| Securities Lending Operations |
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The New York Fed lends Treasury and agency debt securities from the System Open Market Account (SOMA) portfolio to primary dealers on a temporary basis. These daily operations promote the smooth clearing of Treasury and agency debt securities in support of monetary policy implementation. Operation results include all daily auctions conducted, including small value exercises, as well as extensions priced at a rate determined by the New York Fed1.
About Securities Lending | Statements and Operating Policies | FAQ on Securities Lending Program |
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September 22, 2020
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Security |
Pre-Auction |
Auction
Results
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| Actual Avail to Borrow2 |
Outstanding Loans3 |
PAR Submitted4 |
PAR Accepted5 |
Wtd Avg Rate6 |
||
B 10/08/20 |
19,003
|
0
|
158
|
158
|
0.050 |
|
B 10/13/20 |
4,756
|
70
|
274
|
274
|
0.050 |
|
B 10/15/20 |
10,347
|
0
|
234
|
234
|
0.050 |
|
B 10/20/20 |
5,637
|
0
|
598
|
598
|
0.050 |
|
B 10/22/20 |
12,092
|
0
|
36
|
36
|
0.050 |
|
B 10/27/20 |
2,955
|
121
|
697
|
697
|
0.050 |
|
B 10/29/20 |
8,537
|
0
|
3
|
3
|
0.050 |
|
B 11/03/20 |
3,056
|
0
|
176
|
176
|
0.050 |
|
B 11/05/20 |
19,782
|
0
|
4
|
4
|
0.050 |
|
B 11/10/20 |
2,498
|
35
|
215
|
215
|
0.050 |
|
B 11/17/20 |
3,060
|
0
|
28
|
28
|
0.050 |
|
B 12/17/20 |
9,676
|
32
|
73
|
73
|
0.050 |
|
B 12/24/20 |
1,860
|
0
|
26
|
26
|
0.050 |
|
B 01/07/21 |
4,754
|
519
|
1,219
|
1,219
|
0.050 |
|
B 01/14/21 |
6,183
|
0
|
100
|
100
|
0.050 |
|
B 01/21/21 |
7,115
|
472
|
788
|
788
|
0.050 |
|
B 02/04/21 |
5,049
|
0
|
2
|
2
|
0.050 |
|
B 02/11/21 |
5,170
|
824
|
889
|
889
|
0.050 |
|
B 02/18/21 |
5,892
|
0
|
1
|
1
|
0.050 |
|
B 02/25/21 |
9,762
|
50
|
50
|
50
|
0.050 |
|
B 03/04/21 |
5,551
|
1
|
2
|
2
|
0.050 |
|
B 03/11/21 |
4,854
|
0
|
106
|
106
|
0.050 |
|
B 03/18/21 |
3,666
|
0
|
159
|
159
|
0.050 |
|
B 03/25/21 |
563
|
593
|
665
|
563
|
0.393 |
|
B 05/20/21 |
3,744
|
201
|
540
|
540
|
0.052 |
|
B 06/17/21 |
3,648
|
0
|
62
|
62
|
0.050 |
|
B 07/15/21 |
4,122
|
0
|
14
|
14
|
0.050 |
|
B 08/12/21 |
3,596
|
187
|
366
|
366
|
0.050 |
|
T 01.750 10/31/20 |
5,629
|
14
|
91
|
91
|
0.050 |
