Securities Lending Operations
Auction Results*
January 17, 2020
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
B 02/11/20
6,091
443
2,183
2,183
0.050
 
B 02/13/20
2,172
0
81
81
0.050
 
B 02/18/20
1,544
456
1,894
1,540
0.063
 
B 02/20/20
1,181
0
2
2
0.050
 
B 02/25/20
2,077
75
128
128
0.050
 
B 03/10/20
1,945
0
417
417
0.050
 
B 03/12/20
2,790
0
5
5
0.050
 
B 03/19/20
2,038
2
249
249
0.050
 
B 03/26/20
4,267
0
225
225
0.050
 
B 04/09/20
5,408
52
4
4
0.050
 
B 04/16/20
6,203
0
248
248
0.050
 
B 04/23/20
7,704
0
28
28
0.050
 
B 04/30/20
3,855
0
6
6
0.050
 
B 05/07/20
5,038
0
1
1
0.050
 
B 05/28/20
4,104
0
1
1
0.050
 
B 07/16/20
8,442
0
19
19
0.050
 
B 08/13/20
4,653
2
5
5
0.050
 
B 09/10/20
6,450
0
34
34
0.050
 
B 10/08/20
10,270
241
343
343
0.050
 
B 12/03/20
7,920
1,046
1,580
1,580
0.050
 
T 01.250 01/31/20
165
0
41
41
0.050
 
T 03.625 02/15/20
25,157
47
23
23
0.050
 
T 01.250 02/29/20
8,381
1,308
1,432
1,432
0.050
 
T 02.250 02/29/20
6,519
6
6
6
0.050
 
T 01.125 03/31/20
9,720
1,628
1,698
1,698
0.050
 
T 02.250 03/31/20
4,776
161
161
161
0.050
 
T 01.500 04/15/20
177
3
3
3
0.050
 
T 01.125 04/30/20
5,671
233
494
494
0.050
 
T 01.375 04/30/20
272
0
18
18
0.050
 
T 02.375 04/30/20
3,963
536
596
596
0.050
 
T 01.500 05/15/20
7,136
0
41
41
0.050
 
T 03.500 05/15/20
33,194
180
404
404
0.050
 
T 01.375 05/31/20
4,528
302
227
227
0.050
 
T 01.875 06/30/20
11,691
351
384
384
0.050
 
T 02.500 06/30/20
3,968
237
100
100
0.050
 
T 01.500 07/15/20
853
80
213
213
0.050
 
T 01.625 07/31/20
1,467
0
22
22
0.050
 
T 02.625 07/31/20
3,286
119
70
70
0.050
 
T 01.500 08/15/20
6,499
55
230
230
0.050
 
T 02.625 08/31/20
2,508
0
50
50
0.050
 
T 02.000 09/30/20
7,787
0
23
23
0.050
 
T 01.750 10/31/20
958
0
15
15
0.050
 
T 02.000 01/15/21
821
0
2
2
0.050
 
T 01.375 01/31/21
573
0
56
56
0.050
 
T 02.000 02/28/21
3,172
0
73
73
0.050
 
T 01.250 03/31/21
7,419
0
1
1
0.050
 
T 01.375 04/30/21
8,334
0
2
2
0.050
 
T 01.375 05/31/21
8,120
0
8
8
0.050
 
T 02.000 05/31/21
1,465
0
51
51
0.050
 
T 01.125 07/31/21
2,136
0
35
35
0.050
 
T 02.875 10/15/21
47
0
8
8
0.050
 
T 01.250 10/31/21
1,912
2
3
3
0.050
 
T 01.625 12/31/21
3,388
0
331
331
0.050
 
T 02.000 02/15/22
39,902
0
34
34
0.050
 
T 01.750 03/31/22
220
0
50
50
0.050
 
T 01.750 05/31/22
3,773
0
1
1
0.050
 
T 01.500 08/15/22
22,326
0
34
34
0.050
 
T 01.625 08/31/22
1,168
0
1
1
0.050
 
T 01.875 10/31/22
315
5
4
4
0.050
 
T 02.000 10/31/22
886
0
39
39
0.050
 
T 01.750 01/31/23
729
0
60
60
0.050
 
T 01.500 03/31/23
6,086
50
2
2
0.050
 
T 02.500 03/31/23
5,602
1
1
1
0.050
 
T 01.625 04/30/23
915
85
81
81
0.050
 
T 01.625 05/31/23
6,426
0
90
90
0.050
 
T 01.250 07/31/23
