Securities Lending Activity
Auction Results*
April 28, 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
295
432
432
0.050
 
T 02.750 05/31/17
10,351
108
166
166
0.050
 
T 00.750 06/30/17
2,097
75
31
31
0.050
 
T 02.500 06/30/17
9,499
6
6
6
0.050
 
T 00.625 08/31/17
242
0
6
6
0.050
 
T 01.875 09/30/17
6,080
0
12
12
0.050
 
T 00.750 10/31/17
4,752
0
28
28
0.050
 
T 00.625 11/30/17
63
0
25
25
0.050
 
T 00.750 12/31/17
3,798
125
125
125
0.050
 
T 02.750 12/31/17
11,955
154
179
179
0.050
 
T 00.750 01/31/18
425
14
147
120
0.050
 
T 00.875 01/31/18
11,790
102
435
435
0.050
 
T 00.750 03/31/18
8,910
6
6
6
0.050
 
T 00.625 06/30/18
3,413
0
13
13
0.050
 
T 01.000 08/15/18
434
0
108
108
0.050
 
T 00.750 08/31/18
1,600
0
72
72
0.050
 
T 00.750 09/30/18
1,426
1
46
46
0.050
 
T 01.250 10/31/18
3,187
48
127
127
0.050
 
T 01.250 11/15/18
110
0
12
12
0.050
 
T 03.750 11/15/18
27,305
0
17
17
0.050
 
T 01.375 11/30/18
14,847
0
10
10
0.050
 
T 01.250 12/31/18
3,060
397
578
578
0.050
 
T 01.375 12/31/18
11,425
1
1
1
0.050
 
T 01.125 01/31/19
1,483
0
9
9
0.050
 
T 01.500 01/31/19
3,755
0
108
108
0.050
 
T 00.750 02/15/19
1,696
49
71
71
0.050
 
T 01.125 02/28/19
3,245
0
5
5
0.050
 
T 01.250 03/31/19
2,832
55
50
50
0.050
 
T 01.500 03/31/19
16,401
351
415
415
0.050
 
T 01.625 03/31/19
791
217
387
387
0.065
 
T 01.250 04/30/19
17,912
1,348
2,190
2,190
0.050
 
T 01.625 04/30/19
4,200
26
272
272
0.050
 
T 01.125 05/31/19
15,177
0
21
21
0.050
 
T 01.500 05/31/19
58
0
6
6
0.050
 
T 01.000 06/30/19
16,336
50
24
24
0.050
 
T 00.875 07/31/19
13,064
603
598
598
0.050
 
T 00.750 08/15/19
2,212
0
58
58
0.050
 
T 03.625 08/15/19
35,188
0
169
169
0.050
 
T 01.000 08/31/19
12,471
583
633
633
0.050
 
T 01.000 09/30/19
8,775
61
167
167
0.050
 
T 01.250 10/31/19
13,191
0
239
239
0.050
 
T 01.000 11/15/19
4,728
0
47
47
0.050
 
T 01.000 11/30/19
6,284
0
174
174
0.050
 
T 01.125 12/31/19
6,373
200
228
228
0.050
 
T 01.375 01/15/20
1,196
61
393
393
0.050
 
T 01.375 01/31/20
1,827
0
177
177
0.050
 
T 01.375 02/15/20
2,493
145
414
414
0.050
 
T 03.625 02/15/20
1,000
0
26
26
0.050
 
T 01.250 02/29/20
8,675
0
156
156
0.050
 
T 01.125 03/31/20
10,168
0
10
10
0.050
 
T 01.125 04/30/20
4,649
199
184
184
0.050
 
T 01.375 04/30/20
115
0
28
28
0.050
 
T 01.875 06/30/20
11,581
3
3
3
0.050
 
T 02.000 09/30/20
7,787
0
2
2
0.050
 
T 01.750 10/31/20
958
0
29
29
0.050
 
T 02.375 12/31/20
5,184
0
33
33
0.050
 
T 01.125 02/28/21
5,399
0
1
1
0.050
 
T 02.250 04/30/21
1,000
0
10
10
0.050
 
T 01.125 08/31/21
2,092
0
10
10
0.050
 
T 01.875 01/31/22
1,940
0
10
10
0.050
 
T 02.000 02/15/22
39,717
10
16
16
0.050
 
T 01.875 02/28/22
4,243
0
5
5
0.050
 
T 01.875 03/31/22
3,029
1,087
1,629
1,629
0.240
 
T 01.750 05/15/22
39,014
275
320
320
0.050
 
T 01.500 02/28/23
8,490
0
10
10
0.050
 
T 01.750 05/15/23
13,114
0
4
4
0.050
 
T 01.625 10/31/23
1,523
34
173
173
0.050
 
T 02.750 11/15/23
7,663
0
2
2
0.050
 
T 02.125 11/30/23
