Securities Lending Activity
Auction Results*
January 23, 2017
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 04.625 02/15/17
6,442
50
446
446
0.050
 
T 03.000 02/28/17
10,327
96
168
168
0.050
 
T 01.000 03/31/17
2,635
0
100
100
0.050
 
T 03.250 03/31/17
9,568
0
1
1
0.050
 
T 00.500 04/30/17
85
0
10
10
0.050
 
T 00.875 04/30/17
1,365
10
38
38
0.050
 
T 03.125 04/30/17
11,151
151
104
104
0.050
 
T 02.750 05/31/17
10,351
31
123
123
0.050
 
T 00.750 06/30/17
2,097
51
86
86
0.050
 
T 02.500 06/30/17
9,499
0
4
4
0.050
 
T 00.500 07/31/17
3,797
40
88
88
0.050
 
T 04.750 08/15/17
11,259
114
141
141
0.050
 
T 00.625 08/31/17
242
0
1
1
0.050
 
T 01.875 09/30/17
6,080
0
89
89
0.050
 
T 04.250 11/15/17
9,907
495
579
579
0.050
 
T 00.625 11/30/17
63
0
15
15
0.050
 
T 00.750 12/31/17
3,798
0
1
1
0.050
 
T 02.750 12/31/17
11,955
0
3
3
0.050
 
T 00.750 01/31/18
425
0
437
357
0.050
 
T 03.500 02/15/18
14,906
3
3
3
0.050
 
T 00.750 02/28/18
13,201
0
71
71
0.050
 
T 00.750 03/31/18
8,910
0
2
2
0.050
 
T 02.875 03/31/18
13,595
6
6
6
0.050
 
T 02.625 04/30/18
17,584
0
2
2
0.050
 
T 03.875 05/15/18
19,616
6
6
6
0.050
 
T 00.875 05/31/18
5,967
70
82
82
0.050
 
T 02.375 05/31/18
18,395
3
4
4
0.050
 
T 00.625 06/30/18
3,413
142
150
150
0.050
 
T 01.375 06/30/18
9,774
158
104
104
0.050
 
T 02.250 07/31/18
18,338
0
13
13
0.050
 
T 01.000 08/15/18
434
0
5
5
0.050
 
T 04.000 08/15/18
20,327
0
12
12
0.050
 
T 00.750 08/31/18
1,600
8
138
138
0.050
 
T 00.750 09/30/18
1,262
322
478
467
0.050
 
T 01.375 09/30/18
15,679
0
30
30
0.050
 
T 00.750 10/31/18
1,298
273
32
32
0.050
 
T 01.250 10/31/18
3,187
2
2
2
0.050
 
T 01.000 11/30/18
1,912
855
862
862
0.050
 
T 01.250 11/30/18
5,086
0
12
12
0.050
 
T 01.250 12/31/18
3,111
0
1,087
1,087
0.050
 
T 01.375 12/31/18
11,425
9
1
1
0.050
 
T 01.500 12/31/18
1,851
172
224
224
0.050
 
T 00.750 02/15/19
1,696
0
75
75
0.050
 
T 02.750 02/15/19
30,727
0
15
15
0.050
 
T 01.500 03/31/19
16,401
0
66
66
0.050
 
T 00.875 05/15/19
4,884
0
77
77
0.050
 
T 00.875 07/31/19
952
131
131
131
0.050
 
T 00.750 08/15/19
2,212
28
28
28
0.050
 
T 01.000 08/31/19
12,471
185
160
160
0.050
 
T 01.000 09/30/19
8,775
0
4
4
0.050
 
T 01.250 10/31/19
13,191
0
4
4
0.050
 
T 01.000 11/15/19
4,728
11
9
9
0.050
 
T 03.375 11/15/19
31,068
1
1
1
0.050
 
T 01.000 11/30/19
6,284
262
262
262
0.050
 
T 01.125 12/31/19
6,373
270
355
355
0.050
 
T 01.375 01/15/20
1,196
0
6
6
0.050
 
T 01.375 01/31/20
5,413
0
46
46
0.050
 
T 01.125 03/31/20
10,168
0
85
85
0.050
 
T 01.125 04/30/20
4,649
44
6
6
0.050
 
T 02.375 12/31/20
5,184
0
3
3
0.050
 
T 02.125 01/31/21
3,480
141
121
121
0.050
 
T 03.625 02/15/21
6,927
0
6
6
0.050
 
T 02.250 03/31/21
3,316
70
70
70
0.050
 
T 01.375 04/30/21
2,005
144
96
96
0.050
 
T 01.375 05/31/21
7,803
0
47
47
