Securities Lending Operations
Auction Results*
April 9, 2020
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
B 04/28/20
6,193
0
70
70
0.050
 
B 04/30/20
6,362
0
3
3
0.050
 
B 05/05/20
6,068
0
135
135
0.050
 
B 05/12/20
2,223
38
293
293
0.050
 
B 05/14/20
9,846
0
11
11
0.050
 
B 05/19/20
1,953
0
439
439
0.056
 
B 05/21/20
17,877
0
148
148
0.050
 
B 05/26/20
1,061
4
270
270
0.056
 
B 05/28/20
8,643
100
276
276
0.050
 
B 06/02/20
2,628
20
268
268
0.058
 
B 06/04/20
9,174
441
534
534
0.053
 
B 06/11/20
6,474
0
174
174
0.050
 
B 06/18/20
15,881
0
85
85
0.050
 
B 06/25/20
3,824
0
75
75
0.050
 
B 07/02/20
12,177
248
792
792
0.054
 
B 07/09/20
9,787
0
168
168
0.057
 
B 07/21/20
0
0
165
0
N/A
 
B 07/23/20
9,236
0
30
30
0.050
 
B 08/06/20
5,368
0
1
1
0.050
 
B 08/27/20
3,151
105
122
122
0.050
 
B 09/17/20
1,110
54
95
95
0.050
 
B 10/01/20
1,608
0
108
108
0.050
 
B 10/08/20
13,969
0
22
22
0.050
 
B 11/05/20
10,163
485
647
647
0.050
 
B 12/03/20
8,234
727
1,073
1,073
0.054
 
B 12/31/20
11,124
521
891
891
0.050
 
B 01/28/21
7,350
151
165
165
0.050
 
B 02/25/21
5,971
321
306
306
0.050
 
T 01.125 04/30/20
5,716
0
1
1
0.050
 
T 02.375 04/30/20
4,275
0
106
106
0.050
 
T 01.500 05/15/20
7,174
100
140
140
0.050
 
T 01.375 05/31/20
5,545
61
118
118
0.050
 
T 01.500 05/31/20
1,519
0
9
9
0.050
 
T 02.500 05/31/20
5,851
304
487
487
0.050
 
T 01.500 06/15/20
1,100
0
125
125
0.050
 
T 01.625 06/30/20
1,252
41
49
49
0.050
 
T 01.875 06/30/20
12,160
386
370
370
0.050
 
T 02.500 06/30/20
5,625
225
242
242
0.050
 
T 01.500 07/15/20
1,833
102
235
235
0.050
 
T 01.625 07/31/20
4,105
513
524
524
0.050
 
T 02.000 07/31/20
6,645
6
6
6
0.050
 
T 02.625 07/31/20
4,731
334
771
771
0.050
 
T 01.500 08/15/20
14,257
406
604
604
0.050
 
T 01.375 08/31/20
1,944
0
35
35
0.050
 
T 02.125 08/31/20
4,567
575
660
660
0.050
 
T 02.625 08/31/20
3,845
118
118
118
0.050
 
T 01.375 09/30/20
3,299
8
8
8
0.050
 
T 02.000 09/30/20
10,743
462
634
634
0.050
 
T 02.750 09/30/20
5,517
245
374
374
0.050
 
T 01.625 10/15/20
747
0
52
52
0.050
 
T 01.750 10/31/20
3,340
0
41
41
0.050
 
T 01.750 11/15/20
5,921
0
99
99
0.050
 
T 01.625 11/30/20
3,916
0
1
1
0.050
 
T 02.000 11/30/20
7,976
35
112
112
0.050
 
T 02.750 11/30/20
8,304
255
631
631
0.050
 
T 02.500 12/31/20
10,094
26
5
5
0.050
 
T 01.375 01/31/21
3,851
1
20
20
0.050
 
T 02.500 02/28/21
12,654
7
7
7
0.050
 
T 01.250 03/31/21
9,994
0
245
245
0.050
 
T 01.375 04/30/21
10,711
134
343
343
0.050
 
T 02.625 05/15/21
10,512
0
19
19
0.050
 
T 01.750 07/31/21
6,674
0
25
25
0.050
 
T 02.750 08/15/21
10,469
0
9
9
0.050
 
T 01.500 08/31/21
13,435
4
4
4
0.050
 
T 02.875 10/15/21
4,919
0
12
12
0.050
 
T 01.250 10/31/21
3,162
2
2
2
0.050
 
T 01.875 11/30/21
126
0
4
4
0.050
 
T 02.625 12/15/21
11,817
10
65
65
0.050
 
T 01.625 12/31/21
11,396
20
20
20
