Securities Lending Activity
Auction Results*
March 24, 2017
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 00.500 04/30/17
85
1
8
8
0.050
 
T 00.875 04/30/17
1,365
133
433
433
0.050
 
T 03.125 04/30/17
11,151
487
486
486
0.050
 
T 04.500 05/15/17
11,903
204
773
773
0.050
 
T 02.750 05/31/17
10,351
0
102
102
0.050
 
T 02.500 06/30/17
9,499
0
11
11
0.050
 
T 00.500 07/31/17
3,797
57
155
155
0.050
 
T 02.375 07/31/17
6,817
0
25
25
0.050
 
T 00.625 09/30/17
3,771
0
7
7
0.050
 
T 01.875 09/30/17
6,080
0
3
3
0.050
 
T 00.750 10/31/17
4,752
0
19
19
0.050
 
T 01.875 10/31/17
3,079
0
7
7
0.050
 
T 00.875 11/15/17
31
0
1
1
0.050
 
T 04.250 11/15/17
9,907
3
7
7
0.050
 
T 00.750 12/31/17
3,798
161
232
232
0.050
 
T 02.750 12/31/17
11,955
7
157
157
0.050
 
T 00.750 01/31/18
425
0
25
25
0.050
 
T 00.875 01/31/18
11,790
0
333
333
0.050
 
T 02.625 01/31/18
12,600
0
5
5
0.050
 
T 02.750 02/28/18
15,641
0
1
1
0.050
 
T 00.750 03/31/18
8,910
14
10
10
0.050
 
T 02.875 03/31/18
13,595
13
13
13
0.050
 
T 02.625 04/30/18
17,584
0
4
4
0.050
 
T 01.000 05/15/18
488
0
2
2
0.050
 
T 03.875 05/15/18
19,616
351
364
364
0.050
 
T 00.875 05/31/18
5,967
0
374
374
0.050
 
T 01.375 06/30/18
9,774
0
3
3
0.050
 
T 02.375 06/30/18
14,219
15
310
310
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
2
2
0.050
 
