Securities Lending Activity
Auction Results*
January 22, 2018
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 03.500 02/15/18
14,906
0
79
79
0.050
 
T 02.750 02/28/18
15,641
28
194
194
0.050
 
T 00.750 03/31/18
8,910
8
82
82
0.050
 
T 00.875 03/31/18
5,575
47
328
328
0.050
 
T 00.625 04/30/18
3,520
13
13
13
0.050
 
T 00.750 04/30/18
6,218
533
571
571
0.050
 
T 02.625 04/30/18
17,584
4
4
4
0.050
 
T 01.000 05/15/18
488
0
3
3
0.050
 
T 03.875 05/15/18
19,616
0
9
9
0.050
 
T 01.000 05/31/18
1,268
0
53
53
0.050
 
T 02.375 05/31/18
18,395
3
3
3
0.050
 
T 01.375 06/30/18
9,774
253
327
327
0.050
 
T 02.375 06/30/18
14,219
0
3
3
0.050
 
T 00.750 07/31/18
1,634
0
197
197
0.050
 
T 01.375 07/31/18
5,643
0
4
4
0.050
 
T 02.250 07/31/18
18,338
0
49
49
0.050
 
T 04.000 08/15/18
20,327
2
17
17
0.050
 
T 01.500 08/31/18
17,238
0
1
1
0.050
 
T 01.375 09/30/18
15,679
0
63
63
0.050
 
T 01.250 10/31/18
3,187
0
2
2
0.050
 
T 01.750 10/31/18
16,031
0
25
25
0.050
 
T 01.250 11/30/18
5,086
0
1
1
0.050
 
T 01.375 11/30/18
14,847
0
29
29
0.050
 
T 01.500 12/31/18
1,851
7
15
15
0.050
 
T 01.125 01/31/19
1,483
0
100
100
0.050
 
T 01.250 01/31/19
5,259
0
14
14
0.050
 
T 01.500 01/31/19
3,755
10
10
10
0.050
 
T 00.750 02/15/19
1,696
0
4
4
0.050
 
T 02.750 02/15/19
30,727
72
74
74
0.050
 
T 01.250 03/31/19
2,832
0
5
5
0.050
 
T 01.625 03/31/19
907
0
6
6
0.050
 
T 00.875 04/15/19
152
0
97
97
0.050
 
T 01.250 04/30/19
21,106
317
527
527
0.050
 
T 01.625 04/30/19
4,200
0
15
15
0.050
 
T 03.125 05/15/19
29,742
0
29
29
0.050
 
T 01.125 05/31/19
15,177
152
190
190
0.050
 
T 01.250 05/31/19
2,815
0
5
5
0.050
 
T 01.500 05/31/19
58
0
9
9
0.050
 
T 01.000 06/30/19
16,336
10
18
18
0.050
 
T 01.250 06/30/19
2,844
5
69
69
0.050
 
T 00.750 07/15/19
1,406
0
5
5
0.050
 
T 00.875 07/31/19
13,064
23
69
69
0.050
 
T 01.375 07/31/19
2,379
0
15
15
0.050
 
T 01.625 07/31/19
561
0
174
174
0.050
 
T 00.750 08/15/19
2,212
0
1
1
0.050
 
T 03.625 08/15/19
35,188
0
10
10
0.050
 
T 01.000 08/31/19
12,471
270
270
270
0.050
 
T 01.250 08/31/19
733
0
5
5
0.050
 
T 01.000 09/30/19
8,775
183
125
125
0.050
 
T 01.250 10/31/19
13,191
441
478
478
0.050
 
T 01.500 10/31/19
585
0
25
25
0.050
 
T 01.000 11/15/19
4,728
0
4
4
0.050
 
T 03.375 11/15/19
31,068
5
5
5
0.050
 
T 01.000 11/30/19
6,284
0
10
10
0.050
 
T 01.750 11/30/19
1,130
280
228
228
0.050
 
T 01.125 12/31/19
6,373
114
149
149
0.050
 
T 01.875 12/31/19
3,058
200
261
261
0.050
 
T 01.375 01/15/20
1,196
47
401
401
0.054
 
T 01.375 01/31/20
5,413
130
221
221
0.050
 
T 01.375 02/15/20
2,493
206
399
399
0.050
 
T 01.250 02/29/20
8,675
0
354
354
0.050
 
T 01.125 03/31/20
3,879
0
17
17
0.050
 
T 01.125 04/30/20
840
160
231
231
0.050
 
T 01.500 05/15/20
7,136
0
74
74
0.050
 
T 01.500 07/15/20
493
0
1
1
0.050
 
T 01.500 08/15/20
5,627
1,594
2,074
2,074
0.052
 
T 01.750 11/15/20
2,188
730
268
268
0.050
 
T 01.375 01/31/21
573
0
4
4
0.050
 
T 02.125 01/31/21
3,480
0
41
41
0.050
 
T 01.250 03/31/21
7,290
0
10
10
0.050
 
T 01.375 04/30/21
945
75
150
150
0.050
 
T 02.250 04/30/21
1,000
0
22
22
0.050
 
T 02.000 05/31/21
1,000
0
37
37
0.050
 