0.050
 
T 02.000 05/31/21
1,002
0
4
4
0.050
 
T 02.125 06/30/21
1,764
0
26
26
0.050
 
T 01.750 11/30/21
3,256
350
560
560
0.050
 
T 02.000 12/31/21
4,021
500
1,688
1,688
0.057
 
T 02.000 02/15/22
2,439
16
16
16
0.050
 
T 01.500 03/31/23
1,568
0
10
10
0.050
 
T 01.750 05/15/23
5,199
0
10
10
0.050
 
T 01.375 06/30/23
3,685
0
11
11
0.050
 
T 01.250 07/31/23
1,759
0
58
58
0.050
 
T 01.375 09/30/23
1,536
0
15
15
0.050
 
T 02.750 11/15/23
7,663
0
172
172
0.050
 
T 02.125 11/30/23
2,682
0
10
10
0.050
 
T 02.250 12/31/23
3,350
0
343
343
0.050
 
T 01.625 02/15/26
1,716
0
57
57
0.050
 
T 01.500 08/15/26
1,926
0
7
7
0.050
 
T 02.000 11/15/26
5,529
0
18
18
0.050
 
T 08.750 05/15/17
6,531
29
4
4
0.050
 
T 08.875 08/15/17
5,530
45
49
49
0.050
 
T 09.125 05/15/18
3,500
12
20
20
0.050
 
T 09.000 11/15/18
3,457
299
387
387
0.050
 
T 08.875 02/15/19
6,747
146
196
196
0.050
 
T 08.125 08/15/19
11,932
0
1
1
0.050
 
T 08.500 02/15/20
5,969
37
62
62
0.050
 
T 08.750 05/15/20
4,775
70
70
70
0.050
 
T 07.875 02/15/21
6,347
0
3
3
0.050
 
T 08.125 05/15/21
6,341
24
51
51
0.050
 
T 08.125 08/15/21
5,988
133
101
101
0.050
 
T 07.250 08/15/22
5,123
164
231
231
0.050
 
T 07.625 11/15/22
4,518
0
5
5
0.050
 
T 07.125 02/15/23
9,941
35
45
45
0.050
 
T 07.500 11/15/24
4,825
175
154
154
0.050
 
T 07.625 02/15/25
5,179
64
96
96
0.050
 
T 06.875 08/15/25
6,550
278
251
251
0.050
 
T 06.750 08/15/26
4,471
9
9
9
0.050
 
T 06.500 11/15/26
5,163
4
3
3
0.050
 
T 06.625 02/15/27
5,422
172
246
246
0.050
 
T 06.375 08/15/27
4,755
103
80
80
0.050
 
T 06.125 11/15/27
977
23
23
23
0.050
 
T 05.500 08/15/28
4,687
3
3
3
0.050
 
T 05.250 11/15/28
2,329
0
8
8
0.050
 
T 06.250 05/15/30
7,881
210
239
239
0.050
 
T 05.375 02/15/31
2,792
363
392
392
0.050
 
T 04.500 02/15/36
10,694
126
73
73
0.050
 
T 04.750 02/15/37
10,433
19
9
9
0.050
 
T 05.000 05/15/37
13,490
7
82
82
0.050
 
T 04.375 02/15/38
14,170
310
325
325
0.050
 
T 04.500 05/15/38
16,064
37
37
37
0.050
 
T 04.375 05/15/40
22,255
23
25
25
0.050
 
T 03.875 08/15/40
1,029
0
65
65
0.050
 
T 04.750 02/15/41
21,678
0
13
13
0.050
 
T 04.375 05/15/41
24,604
0
7
7
0.050
 
T 03.125 02/15/42
26,037
20
170
170
0.050
 
T 03.000 05/15/42
9,561
52
120
120
0.050
 
T 02.250 08/15/46
1,231
305
731
731
0.054
 
TII 01.625 01/15/18
2,367
0
1
1
0.050
 
TII 01.375 07/15/18
876
0
2
2
0.050
 
TII 02.125 01/15/19
1,598
12
12
12
0.050
 
TII 01.375 01/15/20
881
0
3
3
0.050
 
TII 00.125 07/15/26
1,657
0
8
8
0.050
 
TII 03.375 04/15/32
364
0
1
1
0.050
 
TII 02.125 02/15/41
12,771
5
3
3
0.050
 
TII 00.750 02/15/42
4,812
0
5
5
0.050
 
TF 00.190 04/30/18
3,587
17
37
37
0.050
 
FHLMC 05.000 04/18/17
1,350
44
44
44
0.050
 
FHLMC 06.250 07/15/32
191
3
3
3
0.050
 
Total:
14,943
14,852
 
* 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.