
Auction Announcement
May 21, 2008
 
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 22, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
May 23, 2008
 
 
Term
28-day
 
 
Maturity date
June 20, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 04.875 08/31/08
4,304
 
 
T 04.875 05/15/09
4,505
 
 
T 04.000 08/31/09
2,080
 
 
T 05.750 08/15/10
2,395
 
 
T 05.000 02/15/11
1,427
 
 
T 04.500 02/28/11
1,756
 
 
T 04.750 03/31/11
1,652
 
 
T 05.125 06/30/11
1,051
 
 
T 04.625 12/31/11
956
 
 
T 04.875 02/15/12
2,261
 
 
T 04.500 03/31/12
1,155
 
 
T 04.500 04/30/12
2,250
 
 
T 04.625 07/31/12
1,603
 
 
T 04.250 08/15/13
4,254
 
 
T 07.500 11/15/16
2,726
 
 
T 08.875 08/15/17
2,223
 
 
T 04.750 08/15/17
6,443
 
 
T 04.250 11/15/17
6,474
 
 
T 08.875 02/15/19
2,377
 
 
T 08.000 11/15/21
4,396
 
 
T 06.875 08/15/25
1,770
 
 
T 06.125 11/15/27
3,149
 
 
T 04.750 02/15/37
2,390
 
 
TII 02.000 04/15/12
3,231
 
 
TII 02.500 07/15/16
3,011
 
 
TII 01.625 01/15/18
2,362
 
 
TII 03.875 04/15/29
2,801
 
Auction Results
May 15, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 1
7,240
7,240
0.29
0.1000
 
Auction Announcement
May 14, 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
May 15, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
May 16, 2008
 
 
Term
28-day
 
 
Maturity date
June 13, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 02.625 03/15/09
921
 
 
T 04.500 04/30/09
3,177
 
 
T 03.875 05/15/09
3,008
 
 
T 04.875 05/31/09
3,280
 
 
T 04.000 06/15/09
487
 
 
T 02.125 01/31/10
1,723
 
 
T 04.125 08/15/10
1,597
 
 
T 04.500 11/15/10
2,000
 
 
T 04.875 04/30/11
1,670
 
 
T 04.625 08/31/11
1,300
 
 
T 05.250 11/15/28
1,411
 
 
T 04.500 02/15/36
2,121
 
 
TII 03.875 01/15/09
2,306
 
Auction Results
May 08, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 2
28,770
28,770
0.58
0.2500
 
Auction Announcement
May 07, 2008
 
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
May 08, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
May 09, 2008
 
 
Term
28-day
 
 
Maturity date
June 06, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 05.000 07/31/08
6,107
 
 
T 03.250 08/15/08
4,241
 
 
T 04.125 08/15/08
2,325
 
 
T 04.625 09/30/08
5,174
 
 
T 03.375 12/15/08
1,122
 
 
T 04.750 02/28/09
4,835
 
 
T 04.500 03/31/09
4,445
 
 
T 04.000 09/30/09
1,784
 
 
T 04.625 11/15/09
5,572
 
 
T 03.250 12/31/09
3,297
 
 
T 04.750 02/15/10
1,268
 
 
T 08.750 05/15/20
1,302
 
 
T 07.875 02/15/21
1,330
 
 
T 08.125 05/15/21
1,418
 
 
T 07.625 11/15/22
1,401
 
 
TII 00.875 04/15/10
1,213
 
 
TII 02.000 01/15/26
2,950
 
 
TII 03.375 04/15/32
216
 
Auction Results
May 01, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 1
24,120
24,120
0.96
0.1000
 
Auction Announcement
April 30, 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
May 01, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
May 02, 2008
 
 
Term
28-day
 
 
Maturity date
May 30, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 03.375 11/15/08
2,177
 
 
T 04.875 01/31/09
2,721
 
 
T 04.375 12/15/10
410
 
 
T 05.000 08/15/11
2,005
 
 
T 04.500 09/30/11
560
 
 
T 04.625 10/31/11
2,001
 
 
T 04.500 11/30/11
2,786
 
 
T 08.125 08/15/19
2,591
 
 
T 08.750 08/15/20
2,389
 
 
T 07.125 02/15/23
2,466
 
 
T 05.500 08/15/28
1,676
 
 
TII 03.500 01/15/11
493
 
 
TII 01.875 07/15/13
243
 
 
TII 01.875 07/15/15
158
 
 
TII 02.000 01/15/16
175
 
 
TII 02.375 01/15/17
2,150
 
Auction Results
April 24, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 2
59,460
59,460
0.79
0.2500
 
