Securities Lending Activity
Auction Results*
June 22, 2017
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 00.500 07/31/17
3,797
0
5
5
0.050
 
T 02.375 07/31/17
6,456
1,119
1,057
1,057
0.050
 
T 04.750 08/15/17
11,259
1,153
1,245
1,245
0.050
 
T 01.875 09/30/17
6,080
410
1,595
1,545
0.050
 
T 00.875 11/15/17
31
1
11
11
0.050
 
T 04.250 11/15/17
9,907
0
2
2
0.050
 
T 00.625 11/30/17
63
0
10
10
0.050
 
T 00.875 01/31/18
11,790
460
584
584
0.050
 
T 02.625 01/31/18
12,600
0
36
36
0.050
 
T 03.500 02/15/18
14,906
0
155
155
0.050
 
T 00.750 04/30/18
6,218
0
6
6
0.050
 
T 01.000 05/15/18
488
0
6
6
0.050
 
T 00.625 06/30/18
3,413
0
46
46
0.050
 
T 01.375 06/30/18
9,774
0
55
55
0.050
 
T 01.375 07/31/18
5,643
0
14
14
0.050
 
T 02.250 07/31/18
18,338
0
6
6
0.050
 
T 01.000 08/15/18
434
12
164
158
0.050
 
T 04.000 08/15/18
20,327
0
19
19
0.050
 
T 00.750 08/31/18
1,600
0
13
13
0.050
 
T 01.375 09/30/18
15,679
8
8
8
0.050
 
T 03.750 11/15/18
27,305
81
142
142
0.050
 
T 01.000 11/30/18
2,490
0
8
8
0.050
 
T 01.250 11/30/18
5,086
0
108
108
0.050
 
T 01.250 12/31/18
3,111
0
113
113
0.050
 
T 01.375 12/31/18
11,425
52
1
1
0.050
 
T 01.125 01/31/19
1,483
0
83
83
0.050
 
T 01.250 01/31/19
5,259
5
6
6
0.050
 
T 00.750 02/15/19
1,696
0
61
61
0.050
 
T 02.750 02/15/19
30,727
0
51
51
0.050
 
T 01.125 02/28/19
2,759
846
1,351
1,351
0.065
 
T 01.500 02/28/19
2,346
0
9
9
0.050
 
T 01.250 03/31/19
2,832
0
189
189
0.050
 
T 01.500 03/31/19
16,401
66
41
41
0.050
 
T 01.625 03/31/19
825
183
468
444
0.069
 
T 01.250 04/30/19
21,106
40
300
300
0.050
 
T 01.625 04/30/19
4,200
33
44
44
0.050
 
T 00.875 05/15/19
4,884
100
128
128
0.050
 
T 01.125 05/31/19
15,177
374
404
404
0.050
 
T 01.250 05/31/19
2,667
460
2,156
2,156
0.104
 
T 01.000 06/30/19
16,336
336
348
348
0.050
 
T 01.625 06/30/19
123
27
27
27
0.050
 
T 00.750 07/15/19
1,406
43
25
25
0.050
 
T 00.875 07/31/19
13,064
569
639
639
0.050
 
T 00.750 08/15/19
2,212
0
70
70
0.050
 
T 03.625 08/15/19
35,188
0
5
5
0.050
 
T 01.000 08/31/19
12,471
310
321
321
0.050
 
T 01.000 09/30/19
8,775
627
662
662
0.050
 
T 01.000 11/30/19
6,284
493
581
581
0.050
 
T 01.125 12/31/19
6,373
568
543
543
0.050
 
T 01.375 02/15/20
2,493
0
79
79
0.050
 
T 01.125 04/30/20
4,649
5
5
5
0.050
 
T 01.500 05/15/20
7,136
0
31
31
0.050
 
T 03.500 05/15/20
995
5
1
1
0.050
 
T 01.375 05/31/20
1,000
0
50
50
0.050
 
T 01.875 06/30/20
11,581
0
39
39
0.050
 
T 02.625 08/15/20
30,256
0
125
125
0.050
 
T 02.625 11/15/20
1,000
0
2
2
0.050
 
T 02.000 02/28/21
3,055
2
2
2
0.050
 
T 01.250 03/31/21
1,000
0
12
12
0.050
 
T 02.250 04/30/21
2,095
0
15
15
0.050
 
T 02.000 05/31/21
1,434
0
8
8
0.050
 
T 01.125 08/31/21
2,092
0
46
46
0.050
 
T 01.750 11/30/21
3,256
133
915
915
0.050
 
T 01.875 03/31/22
3,704
40
115
115
0.050
 
T 01.750 04/30/22
95
0
9
9
0.050
 
