Markets Foreign Exchange Open Market Operations Securities Lending   Term Securities Lending Facility Announcements TSLF Program Terms and Conditions TSLF FAQs TSLF Operations TOP Program Terms and Conditions TOP FAQs TOP Operations Commercial Paper Funding Facility Money Market Investor Funding Facility Term Asset-Backed Securities Loan Facility Primary Dealer Credit Facility Maiden Lane Transactions Primary Dealers

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 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