Auction Announcement
April 23, 2008
 
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 24, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
April 25, 2008
 
 
Term
28-day
 
 
Maturity date
May 23, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 04.875 10/31/08
2,636
 
 
T 04.750 11/15/08
3,348
 
 
T 04.375 11/15/08
3,599
 
 
T 04.750 12/31/08
4,617
 
 
T 03.000 02/15/09
1,630
 
 
T 05.500 05/15/09
2,425
 
 
T 04.875 06/30/09
1,820
 
 
T 04.625 07/31/09
1,682
 
 
T 06.000 08/15/09
4,458
 
 
T 04.875 08/15/09
2,218
 
 
T 03.625 10/31/09
1,660
 
 
T 03.500 11/15/09
1,904
 
 
T 03.125 11/30/09
2,343
 
 
T 06.500 02/15/10
3,701
 
 
T 04.875 07/31/11
1,233
 
 
T 04.750 05/31/12
2,036
 
 
T 04.625 11/15/16
2,094
 
 
T 08.750 05/15/17
2,730
 
 
T 04.500 05/15/17
3,774
 
 
T 07.625 02/15/25
1,519
 
 
T 06.500 11/15/26
1,524
 
 
T 06.625 02/15/27
1,285
 
 
T 05.250 02/15/29
1,470
 
 
T 06.250 05/15/30
2,024
 
 
T 05.000 05/15/37
6,413
 
 
TII 02.375 04/15/11
2,830
 
 
TII 02.375 01/15/25
3,110
 
 
TII 02.375 01/15/27
2,432
 
 
TII 03.625 04/15/28
2,487
 
Auction Results
April 17, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 1
35,100
24,999
1.40
0.1000
 
Auction Announcement
April 16, 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
April 17, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
April 18, 2008
 
 
Term
28-day
 
 
Maturity date
May 16, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 04.500 02/15/09
1,382
 
 
T 03.125 04/15/09
739
 
 
T 03.375 10/15/09
410
 
 
T 05.000 02/15/11
427
 
 
T 05.125 06/30/11
1,051
 
 
T 04.750 01/31/12
882
 
 
T 04.500 03/31/12
1,155
 
 
T 04.875 06/30/12
703
 
 
T 13.250 05/15/14
821
 
 
T 12.500 08/15/14
807
 
 
T 04.500 02/15/16
641
 
 
T 04.625 02/15/17
993
 
 
T 08.500 02/15/20
1,286
 
 
T 08.125 08/15/21
1,883
 
 
T 07.250 08/15/22
1,309
 
 
T 07.500 11/15/24
1,415
 
 
T 06.875 08/15/25
1,770
 
 
T 06.375 08/15/27
1,416
 
 
T 06.125 08/15/29
1,945
 
 
T 05.375 02/15/31
1,223
 
 
TII 04.250 01/15/10
1,204
 
 
TII 02.000 01/15/14
615
 
 
TII 01.750 01/15/28
924
 
Auction Results
April 10, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 2
33,950
33,950
0.68
0.2500
 
Auction Announcement
April 09, 2008
 
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
April 10, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
April 11, 2008
 
 
Term
28-day
 
 
Maturity date
May 09, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 04.875 05/15/09
4,505
 
 
T 04.875 05/31/09
2,280
 
 
T 04.000 08/31/09
2,080
 
 
T 04.875 02/15/12
2,261
 
 
T 04.250 08/15/13
3,328
 
 
T 11.250 02/15/15
1,716
 
 
T 04.125 05/15/15
2,271
 
 
T 07.500 11/15/16
2,726
 
 
T 08.875 08/15/17
2,223
 
 
T 08.875 02/15/19
2,377
 
 
T 08.000 11/15/21
4,396
 
 
T 06.000 02/15/26
1,475
 
 
T 06.750 08/15/26
1,664
 
 
T 05.250 11/15/28
1,411
 
 
T 04.500 02/15/36
2,198
 
 
T 04.750 02/15/37
2,390
 
 
TII 03.875 01/15/09
2,306
 
 
TII 02.000 04/15/12
3,231
 
 
TII 01.625 01/15/18
2,362
 
 
TII 03.875 04/15/29
2,801
 
Auction Results
April 03, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 1
46,900
25,000
1.88
0.1600
 
