Securities Lending Activity
Auction Results*
April 25, 2017
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 04.500 05/15/17
11,903
230
253
253
0.050
 
T 00.625 05/31/17
367
0
75
75
0.050
 
T 02.750 05/31/17
10,351
241
240
240
0.050
 
T 00.750 06/30/17
2,097
0
9
9
0.050
 
T 02.500 06/30/17
9,499
0
18
18
0.050
 
T 02.375 07/31/17
6,817
50
73
73
0.050
 
T 04.750 08/15/17
11,259
0
3
3
0.050
 
T 01.875 09/30/17
6,080
0
50
50
0.050
 
T 04.250 11/15/17
9,907
0
7
7
0.050
 
T 02.750 12/31/17
11,955
161
259
259
0.050
 
T 00.750 01/31/18
425
0
10
10
0.050
 
T 00.875 01/31/18
11,790
213
337
337
0.050
 
T 02.750 02/28/18
15,641
0
54
54
0.050
 
T 00.750 03/31/18
8,910
6
6
6
0.050
 
T 00.875 03/31/18
5,575
0
108
108
0.050
 
T 03.875 05/15/18
19,616
0
26
26
0.050
 
T 00.625 06/30/18
3,413
0
86
86
0.050
 
T 01.375 06/30/18
9,774
0
27
27
0.050
 
T 01.000 08/15/18
434
0
1
1
0.050
 
T 04.000 08/15/18
20,327
0
5
5
0.050
 
T 01.250 10/31/18
3,187
0
63
63
0.050
 
T 01.250 11/15/18
110
0
49
27
0.050
 
T 03.750 11/15/18
27,305
86
101
101
0.050
 
T 01.000 11/30/18
2,490
27
83
83
0.050
 
T 01.250 12/31/18
3,082
375
555
555
0.050
 
T 01.375 12/31/18
11,425
1
1
1
0.050
 
T 00.750 02/15/19
1,579
305
310
310
0.050
 
T 01.125 02/28/19
3,245
114
355
355
0.050
 
T 01.375 02/28/19
5,684
0
11
11
0.050
 
T 01.250 03/31/19
2,832
0
896
896
0.050
 
T 01.500 03/31/19
16,401
380
448
448
0.050
 
T 01.625 03/31/19
629
379
652
626
0.053
 
T 00.875 04/15/19
130
38
109
94
0.054
 
T 01.250 04/30/19
17,912
23
101
101
0.050
 
T 01.625 04/30/19
4,200
80
187
187
0.050
 
T 03.125 05/15/19
29,742
0
41
41
0.050
 
T 01.125 05/31/19
15,177
0
87
87
0.050
 
T 01.000 06/30/19
16,336
0
127
127
0.050
 
T 00.750 07/15/19
1,406
0
51
51
0.050
 
T 00.875 07/31/19
13,064
100
400
400
0.050
 
T 00.750 08/15/19
2,212
81
74
74
0.050
 
T 03.625 08/15/19
35,188
0
3
3
0.050
 
T 01.000 08/31/19
12,471
448
1,074
1,074
0.050
 
T 01.000 09/30/19
8,775
0
61
61
0.050
 
T 01.250 10/31/19
13,191
0
2
2
0.050
 
T 01.000 11/15/19
4,728
75
72
72
0.050
 
T 03.375 11/15/19
31,068
0
5
5
0.050
 
T 01.000 11/30/19
6,284
225
252
252
0.050
 
T 01.125 12/31/19
6,373
175
225
225
0.050
 
T 01.375 01/15/20
1,196
10
185
185
0.050
 
T 01.375 01/31/20
1,827
0
40
40
0.050
 
T 01.375 02/15/20
2,493
71
61
61
0.050
 
T 03.625 02/15/20
1,000
0
50
50
0.050
 
T 01.250 02/29/20
8,675
3
85
85
0.050
 
T 01.125 03/31/20
10,168
0
30
30
0.050
 
T 01.125 04/30/20
4,649
324
397
397
0.050
 
T 03.500 05/15/20
1,000
0
200
200
0.050
 
T 01.875 06/30/20
11,581
3
3
3
0.050
 
T 02.250 03/31/21
1,000
0
10
10
0.050
 
T 01.375 04/30/21
8,131
0
76
76
0.050
 
T 02.000 05/31/21
1,434
0
2
2
0.050
 
T 01.125 06/30/21
4,463
0
6
6
0.050
 
T 02.125 06/30/21
1,764
16
16
16
0.050
 
T 01.125 08/31/21
2,092
15
32
32
0.050
 
T 01.875 03/31/22
