Securities Lending Activity
Auction Results*
July 18, 2018
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 01.000 08/15/18
434
10
10
10
0.050
 
T 04.000 08/15/18
20,327
215
309
309
0.050
 
T 00.750 08/31/18
1,600
25
154
154
0.050
 
T 01.500 08/31/18
17,238
46
10
10
0.050
 
T 01.375 09/30/18
15,679
0
856
856
0.050
 
T 00.750 10/31/18
1,414
125
33
33
0.050
 
T 01.250 10/31/18
3,187
25
56
56
0.050
 
T 01.750 10/31/18
16,031
42
68
68
0.050
 
T 01.250 11/15/18
110
10
5
5
0.050
 
T 01.000 11/30/18
2,490
0
67
67
0.050
 
T 01.375 11/30/18
14,847
65
65
65
0.050
 
T 01.250 12/31/18
3,111
0
21
21
0.050
 
T 01.500 12/31/18
1,851
0
86
86
0.050
 
T 01.125 01/31/19
1,483
0
4
4
0.050
 
T 02.750 02/15/19
30,727
1
2
2
0.050
 
T 01.500 02/28/19
2,346
0
3
3
0.050
 
T 01.500 03/31/19
16,401
210
275
275
0.050
 
T 01.625 03/31/19
907
0
7
7
0.050
 
T 00.875 04/15/19
152
7
1
1
0.050
 
T 01.250 04/30/19
21,106
0
5
5
0.050
 
T 03.125 05/15/19
29,742
0
2
2
0.050
 
T 01.125 05/31/19
15,177
0
119
119
0.050
 
T 01.250 05/31/19
2,815
0
16
16
0.050
 
T 01.000 06/30/19
16,336
512
616
616
0.050
 
T 00.750 07/15/19
1,406
0
97
97
0.050
 
T 00.875 07/31/19
13,064
66
67
67
0.050
 
T 00.750 08/15/19
2,212
0
8
8
0.050
 
T 01.000 08/31/19
12,471
110
61
61
0.050
 
T 01.000 09/30/19
8,775
0
70
70
0.050
 
T 01.250 10/31/19
13,191
0
11
11
0.050
 
T 01.000 11/15/19
4,728
0
8
8
0.050
 
T 01.000 11/30/19
6,284
2
72
72
0.050
 
T 01.750 11/30/19
1,269
0
12
12
0.050
 
T 01.875 12/31/19
3,058
0
200
200
0.050
 
T 01.375 01/15/20
1,196
0
3
3
0.050
 
T 01.375 01/31/20
5,413
150
276
276
0.050
 
T 02.000 01/31/20
3,439
0
63
63
0.050
 
T 01.375 02/15/20
2,493
6
314
314
0.050
 
T 01.250 02/29/20
8,675
23
39
39
0.050
 
T 01.125 03/31/20
10,168
99
121
121
0.050
 
T 01.500 04/15/20
177
0
8
8
0.050
 
T 01.125 04/30/20
4,505
661
602
602
0.050
 
T 03.500 05/15/20
32,959
0
8
8
0.050
 
T 01.375 05/31/20
4,279
8
8
8
0.050
 
T 02.500 05/31/20
5,159
150
1,244
1,244
0.050
 
T 01.875 06/30/20
11,581
0
5
5
0.050
 
T 02.500 06/30/20
3,810
0
539
539
0.050
 
T 01.500 08/15/20
6,499
0
66
66
0.050
 
T 02.000 11/30/20
1,000
0
21
21
0.050
 
T 02.375 12/31/20
5,184
6
6
6
0.050
 
T 02.250 02/15/21
4,422
42
294
294
0.050
 
T 02.000 02/28/21
3,055
95
135
135
0.050
 
T 02.250 03/31/21
3,316
0
151
151
0.050
 
T 02.250 04/30/21
2,095
0
115
115
0.050
 
T 02.000 05/31/21
1,299
295
372
372
0.050
 
T 01.125 07/31/21
2,136
0
2
2
0.050
 
T 01.125 09/30/21
1,865
0
166
166
0.050
 
T 01.750 11/30/21
3,256
0
2
2
0.050
 
T 01.875 01/31/22
1,940
0
70
70
0.050
 
T 01.750 05/31/22
1,082
0
2
2
0.050
 
T 01.625 08/15/22
886
114
52
52
0.050
 
T 01.875 08/31/22
31
0
2
2
0.050
 
T 01.875 09/30/22
1,000
0
7
7
0.050
 
T 02.000 11/30/22
1,673
0
158
158
0.050
 
T 02.125 12/31/22
1,000
0
85
85
0.050
 
T 01.750 01/31/23
518
0
52
52
0.050
 
T 02.000 02/15/23
13,883
0
10
10
0.050
 