0.050
 
T 01.375 01/31/22
12,133
0
134
134
0.050
 
T 01.125 02/28/22
9,275
186
184
184
0.050
 
T 02.375 03/15/22
2,789
0
453
453
0.050
 
T 01.750 05/15/22
39,682
0
6
6
0.050
 
T 01.625 08/15/22
39,675
47
32
32
0.050
 
T 01.500 01/15/23
9,343
0
11
11
0.050
 
T 02.375 01/31/23
8,193
21
9
9
0.050
 
T 01.375 02/15/23
25,143
167
313
313
0.050
 
T 02.000 02/15/23
15,361
0
10
10
0.050
 
T 02.500 03/31/23
2,314
0
5
5
0.050
 
T 02.000 06/30/24
4,060
7
7
7
0.050
 
T 02.125 07/31/24
3,046
75
76
76
0.050
 
T 01.250 08/31/24
5,867
0
2
2
0.050
 
T 01.875 08/31/24
1,339
0
10
10
0.050
 
T 01.500 09/30/24
1,320
1
1
1
0.050
 
T 01.500 10/31/24
7,129
0
2
2
0.050
 
T 01.750 12/31/24
7,847
5
5
5
0.050
 
T 01.375 01/31/25
7,483
0
29
29
0.050
 
T 01.125 02/28/25
5,576
0
50
50
0.050
 
T 02.750 02/28/25
8,075
0
2
2
0.050
 
T 00.500 03/31/25
4,961
490
1,718
1,718
0.050
 
T 02.625 03/31/25
10,635
23
23
23
0.050
 
T 03.000 09/30/25
2,542
3
3
3
0.050
 
T 02.250 03/31/26
1,931
0
1
1
0.050
 
T 01.875 06/30/26
5,423
0
3
3
0.050
 
T 01.625 10/31/26
8,187
0
100
100
0.050
 
T 01.125 02/28/27
13,458
0
62
62
0.050
 
T 03.125 11/15/28
10,837
0
5
5
0.050
 
T 02.625 02/15/29
13,438
0
10
10
0.050
 
T 01.625 08/15/29
24,638
0
100
100
0.050
 
T 01.750 11/15/29
31,788
0
161
161
0.050
 
T 01.500 02/15/30
8,321
3,709
6,923
6,923
0.070
 
T 08.750 05/15/20
4,775
2
2
2
0.050
 
T 07.875 02/15/21
6,347
1
36
36
0.050
 
T 08.125 05/15/21
6,341
41
24
24
0.050
 
T 08.125 08/15/21
5,988
269
294
294
0.050
 
T 07.250 08/15/22
5,215
16
15
15
0.050
 
T 07.625 11/15/22
4,451
2
81
81
0.050
 
T 07.125 02/15/23
9,941
0
25
25
0.050
 
T 06.875 08/15/25
6,805
73
98
98
0.050
 
T 06.500 11/15/26
5,574
0
15
15
0.050
 
T 06.625 02/15/27
5,747
1
1
1
0.050
 
T 06.375 08/15/27
4,980
106
142
142
0.050
 
T 05.500 08/15/28
4,935
1
1
1
0.050
 
T 06.250 05/15/30
8,171
257
279
279
0.050
 
T 05.375 02/15/31
5,521
123
119
119
0.050
 
T 04.500 02/15/36
14,293
3,616
3,890
3,890
0.050
 
T 03.500 02/15/39
14,707
143
210
210
0.050
 
T 04.250 05/15/39
996
4
4
4
0.050
 
T 03.875 08/15/40
26,671
0
1
1
0.050
 
T 04.250 11/15/40
4,693
0
95
95
0.050
 
T 04.750 02/15/41
25,518
227
231
231
0.050
 
T 03.750 08/15/41
26,767
0
1
1
0.050
 
T 03.125 11/15/41
2,269
0
17
17
0.050
 
T 03.625 02/15/44
6,761
0
2
2
0.050
 
T 03.125 08/15/44
5,046
0
61
61
0.050
 
T 03.000 11/15/45
11,930
0
500
500
0.050
 
T 02.250 08/15/49
12,511
0
50
50
0.050
 
T 02.375 11/15/49
12,736
0
27
27
0.050
 
T 02.000 02/15/50
7,618
590
1,613
1,613
0.050
 
TII 00.125 04/15/21
7,309
0
39
39
0.050
 
TII 00.125 01/15/22
3,801
0
4
4
0.050
 
TII 01.375 02/15/44
3,408
0
1
1
0.050
 
TF 00.033 04/30/20
1,964
2
2
2
0.050
 
TF 00.043 07/31/20
1,958
94
86
86
0.050
 
TF 00.045 10/31/20
1,427
0
5
5
0.050
 
Total:
33,119
32,954
 
* 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.