T 01.375 09/30/18
15,679
80
287
287
0.050
 
T 01.250 10/31/18
3,187
100
90
90
0.050
 
T 03.750 11/15/18
27,305
0
25
25
0.050
 
T 01.250 11/30/18
5,086
32
11
11
0.050
 
T 01.375 11/30/18
14,847
469
479
479
0.050
 
T 01.250 12/31/18
2,561
896
1,464
1,464
0.052
 
T 01.375 12/31/18
11,425
31
31
31
0.050
 
T 01.125 01/31/19
1,338
310
566
566
0.052
 
T 01.250 01/31/19
5,259
21
55
55
0.050
 
T 01.500 01/31/19
3,755
0
193
193
0.050
 
T 00.750 02/15/19
1,618
266
315
315
0.050
 
T 01.125 02/28/19
3,105
500
2,313
2,313
0.068
 
T 01.500 02/28/19
2,346
96
109
109
0.050
 
T 01.500 03/31/19
16,401
9
9
9
0.050
 
T 01.625 03/31/19
907
0
122
122
0.050
 
T 00.875 04/15/19
152
0
8
8
0.050
 
T 01.250 04/30/19
17,912
10
9
9
0.050
 
T 01.625 04/30/19
4,200
0
315
315
0.050
 
T 01.125 05/31/19
15,177
163
163
163
0.050
 
T 01.000 06/30/19
16,336
91
51
51
0.050
 
T 00.750 07/15/19
1,406
0
30
30
0.050
 
T 00.875 07/31/19
933
150
270
270
0.050
 
T 00.750 08/15/19
2,212
110
160
160
0.050
 
T 01.000 08/31/19
12,471
1,043
1,033
1,033
0.050
 
T 01.000 09/30/19
8,775
0
12
12
0.050
 
T 01.000 11/15/19
4,728
94
93
93
0.050
 
T 01.000 11/30/19
6,284
75
81
81
0.050
 
T 01.125 12/31/19
6,373
0
80
80
0.050
 
T 01.375 01/15/20
1,196
0
220
220
0.052
 
T 01.375 01/31/20
1,701
126
126
126
0.050
 
T 01.375 02/15/20
2,419
352
1,272
1,272
0.051
 
T 01.125 03/31/20
10,168
0
50
50
0.050
 
T 01.125 04/30/20
4,649
6
133
133
0.050
 
T 02.375 12/31/20
5,184
0
3
3
0.050
 
T 02.125 01/31/21
3,480
0
10
10
0.050
 
T 02.250 04/30/21
1,000
0
22
22
0.050
 
T 02.000 05/31/21
1,434
4
4
4
0.050
 
T 02.125 06/30/21
1,764
0
2
2
0.050
 
T 02.125 08/15/21
12,046
0
6
6
0.050
 
T 01.250 10/31/21
1,849
0
35
35
0.050
 
T 01.875 02/28/22
4,243
250
1,385
1,385
0.053
 
T 01.750 05/15/22
39,014
0
6
6
0.050
 
T 02.125 12/31/22
31
0
7
7
0.050
 
T 01.625 10/31/23
1,523
125
431
425
0.050
 
T 02.125 11/30/23
2,682
0
631
631
0.061
 
T 02.250 12/31/23
3,350
0
1
1
0.050
 
T 02.750 02/15/24
14,563
0
90
90
0.050
 
T 02.125 02/29/24
3,494
109
2,213
2,213
0.062
 
T 02.125 05/15/25
488
0
26
26
0.050
 
T 01.625 05/15/26
5,763
0
20
20
0.050
 
T 01.500 08/15/26
1,926
0
7
7
0.050
 
T 02.250 02/15/27
2,390
0
280
280
0.050
 
T 08.750 05/15/17
6,531
17
17
17
0.050
 
T 08.875 08/15/17
5,530
46
50
50
0.050
 
T 09.125 05/15/18
3,500
20
101
101
0.050
 
T 09.000 11/15/18
3,457
82
107
107
0.050
 
T 08.875 02/15/19
6,747
84
59
59
0.050
 
T 08.125 08/15/19
11,932
0
8
8
0.050
 
T 08.500 02/15/20
5,969
53
59
59
0.050
 
T 08.750 05/15/20
4,775
54
61
61
0.050
 
T 08.750 08/15/20
10,746
0
20
20
0.050
 
T 07.875 02/15/21
6,347
3
14
14
0.050
 
T 08.125 05/15/21
6,341
3
3
3
0.050
 
T 08.125 08/15/21
5,988
138
138
138
0.050
 
T 08.000 11/15/21
19,297
2
2
2
0.050
 
T 07.250 08/15/22
5,123
168
190
190
0.050
 
T 07.125 02/15/23
9,941
59
46
46
0.050
 
T 07.500 11/15/24
4,825
119
106
106
0.050
 
T 07.625 02/15/25
5,179
62
62
62
0.050
 
T 06.875 08/15/25
6,550
109
133
133
0.050
 
T 06.750 08/15/26
4,471
31
31
31
0.050
 
T 06.625 02/15/27
5,422
602
613
613
0.050
 
T 06.375 08/15/27
4,755
149
146
146
0.050
 
T 05.250 11/15/28
2,329
3
3
3
0.050
 
T 05.250 02/15/29
4,738
100
101
101
0.050
 
T 06.125 08/15/29
5,626
82
100
100
0.050
 
T 06.250 05/15/30
7,881
43
105
105
0.050
 
T 05.375 02/15/31
2,840
130
447
447
0.050
 
T 04.500 02/15/36
10,694
259
260
260
0.050
 
T 04.750 02/15/37
10,433
145
117
117
0.050
 
T 05.000 05/15/37
13,490
809
853
853
0.050
 
T 04.375 02/15/38
14,170
498
499
499
0.050
 
T 04.500 05/15/38
16,064
32
379
379
0.050
 
T 04.250 05/15/39
24,430
161
181
181
0.050
 
T 04.375 11/15/39
28,064
24
17
17
0.050
 
T 04.625 02/15/40
20,372
0
3
3
0.050
 
T 04.375 05/15/40
22,255
0
20
20
0.050
 
T 03.875 08/15/40
24,257
0
5
5
0.050
 
T 03.125 02/15/42
26,037
22
22
22
0.050
 
T 03.000 05/15/42
9,613
0
103
103
0.050
 
T 02.750 08/15/42
1,985
0
10
10
0.050
 
T 02.500 02/15/46
1,136
50
29
29
0.050
 
T 02.875 11/15/46
3,229
779
1,338
1,338
0.073
 
T 03.000 02/15/47
1,558
0
65
65
0.050
 
TII 01.375 07/15/18
876
64
49
49
0.050
 
TII 00.375 01/15/27
676
148
275
275
0.191
 
TII 02.375 01/15/25
5,919
5
5
5
0.050
 
TII 02.375 01/15/27
2,744
1
83
83
0.050
 
TII 03.625 04/15/28
6,931
0
5
5
0.050
 
TII 02.125 02/15/41
12,771
0
5
5
0.050
 
TII 01.000 02/15/46
3,039
0
5
5
0.050
 
TF 00.272 01/31/18
245
3
3
3
0.050
 
TF 00.190 04/30/18
3,587
0
23
23
0.050
 
TF 00.174 07/31/18
1,655
0
1
1
0.050
 
TF 00.140 01/31/19
856
0
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 06.625 11/15/30
343
3
3
3
0.050
 
Total:
26,402
26,396
 
* 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.