Securities Lending Activity
Auction Results*
January 17, 2017
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 03.125 01/31/17
5,485
33
251
251
0.050
 
T 04.625 02/15/17
6,442
306
306
306
0.050
 
T 00.875 02/28/17
1,529
0
3
3
0.050
 
T 03.000 02/28/17
10,327
545
823
823
0.050
 
T 01.000 03/31/17
2,635
0
1
1
0.050
 
T 00.500 04/30/17
85
0
5
5
0.050
 
T 03.125 04/30/17
11,151
95
136
136
0.050
 
T 04.500 05/15/17
11,903
0
3
3
0.050
 
T 02.750 05/31/17
10,351
19
43
43
0.050
 
T 00.750 06/30/17
2,097
100
319
319
0.050
 
T 02.500 06/30/17
9,499
0
33
33
0.050
 
T 02.375 07/31/17
6,817
18
18
18
0.050
 
T 04.750 08/15/17
11,259
75
75
75
0.050
 
T 01.875 09/30/17
6,080
0
63
63
0.050
 
T 00.750 12/31/17
3,798
0
7
7
0.050
 
T 00.750 01/31/18
425
0
48
48
0.050
 
T 00.750 02/28/18
13,201
0
4
4
0.050
 
T 00.750 03/31/18
8,910
0
1
1
0.050
 
T 00.875 03/31/18
5,575
0
96
96
0.050
 
T 01.000 05/15/18
488
1
1
1
0.050
 
T 03.875 05/15/18
19,616
6
12
12
0.050
 
T 00.875 05/31/18
5,967
108
273
273
0.050
 
T 00.625 06/30/18
3,413
147
147
147
0.050
 
T 01.375 06/30/18
9,774
20
78
78
0.050
 
T 04.000 08/15/18
20,327
0
57
57
0.050
 
T 01.500 08/31/18
17,238
0
2
2
0.050
 
T 00.750 09/30/18
1,426
75
206
206
0.050
 
T 00.750 10/31/18
1,414
0
155
155
0.053
 
T 03.750 11/15/18
27,305
0
53
53
0.050
 
T 01.000 11/30/18
2,490
157
532
532
0.068
 
T 01.250 11/30/18
5,086
0
7
7
0.050
 
T 01.375 11/30/18
14,847
0
50
50
0.050
 
T 01.250 12/31/18
3,111
0
383
383
0.053
 
T 01.375 12/31/18
11,425
1
63
63
0.050
 
T 01.500 12/31/18
1,851
62
32
32
0.050
 
T 01.250 01/31/19
5,259
0
5
5
0.050
 
T 00.750 02/15/19
1,696
0
232
232
0.050
 
T 01.375 02/28/19
5,684
65
90
90
0.050
 
T 01.500 03/31/19
16,401
195
195
195
0.050
 
T 01.250 04/30/19
17,912
0
1
1
0.050
 
T 01.625 04/30/19
4,200
0
34
34
0.050
 
T 00.875 05/15/19
4,884
0
127
127
0.050
 
T 01.500 05/31/19
58
0
1
1
0.050
 
T 01.000 06/30/19
16,336
50
68
68
0.050
 
T 01.625 06/30/19
135
0
28
28
0.050
 
T 00.875 07/31/19
13,064
71
71
71
0.050
 
T 01.000 08/31/19
12,471
135
485
485
0.050
 
T 01.250 10/31/19
1,231
0
1
1
0.050
 
T 03.375 11/15/19
31,068
1
1
1
0.050
 
T 01.000 11/30/19
6,284
329
327
327
0.050
 
T 01.125 12/31/19
6,373
176
327
327
0.050
 
T 01.125 04/30/20
4,649
12
87
87
0.050
 
T 01.750 10/31/20
958
7
7
7
0.050
 
T 02.125 01/31/21
3,480
0
76
76
0.050
 
T 03.625 02/15/21
6,927
0
12
12
0.050
 
T 01.125 02/28/21
4,984
0
12
12
0.050
 
T 02.000 02/28/21
3,055
0
11
11
0.050
 
T 02.250 03/31/21
3,316
60
130
130
0.050
 
T 01.375 04/30/21
8,131
0
245
245
0.050
 
T 02.250 04/30/21
2,095
0
5
5
0.050
 
T 01.375 05/31/21
7,803
100
623
623
0.050
 
T 02.125 08/15/21
15,175
0
2
2
0.050
 
T 01.125 09/30/21
1,865
0
125
125
0.050
 
T 01.250 10/31/21
1,849
50
572
572
0.050
 
T 02.000 11/15/21
1,000
0
9
9
0.050
 
T 01.750 11/30/21
3,256
305
1,134
1,134
0.055
 
T 02.000 12/31/21
4,069
0
610
610
0.059
 
T 02.000 02/15/22
999
1
1
1
0.050
 
T 01.625 08/15/22
39,296
68
368
368
