| Securities Lending Activity |
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| Securities loans are awarded to primary dealers based on competitive bidding in an auction held each business day at noon. Loaned securities that are not returned on the maturity date prior to the close of Fedwire will be extended for an additional business day and repriced at a rate determined by the FRBNY1. The data below summarizes the results of the New York Fed's Daily Securities Lending Activity for the current business day. | ||
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August 17, 2017
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Security |
Pre-Auction |
Auction
Results
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| Actual Avail to Borrow2 |
Outstanding Loans3 |
PAR Submitted4 |
PAR Accepted5 |
Wtd Avg Rate6 |
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T 01.875 08/31/17 |
2,512
|
416
|
362
|
362
|
0.050 |
|
T 01.875 09/30/17 |
6,080
|
51
|
49
|
49
|
0.050 |
|
T 04.250 11/15/17 |
9,907
|
977
|
1,188
|
1,188
|
0.050 |
|
T 02.250 11/30/17 |
7,018
|
11
|
296
|
296
|
0.050 |
|
T 02.750 12/31/17 |
11,955
|
0
|
101
|
101
|
0.050 |
|
T 00.875 01/31/18 |
11,790
|
745
|
702
|
702
|
0.050 |
|
T 02.625 01/31/18 |
12,600
|
1
|
6
|
6
|
0.050 |
|
T 02.750 02/28/18 |
15,641
|
5
|
110
|
110
|
0.050 |
|
T 00.750 03/31/18 |
8,910
|
1
|
72
|
72
|
0.050 |
|
T 00.875 03/31/18 |
5,575
|
70
|
60
|
60
|
0.050 |
|
T 00.625 04/30/18 |
3,520
|
0
|
5
|
5
|
0.050 |
|
T 02.625 04/30/18 |
17,584
|
14
|
14
|
14
|
0.050 |
|
T 01.000 05/15/18 |
488
|
0
|
100
|
100
|
0.050 |
|
T 02.375 05/31/18 |
18,395
|
159
|
142
|
142
|
0.050 |
|
T 00.625 06/30/18 |
3,413
|
17
|
109
|
109
|
0.050 |
|
T 02.375 06/30/18 |
14,219
|
3
|
3
|
3
|
0.050 |
|
T 01.375 07/31/18 |
5,643
|
0
|
27
|
27
|
0.050 |
|
T 02.250 07/31/18 |
18,338
|
0
|
1
|
1
|
0.050 |
|
T 01.000 08/15/18 |
434
|
0
|
27
|
27
|
0.050 |
|
T 04.000 08/15/18 |
20,327
|
361
|
364
|
364
|
0.050 |
|
T 00.750 08/31/18 |
1,600
|
6
|
6
|
6
|
0.050 |
|
T 00.750 09/30/18 |
1,426
|
0
|
6
|
6
|
0.050 |
|
T 01.250 12/31/18 |
3,111
|
257
|
248
|
248
|
0.050 |
|
T 01.125 02/28/19 |
3,245
|
0
|
148
|
148
|
0.050 |
|
T 01.375 02/28/19 |
5,684
|
8
|
8
|
8
|
0.050 |
|
T 01.500 02/28/19 |
2,346
|
0
|
88
|
88
|
0.050 |
|
T 01.250 03/31/19 |
2,832
|
0
|
1
|
1
|
0.050 |
|
T 01.500 03/31/19 |
16,401
|
0
|
9
|
9
|
0.050 |
|
T 01.250 04/30/19 |
21,106
|
0
|
3
|
3
|
0.050 |
|
T 01.625 04/30/19 |
4,200
|
0
|
30
|
30
|
0.050 |
|
T 03.125 05/15/19 |
29,742
|
0
|
25
|
25
|
0.050 |
|
T 01.125 05/31/19 |
15,177
|
