Securities Lending Activity
Auction Results*
March 1, 2017
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 01.000 03/31/17
2,635
244
362
362
0.050
 
T 00.875 04/30/17
1,346
171
310
310
0.050
 
T 03.125 04/30/17
11,151
462
722
722
0.050
 
T 04.500 05/15/17
11,903
368
435
435
0.050
 
T 00.625 05/31/17
367
0
20
20
0.050
 
T 02.750 05/31/17
10,351
228
195
195
0.050
 
T 02.500 06/30/17
9,499
0
2
2
0.050
 
T 00.500 07/31/17
3,797
84
201
201
0.050
 
T 02.375 07/31/17
6,817
0
125
125
0.050
 
T 01.875 09/30/17
6,080
0
16
16
0.050
 
T 00.875 11/15/17
31
0
1
1
0.050
 
T 00.750 12/31/17
3,798
112
188
188
0.050
 
T 02.750 12/31/17
11,955
0
51
51
0.050
 
T 00.750 01/31/18
425
0
114
114
0.050
 
T 00.875 01/31/18
11,790
299
379
379
0.050
 
T 02.625 01/31/18
12,600
0
51
51
0.050
 
T 00.875 03/31/18
5,575
200
235
235
0.050
 
T 00.625 04/30/18
3,520
1
106
106
0.050
 
T 00.750 04/30/18
6,218
0
85
85
0.050
 
T 01.000 05/15/18
488
0
12
12
0.050
 
T 03.875 05/15/18
19,616
12
6
6
0.050
 
T 00.875 05/31/18
5,967
413
683
683
0.089
 
T 01.000 05/31/18
1,268
0
30
30
0.050
 
T 00.625 06/30/18
3,413
54
88
88
0.050
 
T 01.375 06/30/18
9,774
174
256
256
0.050
 
T 00.750 07/31/18
1,634
0
11
11
0.050
 
T 01.000 08/15/18
434
0
45
45
0.050
 
T 04.000 08/15/18
20,327
0
217
217
0.050
 
T 01.500 08/31/18
17,238
0
4
4
0.050
 
T 01.375 09/30/18
15,679
0
71
71
0.050
 
T 01.250 10/31/18
3,187
0
14
14
0.050
 
T 01.250 11/15/18
110
0
5
5
0.050
 
T 01.000 11/30/18
2,490
161
161
161
0.050
 
T 01.250 11/30/18
5,086
0
8
8
0.050
 
T 01.375 11/30/18
14,847
0
13
13
0.050
 
T 01.250 12/31/18
3,111
4
112
112
0.050
 
T 01.375 12/31/18
11,425
1
6
6
0.050
 
T 01.125 01/31/19
1,483
20
475
475
0.052
 
T 01.250 01/31/19
5,259
0
5
5
0.050
 
T 00.750 02/15/19
1,696
1
145
145
0.050
 
T 01.375 02/28/19
5,684
0
4
4
0.050
 
T 01.250 04/30/19
17,912
5
30
30
0.050
 
T 01.625 04/30/19
4,200
0
292
292
0.050
 
T 00.875 05/15/19
4,884
0
58
58
0.050
 
T 03.125 05/15/19
29,742
21
21
21
0.050
 
T 01.125 05/31/19
15,177
39
138
138
0.050
 
T 01.500 05/31/19
58
0
2
2
0.050
 
T 01.000 06/30/19
16,336
175
312
312
0.050
 
T 01.625 06/30/19
135
0
17
17
0.050
 
T 00.750 08/15/19
2,124
334
324
324
0.050
 
T 03.625 08/15/19
28,442
9
8
8
0.050
 
T 01.000 08/31/19
12,471
591
742
742
0.050
 
T 01.250 10/31/19
13,191
0
1
1
0.050
 
T 03.375 11/15/19
31,068
8
8
8
0.050
 
T 01.125 12/31/19
6,373
350
331
331
0.050
 
T 01.375 01/15/20
1,196
0
1,102
1,102
0.057
 
T 01.375 01/31/20
1,827
0
211
211
0.050
 
T 01.375 02/15/20
2,493
0
954
954
0.050
 
T 01.250 02/29/20
8,675
0
58
58
0.050
 
T 01.125 03/31/20
10,168
0
36
36
0.050
 
T 01.125 04/30/20
4,649
6
21
21
0.050
 
T 01.375 04/30/20
115
0
9
9
0.050
 
T 03.500 05/15/20
1,000
0
3
3
0.050
 
T 02.125 08/31/20
2,574
0
17
17
0.050
 
T 01.750 10/31/20
958
0
1
1
0.050
 
T 02.375 12/31/20
5,184
0
27
27
0.050
 
T 03.625 02/15/21
19,794
0
5
5
0.050
 
T 02.000 02/28/21
3,055
0
10
10
0.050
 
T 02.250 03/31/21
3,316
0
15
15
0.050
 
T 01.375 05/31/21
7,803
0
20
20
0.050
 
T 02.000 05/31/21
1,434
0
5
5
0.050
 
T 02.000 11/15/21
26,143
25
22
22
0.050
 
T 02.000 12/31/21
4,069