3,704
260
2,033
2,033
0.053
 
T 01.750 04/30/22
95
1
1
1
0.050
 
T 01.750 05/15/22
39,014
190
280
280
0.050
 
T 01.625 10/31/23
1,523
0
1
1
0.050
 
T 02.750 11/15/23
7,663
0
17
17
0.050
 
T 02.750 02/15/24
14,563
0
240
240
0.050
 
T 02.250 11/15/25
110
0
10
10
0.050
 
T 01.500 08/15/26
1,926
0
367
367
0.050
 
T 02.000 11/15/26
5,529
0
2
2
0.050
 
T 08.750 05/15/17
6,531
18
17
17
0.050
 
T 08.875 08/15/17
5,530
27
27
27
0.050
 
T 09.125 05/15/18
3,500
364
365
365
0.050
 
T 09.000 11/15/18
3,457
222
197
197
0.050
 
T 08.875 02/15/19
6,747
32
77
77
0.050
 
T 08.125 08/15/19
11,932
8
40
40
0.050
 
T 08.500 02/15/20
5,969
67
73
73
0.050
 
T 08.750 05/15/20
4,775
13
62
62
0.050
 
T 08.125 05/15/21
6,341
20
70
70
0.050
 
T 08.125 08/15/21
5,988
208
191
191
0.050
 
T 08.000 11/15/21
6,305
0
9
9
0.050
 
T 07.250 08/15/22
5,123
59
72
72
0.050
 
T 07.625 11/15/22
4,518
1
2
2
0.050
 
T 07.125 02/15/23
9,941
31
31
31
0.050
 
T 06.250 08/15/23
2,724
14
18
18
0.050
 
T 07.500 11/15/24
4,825
50
89
89
0.050
 
T 07.625 02/15/25
5,179
68
69
69
0.050
 
T 06.875 08/15/25
6,550
111
171
171
0.050
 
T 06.000 02/15/26
4,331
39
42
42
0.050
 
T 06.750 08/15/26
4,471
33
38
38
0.050
 
T 06.500 11/15/26
5,163
5
21
21
0.050
 
T 06.625 02/15/27
5,376
649
770
770
0.050
 
T 06.375 08/15/27
4,755
290
262
262
0.050
 
T 06.125 11/15/27
11,346
0
14
14
0.050
 
T 05.250 11/15/28
1,524
0
17
17
0.050
 
T 05.250 02/15/29
4,738
41
58
58
0.050
 
T 06.125 08/15/29
5,626
0
6
6
0.050
 
T 06.250 05/15/30
7,881
211
171
171
0.050
 
T 05.375 02/15/31
2,840
70
75
75
0.050
 
T 04.500 02/15/36
10,694
300
396
396
0.050
 
T 04.750 02/15/37
10,433
65
72
72
0.050
 
T 05.000 05/15/37
13,418
1,571
1,670
1,670
0.050
 
T 04.375 02/15/38
14,170
482
441
441
0.050
 
T 04.500 05/15/38
3,195
318
321
321
0.050
 
T 03.500 02/15/39
2,145
76
76
76
0.050
 
T 04.500 08/15/39
26,100
0
11
11
0.050
 
T 04.625 02/15/40
1,000
0
52
52
0.050
 
T 04.250 11/15/40
8,459
1
1
1
0.050
 
T 04.750 02/15/41
968
57
53
53
0.050
 
T 03.750 08/15/41
23,622
0
8
8
0.050
 
T 03.125 02/15/42
26,037
50
78
78
0.050
 
T 03.000 05/15/42
6,223
36
35
35
0.050
 
T 02.875 11/15/46
3,607
130
546
546
0.050
 
TII 01.625 01/15/18
2,367
0
373
373
0.050
 
TII 01.375 07/15/18
876
25
110
110
0.050
 
TII 00.125 04/15/19
9
0
2
2
0.050
 
TII 01.250 07/15/20
4,043
25
93
93
0.050
 
TII 00.125 04/15/21
861
0
150
150
0.050
 
TII 00.125 07/15/24
4
0
1
1
0.050
 
TII 00.375 01/15/27
1,940
108
204
204
0.050
 
TII 00.625 02/15/43
8,682
0
26
26
0.050
 
TF 00.140 01/31/19
2,272
1
1
1
0.050
 
FHLMC 04.875 06/13/18
1,783
22
22
22
0.050
 
FHLMC 06.750 03/15/31
284
1
1
1
0.050
 
FHLMC 06.250 07/15/32
191
12
12
12
0.050
 
FNMA 05.000 05/11/17
1,345
4
3
3
0.050
 
Total:
19,998
19,935
 
* 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.