Securities Lending Operations
Auction Results*
December 3, 2020
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
B 12/29/20
5,719
3
53
53
0.050
 
B 01/05/21
2,527
0
418
418
0.052
 
B 01/12/21
3,048
0
55
55
0.050
 
B 01/19/21
2,982
0
24
24
0.050
 
B 01/21/21
13,334
1,071
1,518
1,518
0.050
 
B 01/26/21
3,085
81
543
543
0.050
 
B 02/11/21
10,669
40
259
259
0.050
 
B 02/18/21
12,455
0
73
73
0.050
 
B 03/11/21
4,854
220
520
520
0.050
 
B 03/18/21
3,666
0
138
138
0.050
 
B 03/25/21
2,752
0
13
13
0.050
 
B 04/01/21
3,823
0
35
35
0.050
 
B 04/15/21
5,025
0
2
2
0.050
 
B 04/29/21
4,146
0
17
17
0.050
 
B 05/13/21
4,981
0
3
3
0.050
 
B 05/20/21
9,943
0
3
3
0.050
 
B 05/27/21
3,887
0
200
200
0.050
 
B 06/17/21
3,436
617
878
878
0.050
 
B 07/15/21
4,122
85
102
102
0.050
 
B 08/12/21
3,596
0
20
20
0.050
 
B 09/09/21
3,236
0
7
7
0.050
 
B 11/04/21
4,838
2
85
85
0.050
 
T 02.375 12/31/20
9,000
1
1
1
0.050
 
T 02.000 01/15/21
5,833
2
47
47
0.050
 
T 03.625 02/15/21
23,856
1
1
1
0.050
 
T 01.125 02/28/21
16,111
0
35
35
0.050
 
T 02.000 02/28/21
8,952
221
196
196
0.050
 
T 02.375 03/15/21
6,663
120
236
236
0.050
 
T 01.250 03/31/21
13,826
0
172
172
0.050
 
T 02.375 04/15/21
7,509
0
1
1
0.050
 
T 01.375 04/30/21
15,076
0
2
2
0.050
 
T 02.625 05/15/21
15,975
50
76
76
0.050
 
T 03.125 05/15/21
37,210
0
1
1
0.050
 
T 02.000 05/31/21
4,574
2
1
1
0.050
 
T 02.125 05/31/21
15,935
0
16
16
0.050
 
T 02.625 06/15/21
9,928
0
14
14
0.050
 
T 01.125 06/30/21
7,741
0
3
3
0.050
 
T 01.625 06/30/21
16,428
2
52
52
0.050
 
T 02.625 07/15/21
7,895
0
19
19
0.050
 
T 01.125 07/31/21
6,112
0
1
1
0.050
 
T 01.750 07/31/21
9,655
0
5
5
0.050
 
T 01.125 08/31/21
5,115
0
1
1
0.050
 
T 01.500 08/31/21
14,797
0
31
31
0.050
 
T 02.750 09/15/21
10,587
37
113
113
0.050
 
T 01.500 10/31/21
8,064
0
2
2
0.050
 
T 01.750 11/30/21
6,102
0
34
34
0.050
 
T 02.125 12/31/21
1,413
0
39
39
0.050
 
T 01.750 03/31/22
2,694
0
172
172
0.050
 
T 00.125 09/30/22
7,052
0
5
5
0.050
 
T 01.750 09/30/22
1,929
0
75
75
0.050
 
T 01.625 11/15/22
59,829
0
7
7
0.050
 
T 00.125 11/30/22
6,991
0
45
45
0.050
 
T 01.750 05/15/23
17,758
14
352
352
0.050
 
T 01.625 05/31/23
9,478
0
25
25
0.050
 
T 00.125 07/15/23
10,455
0
1
1
0.050
 
T 01.625 10/31/23
3,086
0
28
28
0.050
 
T 00.250 11/15/23
13,326
425
1,863
1,863
0.050
 
T 02.500 01/31/24
7,949
0
19
19
0.050
 
T 02.000 05/31/24
29,528
0
2
2
0.050
 
T 00.500 03/31/25
5,118
0
4
4
0.050
 
T 02.875 05/31/25
10,486
0
5
5