T 01.875 04/30/22
4,176
10
761
761
0.050
 
T 01.750 05/15/22
38,982
0
178
178
0.050
 
T 01.750 05/31/22
3,400
690
2,163
2,163
0.098
 
T 01.625 08/15/22
39,296
0
38
38
0.050
 
T 01.625 05/31/23
1,000
0
148
148
0.050
 
T 01.625 10/31/23
1,523
0
5
5
0.050
 
T 02.125 11/30/23
2,682
0
145
145
0.050
 
T 02.000 05/31/24
3,031
0
39
39
0.050
 
T 01.625 02/15/26
1,716
0
10
10
0.050
 
T 01.500 08/15/26
1,926
0
115
115
0.050
 
T 02.375 05/15/27
6,838
0
410
410
0.050
 
T 08.875 08/15/17
5,530
313
338
267
0.050
 
T 09.125 05/15/18
3,500
8
8
8
0.050
 
T 09.000 11/15/18
3,457
249
270
270
0.050
 
T 08.875 02/15/19
6,747
72
111
111
0.050
 
T 08.125 08/15/19
11,932
25
24
24
0.050
 
T 08.500 02/15/20
5,969
98
73
73
0.050
 
T 08.750 05/15/20
4,775
0
104
104
0.050
 
T 07.875 02/15/21
6,347
5
6
6
0.050
 
T 08.125 05/15/21
978
65
90
90
0.050
 
T 08.125 08/15/21
5,988
114
111
111
0.050
 
T 07.250 08/15/22
5,123
45
41
41
0.050
 
T 07.625 11/15/22
4,450
38
39
39
0.050
 
T 07.500 11/15/24
4,825
166
195
195
0.050
 
T 07.625 02/15/25
5,179
103
122
122
0.050
 
T 06.875 08/15/25
6,550
144
131
131
0.050
 
T 06.000 02/15/26
4,331
0
25
25
0.050
 
T 06.750 08/15/26
4,471
7
21
21
0.050
 
T 06.625 02/15/27
5,252
773
872
872
0.050
 
T 06.375 08/15/27
4,755
199
351
135
0.050
 
T 05.250 11/15/28
1,514
7
28
28
0.050
 
T 05.250 02/15/29
4,738
29
89
89
0.050
 
T 06.250 05/15/30
7,881
258
253
253
0.050
 
T 05.375 02/15/31
2,840
0
4
4
0.050
 
T 04.500 02/15/36
10,694
508
606
606
0.050
 
T 04.750 02/15/37
10,433
50
12
12
0.050
 
T 05.000 05/15/37
13,490
1,150
1,417
1,417
0.050
 
T 04.375 02/15/38
14,170
777
739
739
0.050
 
T 04.500 05/15/38
3,300
213
545
545
0.050
 
T 03.500 02/15/39
12,028
1
18
18
0.050
 
T 04.250 05/15/39
24,430
6
48
0
N/A
 
T 04.375 11/15/39
28,064
0
51
51
0.050
 
T 03.875 08/15/40
24,257
70
58
58
0.050
 
T 04.750 02/15/41
21,700
10
20
20
0.050
 
T 04.375 05/15/41
8,038
44
44
44
0.050
 
T 03.125 11/15/41
18,778
12
12
12
0.050
 
T 03.125 02/15/42
9,321
0
11
11
0.050
 
T 03.000 05/15/42
6,246
13
14
14
0.050
 
T 03.625 02/15/44
232
0
15
15
0.050
 
T 02.500 02/15/46
1,000
0
26
26
0.050
 
T 02.875 11/15/46
3,607
0
253
253
0.050
 
T 03.000 02/15/47
1,647
36
428
428
0.050
 
T 03.000 05/15/47
4,460
0
49
49
0.050
 
TII 02.625 07/15/17
974
0
80
80
0.050
 
TII 01.375 07/15/18
876
0
25
25
0.050
 
TII 00.125 07/15/22
319
0
1
1
0.050
 
TII 00.375 01/15/27
3,131
0
280
280
0.050
 
TII 02.375 01/15/27
2,744
0
2
2
0.050
 
TII 01.750 01/15/28
1,542
0
12
12
0.050
 
TII 03.875 04/15/29
7,438
0
8
8
0.050
 
TII 02.125 02/15/41
12,771
0
11
11
0.050
 
TII 00.625 02/15/43
8,682
0
4
4
0.050
 
TII 00.875 02/15/47
704
266
429
389
0.071
 
TF 00.272 01/31/18
245
21
103
103
0.103
 
TF 00.190 04/30/18
3,587
171
170
170
0.111
 
Total:
28,184
27,729
 
* 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.