Securities Lending Operations
Auction Results*
September 24, 2021
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
B 10/12/21
4,302
0
141
141
0.050
 
B 10/14/21
11,278
0
7
7
0.050
 
B 10/19/21
4,744
100
77
77
0.050
 
B 10/28/21
11,304
0
31
31
0.050
 
B 11/04/21
18,383
1
1
1
0.050
 
B 11/09/21
2,952
0
55
55
0.050
 
B 11/12/21
10,592
0
61
61
0.050
 
B 11/18/21
12,516
461
51
51
0.050
 
B 11/26/21
9,592
78
392
392
0.050
 
B 12/09/21
8,797
0
5
5
0.050
 
B 12/23/21
3,546
93
1,054
1,054
0.050
 
B 12/30/21
11,923
0
8
8
0.050
 
B 01/13/22
5,624
2
5
5
0.050
 
B 02/03/22
6,448
44
127
127
0.050
 
B 02/10/22
5,066
704
700
700
0.050
 
B 02/17/22
6,049
0
1
1
0.050
 
B 02/24/22
8,173
0
1
1
0.050
 
B 03/03/22
6,285
275
188
188
0.050
 
B 03/17/22
4,466
0
1
1
0.050
 
B 09/08/22
3,077
4
5
5
0.050
 
T 02.875 11/15/21
15,748
0
19
19
0.050
 
T 01.750 11/30/21
7,253
1
1
1
0.050
 
T 01.875 11/30/21
1,190
0
8
8
0.050
 
T 02.625 12/15/21
14,863
10
379
379
0.050
 
T 02.500 02/15/22
17,579
63
63
63
0.050
 
T 01.750 02/28/22
3,016
4
4
4
0.050
 
T 00.375 03/31/22
9,731
0
49
49
0.050
 
T 01.750 05/31/22
9,417
0
1
1
0.050
 
T 01.750 06/15/22
12,903
0
8
8
0.050
 
T 01.750 06/30/22
13,552
0
10
10
0.050
 
T 02.000 07/31/22
4,212
159
362
362
0.050
 
T 01.500 08/15/22
2,569
0
14
14
0.050
 
T 00.125 08/31/22
1,246
0
15
15
0.050
 
T 01.750 09/30/22
2,502
0
2
2
0.050
 
T 01.375 10/15/22
13,063
30
66
66
0.050
 
T 01.625 11/15/22
61,535
0
75
75
0.050
 
T 00.125 01/31/23
10,058
0
3
3
0.050
 
T 00.500 03/15/23
6,006
0
23
23
0.050
 
T 00.250 04/15/23
6,924
0
50
50
0.050
 
T 00.125 06/30/23
8,196
379
819
819
0.050
 
T 01.375 06/30/23
7,224
17
50
50
0.050
 
T 00.125 07/15/23
12,372
0
1
1
0.050
 
T 00.125 07/31/23
4,491
1,254
2,320
2,320
0.051
 
T 01.250 07/31/23
3,747
0
90
90
0.050
 
T 00.125 08/31/23
6,784
50
2,161
2,161
0.050
 
T 00.125 10/15/23
12,187
0
1
1
0.050
 
T 02.125 11/30/23
4,876
10
10
10
0.050
 
T 02.250 12/31/23
1,225
0
127
127
0.050
 
T 02.250 01/31/24
4,406
3
203
203
0.050
 
T 00.125 02/15/24
3,496
1,072
1,801
1,801
0.050
 
T 00.250 03/15/24
3,901
0
38
38
0.050
 
T 02.000 06/30/24
6,910
52
2
2
0.050
 
T 00.375 07/15/24
18,661
0
135
135
0.050
 
T 01.750 07/31/24
1,184
424
677
677
0.053
 
T 02.375 08/15/24
3,062
0
1
1
0.050
 
T 00.375 09/15/24
5,558
0
617
617
0.050
 
T 01.500 09/30/24
12,244
0
189
189
0.050
 
T 02.250 11/15/24
5,705
0
9
9
0.050
 
T 01.500 11/30/24
990
26
23
23
0.050
 
T 01.125 02/28/25
12,334
0
1
1
0.050
 
T 00.500 03/31/25
6,179
1
20
20
0.050
 
T 00.375 04/30/25
3,894
0
224
224
0.050
 