2,682
0
106
106
0.050
 
T 02.125 03/31/24
3,050
0
300
300
0.050
 
T 01.500 08/15/26
1,926
0
100
100
0.050
 
T 02.250 02/15/27
2,537
0
395
395
0.050
 
T 08.750 05/15/17
6,531
16
16
16
0.050
 
T 08.875 08/15/17
5,530
26
28
28
0.050
 
T 09.125 05/15/18
3,500
360
360
360
0.050
 
T 09.000 11/15/18
3,457
118
117
117
0.050
 
T 08.875 02/15/19
6,747
52
47
47
0.050
 
T 08.125 08/15/19
11,932
8
38
38
0.050
 
T 08.500 02/15/20
5,969
68
117
117
0.050
 
T 08.750 05/15/20
4,775
67
140
140
0.050
 
T 08.750 08/15/20
10,746
0
25
25
0.050
 
T 07.875 02/15/21
6,347
0
10
10
0.050
 
T 08.125 05/15/21
6,341
12
20
20
0.050
 
T 08.125 08/15/21
5,988
202
193
193
0.050
 
T 08.000 11/15/21
6,305
0
12
12
0.050
 
T 07.250 08/15/22
5,123
33
58
58
0.050
 
T 07.625 11/15/22
4,518
2
12
12
0.050
 
T 07.125 02/15/23
9,941
31
31
31
0.050
 
T 07.500 11/15/24
4,825
69
69
69
0.050
 
T 07.625 02/15/25
5,179
85
85
85
0.050
 
T 06.875 08/15/25
6,550
139
235
235
0.050
 
T 06.750 08/15/26
4,471
35
94
94
0.050
 
T 06.500 11/15/26
5,163
0
5
5
0.050
 
T 06.625 02/15/27
5,247
778
882
882
0.050
 
T 06.375 08/15/27
4,755
164
183
183
0.050
 
T 06.125 11/15/27
11,346
12
12
12
0.050
 
T 05.250 11/15/28
1,524
0
6
6
0.050
 
T 06.125 08/15/29
5,626
2
54
54
0.050
 
T 06.250 05/15/30
7,881
48
184
184
0.050
 
T 05.375 02/15/31
2,840
55
277
277
0.050
 
T 04.500 02/15/36
10,694
111
307
307
0.050
 
T 04.750 02/15/37
10,433
0
22
22
0.050
 
T 05.000 05/15/37
13,490
1,455
1,999
1,999
0.050
 
T 04.375 02/15/38
14,170
423
483
483
0.050
 
T 04.500 05/15/38
3,144
369
341
341
0.050
 
T 03.500 02/15/39
2,181
40
50
50
0.050
 
T 04.375 11/15/39
28,064
0
72
72
0.050
 
T 04.625 02/15/40
1,000
0
10
10
0.050
 
T 04.375 05/15/40
22,255
0
123
123
0.050
 
T 03.875 08/15/40
24,257
0
28
28
0.050
 
T 04.250 11/15/40
8,459
1
1
1
0.050
 
T 04.750 02/15/41
975
50
38
38
0.050
 
T 04.375 05/15/41
1,011
10
100
100
0.050
 
T 03.750 08/15/41
23,622
50
33
33
0.050
 
T 03.125 11/15/41
1,016
0
10
10
0.050
 
T 03.125 02/15/42
26,037
33
67
67
0.050
 
T 03.000 05/15/42
6,224
35
10
10
0.050
 
T 02.750 11/15/42
11,660
0
10
10
0.050
 
T 03.000 05/15/45
330
0
20
20
0.050
 
T 02.500 02/15/46
1,136
0
10
10
0.050
 
T 02.250 08/15/46
1,382
0
90
90
0.050
 
T 02.875 11/15/46
3,607
117
363
363
0.050
 
T 03.000 02/15/47
1,647
0
5
5
0.050
 
TII 01.375 07/15/18
876
88
105
105
0.050
 
TII 01.875 07/15/19
475
0
90
90
0.050
 
TII 01.250 07/15/20
4,043
85
100
100
0.050
 
TII 01.125 01/15/21
4,215
0
10
10
0.050
 
TII 00.625 07/15/21
764
0
7
7
0.050
 
TII 00.125 07/15/26
1,657
0
35
35
0.050
 
TII 00.375 01/15/27
1,940
60
371
371
0.050
 
TII 02.375 01/15/27
2,744
0
27
27
0.050
 
TII 02.125 02/15/41
12,771
0
7
7
0.050
 
TII 01.375 02/15/44
2,277
0
3
3
0.050
 
TII 00.875 02/15/47
873
92
100
100
0.050
 
TF 00.272 01/31/18
236
37
24
24
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
 
Total:
21,415
21,388
 
* 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.