Securities Lending Operations
Auction Results*
September 22, 2020
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
B 10/08/20
19,003
0
158
158
0.050
 
B 10/13/20
4,756
70
274
274
0.050
 
B 10/15/20
10,347
0
234
234
0.050
 
B 10/20/20
5,637
0
598
598
0.050
 
B 10/22/20
12,092
0
36
36
0.050
 
B 10/27/20
2,955
121
697
697
0.050
 
B 10/29/20
8,537
0
3
3
0.050
 
B 11/03/20
3,056
0
176
176
0.050
 
B 11/05/20
19,782
0
4
4
0.050
 
B 11/10/20
2,498
35
215
215
0.050
 
B 11/17/20
3,060
0
28
28
0.050
 
B 12/17/20
9,676
32
73
73
0.050
 
B 12/24/20
1,860
0
26
26
0.050
 
B 01/07/21
4,754
519
1,219
1,219
0.050
 
B 01/14/21
6,183
0
100
100
0.050
 
B 01/21/21
7,115
472
788
788
0.050
 
B 02/04/21
5,049
0
2
2
0.050
 
B 02/11/21
5,170
824
889
889
0.050
 
B 02/18/21
5,892
0
1
1
0.050
 
B 02/25/21
9,762
50
50
50
0.050
 
B 03/04/21
5,551
1
2
2
0.050
 
B 03/11/21
4,854
0
106
106
0.050
 
B 03/18/21
3,666
0
159
159
0.050
 
B 03/25/21
563
593
665
563
0.393
 
B 05/20/21
3,744
201
540
540
0.052
 
B 06/17/21
3,648
0
62
62
0.050
 
B 07/15/21
4,122
0
14
14
0.050
 
B 08/12/21
3,596
187
366
366
0.050
 
T 01.750 10/31/20
5,629
14
91
91
0.050
 
T 02.875 10/31/20
7,533
0
5
5
0.050
 
T 01.750 11/15/20
8,275
30
30
30
0.050
 
T 02.625 11/15/20
21,831
0
3
3
0.050
 
T 02.000 11/30/20
8,735
114
70
70
0.050
 
T 02.750 11/30/20
10,775
0
54
54
0.050
 
T 01.875 12/15/20
4,523
65
133
133
0.050
 
T 01.750 12/31/20
7,740
0
1
1
0.050
 
T 02.500 12/31/20
12,690
8
8
8
0.050
 
T 02.000 01/15/21
5,833
0
5
5
0.050
 
T 02.500 01/31/21
13,137
0
4
4
0.050
 
T 03.625 02/15/21
23,731
35
60
60
0.050
 
T 01.125 02/28/21
16,030
0
5
5
0.050
 
T 02.000 02/28/21
8,860
69
86
86
0.050
 
T 02.500 02/28/21
15,568
0
14
14
0.050
 
T 02.250 03/31/21
21,053
0
15
15
0.050
 
T 01.375 04/30/21
14,328
5
27
27
0.050
 
T 02.250 04/30/21
24,535
0
13
13
0.050
 
T 02.000 05/31/21
4,438
0
63
63
0.050
 
T 01.125 06/30/21
7,291
1
1
1
0.050
 
T 01.625 06/30/21
16,315
22
147
147
0.050
 
T 02.125 06/30/21
4,335
0
100
100
0.050
 
T 02.625 07/15/21
7,706
0
11
11
0.050
 
T 02.250 07/31/21
2,200
0
116
116
0.050
 
T 01.125 08/31/21
4,646
0
29
29
0.050
 
T 01.500 08/31/21
14,797
3
137
137
0.050
 
T 01.125 09/30/21
7,900
9
9
9
0.050
 
T 01.500 09/30/21
9,971
100
144
144
0.050
 
T 02.125 09/30/21
2,794
0
85
85
0.050
 
T 02.875 10/15/21
7,166
0
24
24
0.050
 
T 02.000 10/31/21
2,035
0
105
105
0.050
 
T 01.750 11/30/21
6,026
0
6
6
0.050
 
T 01.875 11/30/21
466
0
25
25
0.050
 
T 01.625 12/31/21
12,583
0
125
125
0.050
 
T 01.125 02/28/22
10,004
0
68
68
0.050
 
T 01.750 03/31/22
2,694
0
16
16
0.050
 
T 00.125 04/30/22
3,289
34
9
9
0.050
 
T 00.125 05/31/22
6,661
0
5
5
0.050
 
T 01.750 05/31/22
6,558
0
1
1
0.050
 
T 01.750 06/15/22
1,098
4
4
4
0.050
 
T 00.125 06/30/22
6,565
0
15
15
0.050
 
T 00.125 07/31/22
5,233
0
38
38
0.050
 
T 01.625 08/15/22
40,304
28
26
26
0.050
 
T 00.125 08/31/22
3,909
0
173
173
0.050
 
T 01.875 09/30/22
10,256
51
27
27
0.050
 
T 01.375 10/15/22
9,458
10
26
26
0.050
 
T 01.875 10/31/22
3,391
17
48
48
0.050
 
T 02.000 10/31/22
4,698
0
44
44
0.050
 
T 02.125 12/31/22
13,332
0
64
64
0.050
 
T 01.500 01/15/23
12,853
0
5
5
0.050
 
T 02.375 01/31/23
9,784
0
1
1
0.050
 
T 01.375 02/15/23
25,905
0
201
201
