Securities Lending Activity
Auction Results*
March 27, 2017
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 00.875 04/30/17
1,334
183
110
110
0.050
 
T 03.125 04/30/17
11,151
486
994
994
0.050
 
T 04.500 05/15/17
11,903
223
266
266
0.050
 
T 02.750 05/31/17
10,351
102
108
108
0.050
 
T 00.750 06/30/17
2,097
0
229
229
0.050
 
T 02.500 06/30/17
9,499
0
137
137
0.050
 
T 00.500 07/31/17
3,797
50
21
21
0.050
 
T 02.375 07/31/17
6,817
25
1
1
0.050
 
T 00.625 09/30/17
3,771
7
7
7
0.050
 
T 00.875 11/15/17
31
0
1
1
0.050
 
T 02.250 11/30/17
7,018
0
13
13
0.050
 
T 00.750 12/31/17
3,798
182
263
263
0.050
 
T 02.750 12/31/17
11,955
157
166
166
0.050
 
T 00.875 01/31/18
11,790
60
218
218
0.050
 
T 00.750 03/31/18
8,910
0
28
28
0.050
 
T 02.875 03/31/18
13,595
13
13
13
0.050
 
T 00.625 04/30/18
3,520
0
250
250
0.050
 
T 00.750 04/30/18
6,218
0
11
11
0.050
 
T 02.625 04/30/18
17,584
0
10
10
0.050
 
T 03.875 05/15/18
19,616
299
268
268
0.050
 
T 00.875 05/31/18
5,967
33
52
52
0.050
 
T 01.000 05/31/18
1,268
0
12
12
0.050
 
T 00.625 06/30/18
3,413
0
21
21
0.050
 
T 02.375 06/30/18
14,219
60
15
15
0.050
 
T 01.375 07/31/18
5,643
4
4
4
0.050
 
T 01.000 08/15/18
434
11
11
11
0.050
 
T 04.000 08/15/18
20,327
0
5
5
0.050
 
T 01.375 09/30/18
15,679
135
135
135
0.050
 
T 01.250 10/31/18
3,187
90
145
145
0.050
 
T 01.250 11/15/18
110
0
7
7
0.050
 
T 01.250 11/30/18
5,086
11
57
57
0.050
 
T 01.375 11/30/18
14,847
469
595
595
0.050
 
T 01.250 12/31/18
2,155
1,302
1,422
1,422
0.050
 
T 01.375 12/31/18
11,425
31
31
31
0.050
 
T 01.125 01/31/19
1,483
0
100
100
0.050
 
T 01.250 01/31/19
5,259
0
179
179
0.050
 
T 01.500 01/31/19
3,755
0
160
160
0.050
 
T 00.750 02/15/19
1,569
315
885
885
0.050
 
T 02.750 02/15/19
30,727
0
11
11
0.050
 
T 01.125 02/28/19
2,027
1,578
2,406
2,026
0.182
 
T 01.500 02/28/19
2,346
8
10
10
0.050
 
T 01.500 03/31/19
16,401
9
277
277
0.050
 
T 01.625 03/31/19
907
45
151
151
0.050
 
T 01.625 04/30/19
4,200
0
182
182
0.050
 
T 03.125 05/15/19
29,742
0
6
6
0.050
 
T 01.125 05/31/19
15,177
113
110
110
0.050
 
T 01.000 06/30/19
16,336
51
52
52
0.050
 
T 01.625 06/30/19
135
0
6
6
0.050
 
T 00.750 07/15/19
1,406
0
58
58
0.050
 
T 00.875 07/31/19
1,063
20
278
278
0.050
 
T 00.750 08/15/19
2,212
100
77
77
0.050
 
T 01.000 08/31/19
12,471
658
712
712
0.050
 
T 01.000 11/15/19
4,728
93
12
12
0.050
 
T 03.375 11/15/19
31,068
0
903
903
0.050
 
T 01.000 11/30/19
6,284
81
118
118
0.050
 
T 01.125 12/31/19
6,373
80
100
100
0.050
 
T 01.375 01/15/20
1,196
50
36
36
0.050
 
T 01.375 01/31/20
1,826
1
1
1
0.050
 
T 01.375 02/15/20
1,776
995
1,169
1,169
0.066
 
T 01.125 03/31/20
10,168
50
49
49
0.050
 
T 01.125 04/30/20
4,649
6
165
165
0.050
 
T 02.375 12/31/20
5,184
0
3
3
0.050
 
T 01.375 04/30/21
2,149
0
12
12
0.050
 
T 02.250 04/30/21
1,000
0
22
22
0.050
 
T 01.375 05/31/21
7,803
0
2
2
0.050
 
T 02.000 05/31/21
1,434
4
4
4
0.050
 
T 01.250 10/31/21
1,849
35
60
60
0.050
 
T 01.875 01/31/22
1,940
0
168
168
0.050
 
T 01.875 02/28/22
4,243
300
1,642
1,642
0.059
 
T 01.750 04/30/22
95
0
3
3
0.050
 
T 01.750 05/15/22
39,014
0
66
66
0.050
 
T 01.375 06/30/23
3,685
0
1
1
0.050
 
T 01.625 10/31/23
1,523
80