Auction Announcement
April 02, 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
April 03, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
April 04, 2008
 
 
Term
28-day
 
 
Maturity date
May 02, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
T 03.375 12/15/08
1,122
 
 
T 03.250 01/15/09
1,186
 
 
T 02.625 03/15/09
921
 
 
T 04.000 09/30/09
784
 
 
T 04.000 04/15/10
1,231
 
 
T 04.500 02/28/11
756
 
 
T 04.875 05/31/11
1,078
 
 
T 04.500 04/30/12
1,250
 
 
T 12.000 08/15/13
2,897
 
 
T 11.750 11/15/14
995
 
 
T 04.250 08/15/15
1,272
 
 
T 10.625 08/15/15
972
 
 
T 09.875 11/15/15
812
 
 
T 09.250 02/15/16
942
 
 
T 09.125 05/15/18
1,050
 
 
T 09.000 11/15/18
853
 
 
T 08.750 05/15/20
1,302
 
 
T 07.875 02/15/21
1,330
 
 
T 08.125 05/15/21
1,418
 
 
T 07.625 11/15/22
1,401
 
 
TII 00.875 04/15/10
1,213
 
 
TII 03.375 04/15/32
216
 

 
Substitutions
04/09/2008
 
 
Recalled Securities
AMOUNT
 
 
T 04.000 04/15/10
1,231
 
 
Replacement Securities
AMOUNT
 
 
T 03.875 05/15/09
612
 
 
T 04.250 08/15/14
619
 
Auction Results
March 27, 2008
 
Collateral
Par
Submitted 4
Par
Accepted 5
Bid-to-
Cover 6
Stop-out
Rate 7
 
 
Treasury GC Schedule 2
86,100
75,000
1.15
0.3300
 
Auction Announcement
March 26, 2008
 
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
March 27, 2008
02:00 p.m. ET
02:30 p.m. ET
 
 
Settlement date
March 28, 2008
 
 
Term
28-day
 
 
Maturity date
April 25, 2008
 

 
Treasury General Collateral Basket
 
 
Security Description
Amount Available for Loan 3
 
 
TII 03.000 07/15/12
2,336
 
 
T 03.375 11/15/08
2,227
 
 
TII 02.375 01/15/17
2,200
 
 
TII 02.000 01/15/26
2,950
 
 
T 08.750 08/15/20
2,439
 
 
T 08.125 08/15/19
2,641
 
 
T 07.250 05/15/16
2,138
 
 
T 07.125 02/15/23
2,512
 
 
T 06.125 11/15/27
3,149
 
 
T 05.750 08/15/10
2,395
 
 
T 05.500 08/15/28
1,715
 
 
T 05.000 08/15/11
2,005
 
 
T 04.875 08/31/08
4,304
 
 
T 04.875 04/30/11
2,670
 
 
T 04.875 01/31/09
2,771
 
 
T 04.750 02/28/09
4,835
 
 
T 04.625 11/30/08
4,138
 
 
T 04.625 11/15/09
5,572
 
 
T 04.625 10/31/11
2,047
 
 
T 04.625 08/31/11
2,300
 
 
T 04.625 02/29/12
3,787
 
 
T 04.500 11/30/11
2,837
 
 
T 04.500 04/30/09
3,577
 
 
T 04.500 03/31/09
4,445
 
 
TII 02.500 07/15/16
3,011
 

*All par amounts in millions of dollars unless otherwise stated.

1 For more information please refer to TSLF Program Terms and Conditions
2 A listing of eligible collateral for each auction type is available under Terms and Conditions.
3 Amounts are rounded to the nearest million.
4 "Par Submitted" represents the total par amount of propositions received.
5 "Par Accepted" represents the total par amount lent.
6 "Bid-to-Cover" represents the ratio of "Par Submitted" to the offering amount.
7 "Stop-out Rate" represents the lowest accepted fee rate for which accepted propositions are awarded. The lending fee can be thought of as approximately equivalent to the spread between the Treasury general collateral rate and the general collateral rate for the pledged collateral over the term of the loan.