Securities Lending Activity
Auction Results*
February 12, 2016
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 02.125 02/29/16
19,051
640
1,112
1,112
0.050
 
T 02.625 02/29/16
9,522
305
305
305
0.050
 
T 02.250 03/31/16
13,096
869
931
931
0.050
 
T 02.375 03/31/16
8,132
388
567
567
0.050
 
T 02.000 04/30/16
12,415
120
215
215
0.050
 
T 02.625 04/30/16
12,218
741
759
759
0.050
 
T 05.125 05/15/16
7,557
263
261
261
0.050
 
T 01.750 05/31/16
13,201
629
854
854
0.050
 
T 03.250 05/31/16
9,377
1,190
1,185
1,185
0.050
 
T 01.500 06/30/16
3,470
0
5
5
0.050
 
T 03.250 06/30/16
8,739
0
225
225
0.050
 
T 01.000 08/31/16
880
190
135
135
0.060
 
T 03.000 08/31/16
5,313
103
47
47
0.050
 
T 01.000 10/31/16
1,197
0
3
3
0.050
 
T 03.125 10/31/16
4,678
60
117
117
0.050
 
T 03.125 01/31/17
5,485
0
8
8
0.050
 
T 00.875 02/28/17
1,529
0
74
74
0.050
 
T 04.500 05/15/17
11,903
5
5
5
0.050
 
T 02.750 05/31/17
10,351
0
50
50
0.050
 
T 01.875 10/31/17
3,079
0
1
1
0.050
 
T 02.250 11/30/17
7,018
21
21
21
0.050
 
T 00.750 12/31/17
3,798
0
3
3
0.050
 
T 02.875 03/31/18
13,595
1
1
1
0.050
 
T 01.000 08/15/18
434
2
2
2
0.050
 
T 04.000 08/15/18
20,345
0
137
137
0.050
 
T 01.250 01/31/19
1,000
0
211
211
0.050
 
T 01.500 01/31/19
976
24
125
125
0.050
 
T 01.250 04/30/19
17,935
57
41
41
0.050
 
T 01.125 05/31/19
15,177
6
81
81
0.050
 
T 01.000 06/30/19
16,336
0
150
150
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 01.875 06/30/20
11,581
7
7
7
0.050
 
T 02.000 09/30/20
7,787
17
17
17
0.050
 
T 02.250 03/31/21
3,316
0
49
49
0.050
 
T 01.625 08/15/22
30,439
0
1
1
0.050
 
T 07.250 05/15/16
5,061
10
175
175
0.050
 
T 07.500 11/15/16
7,709
1
1
1
0.050
 
T 08.875 08/15/17
5,530
164
26
26
0.050
 
T 09.125 05/15/18
3,500
63
88
88
0.050
 
T 09.000 11/15/18
3,457
253
523
523
0.054
 
T 08.875 02/15/19
6,747
150
337
337
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
27
124
124
0.050
 
T 08.750 08/15/20
10,746
53
78
78
0.050
 
T 07.875 02/15/21
6,347
45
45
45
0.050
 
T 08.125 08/15/21
5,988
10
10
10
0.050
 
T 07.250 08/15/22
5,123
51
53
53
0.050
 
T 07.625 11/15/22
4,518
247
247
247
0.050
 
T 07.125 02/15/23
9,941
42
52
52
0.050
 
T 07.500 11/15/24
4,861
145
147
147
0.050
 
T 07.625 02/15/25
5,179
19
26
26
0.050
 
T 06.875 08/15/25
6,555
40
31
31
0.050
 
T 06.000 02/15/26
4,331
187
187
187
0.050
 
T 06.750 08/15/26
4,471
120
273
273
0.051
 
T 06.500 11/15/26
5,161
66
66
66
0.050
 
T 06.625 02/15/27
983
19
19
19
0.050
 
T 06.375 08/15/27
4,745
0
6
6
0.050
 
T 06.125 11/15/27
11,317
0
11
11
0.050
 
T 05.250 02/15/29
4,650
151
159
159
0.050
 
T 05.375 02/15/31
2,827
277
267
267
0.050
 
T 04.500 02/15/36
10,694
302
224
224
0.050
 
T 05.000 05/15/37
13,490
454
546
546
0.050
 
T 04.375 02/15/38
14,170
8
8
8
0.050
 
T 04.500 05/15/38
16,064
124
130
130
0.050
 
T 03.500 02/15/39
12,028
36
36
36
0.050
 
T 04.500 08/15/39
26,100
6
6
6
0.050
 
T 04.375 11/15/39
28,064
0
25
25
0.060
 
T 04.625 02/15/40
20,372
0
199
199
0.050
 
T 04.375 05/15/40
22,255
0
10
10
0.050
 
T 04.250 11/15/40
996
5
130
130
0.050
 
T 04.750 02/15/41
21,678
105
88
88
0.050
 
T 04.375 05/15/41
24,604
0
77
77
0.050
 
T 03.000 05/15/42
25,648
4
5
5
0.050
 
T 02.750 08/15/42
16,574
400
396
396
0.050
 
T 02.750 11/15/42
11,660
0
194
194
0.050
 
T 03.750 11/15/43
486
0
51
51
0.050
 
T 03.625 02/15/44
232
0
27
27
0.050
 
T 03.000 05/15/45
325
0
57
57
0.050
 
T 03.000 11/15/45
73
0
1
1
0.050
 
TII 02.625 07/15/17
974
24
49
49
0.050
 
TII 01.625 01/15/18
2,367
165
183
183
0.050
 
TII 01.250 07/15/20
4,043
0
16
16
0.050
 
TII 00.125 07/15/22
319
0
34
34
0.050
 
TII 02.375 01/15/27
2,744
8
4
4
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
6
1
1
0.050
 
FHLMC 04.875 06/13/18
1,783
31
31
31
0.050
 
FNMA 05.375 07/15/16
931
0
1
1
0.050
 
FNMA 05.250 09/15/16
1,800
1
1
1
0.050
 
Total:
13,381
13,381
 
* 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.