0.050
 
T 00.250 04/15/23
2,147
251
219
219
0.050
 
T 02.750 04/30/23
12,144
0
50
50
0.050
 
T 01.625 05/31/23
8,938
0
51
51
0.050
 
T 00.125 07/15/23
7,006
0
125
125
0.050
 
T 00.125 08/15/23
25,693
0
147
147
0.050
 
T 01.375 09/30/23
2,648
0
6
6
0.050
 
T 01.625 10/31/23
3,086
0
35
35
0.050
 
T 02.875 11/30/23
17,648
0
10
10
0.050
 
T 02.750 02/15/24
16,976
0
45
45
0.050
 
T 01.750 06/30/24
8,251
0
345
345
0.050
 
T 02.500 01/31/25
5,241
0
10
10
0.050
 
T 01.125 02/28/25
5,563
0
30
30
0.050
 
T 00.500 03/31/25
5,118
0
28
28
0.050
 
T 02.625 03/31/25
13,543
0
5
5
0.050
 
T 00.375 04/30/25
3,360
20
319
319
0.050
 
T 00.250 06/30/25
5,875
0
22
22
0.050
 
T 00.250 07/31/25
5,011
0
45
45
0.050
 
T 00.250 08/31/25
3,987
15
840
840
0.050
 
T 01.375 08/31/26
9,882
13
13
13
0.050
 
T 01.500 01/31/27
12,006
75
43
43
0.050
 
T 00.625 03/31/27
9,984
0
2
2
0.050
 
T 02.375 05/15/27
11,143
0
45
45
0.050
 
T 00.375 07/31/27
4,090
910
1,214
1,214
0.052
 
T 00.500 08/31/27
3,674
0
25
25
0.050
 
T 02.750 02/15/28
7,421
0
8
8
0.050
 
T 02.375 05/15/29
2,545
3
64
64
0.050
 
T 01.625 08/15/29
42,333
452
789
789
0.050
 
T 01.750 11/15/29
48,975
2,143
2,922
2,922
0.050
 
T 01.500 02/15/30
14,591
0
198
198
0.050
 
T 07.875 02/15/21
6,347
13
23
23
0.050
 
T 08.125 05/15/21
6,341
42
42
42
0.050
 
T 08.125 08/15/21
5,988
71
115
115
0.050
 
T 07.250 08/15/22
5,534
15
45
45
0.050
 
T 07.625 11/15/22
4,584
289
262
262
0.050
 
T 07.125 02/15/23
9,941
0
10
10
0.050
 
T 07.500 11/15/24
5,462
39
39
39
0.050
 
T 07.625 02/15/25
5,449
0
11
11
0.050
 
T 06.500 11/15/26
5,588
1
1
1
0.050
 
T 06.625 02/15/27
5,998
11
12
12
0.050
 
T 06.125 11/15/27
12,596
60
130
130
0.050
 
T 06.125 08/15/29
6,266
2
2
2
0.050
 
T 06.250 05/15/30
8,905
213
202
202
0.050
 
T 05.375 02/15/31
7,408
216
192
192
0.050
 
T 04.500 02/15/36
15,620
2,369
2,627
2,627
0.050
 
T 04.750 02/15/37
10,451
289
418
418
0.050
 
T 04.375 02/15/38
14,190
6
90
90
0.050
 
T 03.500 02/15/39
15,487
275
335
335
0.050
 
T 04.500 08/15/39
17,545
0
3
3
0.050
 
T 01.125 08/15/40
1,954
0
260
260
0.050
 
T 04.750 02/15/41
19,651
46
45
45
0.050
 
T 04.375 05/15/41
1,000
0
70
70
0.050
 
T 03.000 11/15/45
16,899
0
1
1
0.050
 
T 02.750 11/15/47
6,137
0
2
2
0.050
 
T 02.375 11/15/49
15,440
0
9
9
0.050
 
T 01.250 05/15/50
11,515
2,056
3,199
3,199
0.050
 
TII 00.625 07/15/21
8,227
0
13
13
0.050
 
TII 00.125 07/15/22
5,444
0
385
385
0.050
 
TII 00.375 07/15/23
1,592
6
148
148
0.050
 
TII 00.125 10/15/24
3,117
0
175
175
0.050
 
TII 00.125 04/15/25
3,175
0
51
51
0.050
 
TII 00.375 01/15/27
8,341
0
6
6
0.050
 
TII 00.875 01/15/29
11,035
0
145
145
0.050
 
TII 00.125 07/15/30
1,431
128
132
132
0.050
 
TII 03.875 04/15/29
7,907
5
2
2
0.050
 
TII 02.125 02/15/40
7,896
0
14
14
0.050
 
TII 02.125 02/15/41
13,236
0
24
24
0.050
 
TII 00.750 02/15/45
3,420
2
2
2
0.050
 
TII 01.000 02/15/48
6,610
0
5
5
0.050
 
TII 01.000 02/15/49
3,418
25
141
141
0.050
 
TII 00.250 02/15/50
819
0
7
7
0.050
 
TF 00.045 10/31/20
1,427
91
91
91
0.050
 
TF 00.220 07/31/21
1,483
14
13
13
0.050
 
TF 00.154 01/31/22
2,083
1
1
1
0.050
 
TF 00.055 07/31/22
2,454
0
1
1
0.050
 
Total:
27,163
27,061
 
* 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.