T 01.125 06/30/21
4,463
0
62
62
0.050
 
T 02.125 06/30/21
1,764
45
89
89
0.050
 
T 01.125 07/31/21
2,136
0
1
1
0.050
 
T 01.125 09/30/21
1,865
0
1
1
0.050
 
T 02.000 11/15/21
11,265
0
22
22
0.050
 
T 01.750 04/30/22
95
1
1
1
0.050
 
T 01.875 04/30/22
1,000
0
33
33
0.050
 
T 01.750 05/15/22
38,982
0
1
1
0.050
 
T 01.750 05/31/22
3,681
0
10
10
0.050
 
T 01.750 06/30/22
3,719
0
27
27
0.050
 
T 01.875 07/31/22
1,011
0
125
125
0.050
 
T 01.625 08/15/22
39,296
4
1
1
0.050
 
T 01.625 08/31/22
959
0
6
6
0.050
 
T 02.000 10/31/22
765
0
45
45
0.050
 
T 02.125 12/31/22
4,031
0
328
328
0.050
 
T 01.625 05/31/23
6,426
0
4
4
0.050
 
T 02.500 08/15/23
20,112
0
2
2
0.050
 
T 01.375 09/30/23
1,536
0
1
1
0.050
 
T 02.750 02/15/24
14,563
0
109
109
0.050
 
T 02.000 04/30/24
1,000
0
3
3
0.050
 
T 02.500 05/15/24
1,546
0
1
1
0.050
 
T 02.000 06/30/24
3,063
0
7
7
0.050
 
T 02.125 07/31/24
2,562
0
2
2
0.050
 
T 01.875 08/31/24
789
0
26
26
0.050
 
T 02.250 12/31/24
3,294
0
1,119
1,119
0.050
 
T 02.125 05/15/25
502
1
2
2
0.050
 
T 02.250 11/15/27
3,126
0
950
950
0.070
 
T 09.125 05/15/18
3,500
0
1
1
0.050
 
T 09.000 11/15/18
3,457
3
3
3
0.050
 
T 08.875 02/15/19
6,747
53
51
51
0.050
 
T 08.500 02/15/20
5,969
0
48
48
0.050
 
T 08.750 05/15/20
4,775
8
7
7
0.050
 
T 07.875 02/15/21
980
75
75
75
0.050
 
T 08.125 08/15/21
5,988
116
116
116
0.050
 
T 08.000 11/15/21
988
43
43
43
0.050
 
T 07.250 08/15/22
5,123
63
63
63
0.050
 
T 07.625 11/15/22
4,450
96
122
122
0.050
 
T 07.125 02/15/23
9,941
2
2
2
0.050
 
T 06.250 08/15/23
14,274
9
9
9
0.050
 
T 07.500 11/15/24
4,825
1
1
1
0.050
 
T 06.875 08/15/25
6,550
55
112
112
0.050
 
T 06.750 08/15/26
4,471
15
15
15
0.050
 
T 06.500 11/15/26
2,269
0
8
8
0.050
 
T 06.625 02/15/27
5,399
626
696
696
0.050
 
T 06.375 08/15/27
4,755
283
307
307
0.050
 
T 06.125 11/15/27
11,346
0
25
25
0.050
 
T 05.500 08/15/28
4,687
0
14
14
0.050
 
T 05.250 02/15/29
1,899
330
290
290
0.050
 
T 06.125 08/15/29
5,626
32
156
156
0.050
 
T 06.250 05/15/30
7,881
282
323
323
0.050
 
T 05.375 02/15/31
2,780
375
353
353
0.050
 
T 04.500 02/15/36
10,694
946
1,649
1,649
0.050
 
T 04.750 02/15/37
10,433
25
52
52
0.050
 
T 05.000 05/15/37
3,025
60
54
54
0.050
 
T 04.375 02/15/38
14,125
1,041
1,015
1,015
0.050
 
T 04.500 05/15/38
16,064
885
1,129
1,129
0.050
 
T 04.250 05/15/39
24,430
142
317
317
0.050
 
T 04.375 11/15/39
10,232
0
66
66
0.050
 
T 04.750 02/15/41
5,174
0
89
89
0.050
 
T 03.750 08/15/41
12,946
0
12
12
0.050
 
T 03.125 02/15/42
26,001
41
39
39
0.050
 
T 02.500 02/15/46
1,136
1
5
5
0.050
 
T 02.250 08/15/46
1,360
0
142
142
0.050
 
T 03.000 02/15/47
1,647
0
35
35
0.050
 
T 02.750 08/15/47
4,061
235
325
325
0.050
 
T 02.750 11/15/47
1,998
0
46
46
0.050
 
TII 00.125 04/15/20
59
0
7
7
0.050
 
TII 00.125 07/15/22
319
0
9
9
0.050
 
TII 00.375 07/15/27
1,726
0
211
211
0.050
 
TF 00.190 04/30/18
3,568
418
368
368
0.050
 
TF 00.140 01/31/19
2,272
2
2
2
0.050
 
TF 00.070 04/30/19
3,264
5
5
5
0.050
 
TF 00.060 07/31/19
1,372
4
4
4
0.050
 
TF 00.048 10/31/19
337
0
2
2
0.050
 
Total:
20,783
20,783
 
* 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.