Securities Lending Operations
Auction Results*
April 13, 2021
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
B 05/20/21
16,349
0
1
1
0.050
 
B 06/10/21
8,594
0
1
1
0.050
 
B 08/26/21
5,092
66
1
1
0.050
 
B 01/27/22
4,172
1
1
1
0.050
 
T 02.000 05/31/21
4,662
0
1
1
0.050
 
T 01.625 06/30/21
16,444
18
3
3
0.050
 
T 02.125 06/30/21
4,453
0
1
1
0.050
 
T 02.125 08/15/21
31,312
0
1
1
0.050
 
T 02.000 08/31/21
3,486
54
2
2
0.050
 
T 01.875 02/28/22
11,469
0
1
1
0.050
 
T 01.875 03/31/22
13,754
0
1
1
0.050
 
T 01.750 06/15/22
9,689
0
1
1
0.050
 
T 01.625 11/15/22
60,936
43
1
1
0.050
 
T 00.125 11/30/22
8,385
1
1
1
0.050
 
T 00.125 12/31/22
8,956
0
1
1
0.050
 
T 02.000 02/15/23
18,797
9
1
1
0.050
 
T 00.125 03/31/23
9,696
0
1
1
0.050
 
T 01.500 03/31/23
7,850
0
1
1
0.050
 
T 00.125 07/15/23
11,382
7
1
1
0.050
 
T 02.875 09/30/23
10,136
0
1
1
0.050
 
T 01.750 07/31/24
7,939
309
1
1
0.050
 
T 01.375 01/31/25
12,222
0
1
1
0.050
 
T 00.250 08/31/25
3,987
20
1
1
0.050
 
T 00.500 02/28/26
8,620
4,594
1
1
0.050
 
T 00.750 03/31/26
7,885
3,068
2
2
0.050
 
T 00.375 09/30/27
7,634
0
1
1
0.050
 
T 02.250 11/15/27
13,236
0
1
1
0.050
 
T 02.750 02/15/28
7,542
0
1
1
0.050
 
T 01.250 03/31/28
10,020
0
1
1
0.050
 
T 02.875 05/15/28
8,782
0
1
1
0.050
 
T 02.875 08/15/28
8,481
0
1
1
0.050
 
T 03.125 11/15/28
5,376
0
2
2
0.050
 
T 01.625 08/15/29
42,333
50
2
2
0.050
 
T 01.750 11/15/29
49,110
983
2
2
0.050
 
T 00.625 08/15/30
23,426
63
1
1
0.050
 
T 00.875 11/15/30
11,927
4,957
1
1
0.050
 
T 01.125 02/15/31
8,027
9,201
4
4
0.050
 
T 08.125 08/15/21
5,988
21
1
1
0.050
 
T 07.625 02/15/25
5,535
1
1
1
0.050
 
T 04.500 02/15/36
16,217
1,660
2
2
0.050
 
T 03.500 02/15/39
16,006
101
1
1
0.050
 
T 04.375 11/15/39
6,540
0
1
1
0.050
 
T 04.375 05/15/40
27,387
0
1
1
0.050
 
T 01.125 08/15/40
20,272
0
1
1
0.050
 
T 03.625 08/15/43
17,178
70
1
1
0.050
 
T 02.500 02/15/45
6,593
0
1
1
0.050
 
T 03.000 11/15/45
26,131
191
1
1
0.050
 
T 02.250 08/15/46
6,002
0
1
1
0.050
 
T 01.375 08/15/50
19,207
26
1
1
0.050
 
T 01.625 11/15/50
12,733
72
1
1
0.050
 
T 01.875 02/15/51
3,082
8,200
2
2
0.050
 
TII 00.125 07/15/22
8,183
632
1
1
0.050
 
TII 00.125 01/15/31
2,347
151
2
2
0.050
 
TII 02.500 01/15/29
3,144
0
1
1
0.050
 
Total:
67
67
 
April 13, 2021
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
B 04/27/21
4,896
1
63
63
0.050
 