T 01.500 03/31/23
6,086
10
25
25
0.050
 
T 02.750 04/30/23
4,020
0
115
115
0.050
 
T 01.750 05/15/23
1,000
0
65
65
0.050
 
T 02.750 05/31/23
5,628
0
5
5
0.050
 
T 02.625 06/30/23
4,034
254
1,765
1,765
0.050
 
T 02.125 03/31/24
3,050
0
365
365
0.050
 
T 01.875 08/31/24
680
197
110
110
0.050
 
T 02.250 10/31/24
630
0
68
68
0.050
 
T 02.125 11/30/24
1,367
0
10
10
0.050
 
T 02.250 12/31/24
1,200
66
20
20
0.050
 
T 02.500 01/31/25
3,703
13
89
89
0.050
 
T 02.875 04/30/25
3,331
0
144
144
0.050
 
T 02.250 02/15/27
2,537
0
112
112
0.050
 
T 02.750 02/15/28
4,114
0
91
91
0.050
 
T 02.875 05/15/28
5,500
0
112
112
0.050
 
T 09.000 11/15/18
3,457
310
281
281
0.050
 
T 08.875 02/15/19
6,747
64
64
64
0.050
 
T 08.125 08/15/19
11,932
20
14
14
0.050
 
T 08.500 02/15/20
5,969
47
28
28
0.050
 
T 08.750 05/15/20
4,775
24
65
65
0.050
 
T 08.750 08/15/20
10,746
6
6
6
0.050
 
T 07.875 02/15/21
6,347
32
8
8
0.050
 
T 08.125 05/15/21
6,341
0
2
2
0.050
 
T 08.125 08/15/21
5,988
18
48
48
0.050
 
T 08.000 11/15/21
19,297
12
12
12
0.050
 
T 07.250 08/15/22
5,123
4
9
9
0.050
 
T 07.625 11/15/22
2,127
21
102
102
0.050
 
T 07.125 02/15/23
9,941
12
37
37
0.050
 
T 06.250 08/15/23
14,274
30
5
5
0.050
 
T 07.625 02/15/25
5,179
133
12
12
0.050
 
T 06.875 08/15/25
6,550
85
48
48
0.050
 
T 06.500 11/15/26
1,000
28
53
53
0.050
 
T 06.625 02/15/27
5,422
30
43
43
0.050
 
T 06.375 08/15/27
4,755
96
131
131
0.050
 
T 06.125 11/15/27
1,036
0
57
57
0.050
 
T 05.500 08/15/28
4,687
0
45
45
0.050
 
T 05.250 02/15/29
4,738
28
98
98
0.050
 
T 06.125 08/15/29
5,626
55
153
153
0.050
 
T 06.250 05/15/30
7,881
86
62
62
0.050
 
T 05.375 02/15/31
2,840
32
35
35
0.050
 
T 04.500 02/15/36
10,694
41
264
264
0.050
 
T 05.000 05/15/37
6,074
75
68
68
0.050
 
T 04.375 02/15/38
14,125
786
727
727
0.050
 
T 04.500 05/15/38
16,064
838
806
806
0.050
 
T 03.500 02/15/39
12,019
50
113
113
0.050
 
T 04.625 02/15/40
20,372
0
1
1
0.050
 
T 04.375 05/15/41
1,000
0
31
31
0.050
 
T 03.125 02/15/42
999
1
114
114
0.050
 
T 03.125 02/15/43
11,294
0
11
11
0.050
 
T 03.625 08/15/43
6,863
0
4
4
0.050
 
T 02.750 11/15/47
1,998
0
65
65
0.050
 
T 03.000 02/15/48
2,164
882
2,055
2,055
0.446
 
TII 01.375 01/15/20
881
0
9
9
0.050
 
TII 00.125 01/15/22
2,247
0
1
1
0.050
 
TII 00.375 01/15/27
3,131
0
150
150
0.050
 
TII 00.500 01/15/28
3,416
275
552
552
0.050
 
TII 02.375 01/15/27
2,744
0
5
5
0.050
 
TII 02.500 01/15/29
302
0
5
5
0.050
 
TII 02.125 02/15/41
12,771
0
71
71
0.050
 
TII 00.750 02/15/42
4,835
1
1
0
N/A
 
TII 01.375 02/15/44
2,331
0
1
1
0.050
 
TII 00.875 02/15/47
1,542
3
53
53
0.050
 
TF 00.170 10/31/18
816
6
7
7
0.050
 
TF 00.140 01/31/19
2,272
3
3
3
0.050
 
TF 00.070 04/30/19
3,264
0
1
1
0.050
 
TF 00.060 07/31/19
1,372
1
1
1
0.050
 
TF 00.048 10/31/19
337
0
8
8
0.050
 
Total:
18,035
18,034
 
* 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.