Securities Lending Activity
Auction Results*
February 9, 2016
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 00.250 02/29/16
80
0
20
20
0.050
 
T 02.125 02/29/16
19,051
659
581
581
0.050
 
T 02.625 02/29/16
9,522
305
307
307
0.050
 
T 02.250 03/31/16
13,096
687
893
893
0.050
 
T 02.375 03/31/16
8,132
472
411
411
0.050
 
T 02.000 04/30/16
12,415
477
499
499
0.050
 
T 02.625 04/30/16
12,218
743
937
937
0.050
 
T 05.125 05/15/16
7,557
250
257
257
0.050
 
T 01.750 05/31/16
13,201
704
1,165
1,165
0.050
 
T 03.250 05/31/16
9,511
771
775
775
0.050
 
T 01.500 06/30/16
3,470
5
5
5
0.050
 
T 01.500 07/31/16
937
0
4
4
0.050
 
T 03.250 07/31/16
5,522
251
451
451
0.050
 
T 03.000 08/31/16
5,313
200
100
100
0.050
 
T 03.125 10/31/16
4,678
2
7
7
0.050
 
T 02.750 11/30/16
8,055
0
25
25
0.050
 
T 03.125 01/31/17
5,485
0
10
10
0.050
 
T 04.500 05/15/17
11,903
5
5
5
0.050
 
T 02.375 07/31/17
6,817
0
1
1
0.050
 
T 02.250 11/30/17
7,018
4
64
64
0.050
 
T 00.750 12/31/17
3,798
6
6
6
0.050
 
T 00.875 01/31/18
11,790
0
17
17
0.050
 
T 01.375 06/30/18
9,774
0
3
3
0.050
 
T 02.375 06/30/18
14,219
0
20
20
0.050
 
T 02.250 07/31/18
18,365
111
111
111
0.050
 
T 01.000 08/15/18
434
2
2
2
0.050
 
T 04.000 08/15/18
20,345
67
5
5
0.050
 
T 01.750 10/31/18
16,031
0
1
1
0.050
 
T 01.250 01/31/19
1,000
0
125
125
0.050
 
T 01.500 01/31/19
992
8
10
10
0.050
 
T 01.500 03/31/19
16,432
0
19
19
0.050
 
T 01.250 04/30/19
17,935
57
39
39
0.050
 
T 01.125 05/31/19
15,177
57
106
106
0.050
 
T 01.000 06/30/19
16,336
60
127
127
0.050
 
T 01.625 06/30/19
135
1
1
1
0.050
 
T 01.000 08/31/19
999
1
1
1
0.050
 
T 01.375 01/31/20
5,413
1
1
1
0.050
 
T 03.625 02/15/20
24,969
0
10
10
0.050
 
T 02.625 08/15/20
30,256
0
8
8
0.050
 
T 02.125 08/31/20
1,000
0
10
10
0.050
 
T 02.000 09/30/20
7,787
16
17
17
0.050
 
T 02.125 01/31/21
3,480
0
1
1
0.050
 
T 02.250 04/30/21
2,095
4
9
9
0.050
 
T 01.625 08/15/22
30,439
0
6
6
0.050
 
T 02.500 08/15/23
1,000
0
98
98
0.050
 
T 02.500 05/15/24
1,000
0
6
6
0.050
 
T 07.250 05/15/16
5,061
38
44
44
0.050
 
T 07.500 11/15/16
7,709
5
7
7
0.050
 
T 08.875 08/15/17
5,530
110
129
129
0.050
 
T 09.125 05/15/18
3,500
14
37
37
0.050
 
T 09.000 11/15/18
3,457
213
418
418
0.050
 
T 08.875 02/15/19
6,747
175
170
170
0.050
 
T 08.125 08/15/19
11,932
100
100
100
0.050
 
T 08.500 02/15/20
5,969
84
84
84
0.050
 
T 08.750 05/15/20
4,775
19
23
23
0.050
 
T 08.750 08/15/20
10,746
85
86
86
0.050
 
T 07.875 02/15/21
6,347
45
45
45
0.050
 
T 08.125 08/15/21
5,988
5
5
5
0.050
 
T 07.250 08/15/22
5,123
1
26
26
0.050
 
T 07.625 11/15/22
4,518
72
247
247
0.050
 
T 07.125 02/15/23
9,941
42
42
42
0.050
 
T 07.500 11/15/24
4,861
108
108
108
0.050
 
T 07.625 02/15/25
5,179
19
19
19
0.050
 
T 06.875 08/15/25
6,555
59
59
59
0.050
 
T 06.000 02/15/26
4,331
187
187
187
0.050
 
T 06.750 08/15/26
4,471
196
173
173
0.050
 
T 06.500 11/15/26
5,161
16
16
16
0.050
 
T 06.625 02/15/27
982
20
20
20
0.050
 
T 06.375 08/15/27
4,745
4
4
4
0.050
 
T 06.125 11/15/27
11,317
0
25
25
0.050
 
T 05.250 02/15/29
4,650
225
224
224
0.050
 
T 06.250 05/15/30
7,880
0
10
10
0.050
 
T 05.375 02/15/31
2,827
176
176
176
0.050
 
T 04.500 02/15/36
10,694
309
399
399
0.050
 
T 04.750 02/15/37
10,433
105
105
105
0.050
 
T 05.000 05/15/37
13,490
578
774
774
0.050
 
T 04.375 02/15/38
14,170
15
15
15
0.050
 
T 04.500 05/15/38
16,064
77
131
131
0.050
 
T 03.500 02/15/39
12,028
61
61
61
0.050
 
T 04.250 05/15/39
24,430
0
80
80
0.050
 
T 04.500 08/15/39
26,100
6
6
6
0.050
 
T 04.375 11/15/39
28,064
0
27
27
0.050
 
T 04.250 11/15/40
996
5
5
5
0.050
 
T 04.750 02/15/41
21,678
62
89
89
0.050
 
T 04.375 05/15/41
24,604
1
80
80
0.050
 
T 03.000 05/15/42
25,648
5
5
5
0.050
 
T 02.750 08/15/42
16,574
292
393
393
0.050
 
T 02.875 05/15/43
465
0
19
19
0.050
 
TII 02.625 07/15/17
974
0
50
50
0.050
 
TII 01.625 01/15/18
2,367
0
101
101
0.050
 
TII 01.375 07/15/18
876
0
7
7
0.050
 
TII 02.000 01/15/26
3,211
2
14
14
0.050
 
TII 02.125 02/15/41
12,771
2
2
2
0.050
 
FHLB 05.375 05/18/16
1,800
5
5
5
0.050
 
FHLMC 05.500 07/18/16
1,412
1
1
1
0.050
 
FHLMC 05.000 02/16/17
1,350
9
9
9
0.050
 
FHLMC 04.875 06/13/18
1,783
31
31
31
0.050
 
FNMA 05.250 09/15/16
1,800
1
1
1
0.050
 
Total:
12,170
12,170
 
* 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.