1,782
0
36
36
0.050
 
T 02.750 08/31/23
2,656
2
102
102
0.050
 
T 02.125 11/30/23
1,005
0
19
19
0.050
 
T 02.875 11/30/23
1,000
0
18
18
0.050
 
T 02.250 12/31/23
3,575
0
4
4
0.050
 
T 02.750 02/15/24
14,643
0
3
3
0.050
 
T 02.125 02/29/24
3,526
0
15
15
0.050
 
T 02.250 04/30/24
471
2
2
2
0.050
 
T 02.000 05/31/24
6,907
0
104
104
0.050
 
T 01.750 06/30/24
1,000
0
11
11
0.050
 
T 01.500 10/31/24
3,857
0
107
107
0.050
 
T 02.250 10/31/24
650
0
40
40
0.050
 
T 01.500 11/30/24
2,929
0
72
72
0.050
 
T 01.750 12/31/24
3,472
0
336
336
0.050
 
T 02.250 12/31/24
1,000
0
70
70
0.050
 
T 02.500 01/31/25
3,703
40
46
46
0.050
 
T 01.750 12/31/26
2,710
0
24
24
0.050
 
T 02.625 02/15/29
7,015
0
234
234
0.050
 
T 02.375 05/15/29
9,441
0
210
210
0.050
 
T 01.625 08/15/29
14,399
3,219
5,012
5,012
0.050
 
T 01.750 11/15/29
12,197
50
236
236
0.050
 
T 08.500 02/15/20
5,969
7
27
27
0.050
 
T 08.750 05/15/20
4,775
17
41
41
0.050
 
T 07.875 02/15/21
6,347
0
7
7
0.050
 
T 08.125 05/15/21
6,341
5
7
7
0.050
 
T 08.125 08/15/21
5,988
45
106
106
0.050
 
T 07.250 08/15/22
5,152
6
6
6
0.050
 
T 07.625 11/15/22
4,451
113
143
143
0.050
 
T 07.125 02/15/23
1,004
1
1
1
0.050
 
T 06.250 08/15/23
14,274
12
12
12
0.050
 
T 07.500 11/15/24
4,848
17
42
42
0.050
 
T 07.625 02/15/25
5,179
10
10
10
0.050
 
T 06.875 08/15/25
6,550
1
1
1
0.050
 
T 06.000 02/15/26
4,331
10
30
30
0.050
 
T 06.750 08/15/26
4,471
24
24
24
0.050
 
T 06.500 11/15/26
5,163
5
5
5
0.050
 
T 06.625 02/15/27
5,422
5
30
30
0.050
 
T 06.375 08/15/27
4,755
354
374
374
0.050
 
T 06.125 11/15/27
11,346
11
11
11
0.050
 
T 05.250 02/15/29
4,738
0
1
1
0.050
 
T 06.125 08/15/29
5,680
59
66
66
0.050
 
T 06.250 05/15/30
7,938
608
695
695
0.050
 
T 04.500 02/15/36
10,694
345
578
578
0.050
 
T 04.750 02/15/37
10,437
0
75
75
0.050
 
T 04.500 05/15/38
1,016
205
280
280
0.050
 
T 03.875 08/15/40
17,543
0
12
12
0.050
 
T 03.750 08/15/41
23,829
0
14
14
0.050
 
T 03.125 11/15/41
955
45
19
19
0.050
 
T 02.875 05/15/43
510
0
2
2
0.050
 
T 03.375 11/15/48
1,100
0
1
1
0.050
 
T 03.000 02/15/49
4,137
0
56
56
0.050
 
T 02.250 08/15/49
10,686
1,712
4,723
4,723
0.050
 
TII 01.250 07/15/20
4,043
0
15
15
0.050
 
TII 00.125 04/15/22
485
6
6
6
0.050
 
TII 00.625 04/15/23
2,952
0
4
4
0.050
 
TII 00.500 04/15/24
195
0
4
4
0.050
 
TII 00.125 07/15/24
53
0
1
1
0.050
 
TII 00.250 07/15/29
1,622
0
48
48
0.050
 
TII 02.000 01/15/26
4,130
0
2
2
0.050
 
TII 01.000 02/15/49
343
42
289
289
0.077
 
TF 00.000 01/31/20
4,373
0
2
2
0.050
 
TF 00.033 04/30/20
1,964
30
142
142
0.050
 
TF 00.045 10/31/20
1,427
25
25
25
0.050
 
Total:
29,309
28,955
 
* 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.