|
T 02.875 10/31/20 |
7,533
|
0
|
5
|
5
|
0.050 |
|
T 01.750 11/15/20 |
8,275
|
30
|
30
|
30
|
0.050 |
|
T 02.625 11/15/20 |
21,831
|
0
|
3
|
3
|
0.050 |
|
T 02.000 11/30/20 |
8,735
|
114
|
70
|
70
|
0.050 |
|
T 02.750 11/30/20 |
10,775
|
0
|
54
|
54
|
0.050 |
|
T 01.875 12/15/20 |
4,523
|
65
|
133
|
133
|
0.050 |
|
T 01.750 12/31/20 |
7,740
|
0
|
1
|
1
|
0.050 |
|
T 02.500 12/31/20 |
12,690
|
8
|
8
|
8
|
0.050 |
|
T 02.000 01/15/21 |
5,833
|
0
|
5
|
5
|
0.050 |
|
T 02.500 01/31/21 |
13,137
|
0
|
4
|
4
|
0.050 |
|
T 03.625 02/15/21 |
23,731
|
35
|
60
|
60
|
0.050 |
|
T 01.125 02/28/21 |
16,030
|
0
|
5
|
5
|
0.050 |
|
T 02.000 02/28/21 |
8,860
|
69
|
86
|
86
|
0.050 |
|
T 02.500 02/28/21 |
15,568
|
0
|
14
|
14
|
0.050 |
|
T 02.250 03/31/21 |
21,053
|
0
|
15
|
15
|
0.050 |
|
T 01.375 04/30/21 |
14,328
|
5
|
27
|
27
|
0.050 |
|
T 02.250 04/30/21 |
24,535
|
0
|
13
|
13
|
0.050 |
|
T 02.000 05/31/21 |
4,438
|
0
|
63
|
63
|
0.050 |
|
T 01.125 06/30/21 |
7,291
|
1
|
1
|
1
|
0.050 |
|
T 01.625 06/30/21 |
16,315
|
22
|
147
|
147
|
0.050 |
|
T 02.125 06/30/21 |
4,335
|
0
|
100
|
100
|
0.050 |
|
T 02.625 07/15/21 |
7,706
|
0
|
11
|
11
|
0.050 |
|
T 02.250 07/31/21 |
2,200
|
0
|
116
|
116
|
0.050 |
|
T 01.125 08/31/21 |
4,646
|
0
|
29
|
29
|
0.050 |
|
T 01.500 08/31/21 |
14,797
|
3
|
137
|
137
|
0.050 |
|
T 01.125 09/30/21 |
7,900
|
9
|
9
|
9
|
0.050 |
|
T 01.500 09/30/21 |
9,971
|
100
|
144
|
144
|
0.050 |
|
T 02.125 09/30/21 |
2,794
|
0
|
85
|
85
|
0.050 |
|
T 02.875 10/15/21 |
7,166
|
0
|
24
|
24
|
0.050 |
|
T 02.000 10/31/21 |
2,035
|
0
|
105
|
105
|
0.050 |
|
T 01.750 11/30/21 |
6,026
|
0
|
6
|
6
|
0.050 |
|
T 01.875 11/30/21 |
466
|
0
|
25
|
25
|
0.050 |
|
T 01.625 12/31/21 |
12,583
|
0
|
125
|
125
|
0.050 |
|
T 01.125 02/28/22 |
10,004
|
0
|
68
|
68
|
0.050 |
|
T 01.750 03/31/22 |
2,694
|
0
|
16
|
16
|
0.050 |
|
T 00.125 04/30/22 |
3,289
|
34
|
9
|
9
|
0.050 |
|
T 00.125 05/31/22 |
6,661
|
0
|
5
|
5
|
0.050 |
|
T 01.750 05/31/22 |
6,558
|
0
|
1
|
1
|
0.050 |
|
T 01.750 06/15/22 |
1,098
|
4
|
4
|
4
|
0.050 |
|
T 00.125 06/30/22 |
6,565
|
0
|
15
|
15
|
0.050 |
|
T 00.125 07/31/22 |
5,233
|
0
|
38
|
38
|
0.050 |
|
T 01.625 08/15/22 |
40,304
|
28
|
26
|
26
|
0.050 |
|
T 00.125 08/31/22 |
3,909
|
0
|
173
|
173
|
0.050 |
|
T 01.875 09/30/22 |
10,256
|
51
|
27
|
27
|
0.050 |
|