0.050
 
T 00.250 06/30/25
8,029
58
11
11
0.050
 
T 00.250 08/31/25
3,987
0
7
7
0.050
 
T 00.250 10/31/25
4,576
1,259
2,241
2,241
0.052
 
T 02.250 11/15/25
6,140
0
2
2
0.050
 
T 02.875 11/30/25
8,784
0
1
1
0.050
 
T 01.500 08/15/26
6,658
0
1
1
0.050
 
T 02.000 11/15/26
14,124
0
89
89
0.050
 
T 01.750 12/31/26
10,619
298
687
687
0.050
 
T 00.625 03/31/27
12,000
0
68
68
0.050
 
T 00.375 07/31/27
4,860
524
544
544
0.050
 
T 02.250 08/15/27
12,314
0
170
170
0.050
 
T 00.500 10/31/27
7,171
0
5
5
0.050
 
T 01.625 08/15/29
13,215
3,049
3,881
3,881
0.050
 
T 01.750 11/15/29
49,110
2,424
2,574
2,574
0.050
 
T 01.500 02/15/30
23,227
0
13
13
0.050
 
T 00.625 05/15/30
21,130
0
14
14
0.050
 
T 00.875 11/15/30
10,118
278
3,371
3,371
0.052
 
T 07.875 02/15/21
6,347
13
37
37
0.050
 
T 08.125 05/15/21
6,341
15
15
15
0.050
 
T 08.125 08/15/21
5,988
5
34
34
0.050
 
T 07.250 08/15/22
5,534
23
23
23
0.050
 
T 07.625 11/15/22
4,584
116
156
156
0.050
 
T 07.125 02/15/23
9,941
16
16
16
0.050
 
T 06.250 08/15/23
14,274
0
53
53
0.050
 
T 07.500 11/15/24
5,462
10
11
11
0.050
 
T 07.625 02/15/25
5,449
0
4
4
0.050
 
T 06.250 05/15/30
8,905
10
109
109
0.050
 
T 05.375 02/15/31
7,408
151
171
171
0.050
 
T 04.500 02/15/36
15,757
2,232
2,709
2,709
0.050
 
T 04.750 02/15/37
10,451
110
619
619
0.050
 
T 04.375 02/15/38
1,000
0
132
132
0.050
 
T 03.500 02/15/39
3,408
0
29
29
0.050
 
T 04.750 02/15/41
10,669
7
7
7
0.050
 
T 03.000 11/15/45
23,477
0
215
215
0.050
 
T 03.000 02/15/47
9,237
0
155
155
0.050
 
T 03.000 02/15/48
5,334
0
231
231
0.050
 
T 02.250 08/15/49
12,804
0
31
31
0.050
 
T 02.375 11/15/49
16,473
0
1
1
0.050
 
T 02.000 02/15/50
7,733
0
3
3
0.050
 
T 01.375 08/15/50
15,990
0
177
177
0.050
 
T 01.625 11/15/50
6,663
274
1,957
1,957
0.051
 
TII 01.125 01/15/21
4,221
0
1
1
0.050
 
TII 00.625 07/15/21
8,227
0
9
9
0.050
 
TII 00.625 01/15/24
2,901
0
1
1
0.050
 
TII 00.500 04/15/24
5,981
0
5
5
0.050
 
TII 00.625 01/15/26
11,049
0
7
7
0.050
 
TII 00.250 07/15/29
9,945
24
12
12
0.050
 
TII 00.125 07/15/30
4,855
0
20
20
0.050
 
TII 03.625 04/15/28
7,378
0
12
12
0.050
 
TII 02.125 02/15/40
8,031
0
6
6
0.050
 
TII 00.750 02/15/45
3,647
0
5
5
0.050
 
TII 01.000 02/15/49
4,060
8
26
26
0.050
 
TII 00.250 02/15/50
889
0
46
46
0.050
 
TF 00.139 04/30/21
2,262
3
12
12
0.050
 
TF 00.220 07/31/21
1,483
55
53
53
0.050
 
TF 00.300 10/31/21
3,042
2
2
2
0.050
 
Total:
29,459
29,459
 
* 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.