Securities Lending Operations
Auction Results*
June 21, 2021
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
B 07/06/21
5,691
0
30
30
0.050
 
B 07/08/21
12,680
0
93
93
0.050
 
B 07/13/21
5,860
0
49
49
0.050
 
B 07/15/21
15,328
0
90
90
0.050
 
B 07/20/21
2,302
368
960
685
0.050
 
B 07/22/21
12,526
0
1
1
0.050
 
B 07/27/21
2,881
0
1
1
0.050
 
B 07/29/21
11,790
0
11
11
0.050
 
B 08/12/21
14,155
0
10
10
0.050
 
B 08/19/21
12,476
0
1
1
0.050
 
B 08/26/21
9,857
0
7
7
0.050
 
B 09/09/21
12,037
0
5
5
0.050
 
B 09/16/21
9,231
48
156
156
0.050
 
B 09/23/21
1,708
212
104
99
0.050
 
B 09/30/21
5,845
163
190
190
0.050
 
B 10/07/21
11,076
5
12
12
0.050
 
B 10/21/21
5,731
555
792
792
0.050
 
B 11/04/21
11,556
0
205
0
N/A
 
B 11/12/21
5,093
0
2
2
0.050
 
B 11/26/21
4,514
47
47
47
0.050
 
B 12/09/21
4,181
76
247
247
0.050
 
B 12/16/21
4,761
0
33
33
0.050
 
B 12/30/21
5,157
140
338
338
0.050
 
B 01/27/22
4,172
426
587
587
0.050
 
B 03/24/22
1,088
0
13
13
0.050
 
B 04/21/22
3,608
30
332
332
0.050
 
B 06/16/22
2,998
0
14
14
0.050
 
T 02.000 10/31/21
3,717
0
18
18
0.050
 
T 02.875 11/15/21
15,164
2
2
2
0.050
 
T 01.875 11/30/21
1,026
65
39
39
0.050
 
T 02.625 12/15/21
14,562
0
32
32
0.050
 
T 02.125 12/31/21
2,591
0
19
19
0.050
 
T 02.500 01/15/22
6,354
0
135
135
0.050
 
T 01.375 01/31/22
14,336
0
43
43
0.050
 
T 01.500 01/31/22
4,048
0
50
50
0.050
 
T 01.125 02/28/22
10,092
0
29
29
0.050
 
T 01.750 05/15/22
40,650
3
10
10
0.050
 
T 01.750 05/31/22
8,835
0
4
4
0.050
 
T 00.125 06/30/22
10,557
0
1
1
0.050
 
T 01.750 06/30/22
13,552
0
2
2
0.050
 
T 01.750 07/15/22
11,443
0
6
6
0.050
 
T 02.000 07/31/22
4,212
0
151
151
0.050
 
T 01.875 09/30/22
13,729
1
151
151
0.050
 
T 01.875 10/31/22
4,917
0
3
3
0.050
 
T 01.625 12/15/22
9,420
0
22
22
0.050
 
T 01.375 02/15/23
27,061
0
101
101
0.050
 
T 02.625 02/28/23
17,474
89
89
89
0.050
 
T 00.125 03/31/23
12,357
0
10
10
0.050
 
T 00.125 05/15/23
25,551
0
114
114
0.050
 
T 00.125 05/31/23
10,481
0
314
314
0.050
 
T 02.750 05/31/23
17,697
0
34
34
0.050
 
T 00.250 06/15/23
8,794
0
5
5
0.050
 
T 00.125 07/15/23
12,282
50
7
7
0.050
 
T 01.250 07/31/23
3,747
0
40
40
0.050
 
T 02.750 07/31/23
12,767
0
22
22
0.050
 
T 01.375 08/31/23
3,143
0
50
50
0.050
 
T 01.375 09/30/23
3,098
0
112
112
0.050
 
T 00.250 11/15/23
1,292
6
479
479
0.050
 
T 02.625 12/31/23
1,000
0
4
4
0.050
 
T 00.125 01/15/24
1,000
0
3
3
0.050
 
T 00.125 02/15/24
18,937
1,636
2,389
2,389
0.050
 
T 02.125 02/29/24
1,098
124
199
199
0.050
 
T 00.250 03/15/24
3,235
0
313
313
0.050
 
T 02.125 03/31/24
15,971
0
110
110
0.050
 
T 02.250 04/30/24
4,476
0
6
6
0.050
 
T 01.750 06/30/24
8,571
0
56
56
0.050
 
T 01.750 07/31/24
7,939
449
430
430
0.072
 
T 02.125 07/31/24
1,000
0
1
1
0.050
 
T 01.250 08/31/24
1,000
0
22
22
0.050
 
T 01.875 08/31/24
2,905
0
18
18
0.050
 
T 01.500 09/30/24
753
272
335
335
0.050
 
T 02.125 09/30/24
1,000
0
1
1
0.050
 
T 01.500 10/31/24
650
404
279
279
0.050
 
T 02.250 11/15/24
1,350
0
60
60
0.050
 
T 01.750 12/31/24
1,034
0
147
147
0.050
 
T 01.375 01/31/25
1,700
0
130
130
0.050
 
T 00.500 03/31/25
1,000
0
68
68
0.050
 
T 00.375 04/30/25
3,804
0
242
242
0.050
 
T 02.875 04/30/25
998
2
156
156
0.050
 
T 00.250 07/31/25
3,713
3
4
4
0.050
 