T 01.375 10/15/22 |
9,458
|
10
|
26
|
26
|
0.050 |
|
T 01.875 10/31/22 |
3,391
|
17
|
48
|
48
|
0.050 |
|
T 02.000 10/31/22 |
4,698
|
0
|
44
|
44
|
0.050 |
|
T 02.125 12/31/22 |
13,332
|
0
|
64
|
64
|
0.050 |
|
T 01.500 01/15/23 |
12,853
|
0
|
5
|
5
|
0.050 |
|
T 02.375 01/31/23 |
9,784
|
0
|
1
|
1
|
0.050 |
|
T 01.375 02/15/23 |
25,905
|
0
|
201
|
201
|
0.050 |
|
T 00.250 04/15/23 |
2,147
|
251
|
219
|
219
|
0.050 |
|
T 02.750 04/30/23 |
12,144
|
0
|
50
|
50
|
0.050 |
|
T 01.625 05/31/23 |
8,938
|
0
|
51
|
51
|
0.050 |
|
T 00.125 07/15/23 |
7,006
|
0
|
125
|
125
|
0.050 |
|
T 00.125 08/15/23 |
25,693
|
0
|
147
|
147
|
0.050 |
|
T 01.375 09/30/23 |
2,648
|
0
|
6
|
6
|
0.050 |
|
T 01.625 10/31/23 |
3,086
|
0
|
35
|
35
|
0.050 |
|
T 02.875 11/30/23 |
17,648
|
0
|
10
|
10
|
0.050 |
|
T 02.750 02/15/24 |
16,976
|
0
|
45
|
45
|
0.050 |
|
T 01.750 06/30/24 |
8,251
|
0
|
345
|
345
|
0.050 |
|
T 02.500 01/31/25 |
5,241
|
0
|
10
|
10
|
0.050 |
|
T 01.125 02/28/25 |
5,563
|
0
|
30
|
30
|
0.050 |
|
T 00.500 03/31/25 |
5,118
|
0
|
28
|
28
|
0.050 |
|
T 02.625 03/31/25 |
13,543
|
0
|
5
|
5
|
0.050 |
|
T 00.375 04/30/25 |
3,360
|
20
|
319
|
319
|
0.050 |
|
T 00.250 06/30/25 |
5,875
|
0
|
22
|
22
|
0.050 |
|
T 00.250 07/31/25 |
5,011
|
0
|
45
|
45
|
0.050 |
|
T 00.250 08/31/25 |
3,987
|
15
|
840
|
840
|
0.050 |
|
T 01.375 08/31/26 |
9,882
|
13
|
13
|
13
|
0.050 |
|
T 01.500 01/31/27 |
12,006
|
75
|
43
|
43
|
0.050 |
|
T 00.625 03/31/27 |
9,984
|
0
|
2
|
2
|
0.050 |
|
T 02.375 05/15/27 |
11,143
|
0
|
45
|
45
|
0.050 |
|
T 00.375 07/31/27 |
4,090
|
910
|
1,214
|
1,214
|
0.052 |
|
T 00.500 08/31/27 |
3,674
|
0
|
25
|
25
|
0.050 |
|
T 02.750 02/15/28 |
7,421
|
0
|
8
|
8
|
0.050 |
|
T 02.375 05/15/29 |
2,545
|
3
|
64
|
64
|
0.050 |
|
T 01.625 08/15/29 |
42,333
|
452
|
789
|
789
|
0.050 |
|
T 01.750 11/15/29 |
48,975
|
2,143
|
2,922
|
2,922
|
0.050 |
|
T 01.500 02/15/30 |
14,591
|
0
|
198
|
198
|
0.050 |
|
T 07.875 02/15/21 |
6,347
|
13
|
23
|
23
|
0.050 |
|
T 08.125 05/15/21 |
6,341
|
42
|
42
|
42
|
0.050 |
|
T 08.125 08/15/21 |
5,988
|
71
|
115
|
115
|
0.050 |
|
T 07.250 08/15/22 |
5,534
|
15
|
45
|
45
|
0.050 |
|
T 07.625 11/15/22 |
4,584
|
289
|
262
|
262
|
0.050 |
|
T 07.125 02/15/23 |
9,941
|
0
|
10
|
10
|
0.050 |
|
T 07.500 11/15/24 |
5,462
|
39
|
39
|
39
|
0.050 |
|
T 07.625 02/15/25 |
