Plan Sponsor Type No. of Clients Lendable Base (Agent Relationship) (Agent Relationship) Public Corporates Endowment and Foundations Taft-Hartley, Union Mutual Funds, Investment Manager’s Commingled Funds Insurance Companies Others TOTAL the number of clients (all market segments) gained and/or lost for the periods listed in the following matrix. Report corresponding market values in US$ millions as of initiation date for clients gained and termination date for clients lost. Securities Lending Clients Only Clients Gained Clients Gained Clients Lost Clients Lost (US$ (Number) (US$ millions) (Number) millions) 2010 2011 2012 2013 2014 2015 (thru 9/30) I. Lending Volume What was the daily average dollar volume of securities loans outstanding for the last 12 months? Specify in US$ millions. For the 12 months ending September 30, 2015 Daily Avg. Daily Avg. Avg. Average Average Avg. Daily Lendable Out on Utilization Rebate Demand Reinvest Spreads Asset Base Loan Rate Rate/Fees Spread Spread Net of Classes (US$ (US$ (%) (bp) (bp) (bp) Rebate millions) millions) (bp) US Cap Equities
Plan Sponsor Type No. of Clients (Agent Relationship) Lendable Base (Agent Relationship) Public Corporates Endowment and Foundations Taft-Hartley, Union Mutual Funds, Investment Manager’s Commingled Funds Insurance Companies Others TOTAL the number of clients (all market segments) gained and/or lost for the periods listed in the following matrix. Report corresponding market values in US$ millions as of initiation date for clients gained and termination date for clients lost. Securities Lending Clients Only Clients Gained (Number) Clients Gained (US$ millions) Clients Lost (Number) Clients Lost (US$ millions) 2010 2011 2012 2013 2014 2015 (thru 9/30) I. Lending Volume What was the daily average dollar volume of securities loans outstanding for the last 12 months? Specify in US$ millions. For the 12 months ending September 30, 2015 Asset Classes Daily Avg. Lendable Base (US$ millions) Daily Avg. Out on Loan (US$ millions) Utilization Rate (%) Avg. Rebate Rate/Fees (bp) Average Demand Spread (bp) Average Reinvest Spread (bp) Avg. Daily Spreads Net of Rebate (bp) US Cap Equities
SFERS-Custody-RFP-2015-Appendix-A.docx