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Home > Markets > TSLF 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.   Printer version E-mail alert Export to:  Excel | XML 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