The equation of state for a degenerate gas of fermions at zero temperature in the non relativistic case is a polytrope, i.e. $p=gamma rho^{5/3}/m_F^{8/3}$. If dark matter is modelled by such non interacting fermion, this dependence in the mass of the fermion $m_F$ explains why if dark matter is very heavy the effective pressure of dark matter is negligible. Nevertheless, if the mass of the dark matter is very small, the effective pressure can be very large, and thus, a system of self-gravitating fermions can be formed. In this work we model the dark matter halo of the Milky-Way by solving the Tolman-Oppenheimer-Volkoff equations, with the equation of state for a partially degenerate ultralight non interacting fermion. It is found that in order to fit its rotational velocity curve of the Milky Way, the mass of the fermion should be in the range $29 ~mbox{eV} < m_F < 33~$eV. Moreover, the central density is constrained to be in the range of $46 < rho_0<61$ GeV/cm$^3$. The fermionic dark matter halo has a very different profile as compared with the standard Navarro-Frenk-White profile, thus, the possible indirect signals for annihilating dark matter may change by orders of magnitude. We found bounds for the annihilation cross section in this case by using the Saggitarius A* spectral energy distribution. Those limits are very strong confirming the idea that the lighter the dark matter particle is, the darkest it becomes.
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