5,449
|
0
|
11
|
11
|
0.050 |
|
T 06.500 11/15/26 |
5,588
|
1
|
1
|
1
|
0.050 |
|
T 06.625 02/15/27 |
5,998
|
11
|
12
|
12
|
0.050 |
|
T 06.125 11/15/27 |
12,596
|
60
|
130
|
130
|
0.050 |
|
T 06.125 08/15/29 |
6,266
|
2
|
2
|
2
|
0.050 |
|
T 06.250 05/15/30 |
8,905
|
213
|
202
|
202
|
0.050 |
|
T 05.375 02/15/31 |
7,408
|
216
|
192
|
192
|
0.050 |
|
T 04.500 02/15/36 |
15,620
|
2,369
|
2,627
|
2,627
|
0.050 |
|
T 04.750 02/15/37 |
10,451
|
289
|
418
|
418
|
0.050 |
|
T 04.375 02/15/38 |
14,190
|
6
|
90
|
90
|
0.050 |
|
T 03.500 02/15/39 |
15,487
|
275
|
335
|
335
|
0.050 |
|
T 04.500 08/15/39 |
17,545
|
0
|
3
|
3
|
0.050 |
|
T 01.125 08/15/40 |
1,954
|
0
|
260
|
260
|
0.050 |
|
T 04.750 02/15/41 |
19,651
|
46
|
45
|
45
|
0.050 |
|
T 04.375 05/15/41 |
1,000
|
0
|
70
|
70
|
0.050 |
|
T 03.000 11/15/45 |
16,899
|
0
|
1
|
1
|
0.050 |
|
T 02.750 11/15/47 |
6,137
|
0
|
2
|
2
|
0.050 |
|
T 02.375 11/15/49 |
15,440
|
0
|
9
|
9
|
0.050 |
|
T 01.250 05/15/50 |
11,515
|
2,056
|
3,199
|
3,199
|
0.050 |
|
TII 00.625 07/15/21 |
8,227
|
0
|
13
|
13
|
0.050 |
|
TII 00.125 07/15/22 |
5,444
|
0
|
385
|
385
|
0.050 |
|
TII 00.375 07/15/23 |
1,592
|
6
|
148
|
148
|
0.050 |
|
TII 00.125 10/15/24 |
3,117
|
0
|
175
|
175
|
0.050 |
|
TII 00.125 04/15/25 |
3,175
|
0
|
51
|
51
|
0.050 |
|
TII 00.375 01/15/27 |
8,341
|
0
|
6
|
6
|
0.050 |
|
TII 00.875 01/15/29 |
11,035
|
0
|
145
|
145
|
0.050 |
|
TII 00.125 07/15/30 |
1,431
|
128
|
132
|
132
|
0.050 |
|
TII 03.875 04/15/29 |
7,907
|
5
|
2
|
2
|
0.050 |
|
TII 02.125 02/15/40 |
7,896
|
0
|
14
|
14
|
0.050 |
|
TII 02.125 02/15/41 |
13,236
|
0
|
24
|
24
|
0.050 |
|
TII 00.750 02/15/45 |
3,420
|
2
|
2
|
2
|
0.050 |
|
TII 01.000 02/15/48 |
6,610
|
0
|
5
|
5
|
0.050 |
|
TII 01.000 02/15/49 |
3,418
|
25
|
141
|
141
|
0.050 |
|
TII 00.250 02/15/50 |
819
|
0
|
7
|
7
|
0.050 |
|
TF 00.045 10/31/20 |
1,427
|
91
|
91
|
91
|
0.050 |
|
TF 00.220 07/31/21 |
1,483
|
14
|
13
|
13
|
0.050 |
|
TF 00.154 01/31/22 |
2,083
|
1
|
1
|
1
|
0.050 |
|
TF 00.055 07/31/22 |
2,454
|
0
|
1
|
1
|
0.050 |
|
|
Total:
|
27,163
|
27,061
|
|
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Show last 10 operations ››
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* 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. |
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