Securities Lending Operations
Auction Results*
August 7, 2020
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
B 08/25/20
5,596
176
325
325
0.050
 
B 08/27/20
7,805
0
4
4
0.050
 
B 09/01/20
5,488
12
164
164
0.050
 
B 09/03/20
11,430
477
873
873
0.050
 
B 09/08/20
2,995
319
1,213
1,213
0.050
 
B 09/10/20
13,230
0
1
1
0.050
 
B 09/17/20
7,548
0
14
14
0.050
 
B 09/24/20
3,524
0
5
5
0.050
 
B 10/01/20
7,871
0
135
135
0.050
 
B 10/06/20
0
0
18
0
N/A
 
B 10/15/20
10,347
0
1
1
0.050
 
B 10/29/20
8,537
5
99
99
0.050
 
B 11/05/20
19,782
0
155
155
0.050
 
B 11/12/20
4,544
27
121
121
0.050
 
B 12/10/20
2,988
0
186
186
0.050
 
B 12/17/20
5,794
149
698
698
0.050
 
B 12/24/20
1,860
0
20
20
0.050
 
B 12/31/20
17,038
0
5
5
0.050
 
B 01/07/21
4,754
16
52
52
0.050
 
B 01/14/21
6,183
181
285
285
0.050
 
B 01/21/21
7,115
0
138
138
0.050
 
B 02/04/21
5,049
0
2
2
0.050
 
B 04/22/21
2,659
0
1
1
0.050
 
B 05/20/21
3,744
0
252
252
0.050
 
B 06/17/21
3,648
80
192
192
0.050
 
T 02.125 08/31/20
6,148
0
416
416
0.050
 
T 02.625 08/31/20
4,597
50
47
47
0.050
 
T 02.000 09/30/20
10,954
0
49
49
0.050
 
T 02.750 09/30/20
7,557
0
104
104
0.050
 
T 01.750 10/31/20
5,629
12
44
44
0.050
 
T 01.750 11/15/20
7,970
2
2
2
0.050
 
T 02.000 11/30/20
8,712
0
251
251
0.050
 
T 01.875 12/15/20
4,523
116
326
326
0.050
 
T 02.375 12/31/20
8,863
0
2
2
0.050
 
T 02.000 01/15/21
5,606
50
152
152
0.050
 
T 02.125 01/31/21
8,261
0
5
5
0.050
 
T 02.500 01/31/21
12,231
50
26
26
0.050
 
T 02.250 02/15/21
10,504
2
58
58
0.050
 
T 03.625 02/15/21
23,731
0
1
1
0.050
 
T 02.000 02/28/21
8,032
86
91
91
0.050
 
T 02.375 03/15/21
6,511
345
235
235
0.050
 
T 01.250 03/31/21
12,657
0
1
1
0.050
 
T 01.375 04/30/21
13,810
1
1
1
0.050
 
T 02.625 05/15/21
15,564
0
3
3
0.050
 
T 01.625 06/30/21
16,289
420
423
423
0.050
 
T 01.500 08/31/21
14,725
28
3
3
0.050
 
T 01.500 09/30/21
9,971
66
94
94
0.050
 
T 02.000 10/31/21
1,883
0
60
60
0.050
 
T 02.000 11/15/21
26,787
0
1
1
0.050
 
T 01.625 12/31/21
12,552
0
44
44
0.050
 
T 02.000 12/31/21
9,965
0
1
1
0.050
 
T 02.125 12/31/21
1,179
0
8
8
0.050
 
T 01.375 01/31/22
13,641
0
1
1
0.050
 
T 01.125 02/28/22
9,525
0
63
63
0.050
 
T 01.750 03/31/22
2,627
100
470
470
0.050
 
T 01.875 05/31/22
1,160
0
2
2
0.050
 
T 01.875 07/31/22
6,885
0
43
43
0.050
 
T 01.625 08/15/22
39,711
0
82
82
0.050
 
T 01.500 09/15/22
3,875
1
1
1
0.050
 
T 02.000 11/30/22
8,807
0
14
14
0.050
 
T 01.375 02/15/23
25,905
2
2
2
0.050
 
T 01.500 02/28/23
11,485
0
150
150
0.050
 
T 02.625 02/28/23
3,381
0
1
1
0.050
 
T 00.125 05/15/23
23,100
7
17
17
0.050
 
T 01.750 05/15/23
17,758
0
51
51
0.050
 
T 00.125 07/15/23
3,632
0
38
38
0.050
 
T 02.750 08/31/23
15,529
0
25
25
