Securities Lending Operations
Auction Results*
October 18, 2018
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 01.250 11/15/18
110
5
5
5
0.050
 
T 03.750 11/15/18
27,305
87
620
620
0.050
 
T 01.000 11/30/18
2,490
0
75
75
0.050
 
T 01.250 11/30/18
4,974
678
784
784
0.050
 
T 01.375 11/30/18
14,847
983
1,071
1,071
0.050
 
T 01.250 12/31/18
3,111
23
72
72
0.050
 
T 01.375 12/31/18
11,425
14
199
199
0.050
 
T 01.500 12/31/18
1,851
35
220
220
0.050
 
T 01.125 01/31/19
1,483
0
370
370
0.050
 
T 01.250 01/31/19
5,259
185
175
175
0.050
 
T 01.500 01/31/19
3,755
105
266
266
0.050
 
T 00.750 02/15/19
1,696
3
488
477
0.050
 
T 01.125 02/28/19
3,245
42
98
98
0.050
 
T 01.375 02/28/19
5,684
548
579
579
0.050
 
T 01.250 03/31/19
2,832
0
4
4
0.050
 
T 01.500 03/31/19
16,401
100
193
193
0.050
 
T 00.875 04/15/19
152
3
79
41
0.050
 
T 01.250 04/30/19
21,106
134
169
169
0.050
 
T 01.625 04/30/19
4,200
112
3
3
0.050
 
T 01.250 05/31/19
2,815
195
182
182
0.050
 
T 01.000 06/30/19
16,336
60
84
84
0.050
 
T 01.250 06/30/19
2,844
0
10
10
0.050
 
T 01.250 10/31/19
13,191
137
295
295
0.050
 
T 03.375 11/15/19
31,068
4
4
4
0.050
 
T 01.000 11/30/19
6,284
166
227
227
0.050
 
T 01.875 12/31/19
3,058
0
37
37
0.050
 
T 01.375 01/15/20
1,196
0
15
15
0.050
 
T 01.375 01/31/20
5,413
130
258
258
0.050
 
T 02.000 01/31/20
3,439
0
3
3
0.050
 
T 01.375 02/15/20
2,493
0
6
6
0.050
 
T 02.250 02/29/20
6,143
0
70
70
0.050
 
T 01.125 03/31/20
10,168
199
469
469
0.050
 
T 01.125 04/30/20
4,649
225
280
280
0.050
 
T 01.500 05/15/20
7,136
3
3
3
0.050
 
T 02.500 05/31/20
5,159
0
95
95
0.050
 
T 02.000 07/31/20
5,423
8
6
6
0.050
 
T 01.500 08/15/20
6,499
179
278
278
0.050
 
T 02.125 08/31/20
2,574
0
66
66
0.050
 
T 02.625 08/31/20
2,283
50
212
212
0.050
 
T 02.375 12/31/20
1,331
0
1
1
0.050
 
T 02.000 01/15/21
731
10
12
12
0.050
 
T 01.375 01/31/21
573
0
1
1
0.050
 
T 02.250 02/15/21
4,422
0
23
23
0.050
 
T 03.625 02/15/21
1,000
0
9
9
0.050
 
T 02.375 04/15/21
46
0
11
11
0.050
 
T 02.250 04/30/21
1,077
0
5
5
0.050
 
T 01.750 06/30/22
3,719
0
43
43
0.050
 
T 01.625 08/31/22
959
0
1
1
0.050
 
T 01.875 10/31/22
18
0
7
4
0.100
 
T 01.625 04/30/23
6,696
21
32
32
0.050
 
T 02.750 04/30/23
4,020
0
155
155
0.050
 
T 02.750 07/31/23
1,759
0
275
275
0.050
 
T 02.750 08/31/23
2,347
0
355
355
0.050
 
T 01.375 09/30/23
1,536
5
9
9
0.050
 
T 02.125 11/30/23
937
63
109
109
0.050
 
T 02.750 02/15/24
14,563
0
33
33
0.050
 
T 02.000 04/30/24
3,439
8
8
8
0.050
 
T 01.500 08/15/26
1,000
0
1
1
0.050
 
T 02.875 05/15/28
5,500
0
160
160
0.050
 
T 09.000 11/15/18
3,457
279
279
279
0.050
 
T 08.875 02/15/19
6,747
14
73
73
0.050
 
T 08.125 08/15/19
11,932
16
16
16
0.050
 
T 08.500 02/15/20
5,969
88
228
228
0.050
 
T 08.750 05/15/20
4,775
45
70
70
0.050
 
T 08.750 08/15/20
10,746
15
65
65
0.050
 
T 07.875 02/15/21
999
34
27
27
0.050
 
T 08.125 05/15/21
992
8
8
8
0.050
 
T 08.125 08/15/21
5,988
6
6
6
0.050
 
T 08.000 11/15/21
19,297
3
3
3
0.050
 
T 07.250 08/15/22
5,123
0
37
37
0.050
 
T 07.625 11/15/22
3,787
32
33
33
0.050
 
T 07.125 02/15/23
964
90
90
90
0.050
 
T 07.625 02/15/25
5,179
4
44
44
0.050
 
T 06.875 08/15/25
6,550
28
27
27
0.050
 
T 06.750 08/15/26
4,471
9
8
8
0.050
 
T 06.375 08/15/27
4,755
157
140
140
0.050
 
T 05.500 08/15/28
4,687
10
110
110
0.050
 
T 05.250 11/15/28
1,000
0
12
12
0.050
 
T 05.250 02/15/29
4,738
0
15
15
0.050
 
T 06.125 08/15/29
5,626
139
101
101
0.050
 
T 06.250 05/15/30
7,881
240
284
284
0.050
 
T 05.375 02/15/31
2,840
250
265
265
0.050
 
T 04.500 02/15/36
10,694
972
1,161
1,161
0.050
 
T 05.000 05/15/37
10,208
30
55
55
0.050
 
T 04.375 02/15/38
14,125
393
622
622
0.050
 
T 04.500 05/15/38
16,064
718
756
756
0.050
 
T 04.250 05/15/39
1,000
0
2
2
0.050
 
T 04.375 05/15/40
22,232
15
15
15
0.050
 
T 04.750 02/15/41
21,700
0
11
11
0.050
 
T 03.125 11/15/41
26,965
0
5
5
0.050
 
T 03.000 05/15/42
25,621
5
34
34
0.050
 
T 02.875 08/15/45
289
0
5
5
0.050
 
T 02.250 08/15/46
1,360
0
15
15
0.050
 
T 02.750 08/15/47
4,061
0
58
58
0.050
 
T 03.000 02/15/48
2,741
0
202
202
0.050
 
T 03.125 05/15/48
3,737
280
430
430
0.050
 
T 03.000 08/15/48
2,177
0
903
903
0.050
 
TII 01.875 07/15/19
475
40
40
40
0.060
 
TII 00.125 04/15/21
861
0
3
3
0.050
 
TII 00.625 04/15/23
2,726
0
194
194
0.050
 
TII 00.750 07/15/28
635
0
15
15
0.050
 
TII 02.500 01/15/29
302
0
45
45
0.050
 
TII 02.125 02/15/40
6,817
0
2
2
0.050
 
TII 01.000 02/15/48
1,535
0
9
9
0.050
 
TF 00.140 01/31/19
2,272
3
28
28
0.050
 
TF 00.070 04/30/19
3,264
0
5
5
0.050
 
Total:
15,876
15,824
 
* 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.