0.050
 
T 01.875 10/31/22
18
0
1
1
0.050
 
T 01.250 07/31/23
1,759
15
17
17
0.050
 
T 01.375 09/30/23
1,536
0
52
52
0.050
 
T 01.625 10/31/23
1,523
105
721
721
0.050
 
T 02.750 11/15/23
7,663
68
196
196
0.050
 
T 02.125 11/30/23
2,682
0
250
250
0.050
 
T 02.250 12/31/23
3,350
0
132
132
0.050
 
T 02.500 05/15/24
1,000
0
5
5
0.050
 
T 01.625 02/15/26
1,716
0
3
3
0.050
 
T 01.625 05/15/26
5,763
0
4
4
0.050
 
T 01.500 08/15/26
1,926
100
415
415
0.050
 
T 02.000 11/15/26
5,035
0
49
49
0.050
 
T 08.750 05/15/17
6,531
4
4
4
0.050
 
T 08.875 08/15/17
5,530
28
39
39
0.050
 
T 09.125 05/15/18
3,500
12
12
12
0.050
 
T 09.000 11/15/18
3,457
288
295
295
0.050
 
T 08.875 02/15/19
6,747
59
48
48
0.050
 
T 08.500 02/15/20
5,969
44
44
44
0.050
 
T 08.750 05/15/20
4,775
26
33
33
0.050
 
T 07.875 02/15/21
6,347
3
3
3
0.050
 
T 08.125 05/15/21
6,341
5
6
6
0.050
 
T 08.125 08/15/21
5,988
86
96
96
0.050
 
T 08.000 11/15/21
19,297
3
3
3
0.050
 
T 07.250 08/15/22
5,123
115
195
195
0.050
 
T 07.625 11/15/22
964
44
72
72
0.050
 
T 07.125 02/15/23
9,941
11
18
18
0.050
 
T 07.500 11/15/24
4,825
156
237
237
0.050
 
T 07.625 02/15/25
5,179
10
10
10
0.050
 
T 06.875 08/15/25
6,550
328
284
284
0.050
 
T 06.750 08/15/26
4,471
11
101
101
0.050
 
T 06.500 11/15/26
995
5
5
5
0.050
 
T 06.625 02/15/27
5,422
177
186
186
0.050
 
T 06.375 08/15/27
4,755
111
111
111
0.050
 
T 06.125 11/15/27
977
23
73
73
0.050
 
T 05.250 11/15/28
1,334
0
3
3
0.050
 
T 06.125 08/15/29
5,626
0
30
30
0.050
 
T 06.250 05/15/30
7,881
118
72
72
0.050
 
T 05.375 02/15/31
2,650
505
489
489
0.050
 
T 04.500 02/15/36
10,694
75
261
261
0.050
 
T 04.750 02/15/37
6,022
74
41
41
0.050
 
T 05.000 05/15/37
13,490
1
1
1
0.050
 
T 04.375 02/15/38
14,170
308
275
275
0.050
 
T 04.500 05/15/38
16,064
26
26
26
0.050
 
T 03.500 02/15/39
3,571
0
3
3
0.050
 
T 04.250 05/15/39
24,430
5
4
4
0.050
 
T 04.375 05/15/40
22,255
57
52
52
0.050
 
T 03.875 08/15/40
979
50
83
83
0.050
 
T 04.750 02/15/41
21,678
8
8
8
0.050
 
T 04.375 05/15/41
24,604
44
32
32
0.050
 
T 03.125 11/15/41
1,000
0
14
14
0.050
 
T 03.125 02/15/42
26,037
0
54
54
0.050
 
T 03.000 05/15/42
25,648
344
263
263
0.050
 
T 02.750 08/15/42
1,985
0
2
2
0.050
 
T 02.250 08/15/46
1,382
100
2,138
1,382
0.198
 
T 02.875 11/15/46
3,283
0
40
40
0.050
 
TII 01.625 01/15/18
2,367
0
25
25
0.050
 
TII 01.375 07/15/18
876
0
18
18
0.050
 
TII 02.125 01/15/19
1,598
3
3
3
0.050
 
TII 00.125 07/15/26
1,657
71
225
225
0.050
 
TII 02.000 01/15/26
3,211
0
4
4
0.050
 
TII 02.375 01/15/27
2,744
0
31
31
0.050
 
TII 02.125 02/15/41
12,771
0
13
13
0.050
 
TII 00.625 02/15/43
8,682
0
13
13
0.050
 
TII 01.000 02/15/46
3,039
25
85
85
0.050
 
TF 00.190 04/30/18
3,587
10
10
10
0.050
 
FHLMC 05.000 04/18/17
1,350
44
44
44
0.050
 
FHLMC 06.250 07/15/32
191
3
3
3
0.050
 
FNMA 05.000 02/13/17
1,215
1
1
1
0.050
 
FNMA 05.000 05/11/17
1,345
1
1
1
0.050
 
Total:
18,395
17,639
 
* 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.