T 02.125 05/15/25
12,795
0
50
50
0.050
 
T 02.750 08/31/25
9,530
0
1
1
0.050
 
T 00.250 10/31/25
5,765
159
390
390
0.050
 
T 02.875 11/30/25
1,000
0
8
8
0.050
 
T 02.625 12/31/25
1,001
0
19
19
0.050
 
T 00.500 02/28/26
1,185
0
46
46
0.050
 
T 00.750 04/30/26
1,002
0
59
59
0.050
 
T 02.375 04/30/26
11,529
20
11
11
0.050
 
T 00.750 05/31/26
11,317
0
1
1
0.050
 
T 00.625 07/31/26
5,257
7
360
360
0.050
 
T 01.875 07/31/26
1,200
0
3
3
0.050
 
T 00.750 08/31/26
6,897
0
2,796
2,796
0.052
 
T 01.375 08/31/26
11,368
0
4
4
0.050
 
T 01.625 09/30/26
1,779
0
23
23
0.050
 
T 01.625 10/31/26
10,843
4
141
141
0.050
 
T 01.750 12/31/26
1,156
349
401
401
0.064
 
T 01.500 01/31/27
1,133
17
59
59
0.050
 
T 01.125 02/28/27
20,841
4
3
3
0.050
 
T 00.625 03/31/27
1,193
20
144
144
0.050
 
T 00.375 07/31/27
4,895
44
170
170
0.050
 
T 00.500 10/31/27
10,052
0
40
40
0.050
 
T 02.250 11/15/27
1,848
0
45
45
0.050
 
T 01.125 02/29/28
1,371
19
237
237
0.050
 
T 01.125 08/31/28
7,010
0
329
329
0.050
 
T 02.625 02/15/29
6,872
0
34
34
0.050
 
T 01.625 08/15/29
42,333
0
100
100
0.050
 
T 01.750 11/15/29
49,110
0
200
200
0.050
 
T 00.625 08/15/30
2,128
2
28
28
0.050
 
T 00.875 11/15/30
5,954
410
980
980
0.050
 
T 01.125 02/15/31
22,027
1,665
2,286
2,286
0.050
 
T 01.625 05/15/31
31,228
0
68
68
0.050
 
T 01.250 08/15/31
20,104
500
3,942
3,942
0.050
 
T 07.250 08/15/22
5,571
15
15
15
0.050
 
T 07.625 11/15/22
4,651
66
65
65
0.050
 
T 07.500 11/15/24
5,463
9
7
7
0.050
 
T 06.750 08/15/26
4,590
8
8
8
0.050
 
T 06.500 11/15/26
5,904
14
14
14
0.050
 
T 06.625 02/15/27
5,998
1
1
1
0.050
 
T 05.375 02/15/31
7,408
1
1
1
0.050
 
T 04.500 02/15/36
16,218
1,298
1,556
1,556
0.054
 
T 05.000 05/15/37
13,490
0
7
7
0.050
 
T 04.250 05/15/39
24,430
0
1
1
0.050
 
T 04.750 02/15/41
26,423
130
185
185
0.050
 
T 01.750 08/15/41
3,053
300
988
988
0.058
 
T 03.000 05/15/42
27,668
0
1
1
0.050
 
T 03.375 05/15/44
1,703
8
9
9
0.050
 
T 01.625 11/15/50
1,014
0
5
5
0.050
 
T 02.000 08/15/51
13,141
0
80
80
0.050
 
TII 00.125 04/15/22
8,980
0
3
3
0.050
 
TII 00.625 04/15/23
10,451
0
13
13
0.050
 
TII 00.125 10/15/25
2,054
0
4
4
0.050
 
TII 00.125 04/15/26
9,560
1,850
2,467
2,467
0.054
 
TII 00.375 07/15/27
6,809
0
1
1
0.050
 
TII 00.125 07/15/31
1,544
25
267
267
0.050
 
TII 03.875 04/15/29
8,235
0
1
1
0.050
 
TII 02.125 02/15/41
13,515
0
1
1
0.050
 
TF 00.154 01/31/22
2,083
0
3
3
0.050
 
TF 00.114 04/30/22
1,719
0
15
15
0.050
 
TF 00.055 10/31/22
2,482
0
44
44
0.050
 
Total:
32,322
32,322
 
* 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.