Securities Lending Activity
Auction Results*
September 4, 2015
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 04.500 02/15/16
2,215
0
549
549
0.050
 
T 02.125 02/29/16
19,051
2,050
2,025
2,025
0.050
 
T 02.250 03/31/16
172
8
8
8
0.050
 
T 05.125 05/15/16
7,557
73
79
79
0.050
 
T 01.500 07/31/16
937
0
27
27
0.050
 
T 03.250 07/31/16
5,522
0
13
13
0.050
 
T 01.000 10/31/16
1,197
71
71
71
0.050
 
T 03.125 10/31/16
4,678
37
2
2
0.050
 
T 00.875 12/31/16
1,020
29
29
29
0.050
 
T 04.625 02/15/17
6,442
0
3
3
0.050
 
T 00.500 04/30/17
85
0
2
2
0.050
 
T 03.125 04/30/17
180
0
2
2
0.050
 
T 02.750 05/31/17
10,351
5
6
6
0.050
 
T 02.500 06/30/17
9,499
0
5
5
0.050
 
T 00.500 07/31/17
3,797
0
2
2
0.050
 
T 01.875 09/30/17
6,080
9
31
31
0.050
 
T 00.750 10/31/17
4,752
0
262
262
0.050
 
T 02.750 12/31/17
11,955
0
14
14
0.050
 
T 00.875 01/31/18
11,790
0
46
46
0.050
 
T 02.750 02/28/18
15,641
2
2
2
0.050
 
T 00.750 03/31/18
8,910
55
101
101
0.050
 
T 00.625 04/30/18
2,547
0
36
36
0.050
 
T 03.875 05/15/18
19,616
223
473
473
0.050
 
T 02.375 05/31/18
9,673
0
15
15
0.050
 
T 01.375 07/31/18
5,643
0
8
8
0.050
 
T 02.250 07/31/18
18,365
170
170
170
0.050
 
T 04.000 08/15/18
8,000
0
44
44
0.050
 
T 01.375 09/30/18
15,679
12
11
11
0.050
 
T 01.750 10/31/18
8,055
0
42
42
0.050
 
T 01.375 11/30/18
7,988
14
30
30
0.050
 
T 02.750 02/15/19
30,732
3
5
5
0.050
 
T 01.500 03/31/19
16,432
43
43
43
0.050
 
T 01.250 04/30/19
17,935
468
511
511
0.050
 
T 03.125 05/15/19
8,000
0
98
98
0.050
 
T 01.000 06/30/19
16,336
83
164
164
0.050
 
T 01.000 08/31/19
12,471
30
30
30
0.050
 
T 01.000 09/30/19
8,775
0
21
21
0.050
 
T 01.250 02/29/20
8,675
8
8
8
0.050
 
T 01.125 03/31/20
10,168
0
2
2
0.050
 
T 01.375 05/31/20
188
0
77
77
0.050
 
T 01.875 06/30/20
11,581
0
88
88
0.050
 
T 02.000 07/31/20
5,423
3
25
25
0.050
 
T 02.375 12/31/20
5,184
0
11
11
0.050
 
T 02.000 05/31/21
180
0
35
35
0.050
 
T 02.250 07/31/21
8
0
76
2
0.050
 
T 02.125 08/15/21
7,976
27
128
128
0.050
 
T 01.750 05/15/22
8,000
0
14
14
0.050
 
T 01.625 11/15/22
28,746
5
5
5
0.050
 
T 02.000 02/15/23
13,883
0
36
36
0.050
 
T 02.250 11/15/24
28
0
4
4
0.050
 
T 02.000 08/15/25
434
0
203
203
0.287
 
T 09.250 02/15/16
2,166
113
97
97
0.050
 
T 07.250 05/15/16
5,061
0
8
8
0.050
 
T 07.500 11/15/16
7,709
5
5
5
0.050
 
T 08.750 05/15/17
6,531
23
26
26
0.050
 
T 08.875 08/15/17
5,530
250
275
275
0.050
 
T 09.125 05/15/18
3,500
1
11
11
0.050
 
T 09.000 11/15/18
3,457
85
81
81
0.050
 
T 08.875 02/15/19
6,747
211
236
236
0.050
 
T 08.125 08/15/19
11,932
220
302
302
0.050
 
T 08.500 02/15/20
5,969
62
62
62
0.050
 
T 08.750 05/15/20
4,775
63
73
73
0.050
 
T 08.125 05/15/21
6,341
46
46
46
0.050
 
T 08.000 11/15/21
19,297
6
4
4
0.050
 
T 07.625 11/15/22
4,518
115
115
115
0.050
 
T 06.250 08/15/23
14,274
0
12
12
0.050
 
T 07.625 02/15/25
5,179
112
190
190
0.050
 
T 06.875 08/15/25
6,555
83
180
180
0.050
 
T 06.000 02/15/26
4,331
6
6
6
0.050
 
T 06.750 08/15/26
4,471
155
132
132
0.050
 
T 06.500 11/15/26
5,161
1
4
4
0.050
 
T 06.625 02/15/27
5,418
80
121
121
0.050
 
T 06.375 08/15/27
4,745
10
10
10
0.050
 
T 06.125 11/15/27
11,317
11
10
10
0.050
 
T 05.250 11/15/28
2,320
0
2
2
0.050
 
T 05.250 02/15/29
4,650
46
166
166
0.050
 
T 06.250 05/15/30
7,880
602
701
701
0.050
 
T 05.375 02/15/31
2,827
307
277
277
0.050
 
T 04.500 02/15/36
10,694
257
307
307
0.050
 
T 04.750 02/15/37
10,433
26
117
117
0.050
 
T 05.000 05/15/37
13,490
1,459
1,690
1,690
0.050
 
T 04.375 02/15/38
14,170
23
37
37
0.050
 
T 04.500 05/15/38
16,064
269
250
250
0.050
 
T 03.500 02/15/39
12,028
28
29
29
0.050
 
T 04.250 05/15/39
24,430
14
14
14
0.050
 
T 04.375 05/15/40
22,255
5
151
151
0.050
 
T 03.875 08/15/40
142
38
22
22
0.050
 
T 04.750 02/15/41
21,678
328
320
320
0.050
 
T 03.125 11/15/41
26,965
62
62
62
0.050
 
T 02.750 08/15/42
8,173
94
271
271
0.050
 
T 02.875 05/15/43
465
0
51
51
0.050
 
TII 01.625 01/15/18
2,367
31
140
140
0.050
 
TII 01.375 07/15/18
876
1
9
9
0.050
 
TII 01.250 07/15/20
4,043
0
24
24
0.050
 
TII 01.125 01/15/21
4,215
0
6
6
0.050
 
TII 02.375 01/15/27
2,744
0
1
1
0.050
 
TII 02.125 02/15/40
6,813
2
19
19
0.050
 
FHLMC 04.750 01/19/16
1,463
42
42
42
0.050
 
FHLMC 05.500 07/18/16
1,412
2
2
2
0.050
 
Total:
12,408
12,334
 
* 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.