Securities Lending Operations
Auction Results*
December 5, 2019
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
B 12/24/19
3,600
2
17
17
0.050
 
B 12/31/19
4,154
0
256
256
0.050
 
B 01/09/20
1,054
115
204
157
0.050
 
B 01/16/20
4,956
8
8
0
N/A
 
B 03/05/20
3,249
0
266
266
0.050
 
B 03/12/20
2,060
20
279
259
0.050
 
B 03/19/20
652
10
10
10
0.050
 
B 04/02/20
948
0
10
0
N/A
 
B 04/09/20
1,962
0
37
12
0.050
 
B 04/23/20
6,731
0
135
135
0.050
 
B 04/30/20
3,734
102
120
120
0.050
 
B 05/07/20
2,889
0
12
12
0.050
 
B 06/18/20
2,539
115
129
125
0.050
 
B 07/16/20
2,645
0
145
145
0.050
 
B 08/13/20
3,469
0
374
374
0.050
 
B 10/08/20
8,514
0
18
18
0.050
 
B 11/05/20
7,971
0
10
10
0.050
 
T 01.125 12/31/19
6,445
1
57
57
0.050
 
T 01.625 12/31/19
428
10
81
81
0.050
 
T 01.875 12/31/19
3,967
1
5
5
0.050
 
T 01.375 01/15/20
1,190
139
132
132
0.050
 
T 01.250 01/31/20
165
0
20
20
0.050
 
T 01.375 01/31/20
4,402
1,613
1,718
1,710
0.050
 
T 02.000 01/31/20
3,052
1,069
1,262
1,262
0.050
 
T 01.375 02/15/20
2,466
305
130
130
0.050
 
T 03.625 02/15/20
25,157
593
794
794
0.050
 
T 01.250 02/29/20
7,597
2,092
2,107
2,107
0.061
 
T 01.375 02/29/20
76
0
3
3
0.050
 
T 02.250 02/29/20
6,519
463
468
468
0.050
 
T 01.625 03/15/20
67
0
1
1
0.050
 
T 01.125 03/31/20
10,213
1,023
1,324
1,324
0.050
 
T 01.375 03/31/20
135
0
4
4
0.050
 
T 02.250 03/31/20
4,776
157
192
192
0.050
 
T 01.500 04/15/20
177
0
44
44
0.050
 
T 01.125 04/30/20
5,662
0
107
107
0.050
 
T 01.375 04/30/20
182
0
39
39
0.050
 
T 02.375 04/30/20
3,960
522
709
709
0.050
 
T 01.500 05/15/20
7,136
0
1
1
0.050
 
T 01.375 05/31/20
4,528
3
8
8
0.050
 
T 01.500 05/31/20
45
0
3
3
0.050
 
T 01.875 06/30/20
11,601
41
46
46
0.050
 
T 02.500 06/30/20
3,968
0
6
6
0.050
 
T 01.500 07/15/20
583
0
90
90
0.064
 
T 01.625 07/31/20
1,114
0
24
24
0.050
 
T 02.000 07/31/20
5,423
182
251
251
0.050
 
T 02.625 07/31/20
2,386
0
79
79
0.050
 
T 01.500 08/15/20
6,499
152
151
151
0.050
 
T 02.625 08/15/20
30,419
0
8
8
0.050
 
T 02.125 08/31/20
2,574
1
1
1
0.050
 
T 02.000 09/30/20
7,787
0
8
8
0.050
 
T 02.625 11/15/20
11,728
0
13
13
0.050
 
T 02.000 11/30/20
5,091
19
89
89
0.050
 
T 02.000 01/15/21
731
0
15
15
0.050
 
T 02.000 05/31/21
1,465
53
79
79
0.050
 
T 01.125 07/31/21
2,136
0
14
14
0.050
 
T 01.500 10/31/21
3,763
143
1,884
1,884
0.057
 
T 02.000 11/15/21
26,143
0
15
15
0.050
 
T 01.750 11/30/21
3,301
0
365
365
0.050
 
T 02.250 04/15/22
310
1
1
1
0.050
 
T 01.500 08/15/22
22,317
50
194
50
0.050
 
T 02.000 10/31/22
886
0
14
14
0.050
 
T 01.750 01/31/23
729
0
45
45
0.050
 
T 02.000 02/15/23
13,883
0
1
1
0.050
 
T 01.375 08/31/23
1,723
7
7
7
0.050
 
T 02.750 08/31/23
982
102
102
102
0.050
 
T 01.625 10/31/23
995
5
10
10
0.050
 
T 02.000 05/31/24
6,907
0
57
57
0.050
 
T 01.750 06/30/24
2,110
2
2
2
0.050
 
T 01.500 09/30/24
3,833
0
200
200
0.050
 
T 01.500 10/31/24
3,225
1,061
2,003
2,003
0.099
 
T 02.250 10/31/24
650
0
5
5
0.050
 
T 01.500 11/30/24
2,929
0
102
102
0.050
 
T 02.875 07/31/25
1,591
0
3
3
0.050
 
T 01.625 02/15/26
2,058
0
1
1
0.050
 
T 01.625 09/30/26
3,266
0
38
38
0.050
 
T 02.250 08/15/27
2,113
0
2
2
0.050
 
T 03.125 11/15/28
5,528
0
6
6
0.050
 
T 02.375 05/15/29
8,461
0
45
45
0.050
 
T 01.625 08/15/29
15,857
122
2,365
2,172
0.050
 
T 01.750 11/15/29
9,404
3,380
5,547
5,547
0.103
 
T 08.500 02/15/20
5,969
0
19
19
0.050
 
T 08.750 05/15/20
4,775
9
10
10
0.050
 
T 08.750 08/15/20
10,746