0.050
 
T 02.875 09/30/23
9,821
0
65
65
0.050
 
T 02.500 05/15/24
5,962
0
26
26
0.050
 
T 02.000 06/30/24
6,417
0
4
4
0.050
 
T 01.500 11/30/24
4,774
0
5
5
0.050
 
T 01.750 12/31/24
9,476
0
10
10
0.050
 
T 02.500 01/31/25
5,241
41
42
42
0.050
 
T 02.750 02/28/25
8,310
0
11
11
0.050
 
T 00.375 04/30/25
3,360
0
121
121
0.050
 
T 02.875 04/30/25
2,008
48
98
98
0.050
 
T 00.250 06/30/25
5,875
162
217
217
0.050
 
T 00.250 07/31/25
5,011
0
14
14
0.050
 
T 02.000 08/15/25
6,461
0
49
49
0.050
 
T 03.000 09/30/25
4,408
7
7
7
0.050
 
T 01.625 09/30/26
12,143
0
15
15
0.050
 
T 01.500 01/31/27
11,785
0
18
18
0.050
 
T 01.125 02/28/27
19,368
13
6
6
0.050
 
T 00.500 06/30/27
5,064
0
31
31
0.050
 
T 02.375 05/15/29
1,119
14
14
14
0.050
 
T 01.625 08/15/29
41,019
2,229
2,398
2,398
0.050
 
T 01.750 11/15/29
46,171
3,963
5,024
5,024
0.050
 
T 01.500 02/15/30
14,591
0
17
17
0.050
 
T 00.625 05/15/30
17,891
0
200
200
0.050
 
T 07.875 02/15/21
6,347
1
21
21
0.050
 
T 08.125 05/15/21
6,341
2
2
2
0.050
 
T 08.125 08/15/21
5,988
48
48
48
0.050
 
T 07.250 08/15/22
5,534
4
84
84
0.050
 
T 07.625 11/15/22
4,584
283
308
308
0.050
 
T 07.125 02/15/23
9,941
0
31
31
0.050
 
T 07.500 11/15/24
5,462
46
11
11
0.050
 
T 07.625 02/15/25
5,449
5
5
5
0.050
 
T 06.750 08/15/26
4,527
1
1
1
0.050
 
T 06.500 11/15/26
5,588
0
30
30
0.050
 
T 06.625 02/15/27
5,998
14
14
14
0.050
 
T 06.125 11/15/27
12,596
0
2
2
0.050
 
T 06.250 05/15/30
8,750
118
107
107
0.050
 
T 05.375 02/15/31
7,408
282
329
329
0.050
 
T 04.500 02/15/36
15,418
2,571
2,882
2,882
0.050
 
T 04.750 02/15/37
10,451
0
3
3
0.050
 
T 03.500 02/15/39
15,346
0
66
66
0.050
 
T 04.750 02/15/41
26,338
0
23
23
0.050
 
T 04.375 05/15/41
1,000
0
3
3
0.050
 
T 03.125 02/15/42
28,384
0
53
53
0.050
 
T 03.000 05/15/42
27,625
52
106
106
0.050
 
T 03.000 02/15/49
6,370
6
6
6
0.050
 
T 02.875 05/15/49
8,243
0
19
19
0.050
 
T 02.000 02/15/50
7,693
19
1,254
1,254
0.050
 
T 01.250 05/15/50
11,385
2,186
2,796
2,796
0.050
 
TII 00.375 07/15/23
1,117
0
71
71
0.050
 
TII 00.500 04/15/24
3,863
0
1
1
0.050
 
TII 00.125 10/15/24
3,117
0
1
1
0.050
 
TII 00.125 04/15/25
3,175
0
11
11
0.050
 
TII 00.125 07/15/30
1,431
0
70
70
0.050
 
TII 02.000 01/15/26
5,746
45
144
144
0.050
 
TII 01.750 01/15/28
2,969
0
75
75
0.050
 
TII 02.125 02/15/41
13,123
0
2
2
0.050
 
TII 01.375 02/15/44
5,146
0
1
1
0.050
 
TII 00.750 02/15/45
3,393
0
113
113
0.050
 
TII 00.250 02/15/50
222
0
134
134
0.077
 
TF 00.045 10/31/20
1,413
172
138
138
0.050
 
TF 00.220 07/31/21
1,483
19
44
44
0.050
 
TF 00.154 01/31/22
2,083
0
31
31
0.050
 
TF 00.055 07/31/22
2,454
1
1
1
0.050
 
Total:
25,800
25,782
 
* 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.