3
|
128
|
128
|
0.050 |
|
T 01.250 05/31/19 |
2,472
|
655
|
870
|
870
|
0.050 |
|
T 01.500 05/31/19 |
58
|
0
|
1
|
1
|
0.050 |
|
T 01.000 06/30/19 |
16,336
|
846
|
774
|
774
|
0.050 |
|
T 01.250 06/30/19 |
2,553
|
607
|
794
|
794
|
0.050 |
|
T 00.750 07/15/19 |
1,406
|
0
|
7
|
7
|
0.050 |
|
T 00.875 07/31/19 |
13,064
|
45
|
59
|
59
|
0.050 |
|
T 01.375 07/31/19 |
2,379
|
222
|
4,646
|
2,379
|
1.059 |
|
T 01.000 08/31/19 |
12,471
|
796
|
810
|
810
|
0.050 |
|
T 01.000 09/30/19 |
8,775
|
408
|
633
|
633
|
0.050 |
|
T 01.250 10/31/19 |
13,191
|
0
|
9
|
9
|
0.050 |
|
T 01.000 11/15/19 |
4,728
|
58
|
113
|
113
|
0.050 |
|
T 03.375 11/15/19 |
2,102
|
58
|
108
|
108
|
0.050 |
|
T 01.000 11/30/19 |
6,284
|
68
|
91
|
91
|
0.050 |
|
T 01.125 12/31/19 |
6,373
|
36
|
81
|
81
|
0.050 |
|
T 01.375 01/15/20 |
1,196
|
1
|
1
|
1
|
0.050 |
|
T 01.375 01/31/20 |
5,413
|
116
|
167
|
167
|
0.050 |
|
T 01.375 02/15/20 |
2,493
|
36
|
71
|
71
|
0.050 |
|
T 01.250 02/29/20 |
8,675
|
72
|
107
|
107
|
0.050 |
|
T 01.125 04/30/20 |
4,649
|
10
|
3
|
3
|
0.050 |
|
T 01.500 05/15/20 |
7,136
|
0
|
138
|
138
|
0.050 |
|
T 01.875 06/30/20 |
11,581
|
13
|
20
|
20
|
0.050 |
|
T 01.500 07/15/20 |
493
|
0
|
26
|
26
|
0.050 |
|
T 02.000 07/31/20 |
5,423
|
2
|
2
|
2
|
0.050 |
|
T 01.500 08/15/20 |
6,499
|
0
|
1
|
1
|
0.050 |
|
T 02.000 11/30/20 |
4,794
|
3
|
3
|
3
|
0.050 |
|
T 01.125 02/28/21 |
6,995
|
0
|
16
|
16
|
0.050 |
|
T 02.000 02/28/21 |
3,055
|
0
|
20
|
20
|
0.050 |
|
T 02.000 05/31/21 |
1,434
|
0
|
2
|
2
|
0.050 |
|
T 01.250 10/31/21 |
1,000
|
0
|
30
|
30
|
0.050 |
|
T 02.000 11/15/21 |
903
|
97
|
24
|
24
|
0.050 |
|
T 01.750 11/30/21 |
3,232
|
386
|
740
|
740
|
0.057 |
|
T 01.750 04/30/22 |
95
|
0
|
2
|
2
|
0.050 |
|
T 01.750 05/15/22 |
38,982
|
62
|
150
|
150
|
0.050 |
|
T 01.750 05/31/22 |
3,681
|
0
|
50
|
50
|
0.050 |
|
T 01.750 06/30/22 |
3,719
|
300
|
483
|
483
|
0.050 |
|
T 01.875 07/31/22 |
3,111
|
179
|
1,284
|
1,284
|
0.062 |
|
T 01.875 08/31/22 |
31
|
0
|
6
|
6
|
0.050 |
|
T 02.250 12/31/23 |
997
|
3
|
3
|
3
|
0.050 |
|
T 02.125 03/31/24 |
996
|
4
|
4
|
4
|
0.050 |
|
T 02.500 05/15/24 |
1,000
|
0
|
19
|
19
|
0.050 |
|
T 02.000 08/15/25 |
434
|
0
|
108
|
108
|
0.050 |
|
T 02.250 11/15/25 |
110
|
0
|
14
|
14
|
0.050 |
|
T 02.250 08/15/27 |
6,228
|
0
|
225
|
225
|
0.050 |
|
T 09.125 05/15/18 |
3,500
|
2
|
2
|
2
|
0.050 |
|
T 09.000 11/15/18 |
3,457
|
93
|
97
|
97
|
0.050 |
|
T 08.875 02/15/19 |
6,747
|
95
|
148
|
148
|
0.050 |
|
T 08.125 08/15/19 |
11,932
|
18
|
18
|
18
|
0.050 |
|
T 08.500 02/15/20 |
5,969
|
66
|
58
|
58
|
0.050 |
|