0
1
1
0.050
 
T 07.875 02/15/21
6,347
2
10
10
0.050
 
T 08.125 05/15/21
6,341
20
20
20
0.050
 
T 08.125 08/15/21
5,988
55
55
51
0.050
 
T 08.000 11/15/21
19,297
0
18
18
0.050
 
T 07.250 08/15/22
5,152
32
32
32
0.050
 
T 07.625 11/15/22
4,451
11
89
54
0.050
 
T 07.125 02/15/23
815
190
167
167
0.050
 
T 06.250 08/15/23
1,008
0
70
70
0.050
 
T 07.500 11/15/24
4,825
9
9
9
0.050
 
T 07.625 02/15/25
991
10
10
10
0.050
 
T 06.000 02/15/26
996
5
12
12
0.050
 
T 06.750 08/15/26
4,471
1
2
2
0.050
 
T 06.625 02/15/27
5,422
0
5
5
0.050
 
T 06.375 08/15/27
4,755
392
337
337
0.050
 
T 05.250 11/15/28
2,338
0
12
12
0.050
 
T 06.125 08/15/29
5,680
0
25
25
0.050
 
T 06.250 05/15/30
7,938
261
306
306
0.050
 
T 05.375 02/15/31
2,866
126
123
123
0.050
 
T 04.500 02/15/36
10,694
39
145
145
0.050
 
T 04.750 02/15/37
999
1
1
1
0.050
 
T 05.000 05/15/37
13,490
0
5
5
0.050
 
T 03.500 02/15/39
11,336
23
25
25
0.050
 
T 04.375 11/15/39
23,733
0
8
8
0.050
 
T 02.750 08/15/42
1,000
0
55
55
0.050
 
T 03.625 08/15/43
1,010
0
2
2
0.050
 
T 02.750 11/15/47
3,892
0
6
6
0.050
 
T 03.000 08/15/48
1,002
0
7
7
0.050
 
T 03.000 02/15/49
4,136
0
25
25
0.050
 
T 02.250 08/15/49
10,154
2,244
3,235
3,235
0.057
 
T 02.375 11/15/49
8,096
326
1,082
889
0.050
 
TII 00.625 04/15/23
2,886
0
9
9
0.050
 
TII 02.500 01/15/29
302
4
4
4
0.050
 
TII 02.125 02/15/41
12,791
0
1
1
0.050
 
TII 01.000 02/15/49
346
13
50
50
0.050
 
TF 00.000 01/31/20
4,373
10
10
10
0.050
 
TF 00.033 04/30/20
1,964
5
10
10
0.050
 
TF 00.045 10/31/20
1,427
0
2
2
0.050
 
Total:
31,141
30,450
 
* All par amounts in millions of dollars

1The extension fee is typically equivalent to the prevailing general collateral rate, but can be above the general collateral rate if a security is trading at a negative rate in the repo market.

2 "Actual Available to Borrow" represents the par amount of SOMA holdings in each security available for lending at the auction. Ninety percent of each security owned by SOMA with a remaining maturity greater than six days will be available for lending each day. If less than ninety percent of a security is in the SOMA custody account at the time of auction due to outstanding loans and committed reverse repurchase transactions, then the remaining amount of the security in the SOMA portfolio will be available at the auction. Data is not available prior to November 7, 2005.

3 "Outstanding Loans" represents the par amount of each security that was not returned before the noon auction. Data is not available prior to November 7, 2005.

4 "Propositions Submitted" represents the par amount of each security for which propositions were received. Data is not available prior to November 7, 2005.

5 "Propositions Accepted" represents the par amount of each security lent.

6 The "Weighted Average Rate" represents the average fee rate that dealers paid in order to borrow the specified issues, weighted by the dollar amount of the awards. Due to the "Borrow-vs.-Pledge" nature of the lending transaction, dealers may consider the fee roughly equivalent to the spread between their general collateral rate and the repo rate for the borrowed security. The indicated rates are not repo rates, nor are they indicative of lending fee rates available in the market. Weighted average rates prior to November 7, 2005 were reported to two decimal places. Additional zero added for consistent formatting.