Securities Lending Activity
Auction Results*
December 14, 2017
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 00.750 12/31/17
3,798
0
5
5
0.050
 
T 02.750 12/31/17
11,955
750
779
779
0.050
 
T 00.875 01/31/18
11,790
0
30
30
0.050
 
T 02.625 01/31/18
12,600
0
235
235
0.050
 
T 03.500 02/15/18
14,906
0
16
16
0.050
 
T 00.750 02/28/18
13,201
0
45
45
0.050
 
T 02.750 02/28/18
15,641
2
2
2
0.050
 
T 00.750 03/31/18
8,910
7
7
7
0.050
 
T 00.875 03/31/18
5,575
236
250
250
0.050
 
T 00.750 04/30/18
6,218
38
288
288
0.050
 
T 01.000 05/15/18
488
1
220
220
0.056
 
T 00.875 05/31/18
5,967
163
5
5
0.050
 
T 00.625 06/30/18
3,413
42
167
167
0.050
 
T 01.375 06/30/18
9,774
0
1
1
0.050
 
T 02.375 06/30/18
14,219
3
3
3
0.050
 
T 00.750 07/31/18
1,634
0
70
70
0.050
 
T 00.750 10/31/18
1,414
0
1
1
0.050
 
T 01.250 11/15/18
110
0
2
2
0.050
 
T 03.750 11/15/18
27,305
0
5
5
0.050
 
T 01.000 11/30/18
2,490
96
103
103
0.050
 
T 01.500 01/31/19
3,755
0
1
1
0.050
 
T 01.500 02/28/19
2,346
0
5
5
0.050
 
T 01.500 03/31/19
16,401
0
7
7
0.050
 
T 01.625 04/30/19
4,200
0
10
10
0.050
 
T 00.875 05/15/19
4,884
0
8
8
0.050
 
T 01.125 05/31/19
15,177
22
248
248
0.050
 
T 01.250 05/31/19
2,815
0
21
21
0.050
 
T 01.000 06/30/19
16,336
232
325
325
0.050
 
T 01.250 06/30/19
2,844
75
383
383
0.050
 
T 00.750 07/15/19
1,406
0
2
2
0.050
 
T 01.625 07/31/19
561
0
11
11
0.050
 
T 00.750 08/15/19
2,212
0
40
40
0.050
 
T 03.625 08/15/19
35,188
0
1
1
0.050
 
T 01.000 08/31/19
12,471
547
596
596
0.050
 
T 01.250 08/31/19
733
13
179
179
0.050
 
T 01.000 09/30/19
8,775
3
178
178
0.050
 
T 01.375 09/30/19
2,910
249
250
250
0.050
 
T 01.250 10/31/19
13,191
0
64
64
0.050
 
T 01.500 10/31/19
585
0
16
16
0.050
 
T 01.000 11/15/19
4,728
301
19
19
0.050
 
T 01.750 11/30/19
1,269
15
150
150
0.060
 
T 01.125 12/31/19
6,373
0
36
36
0.050
 
T 01.375 01/31/20
5,413
60
148
148
0.050
 
T 01.375 02/15/20
2,493
118
35
35
0.050
 
T 03.625 02/15/20
9,224
0
16
16
0.050
 
T 01.250 02/29/20
913
89
392
392
0.050
 
T 01.125 03/31/20
3,879
0
31
31
0.050
 
T 01.500 04/15/20
177
0
7
7
0.050
 
T 01.125 04/30/20
4,649
0
35
35
0.050
 
T 01.500 05/15/20
7,136
0
5
5
0.050
 
T 01.500 07/15/20
493
30
15
15
0.050
 
T 02.000 07/31/20
1,023
1
1
1
0.050
 
T 01.500 08/15/20
5,611
1,610
1,408
1,408
0.055
 
T 02.125 08/31/20
917
93
86
86
0.050
 
T 01.750 11/15/20
2,580
338
864
864
0.059
 
T 02.000 11/30/20
4,983
0
51
51
0.050
 
T 02.375 12/31/20
1,000
0
1
1
0.050
 
T 01.125 02/28/21
6,995
0
14
14
0.050
 
T 02.000 02/28/21
3,055
13
13
13
0.050
 
T 01.375 04/30/21
1,020
0
1
1
0.050
 
T 02.250 04/30/21
891
109
87
87
0.050
 
T 02.125 06/30/21
1,000
0
2
2
0.050
 
T 01.125 07/31/21
1,000
0
25
25
0.050
 
