| Securities Lending Operations |
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The New York Fed lends Treasury and agency debt securities from the System Open Market Account (SOMA) portfolio to primary dealers on a temporary basis. These daily operations promote the smooth clearing of Treasury and agency debt securities in support of monetary policy implementation. Operation results include all daily auctions conducted, including small value exercises, as well as extensions priced at a rate determined by the New York Fed1.
About Securities Lending | Statements and Operating Policies | FAQ on Securities Lending Program |
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September 24, 2021
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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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B 10/12/21 |
4,302
|
0
|
141
|
141
|
0.050 |
|
B 10/14/21 |
11,278
|
0
|
7
|
7
|
0.050 |
|
B 10/19/21 |
4,744
|
100
|
77
|
77
|
0.050 |
|
B 10/28/21 |
11,304
|
0
|
31
|
31
|
0.050 |
|
B 11/04/21 |
18,383
|
1
|
1
|
1
|
0.050 |
|
B 11/09/21 |
2,952
|
0
|
55
|
55
|
0.050 |
|
B 11/12/21 |
10,592
|
0
|
61
|
61
|
0.050 |
|
B 11/18/21 |
12,516
|
461
|
51
|
51
|
0.050 |
|
B 11/26/21 |
9,592
|
78
|
392
|
392
|
0.050 |
|
B 12/09/21 |
8,797
|
0
|
5
|
5
|
0.050 |
|
B 12/23/21 |
3,546
|
93
|
1,054
|
1,054
|
0.050 |
|
B 12/30/21 |
11,923
|
0
|
8
|
8
|
0.050 |
|
B 01/13/22 |
5,624
|
2
|
5
|
5
|
0.050 |
|
B 02/03/22 |
6,448
|
44
|
127
|
127
|
0.050 |
|
B 02/10/22 |
5,066
|
704
|
700
|
700
|
0.050 |
|
B 02/17/22 |
6,049
|
0
|
1
|
1
|
0.050 |
|
B 02/24/22 |
8,173
|
0
|
1
|
1
|
0.050 |
|
B 03/03/22 |
6,285
|
275
|
188
|
188
|
0.050 |
|
B 03/17/22 |
4,466
|
0
|
1
|
1
|
0.050 |
|
B 09/08/22 |
3,077
|
4
|
5
|
5
|
0.050 |
|
T 02.875 11/15/21 |
15,748
|
0
|
19
|
19
|
0.050 |
|
T 01.750 11/30/21 |
7,253
|
1
|
1
|
1
|
0.050 |
|
T 01.875 11/30/21 |
1,190
|
0
|
8
|
8
|
0.050 |
|
T 02.625 12/15/21 |
14,863
|
10
|
379
|
379
|
0.050 |
|
T 02.500 02/15/22 |
17,579
|
63
|
63
|
63
|
0.050 |
|
T 01.750 02/28/22 |
3,016
|
4
|
4
|
4
|
0.050 |
|
T 00.375 03/31/22 |
9,731
|
0
|
49
|
49
|
0.050 |
|
T 01.750 05/31/22 |
9,417
|
0
|
1
|
1
|
0.050 |
|
T 01.750 06/15/22 |
12,903
|
0
|
8
|
8
|
0.050 |
|
T 01.750 06/30/22 |
13,552
|
0
|
10
|
10
|
0.050 |
|
T 02.000 07/31/22 |
4,212
|
159
|
362
|
362
|
0.050 |
|
T 01.500 08/15/22 |
2,569
|
0
|
14
|
14
|
0.050 |
|
T 00.125 08/31/22 |
1,246
|
0
|
15
|
15
|
0.050 |
|
T 01.750 09/30/22 |
2,502
|
0
|
2
|
2
|
0.050 |
|
T 01.375 10/15/22 |
13,063
|
30
|
66
|
66
|
0.050 |
|
T 01.625 11/15/22 |
61,535
|
0
|
75
|
75
|
0.050 |
|
T 00.125 01/31/23 |
10,058
|
0
|
3
|
3
|
0.050 |
|
T 00.500 03/15/23 |
6,006
|
0
|
23
|
23
|
0.050 |
|
T 00.250 04/15/23 |
6,924
|
0
|
50
|
50
|
0.050 |
|
T 00.125 06/30/23 |
8,196
|
379
|