270
270
0.050
 
T 02.750 11/15/23
7,663
0
10
10
0.050
 
T 02.125 11/30/23
2,682
0
59
59
0.050
 
T 02.125 02/29/24
2,255
1,628
1,783
1,783
0.189
 
T 01.625 02/15/26
1,716
0
2
2
0.050
 
T 02.250 02/15/27
2,390
70
1,345
1,345
0.108
 
T 08.750 05/15/17
6,531
17
17
17
0.050
 
T 08.875 08/15/17
5,530
48
21
21
0.050
 
T 09.125 05/15/18
3,500
101
321
321
0.050
 
T 09.000 11/15/18
3,457
107
56
56
0.050
 
T 08.875 02/15/19
6,747
54
70
70
0.050
 
T 08.125 08/15/19
11,932
8
8
8
0.050
 
T 08.500 02/15/20
5,969
59
72
72
0.050
 
T 08.750 05/15/20
4,775
14
73
73
0.050
 
T 08.750 08/15/20
10,746
20
17
17
0.050
 
T 07.875 02/15/21
6,347
3
14
14
0.050
 
T 08.125 05/15/21
6,341
2
21
21
0.050
 
T 08.125 08/15/21
5,988
138
136
136
0.050
 
T 08.000 11/15/21
19,297
2
2
2
0.050
 
T 07.250 08/15/22
5,123
190
238
238
0.050
 
T 07.625 11/15/22
4,518
0
96
96
0.050
 
T 07.125 02/15/23
9,941
46
36
36
0.050
 
T 07.500 11/15/24
4,825
44
44
44
0.050
 
T 07.625 02/15/25
5,179
62
65
65
0.050
 
T 06.875 08/15/25
6,550
53
130
130
0.050
 
T 06.750 08/15/26
4,471
31
32
32
0.058
 
T 06.500 11/15/26
5,163
0
16
16
0.050
 
T 06.625 02/15/27
5,412
613
593
593
0.050
 
T 06.375 08/15/27
4,755
96
96
96
0.050
 
T 06.125 11/15/27
1,000
0
13
13
0.050
 
T 05.250 11/15/28
2,329
3
51
51
0.050
 
T 05.250 02/15/29
4,738
45
70
70
0.050
 
T 06.125 08/15/29
5,626
99
184
184
0.050
 
T 06.250 05/15/30
7,881
95
297
297
0.050
 
T 05.375 02/15/31
2,758
397
282
282
0.050
 
T 04.500 02/15/36
10,694
152
279
279
0.050
 
T 04.750 02/15/37
10,433
109
174
174
0.050
 
T 05.000 05/15/37
13,490
825
820
820
0.055
 
T 04.375 02/15/38
14,170
499
504
504
0.050
 
T 04.500 05/15/38
16,064
229
242
242
0.050
 
T 04.250 05/15/39
24,430
111
111
111
0.050
 
T 04.375 11/15/39
28,064
0
31
31
0.050
 
T 04.375 05/15/40
22,255
0
126
126
0.050
 
T 03.875 08/15/40
24,257
0
41
41
0.050
 
T 04.250 11/15/40
23,154
0
13
13
0.050
 
T 03.125 02/15/42
26,037
22
11
11
0.050
 
T 03.000 05/15/42
9,510
103
115
115
0.050
 
T 03.125 02/15/43
1,000
0
19
19
0.050
 
T 02.875 08/15/45
289
0
18
18
0.050
 
T 02.500 02/15/46
1,136
29
29
29
0.050
 
T 02.250 08/15/46
1,382
0
26
26
0.050
 
T 02.875 11/15/46
3,358
650
1,872
1,872
0.056
 
TII 00.125 04/15/17
386
0
66
66
0.050
 
TII 01.375 07/15/18
876
39
69
69
0.050
 
TII 01.875 07/15/19
475
0
2
2
0.050
 
TII 01.250 07/15/20
4,043
0
7
7
0.050
 
TII 00.375 01/15/27
681
143
435
435
0.239
 
TII 02.375 01/15/25
5,919
5
4
4
0.050
 
TII 02.000 01/15/26
3,211
0
17
17
0.050
 
TII 02.375 01/15/27
2,744
1
1
1
0.050
 
TII 03.625 04/15/28
6,931
5
6
6
0.050
 
TII 02.125 02/15/41
12,771
0
10
10
0.050
 
TII 00.625 02/15/43
8,682
0
6
6
0.050
 
TF 00.272 01/31/18
245
3
3
3
0.050
 
TF 00.190 04/30/18
3,587
23
43
43
0.050
 
TF 00.174 07/31/18
1,655
1
1
1
0.050
 
TF 00.170 10/31/18
816
0
41
41
0.050
 
TF 00.140 01/31/19
856
16
16
16
0.050
 
FHLMC 05.000 04/18/17
1,350
38
38
38
0.050
 
FHLMC 04.875 06/13/18
1,783
20
20
20
0.050
 
FHLMC 06.750 03/15/31
284
1
1
1
0.050
 
FHLMC 06.250 07/15/32
191
6
6
6
0.050
 
FNMA 05.000 05/11/17
1,345
0
2
2
0.050
 
FNMA 06.625 11/15/30
343
3
3
3
0.050
 
Total:
27,590
27,210
 
* 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.