T 08.750 05/15/20 |
4,775
|
8
|
66
|
66
|
0.050 |
|
T 07.875 02/15/21 |
6,347
|
17
|
48
|
48
|
0.050 |
|
T 08.125 05/15/21 |
6,341
|
39
|
15
|
15
|
0.050 |
|
T 08.125 08/15/21 |
5,988
|
186
|
167
|
167
|
0.050 |
|
T 08.000 11/15/21 |
5,589
|
0
|
24
|
24
|
0.050 |
|
T 07.250 08/15/22 |
5,123
|
76
|
76
|
76
|
0.050 |
|
T 07.625 11/15/22 |
4,450
|
0
|
50
|
50
|
0.050 |
|
T 07.125 02/15/23 |
9,941
|
51
|
23
|
23
|
0.050 |
|
T 06.250 08/15/23 |
14,274
|
0
|
5
|
5
|
0.050 |
|
T 07.500 11/15/24 |
4,825
|
451
|
451
|
451
|
0.050 |
|
T 07.625 02/15/25 |
5,179
|
260
|
260
|
260
|
0.050 |
|
T 06.875 08/15/25 |
6,550
|
98
|
208
|
208
|
0.050 |
|
T 06.750 08/15/26 |
4,471
|
4
|
4
|
4
|
0.050 |
|
T 06.500 11/15/26 |
5,163
|
1
|
1
|
1
|
0.050 |
|
T 06.625 02/15/27 |
5,221
|
804
|
890
|
890
|
0.050 |
|
T 06.375 08/15/27 |
4,755
|
302
|
305
|
305
|
0.050 |
|
T 06.125 11/15/27 |
11,346
|
0
|
26
|
26
|
0.050 |
|
T 05.500 08/15/28 |
4,687
|
2
|
1
|
1
|
0.050 |
|
T 05.250 02/15/29 |
4,738
|
138
|
103
|
103
|
0.050 |
|
T 06.250 05/15/30 |
7,881
|
17
|
17
|
17
|
0.050 |
|
T 05.375 02/15/31 |
2,840
|
126
|
126
|
126
|
0.050 |
|
T 04.500 02/15/36 |
10,694
|
927
|
1,699
|
1,699
|
0.050 |
|
T 04.750 02/15/37 |
10,433
|
15
|
95
|
95
|
0.050 |
|
T 05.000 05/15/37 |
13,490
|
116
|
153
|
153
|
0.050 |
|
T 04.375 02/15/38 |
14,170
|
700
|
859
|
859
|
0.050 |
|
T 04.500 05/15/38 |
16,064
|
200
|
243
|
243
|
0.050 |
|
T 04.250 05/15/39 |
24,430
|
15
|
15
|
15
|
0.050 |
|
T 03.875 08/15/40 |
24,257
|
0
|
5
|
5
|
0.050 |
|
T 04.750 02/15/41 |
1,009
|
0
|
3
|
3
|
0.050 |
|
T 04.375 05/15/41 |
20,306
|
0
|
10
|
10
|
0.050 |
|
T 03.750 08/15/41 |
985
|
15
|
15
|
15
|
0.050 |
|
T 03.125 02/15/43 |
1,000
|
0
|
53
|
53
|
0.050 |
|
T 02.250 08/15/46 |
1,382
|
0
|
3
|
3
|
0.050 |
|
T 03.000 02/15/47 |
1,647
|
0
|
85
|
85
|
0.050 |
|
T 03.000 05/15/47 |
4,706
|
60
|
760
|
760
|
0.050 |
|
TII 00.125 07/15/26 |
1,657
|
0
|
56
|
56
|
0.050 |
|
TII 00.375 01/15/27 |
3,131
|
1
|
400
|
400
|
0.050 |
|
TII 00.375 07/15/27 |
1,189
|
3
|
1
|
1
|
0.050 |
|
TII 02.125 02/15/40 |
6,813
|
35
|
59
|
59
|
0.050 |
|
TII 01.375 02/15/44 |
2,277
|
0
|
10
|
10
|
0.050 |
|
TF 00.272 01/31/18 |
245
|
15
|
13
|
13
|
0.050 |
|
TF 00.060 07/31/19 |
1,372
|
0
|
34
|
34
|
0.050 |
|
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Total:
|
24,913
|
22,646
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Show last 10 operations ››
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* 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. |
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