819
|
819
|
0.050 |
|
T 01.375 06/30/23 |
7,224
|
17
|
50
|
50
|
0.050 |
|
T 00.125 07/15/23 |
12,372
|
0
|
1
|
1
|
0.050 |
|
T 00.125 07/31/23 |
4,491
|
1,254
|
2,320
|
2,320
|
0.051 |
|
T 01.250 07/31/23 |
3,747
|
0
|
90
|
90
|
0.050 |
|
T 00.125 08/31/23 |
6,784
|
50
|
2,161
|
2,161
|
0.050 |
|
T 00.125 10/15/23 |
12,187
|
0
|
1
|
1
|
0.050 |
|
T 02.125 11/30/23 |
4,876
|
10
|
10
|
10
|
0.050 |
|
T 02.250 12/31/23 |
1,225
|
0
|
127
|
127
|
0.050 |
|
T 02.250 01/31/24 |
4,406
|
3
|
203
|
203
|
0.050 |
|
T 00.125 02/15/24 |
3,496
|
1,072
|
1,801
|
1,801
|
0.050 |
|
T 00.250 03/15/24 |
3,901
|
0
|
38
|
38
|
0.050 |
|
T 02.000 06/30/24 |
6,910
|
52
|
2
|
2
|
0.050 |
|
T 00.375 07/15/24 |
18,661
|
0
|
135
|
135
|
0.050 |
|
T 01.750 07/31/24 |
1,184
|
424
|
677
|
677
|
0.053 |
|
T 02.375 08/15/24 |
3,062
|
0
|
1
|
1
|
0.050 |
|
T 00.375 09/15/24 |
5,558
|
0
|
617
|
617
|
0.050 |
|
T 01.500 09/30/24 |
12,244
|
0
|
189
|
189
|
0.050 |
|
T 02.250 11/15/24 |
5,705
|
0
|
9
|
9
|
0.050 |
|
T 01.500 11/30/24 |
990
|
26
|
23
|
23
|
0.050 |
|
T 01.125 02/28/25 |
12,334
|
0
|
1
|
1
|
0.050 |
|
T 00.500 03/31/25 |
6,179
|
1
|
20
|
20
|
0.050 |
|
T 00.375 04/30/25 |
3,894
|
0
|
224
|
224
|
0.050 |
|
T 02.125 05/15/25 |
12,795
|
0
|
50
|
50
|
0.050 |
|
T 02.750 08/31/25 |
9,530
|
0
|
1
|
1
|
0.050 |
|
T 00.250 10/31/25 |
5,765
|
159
|
390
|
390
|
0.050 |
|
T 02.875 11/30/25 |
1,000
|
0
|
8
|
8
|
0.050 |
|
T 02.625 12/31/25 |
1,001
|
0
|
19
|
19
|
0.050 |
|
T 00.500 02/28/26 |
1,185
|
0
|
46
|
46
|
0.050 |
|
T 00.750 04/30/26 |
1,002
|
0
|
59
|
59
|
0.050 |
|
T 02.375 04/30/26 |
11,529
|
20
|
11
|
11
|
0.050 |
|
T 00.750 05/31/26 |
11,317
|
0
|
1
|
1
|
0.050 |
|
T 00.625 07/31/26 |
5,257
|
7
|
360
|
360
|
0.050 |
|
T 01.875 07/31/26 |
1,200
|
0
|
3
|
3
|
0.050 |
|
T 00.750 08/31/26 |
6,897
|
0
|
2,796
|
2,796
|
0.052 |
|
T 01.375 08/31/26 |
11,368
|
0
|
4
|
4
|
0.050 |
|
T 01.625 09/30/26 |
1,779
|
0
|
23
|
23
|
0.050 |
|
T 01.625 10/31/26 |
10,843
|
4
|
141
|
141
|
0.050 |
|
T 01.750 12/31/26 |
1,156
|
349
|
401
|
401
|
0.064 |
|
T 01.500 01/31/27 |
1,133
|
17
|
59
|
59
|
0.050 |
|
T 01.125 02/28/27 |
20,841
|
4
|
3
|
3
|
0.050 |
|
T 00.625 03/31/27 |
1,193
|
20
|
144
|
144
|
0.050 |
|
T 00.375 07/31/27 |
4,895
|
44
|
170
|
170
|
0.050 |
|
T 00.500 10/31/27 |
10,052
|
0
|
40
|
40
|
0.050 |
|
T 02.250 11/15/27 |
1,848
|
0
|
45
|
45
|
0.050 |
|
T 01.125 02/29/28 |
1,371
|
19
|
237
|
237
|
0.050 |
|
T 01.125 08/31/28 |
7,010
|
0
|
329
|
329
|
0.050 |
|
T 02.625 02/15/29 |
6,872
|
0
|
34
|
34
|
0.050 |
|
T 01.625 08/15/29 |
42,333
|
0
|
100
|
100
|
0.050 |
|
T 01.750 11/15/29 |
49,110
|
0
|
200
|
200
|
0.050 |
|
T 00.625 08/15/30 |
2,128
|
2
|
28
|
28
|
0.050 |
|
T 00.875 11/15/30 |
5,954
|
410
|
980
|
980
|
0.050 |
|
T 01.125 02/15/31 |
22,027
|
1,665
|
2,286
|
2,286
|
0.050 |
