Securities Lending Activity
Auction Results*
September 3, 2015
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 04.500 02/15/16
2,215
0
5
5
0.050
 
T 02.125 02/29/16
19,051
1,791
2,225
2,225
0.050
 
T 02.250 03/31/16
172
8
8
8
0.050
 
T 02.375 03/31/16
8,132
0
2
2
0.050
 
T 02.000 04/30/16
12,415
0
100
100
0.050
 
T 05.125 05/15/16
7,557
73
73
73
0.050
 
T 03.250 05/31/16
9,511
0
8
8
0.050
 
T 01.000 09/30/16
980
0
179
179
0.050
 
T 03.000 09/30/16
5,163
0
133
133
0.050
 
T 01.000 10/31/16
1,197
71
71
71
0.050
 
T 03.125 10/31/16
4,678
97
37
37
0.050
 
T 00.875 12/31/16
1,020
29
29
29
0.050
 
T 03.125 01/31/17
5,485
0
1
1
0.050
 
T 00.875 04/30/17
1,365
0
7
7
0.050
 
T 02.750 05/31/17
10,351
5
5
5
0.050
 
T 04.750 08/15/17
11,259
23
23
23
0.050
 
T 01.000 09/15/17
0
0
5
0
N/A
 
T 01.875 09/30/17
6,080
0
9
9
0.050
 
T 00.750 10/31/17
4,752
50
252
252
0.050
 
T 00.750 12/31/17
3,798
0
50
50
0.050
 
T 02.750 12/31/17
11,955
0
47
47
0.050
 
T 02.750 02/28/18
15,641
2
2
2
0.050
 
T 00.750 03/31/18
8,910
0
155
155
0.050
 
T 03.875 05/15/18
19,616
248
273
273
0.050
 
T 02.375 06/30/18
14,219
0
24
24
0.050
 
T 01.375 07/31/18
5,643
0
32
32
0.050
 
T 02.250 07/31/18
18,365
170
170
170
0.050
 
T 04.000 08/15/18
7,938
62
200
200
0.050
 
T 01.375 09/30/18
15,679
12
12
12
0.050
 
T 01.750 10/31/18
8,055
0
20
20
0.050
 
T 03.750 11/15/18
27,310
0
13
13
0.050
 
T 01.375 11/30/18
8,001
1
15
15
0.050
 
T 01.500 12/31/18
1,851
0
7
7
0.050
 
T 01.250 01/31/19
5,259
0
18
18
0.050
 
T 02.750 02/15/19
30,732
0
3
3
0.050
 
T 01.500 03/31/19
16,432
43
68
68
0.050
 
T 01.250 04/30/19
17,935
367
528
528
0.050
 
T 01.000 06/30/19
16,336
194
175
175
0.050
 
T 00.875 07/31/19
13,064
0
31
31
0.050
 
T 01.000 08/31/19
12,471
0
30
30
0.050
 
T 01.375 01/31/20
5,413
0
7
7
0.050
 
T 01.250 02/29/20
8,675
0
8
8
0.050
 
T 01.125 03/31/20
10,168
0
2
2
0.050
 
T 01.375 05/31/20
188
0
103
103
0.050
 
T 02.000 07/31/20
5,423
3
53
53
0.050
 
T 02.125 08/31/20
180
0
64
64
0.050
 
T 02.375 12/31/20
5,184
0
11
11
0.050
 
T 03.625 02/15/21
19,794
0
8
8
0.050
 
T 02.250 07/31/21
8
0
9
4
0.050
 
T 02.125 08/15/21
8,000
3
27
27
0.050
 
T 02.000 02/15/22
180
0
16
16
0.050
 
T 01.750 04/30/22
95
0
23
23
0.050
 
T 01.625 11/15/22
28,746
4
5
5
0.050
 
T 02.250 11/15/24
28
0
7
7
0.050
 
T 02.000 08/15/25
434
0
323
323
0.349
 
T 09.250 02/15/16
2,166
102
163
163
0.050
 
