Securities Lending Operations
Auction Results*
January 24, 2022
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
B 02/10/22
10,801
0
5
5
0.050
 
B 02/17/22
12,655
0
1
1
0.050
 
B 02/22/22
1,573
53
184
184
0.067
 
B 02/24/22
13,236
1
16
16
0.050
 
B 03/03/22
13,355
0
175
175
0.050
 
B 03/17/22
9,494
0
89
89
0.050
 
B 03/24/22
4,796
0
19
19
0.050
 
B 04/14/22
11,727
200
678
678
0.050
 
B 04/28/22
5,319
224
566
566
0.055
 
B 05/05/22
6,488
595
626
626
0.050
 
B 05/12/22
4,424
1,114
1,152
1,152
0.051
 
B 05/26/22
4,169
863
1,102
1,102
0.051
 
B 06/09/22
4,154
324
399
399
0.050
 
B 06/16/22
7,496
68
121
121
0.050
 
B 06/23/22
1,557
253
253
253
0.050
 
B 06/30/22
6,477
0
85
85
0.050
 
B 08/11/22
3,462
266
252
252
0.050
 
B 09/08/22
3,077
47
143
143
0.050
 
B 10/06/22
5,067
9
51
51
0.050
 
B 11/03/22
3,296
1,810
1,873
1,873
0.053
 
B 12/01/22
3,157
1,528
1,481
1,481
0.053
 
B 12/29/22
4,318
0
75
75
0.050
 
T 01.875 02/28/22
14,343
0
7
7
0.050
 
T 01.875 03/31/22
14,846
0
15
15
0.050
 
T 01.750 04/30/22
2,275
1
4
4
0.050
 
T 02.125 05/15/22
23,937
5
5
5
0.050
 
T 00.125 05/31/22
10,989
0
2
2
0.050
 
T 01.750 05/31/22
9,655
0
14
14
0.050
 
T 01.875 05/31/22
2,086
0
6
6
0.050
 
T 01.750 06/15/22
13,428
79
18
18
0.050
 
T 00.125 06/30/22
11,970
5
11
11
0.050
 
T 02.125 06/30/22
4,162
8
15
15
0.060
 
T 01.750 07/15/22
1,217
47
32
32
0.050
 
T 02.000 07/31/22
4,464
27
80
80
0.050
 
T 01.500 08/15/22
1,173
0
55
55
0.050
 
T 01.625 08/15/22
41,576
27
25
25
0.050
 
T 01.875 08/31/22
5,268
16
16
16
0.050
 
T 01.500 09/15/22
8,807
4
2
2
0.050
 
T 00.125 10/31/22
12,827
152
99
99
0.050
 
T 02.000 11/30/22
4,809
1
1
1
0.050
 
T 02.125 12/31/22
1,012
0
10
10
0.050
 
T 00.125 01/31/23
13,074
0
10
10
0.050
 
T 01.375 02/15/23
27,245
546
506
506
0.050
 
T 00.500 03/15/23
6,398
295
310
310
0.050
 
T 02.500 03/31/23
1,000
0
138
138
0.050
 
T 00.125 04/30/23
1,840
0
6
6
0.050
 
T 01.625 04/30/23
11,743
0
3
3
0.050
 
T 00.125 05/15/23
1,247
151
160
160
0.050
 
T 02.750 05/31/23
1,026
0
24
24
0.050
 
T 01.375 06/30/23
7,247
0
6
6
0.050
 
T 00.125 07/31/23
8,866
0
1
1
0.050
 
T 00.125 08/31/23
7,890
0
310
310
0.050
 
T 01.375 08/31/23
4,130
0
5
5
0.050
 
T 00.250 09/30/23
5,212
2,014
2,296
2,296
0.051
 
T 02.875 09/30/23
7,636
75
271
271
0.050
 
T 00.375 10/31/23
8,079
55
1,206
1,206
0.050
 
T 01.625 10/31/23
6,728
0
9
9
0.050
 
T 00.250 11/15/23
925
75
57
57
0.050
 
T 00.500 11/30/23
4,509
0
70
70
0.050
 
T 00.125 12/15/23
1,048
0
10
10
0.050
 
T 00.750 12/31/23
6,603
1,005
5,988
5,988
0.097
 
T 02.625 12/31/23
13,526
173
345
345
0.050
 
T 00.125 01/15/24
880
145
102
102
0.050
 
T 02.250 01/31/24
4,406
5
40
40
0.050
 
T 00.125 02/15/24
1,908
313
462
462
0.050
 
T 02.375 02/29/24
966
34
131
131
0.062
 
T 02.125 03/31/24
7,464
0
501
501
0.050
 
T 00.375 04/15/24
3,397
5
17
17
0.050
 
T 02.250 04/30/24
5,780
50
50
50
0.050
 
T 02.000 05/31/24
1,005
0
17
17
0.050
 
T 00.250 06/15/24
1,063
4
151
151
0.050
 
T 01.750 06/30/24
1,306
0
35
35
0.050
 
T 00.375 07/15/24
1,125
215
270
270
0.050
 
T 01.750 07/31/24
7,939
118
212
212
0.050
 
T 00.375 08/15/24
1,668
353
384
384
0.050
 
T 01.250 08/31/24
1,353
0
6
6
0.050
 
T 00.375 09/15/24
5,646
146
409
409
0.050
 
T 01.500 09/30/24
12,556
0
15
15
0.050
 
T 00.625 10/15/24
3,927
165
455
455
0.050
 
T 02.250 10/31/24
5,998
0
1
1
0.050
 
T 00.750 11/15/24
30,954
0
1
1
0.050
 
T 01.000 12/15/24
7,166
68
264
264
0.050
 