T 01.250 10/31/21
1,000
0
107
107
0.050
 
T 01.875 02/28/22
4,243
0
3
3
0.050
 
T 01.750 05/15/22
38,982
127
90
90
0.050
 
T 01.750 06/30/22
3,719
0
85
85
0.050
 
T 02.000 07/31/22
0
0
5
0
N/A
 
T 01.625 08/31/22
959
4
4
4
0.050
 
T 02.000 10/31/22
765
0
600
600
0.077
 
T 01.625 11/15/22
28,737
0
11
11
0.050
 
T 02.000 11/30/22
1,673
114
415
415
0.053
 
T 01.500 03/31/23
1,000
0
2
2
0.050
 
T 01.625 10/31/23
1,523
0
48
48
0.050
 
T 02.000 06/30/24
3,063
1
1
1
0.050
 
T 02.125 07/31/24
2,562
0
1
1
0.050
 
T 01.875 08/31/24
470
407
531
470
0.210
 
T 02.250 08/15/27
6,228
182
1,098
1,098
0.051
 
T 02.250 11/15/27
1,426
1,370
3,169
1,426
3.934
 
T 09.125 05/15/18
3,500
10
25
25
0.050
 
T 09.000 11/15/18
3,457
0
36
36
0.050
 
T 08.875 02/15/19
6,747
154
154
154
0.050
 
T 08.500 02/15/20
1,001
47
47
47
0.050
 
T 08.750 05/15/20
4,775
5
14
14
0.050
 
T 08.750 08/15/20
1,001
5
7
7
0.050
 
T 07.875 02/15/21
1,024
31
53
53
0.050
 
T 08.125 08/15/21
5,988
134
137
137
0.050
 
T 08.000 11/15/21
19,297
2
2
2
0.050
 
T 07.250 08/15/22
5,123
75
153
153
0.050
 
T 07.625 11/15/22
4,450
12
12
12
0.050
 
T 07.125 02/15/23
1,572
17
22
22
0.050
 
T 06.250 08/15/23
9,811
1
19
19
0.050
 
T 07.625 02/15/25
1,245
0
106
106
0.050
 
T 06.875 08/15/25
1,039
30
77
77
0.050
 
T 06.750 08/15/26
4,471
9
9
9
0.050
 
T 06.500 11/15/26
5,163
20
19
19
0.050
 
T 06.625 02/15/27
5,422
563
627
627
0.050
 
T 06.375 08/15/27
4,755
395
499
499
0.050
 
T 05.250 11/15/28
2,329
5
9
9
0.050
 
T 05.250 02/15/29
2,103
126
261
261
0.050
 
T 06.125 08/15/29
5,626
0
181
181
0.050
 
T 06.250 05/15/30
7,881
181
662
662
0.050
 
T 05.375 02/15/31
2,665
490
789
789
0.050
 
T 04.500 02/15/36
10,537
1,345
1,938
1,938
0.050
 
T 04.375 02/15/38
14,125
824
885
885
0.050
 
T 04.500 05/15/38
16,064
754
710
710
0.050
 
T 03.500 02/15/39
990
0
143
143
0.050
 
T 04.625 02/15/40
10,592
0
6
6
0.050
 
T 04.375 05/15/40
22,232
0
21
21
0.050
 
T 04.250 11/15/40
23,154
1
1
1
0.050
 
T 03.125 11/15/41
26,965
0
1
1
0.050
 
T 03.125 02/15/42
7,121
53
55
55
0.050
 
T 02.750 11/15/42
11,660
0
25
25
0.050
 
T 02.250 08/15/46
981
0
6
6
0.050
 
T 03.000 05/15/47
4,706
0
8
8
0.050
 
T 02.750 08/15/47
4,061
0
387
387
0.050
 
T 02.750 11/15/47
916
897
2,288
916
2.867
 
TII 01.625 01/15/18
2,367
0
224
224
0.050
 
TII 01.375 07/15/18
876
58
183
183
0.050
 
TII 00.375 01/15/27
3,131
25
70
70
0.050
 
TII 00.375 07/15/27
1,726
0
75
75
0.050
 
TII 00.875 02/15/47
1,533
0
50
50
0.050
 
TF 00.272 01/31/18
227
46
25
25
0.050
 
TF 00.190 04/30/18
3,587
73
73
73
0.050
 
TF 00.140 01/31/19
2,272
2
2
2
0.050
 
TF 00.070 04/30/19
3,264
65
65
65
0.050
 
Total:
25,352
22,171
 
* 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.