0
135
135
0.050
 
T 01.875 01/31/22
1,940
25
354
354
0.058
 
T 02.000 02/15/22
2,455
0
71
71
0.050
 
T 01.750 04/30/22
95
6
7
7
0.050
 
T 01.750 05/15/22
39,014
0
7
7
0.050
 
T 02.500 08/15/23
996
4
3
3
0.050
 
T 01.375 09/30/23
1,536
125
380
380
0.050
 
T 01.625 10/31/23
1,523
91
581
581
0.050
 
T 02.750 02/15/24
14,563
0
391
391
0.050
 
T 01.500 08/15/26
1,926
0
381
381
0.050
 
T 02.000 11/15/26
5,529
0
180
180
0.050
 
T 02.250 02/15/27
2,390
80
2,803
2,389
0.401
 
T 08.750 05/15/17
6,531
14
15
15
0.050
 
T 08.875 08/15/17
5,530
148
167
167
0.050
 
T 09.125 05/15/18
3,500
15
21
21
0.050
 
T 09.000 11/15/18
3,457
55
48
48
0.050
 
T 08.875 02/15/19
6,747
43
83
83
0.050
 
T 08.500 02/15/20
5,969
65
57
57
0.050
 
T 08.750 05/15/20
4,775
56
104
104
0.050
 
T 08.750 08/15/20
10,746
5
5
5
0.050
 
T 07.875 02/15/21
6,347
3
3
3
0.050
 
T 08.125 05/15/21
6,341
2
42
42
0.050
 
T 08.125 08/15/21
5,988
121
121
121
0.050
 
T 08.000 11/15/21
19,297
9
11
11
0.050
 
T 07.250 08/15/22
5,123
79
199
199
0.050
 
T 07.625 11/15/22
4,518
4
132
132
0.050
 
T 07.125 02/15/23
9,941
18
18
18
0.050
 
T 07.500 11/15/24
4,825
7
52
52
0.050
 
T 07.625 02/15/25
5,179
76
99
99
0.050
 
T 06.875 08/15/25
6,550
178
261
261
0.050
 
T 06.750 08/15/26
4,471
23
27
27
0.050
 
T 06.625 02/15/27
5,422
540
512
512
0.050
 
T 06.375 08/15/27
4,755
41
93
93
0.050
 
T 05.250 11/15/28
2,329
0
17
17
0.050
 
T 05.250 02/15/29
4,738
78
144
144
0.050
 
T 06.125 08/15/29
5,626
8
108
108
0.050
 
T 06.250 05/15/30
7,881
162
257
257
0.050
 
T 05.375 02/15/31
2,840
288
452
452
0.050
 
T 04.500 02/15/36
10,694
16
46
46
0.050
 
T 04.750 02/15/37
10,433
91
115
115
0.050
 
T 04.375 02/15/38
14,170
321
388
388
0.050
 
T 04.500 05/15/38
16,064
173
249
249
0.050
 
T 03.500 02/15/39
12,028
4
4
4
0.050
 
T 04.250 05/15/39
24,430
44
44
44
0.050
 
T 03.875 08/15/40
24,257
0
3
3
0.050
 
T 04.750 02/15/41
985
15
15
15
0.050
 
T 04.375 05/15/41
1,000
0
13
13
0.050
 
T 03.750 08/15/41
1,000
0
21
21
0.050
 
T 02.875 05/15/43
465
0
10
10
0.050
 
T 03.625 08/15/43
6,863
21
21
21
0.050
 
T 02.500 02/15/46
1,136
0
4
4
0.050
 
T 02.875 11/15/46
2,498
1,450
2,946
2,495
0.134
 
TII 01.375 07/15/18
876
0
115
115
0.050
 
TII 01.375 01/15/20
881
0
15
15
0.050
 
TII 01.250 07/15/20
4,043
8
9
9
0.050
 
TII 00.125 04/15/21
861
0
9
9
0.050
 
TII 00.625 07/15/21
764
0
61
61
0.050
 
TII 00.375 01/15/27
741
0
220
220
0.089
 
TII 03.625 04/15/28
6,931
0
5
5
0.050
 
TII 03.375 04/15/32
364
0
3
3
0.050
 
TII 02.125 02/15/40
6,813
23
68
68
0.050
 
TII 02.125 02/15/41
12,771
100
169
169
0.050
 
TII 00.625 02/15/43
8,682
0
4
4
0.050
 
TII 01.000 02/15/46
3,039
75
339
339
0.050
 
TF 00.272 01/31/18
244
29
29
29
0.050
 
TF 00.190 04/30/18
3,587
1
4
4
0.050
 
TF 00.174 07/31/18
1,655
0
1
1
0.050
 
TF 00.170 10/31/18
816
0
3
3
0.050
 
FHLB 04.875 05/17/17
1,350
1
1
1
0.050
 
FHLMC 05.000 04/18/17
1,350
44
44
44
0.050
 
FHLMC 04.875 06/13/18
1,783
2
2
2
0.050
 
FHLMC 06.750 03/15/31
284
1
1
1
0.050
 
FHLMC 06.250 07/15/32
191
4
4
4
0.050
 
Total:
24,095
23,230
 
* 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.