Securities Lending Activity
Auction Results*
August 17, 2017
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
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
 
Total:
24,913
22,646
 
* 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.