|
T 01.625 05/15/31 |
31,228
|
0
|
68
|
68
|
0.050 |
|
T 01.250 08/15/31 |
20,104
|
500
|
3,942
|
3,942
|
0.050 |
|
T 07.250 08/15/22 |
5,571
|
15
|
15
|
15
|
0.050 |
|
T 07.625 11/15/22 |
4,651
|
66
|
65
|
65
|
0.050 |
|
T 07.500 11/15/24 |
5,463
|
9
|
7
|
7
|
0.050 |
|
T 06.750 08/15/26 |
4,590
|
8
|
8
|
8
|
0.050 |
|
T 06.500 11/15/26 |
5,904
|
14
|
14
|
14
|
0.050 |
|
T 06.625 02/15/27 |
5,998
|
1
|
1
|
1
|
0.050 |
|
T 05.375 02/15/31 |
7,408
|
1
|
1
|
1
|
0.050 |
|
T 04.500 02/15/36 |
16,218
|
1,298
|
1,556
|
1,556
|
0.054 |
|
T 05.000 05/15/37 |
13,490
|
0
|
7
|
7
|
0.050 |
|
T 04.250 05/15/39 |
24,430
|
0
|
1
|
1
|
0.050 |
|
T 04.750 02/15/41 |
26,423
|
130
|
185
|
185
|
0.050 |
|
T 01.750 08/15/41 |
3,053
|
300
|
988
|
988
|
0.058 |
|
T 03.000 05/15/42 |
27,668
|
0
|
1
|
1
|
0.050 |
|
T 03.375 05/15/44 |
1,703
|
8
|
9
|
9
|
0.050 |
|
T 01.625 11/15/50 |
1,014
|
0
|
5
|
5
|
0.050 |
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T 02.000 08/15/51 |
13,141
|
0
|
80
|
80
|
0.050 |
|
TII 00.125 04/15/22 |
8,980
|
0
|
3
|
3
|
0.050 |
|
TII 00.625 04/15/23 |
10,451
|
0
|
13
|
13
|
0.050 |
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TII 00.125 10/15/25 |
2,054
|
0
|
4
|
4
|
0.050 |
|
TII 00.125 04/15/26 |
9,560
|
1,850
|
2,467
|
2,467
|
0.054 |
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TII 00.375 07/15/27 |
6,809
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0
|
1
|
1
|
0.050 |
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TII 00.125 07/15/31 |
1,544
|
25
|
267
|
267
|
0.050 |
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TII 03.875 04/15/29 |
8,235
|
0
|
1
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1
|
0.050 |
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TII 02.125 02/15/41 |
13,515
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0
|
1
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1
|
0.050 |
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TF 00.154 01/31/22 |
2,083
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0
|
3
|
3
|
0.050 |
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TF 00.114 04/30/22 |
1,719
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0
|
15
|
15
|
0.050 |
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TF 00.055 10/31/22 |
2,482
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0
|
44
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44
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0.050 |
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Total:
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32,322
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32,322
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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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