| Securities Lending Operations |
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The New York Fed lends Treasury and agency debt securities from the System Open Market Account (SOMA) portfolio to primary dealers on a temporary basis. These daily operations promote the smooth clearing of Treasury and agency debt securities in support of monetary policy implementation. Operation results include all daily auctions conducted, including small value exercises, as well as extensions priced at a rate determined by the New York Fed1.
About Securities Lending | Statements and Operating Policies | FAQ on Securities Lending Program |
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December 3, 2020
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Security |
Pre-Auction |
Auction
Results
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| Actual Avail to Borrow2 |
Outstanding Loans3 |
PAR Submitted4 |
PAR Accepted5 |
Wtd Avg Rate6 |
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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
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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
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2
|
0.050 |
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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 |
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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 |
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TII 00.250 07/15/29 |
9,945
|
24
|
12
|
12
|
0.050 |
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TII 00.125 07/15/30 |
4,855
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0
|
20
|
20
|
0.050 |
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TII 03.625 04/15/28 |
7,378
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0
|
12
|
12
|
0.050 |
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TII 02.125 02/15/40 |
8,031
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0
|
6
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6
|
0.050 |
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TII 00.750 02/15/45 |
3,647
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0
|
5
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5
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0.050 |
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TII 01.000 02/15/49 |
4,060
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8
|
26
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26
|
0.050 |
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TII 00.250 02/15/50 |
889
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0
|
46
|
46
|
0.050 |
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TF 00.139 04/30/21 |
2,262
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3
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12
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12
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0.050 |
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TF 00.220 07/31/21 |
1,483
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55
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53
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53
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0.050 |
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TF 00.300 10/31/21 |
3,042
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2
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2
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2
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0.050 |
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Total:
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29,459
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29,459
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Show last 10 operations ››
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* 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. |
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