T 02.250 12/31/24
5,871
0
3
3
0.050
 
T 01.125 01/15/25
7,509
0
22
22
0.050
 
T 02.500 01/31/25
5,320
0
16
16
0.050
 
T 00.500 03/31/25
6,179
0
2
2
0.050
 
T 00.375 04/30/25
4,344
0
100
100
0.050
 
T 00.250 10/31/25
6,479
0
1,196
1,196
0.070
 
T 00.375 12/31/25
1,202
0
21
21
0.050
 
T 02.625 12/31/25
973
27
2
2
0.050
 
T 02.250 03/31/26
5,676
1
1
1
0.050
 
T 00.750 05/31/26
12,618
0
147
147
0.050
 
T 02.125 05/31/26
10,083
1
1
1
0.050
 
T 01.875 06/30/26
9,146
0
120
120
0.050
 
T 00.625 07/31/26
9,684
0
102
102
0.050
 
T 00.875 09/30/26
10,336
0
54
54
0.050
 
T 01.625 09/30/26
1,014
0
3
3
0.050
 
T 01.125 10/31/26
8,639
0
33
33
0.050
 
T 01.625 11/30/26
11,533
1
84
84
0.050
 
T 01.250 12/31/26
5,895
1,849
2,592
2,592
0.077
 
T 01.750 12/31/26
867
145
204
204
0.050
 
T 01.500 01/31/27
12,474
259
292
292
0.050
 
T 01.125 02/28/27
20,841
0
5
5
0.050
 
T 00.625 03/31/27
887
123
266
266
0.070
 
T 01.250 05/31/28
980
20
90
90
0.050
 
T 01.375 12/31/28
6,847
0
1,451
1,451
0.050
 
T 02.625 02/15/29
1,000
0
9
9
0.050
 
T 01.625 08/15/29
1,533
50
15
15
0.050
 
T 01.750 11/15/29
49,110
379
587
587
0.050
 
T 01.500 02/15/30
940
60
17
17
0.060
 
T 00.625 08/15/30
1,070
89
91
91
0.050
 
T 00.875 11/15/30
1,000
50
127
127
0.050
 
T 01.125 02/15/31
3,050
0
1,717
1,717
0.061
 
T 01.625 05/15/31
35,547
0
268
268
0.050
 
T 01.250 08/15/31
25,196
0
100
100
0.050
 
T 01.375 11/15/31
30,279
0
790
790
0.050
 
T 07.250 08/15/22
5,637
0
12
12
0.050
 
T 07.625 11/15/22
4,676
67
94
94
0.050
 
T 07.500 11/15/24
5,549
6
10
10
0.050
 
T 06.750 08/15/26
4,626
6
5
5
0.050
 
T 06.500 11/15/26
5,934
7
7
7
0.050
 
T 06.625 02/15/27
5,998
10
5
5
0.050
 
T 05.500 08/15/28
6,422
4
4
4
0.050
 
T 06.125 08/15/29
6,445
1
1
1
0.050
 
T 06.250 05/15/30
9,474
0
11
11
0.050
 
T 05.375 02/15/31
7,485
35
17
17
0.050
 
T 04.500 02/15/36
16,223
617
662
662
0.050
 
T 05.000 05/15/37
13,490
15
15
15
0.050
 
T 03.500 02/15/39
16,243
0
37
37
0.050
 
T 04.250 05/15/39
24,430
5
17
17
0.050
 
T 04.625 02/15/40
28,288
10
10
10
0.050
 
T 01.125 05/15/40
1,317
0
135
135
0.050
 
T 03.875 08/15/40
27,224
0
1
1
0.050
 
T 04.250 11/15/40
27,028
5
5
5
0.050
 
T 04.750 02/15/41
26,423
0
74
74
0.050
 
T 03.750 08/15/41
26,767
0
71
71
0.050
 
T 02.000 11/15/41
4,151
100
100
100
0.050
 
T 03.125 11/15/41
28,112
0
2
2
0.050
 
T 03.750 11/15/43
1,000
0
39
39
0.050
 
T 03.375 05/15/44
1,000
20
20
20
0.050
 
T 03.000 11/15/44
1,000
0
56
56
0.050
 
T 03.000 02/15/48
6,426
0
6
6
0.050
 
T 02.875 05/15/49
1,033
0
9
9
0.050
 
T 01.875 02/15/51
1,040
0
35
35
0.050
 
T 02.000 08/15/51
15,360
0
213
213
0.050
 
TII 00.375 07/15/23
3,266
0
394
394
0.050
 
TII 00.125 10/15/24
3,117
0
8
8
0.050
 
TII 00.125 04/15/26
13,214
0
89
89
0.050
 
TII 00.125 07/15/26
7,909
0
1
1
0.050
 
TII 00.500 01/15/28
7,776
6
5
5
0.050
 
TII 00.875 01/15/29
11,760
0
6
6
0.050
 
TII 00.125 07/15/30
7,467
0
55
55
0.050
 
TII 00.125 01/15/31
6,276
0
50
50
0.050
 
TII 00.125 07/15/31
7,614
0
11
11
0.050
 
TII 02.375 01/15/25
10,521
0
2
2
0.050
 
TII 02.375 01/15/27
5,048
0
8
8
0.050
 
TII 02.125 02/15/40
8,134
0
1
1
0.050
 
TII 00.750 02/15/42
7,314
1
2
2
0.050
 
TII 00.125 02/15/51
3,664
0
38
38
0.050
 
TF 00.114 04/30/22
1,719
55
55
55
0.050
 
TF 00.055 07/31/22
2,454
0
78
78
0.050
 
TF 00.049 01/31/23
3,363
0
2
2
0.050
 
TF 00.034 04/30/23
4,809
64
64
64
0.050
 
Total:
38,087
38,087
 
* 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.