T 02.875 07/31/25
1,000
0
23
23
0.050
 
T 00.375 12/31/25
1,223
0
6
6
0.050
 
T 02.625 01/31/26
990
10
64
64
0.050
 
T 00.750 03/31/26
10,489
0
34
34
0.050
 
T 00.750 04/30/26
10,484
0
495
495
0.050
 
T 00.750 05/31/26
9,253
2,587
6,614
6,614
0.053
 
T 01.875 07/31/26
926
74
26
26
0.050
 
T 01.750 12/31/26
10,619
125
371
371
0.050
 
T 01.500 01/31/27
990
10
49
49
0.050
 
T 01.125 02/28/27
20,787
10
243
243
0.050
 
T 00.625 03/31/27
12,374
194
866
866
0.050
 
T 00.500 04/30/27
4,823
49
47
47
0.050
 
T 00.375 07/31/27
4,895
0
90
90
0.050
 
T 00.375 09/30/27
998
2
22
22
0.050
 
T 02.250 11/15/27
1,000
0
100
100
0.050
 
T 02.750 02/15/28
7,542
0
62
62
0.050
 
T 01.125 02/29/28
1,957
50
708
708
0.050
 
T 01.250 03/31/28
10,245
0
43
43
0.050
 
T 01.250 04/30/28
10,656
0
54
54
0.059
 
T 01.250 05/31/28
10,830
701
3,058
3,058
0.055
 
T 02.375 05/15/29
1,307
12
464
464
0.050
 
T 01.625 08/15/29
42,333
0
137
137
0.050
 
T 01.750 11/15/29
49,110
698
873
748
0.050
 
T 01.500 02/15/30
1,521
0
44
4
0.050
 
T 00.625 08/15/30
1,592
0
45
40
0.050
 
T 00.875 11/15/30
15,196
1,487
1,841
1,841
0.050
 
T 01.125 02/15/31
18,158
6,316
7,980
7,685
0.052
 
T 08.125 08/15/21
5,988
3
3
3
0.050
 
T 07.250 08/15/22
5,552
13
18
18
0.050
 
T 07.625 11/15/22
4,584
45
26
26
0.050
 
T 07.500 11/15/24
5,462
11
15
15
0.050
 
T 07.625 02/15/25
5,557
2
1
1
0.050
 
T 06.750 08/15/26
4,558
6
4
4
0.050
 
T 06.500 11/15/26
5,685
68
43
43
0.050
 
T 06.625 02/15/27
5,998
1
1
1
0.050
 
T 06.375 08/15/27
4,980
7
18
18
0.050
 
T 05.250 02/15/29
6,041
0
5
5
0.050
 
T 06.125 08/15/29
6,266
5
1
1
0.050
 
T 06.250 05/15/30
9,177
59
94
94
0.050
 
T 05.375 02/15/31
7,408
156
322
322
0.050
 
T 04.500 02/15/36
16,218
1,627
1,860
1,860
0.050
 
T 04.750 02/15/37
10,451
31
163
163
0.050
 
T 04.375 05/15/40
27,387
71
167
167
0.050
 
T 04.250 11/15/40
27,028
13
23
13
0.050
 
T 01.875 02/15/41
13,627
0
2
2
0.050
 
T 04.750 02/15/41
26,423
84
93
93
0.050
 
T 02.250 05/15/41
4,716
63
724
724
0.050
 
T 04.375 05/15/41
26,456
0
28
28
0.050
 
T 03.125 02/15/42
29,747
0
60
60
0.050
 
T 02.750 11/15/42
1,000
0
10
0
N/A
 
T 03.750 11/15/43
1,066
0
15
15
0.050
 
T 03.125 08/15/44
1,025
0
36
36
0.050
 
T 03.000 11/15/45
26,131
5
5
5
0.050
 
T 02.875 11/15/46
16,027
0
1
1
0.050
 
T 02.750 11/15/47
1,241
0
48
48
0.050
 
T 03.375 11/15/48
1,000
0
197
197
0.050
 
T 01.375 08/15/50
1,044
0
32
32
0.050
 
T 01.625 11/15/50
16,723
0
9
9
0.050
 
T 01.875 02/15/51
13,669
0
951
951
0.050
 
T 02.375 05/15/51
14,877
0
3
3
0.050
 
TII 00.125 07/15/22
8,276
50
123
123
0.050
 
TII 00.625 04/15/23
10,281
0
8
8
0.050
 
TII 00.375 07/15/23
2,252
0
48
48
0.050
 
TII 00.625 01/15/24
3,218
0
6
6
0.050
 
TII 00.500 04/15/24
8,730
0
35
35
0.050
 
TII 00.125 10/15/25
2,053
0
11
11
0.050
 
TII 00.125 04/15/26
5,168
612
927
727
0.051
 
TII 00.750 07/15/28
8,286
0
11
11
0.050
 
TII 00.875 01/15/29
11,546
0
3
3
0.050
 
TII 00.125 01/15/31
4,148
27
462
462
0.050
 
TII 03.875 04/15/29
8,117
0
1
1
0.050
 
TII 02.125 02/15/40
8,058
0
3
3
0.050
 
TII 00.125 02/15/51
581
0
10
10
0.050
 
TF 00.220 07/31/21
1,483
8
123
123
0.050
 
TF 00.034 04/30/23
4,809
76
77
77
0.050
 
Total:
42,582
41,412
 
* 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.