T 07.500 11/15/16
7,709
0
5
5
0.050
 
T 08.750 05/15/17
6,531
23
23
23
0.050
 
T 08.875 08/15/17
5,530
275
250
250
0.050
 
T 09.125 05/15/18
3,500
1
3
3
0.050
 
T 09.000 11/15/18
3,457
126
135
135
0.050
 
T 08.875 02/15/19
6,747
211
211
211
0.050
 
T 08.125 08/15/19
11,932
221
230
230
0.050
 
T 08.500 02/15/20
5,969
37
62
62
0.050
 
T 08.750 05/15/20
4,775
63
64
64
0.050
 
T 08.125 05/15/21
6,341
71
71
71
0.050
 
T 08.000 11/15/21
19,297
6
6
6
0.050
 
T 07.625 11/15/22
4,518
117
115
115
0.050
 
T 07.500 11/15/24
4,861
31
98
98
0.050
 
T 07.625 02/15/25
5,179
172
162
162
0.050
 
T 06.875 08/15/25
6,555
88
83
83
0.050
 
T 06.000 02/15/26
4,331
6
6
6
0.050
 
T 06.750 08/15/26
4,471
141
155
155
0.050
 
T 06.500 11/15/26
5,161
20
2
2
0.050
 
T 06.625 02/15/27
5,418
124
181
181
0.050
 
T 06.375 08/15/27
4,745
10
10
10
0.050
 
T 06.125 11/15/27
11,317
11
81
81
0.050
 
T 05.500 08/15/28
4,650
0
7
7
0.050
 
T 05.250 02/15/29
4,650
46
46
46
0.050
 
T 06.250 05/15/30
7,880
602
816
816
0.050
 
T 05.375 02/15/31
2,827
240
307
307
0.050
 
T 04.500 02/15/36
10,694
273
417
417
0.050
 
T 04.750 02/15/37
10,433
141
26
26
0.050
 
T 05.000 05/15/37
13,490
679
3,009
3,009
0.050
 
T 04.375 02/15/38
14,170
139
120
120
0.050
 
T 04.500 05/15/38
16,064
316
369
369
0.050
 
T 03.500 02/15/39
12,028
24
28
28
0.050
 
T 04.250 05/15/39
24,430
8
14
14
0.050
 
T 04.375 05/15/40
22,255
0
5
5
0.050
 
T 03.875 08/15/40
179
1
38
38
0.050
 
T 04.750 02/15/41
21,678
303
438
438
0.050
 
T 03.125 11/15/41
26,965
62
62
62
0.050
 
T 03.000 05/15/42
25,648
1
1
1
0.050
 
T 02.750 08/15/42
8,267
0
194
194
0.050
 
T 03.125 02/15/43
180
0
32
32
0.050
 
T 03.375 05/15/44
24
0
54
6
0.050
 
T 02.875 08/15/45
289
0
2
2
0.050
 
TII 00.125 04/15/16
330
0
6
6
0.050
 
TII 02.625 07/15/17
974
0
35
35
0.050
 
TII 01.625 01/15/18
2,367
0
31
31
0.050
 
TII 01.375 07/15/18
876
1
1
1
0.050
 
TII 02.125 01/15/19
1,598
0
9
9
0.050
 
TII 01.875 07/15/19
427
100
85
18
0.050
 
TII 03.625 04/15/28
6,931
0
1
1
0.050
 
TII 03.375 04/15/32
364
0
30
30
0.050
 
TII 02.125 02/15/40
6,813
18
2
2
0.050
 
TII 00.625 02/15/43
8,682
0
10
10
0.050
 
FHLB 05.375 05/18/16
1,800
1
1
1
0.050
 
FHLMC 04.750 01/19/16
1,463
42
42
42
0.050
 
FHLMC 05.500 07/18/16
1,412
2
2
2
0.050
 
FHLMC 05.000 04/18/17
1,350
0
3
3
0.050
 
Total:
14,070
13,945
 
* 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.