B 05/04/21
5,871
0
22
22
0.050
 
B 05/06/21
13,807
0
30
30
0.050
 
B 05/13/21
10,469
26
622
622
0.050
 
B 05/25/21
2,358
0
95
95
0.055
 
B 05/27/21
9,279
0
5
5
0.050
 
B 06/01/21
2,826
0
41
41
0.050
 
B 06/03/21
13,252
0
210
210
0.050
 
B 06/24/21
3,608
2
78
78
0.050
 
B 07/01/21
13,906
1
1
1
0.050
 
B 07/22/21
6,476
103
142
142
0.050
 
B 07/29/21
6,258
25
67
67
0.050
 
B 08/05/21
6,185
160
207
207
0.050
 
B 08/19/21
6,049
281
478
478
0.050
 
B 08/26/21
5,092
33
33
33
0.050
 
B 09/16/21
4,204
0
34
34
0.050
 
B 09/23/21
1,728
4
79
79
0.050
 
B 10/07/21
11,076
0
2
2
0.050
 
B 11/04/21
3,839
1,537
1,616
1,616
0.053
 
B 12/02/21
4,487
58
276
276
0.050
 
B 12/30/21
5,157
0
10
10
0.050
 
B 01/27/22
4,172
0
1
1
0.050
 
B 03/24/22
1,088
0
1
1
0.050
 
T 01.125 06/30/21
9,566
3
3
3
0.050
 
T 01.625 06/30/21
16,444
0
18
18
0.050
 
T 02.000 08/31/21
3,486
0
54
54
0.050
 
T 02.875 11/15/21
15,162
0
50
50
0.050
 
T 01.125 02/28/22
10,092
0
112
112
0.050
 
T 01.750 02/28/22
2,185
0
60
60
0.050
 
T 02.250 04/15/22
10,354
0
16
16
0.050
 
T 01.625 11/15/22
60,936
0
43
43
0.050
 
T 00.125 11/30/22
8,385
0
1
1
0.050
 
T 01.375 02/15/23
26,229
0
34
34
0.050
 
T 02.000 02/15/23
18,797
0
9
9
0.050
 
T 00.125 07/15/23
11,382
0
7
7
0.050
 
T 00.125 12/15/23
12,033
202
228
228
0.050
 
T 02.250 01/31/24
4,406
0
19
19
0.050
 
T 00.125 02/15/24
15,685
5,356
6,223
6,223
0.050
 
T 00.250 03/15/24
3,235
295
3,183
3,161
0.087
 
T 02.000 04/30/24
6,531
2
3
3
0.050
 
T 01.750 07/31/24
7,939
63
246
246
0.050
 
T 01.500 11/30/24
7,974
0
188
188
0.050
 
T 02.250 12/31/24
5,238
0
50
50
0.050
 
T 02.875 05/31/25
10,931
0
7
7
0.050
 
T 00.250 08/31/25
3,987
0
20
20
0.050
 
T 00.250 10/31/25
5,656
0
222
222
0.050
 
T 00.500 02/28/26
10,364
2,850
2,928
2,928
0.050
 
T 02.500 02/28/26
5,873
0
1
1
0.050
 
T 00.750 03/31/26
9,858
307
3,011
3,011
0.050
 
T 02.250 03/31/26
3,542
0
127
127
0.050
 
T 01.625 09/30/26
14,324
0
27
27
0.050
 
T 01.750 12/31/26
10,619
12
55
55
0.050
 
T 01.500 01/31/27
1,320
0
12
12
0.050
 
T 00.625 03/31/27
12,374
0
19
19
0.050
 
T 00.500 04/30/27
4,823
1
48
48
0.050
 
T 02.250 08/15/27
1,444
0
1
1
0.050
 
T 00.500 08/31/27
9,419
0
26
26
0.050
 
T 00.750 01/31/28
7,586
0
5
5
0.050
 
T 01.125 02/29/28
12,088
0
5
5
0.050
 
T 01.625 08/15/29
42,333
0
50
50
0.050
 
T 01.750 11/15/29
49,110
520
513
513
0.050
 
T 01.500 02/15/30
1,533
0
17
17
0.050
 
T 00.625 08/15/30
23,426
0
63
63
0.050
 
T 00.875 11/15/30
15,196
1,141
4,416
4,416
0.050
 
T 01.125 02/15/31
14,076
3,152
7,180
7,180
0.053
 
T 08.125 05/15/21
6,341
14
14
14
0.050
 
T 08.125 08/15/21
5,988
1
20
20
0.050
 
T 07.250 08/15/22
5,534
10
10
10
0.050
 
T 07.625 11/15/22
4,584
1
51
51
0.050
 
T 07.125 02/15/23
9,941
0
1
1
0.050
 
T 07.500 11/15/24
5,462
72
71
71
0.050
 
T 06.750 08/15/26
4,540
5
5
5
0.050
 
T 06.500 11/15/26
5,685
3
3
3
0.050
 
T 06.125 08/15/29
6,266
1
1
1
0.050
 
T 05.375 02/15/31
7,408
291
331
331
0.050
 
T 04.500 02/15/36
16,217
922
1,088
1,088
0.050
 
T 04.750 02/15/37
10,451
0
40
40
0.050
 
T 04.375 02/15/38
14,190
74
29
29
0.050
 
T 04.500 05/15/38
1,000
0
50
50
0.050
 
T 03.500 02/15/39
16,006
38
63
63
0.050
 
T 04.625 02/15/40
28,288
0
190
190
0.050
 
T 01.875 02/15/41
9,142
0
7
7
0.050
 
T 04.750 02/15/41
26,423
0
4
4
0.050
 
T 04.375 05/15/41
26,456
0
24
24
0.050
 
T 03.125 02/15/42
28,917
18
18
18
0.050
 
T 03.125 02/15/43
1,350
0
33
33
0.050
 
T 03.625 08/15/43
17,248
0
70
70
0.050
 
T 03.000 11/15/45
26,131
87
191
191
0.050
 
T 01.625 11/15/50
12,733
0
72
72
0.050
 
T 01.875 02/15/51
8,020
3,262
5,383
5,383
0.054
 
TII 00.625 07/15/21
8,227
0
8
8
0.050
 
TII 00.125 07/15/22
8,183
181
451
451
0.050
 
TII 00.625 04/15/23
10,236
0
74
74
0.050
 
TII 00.125 10/15/25
2,053
0
1
1
0.050
 
TII 00.625 01/15/26
11,445
0
1
1
0.050
 
TII 00.125 01/15/31
2,347
97
77
77
0.050
 
TII 02.000 01/15/26
6,009
0
7
7
0.050
 
TII 02.375 01/15/27
4,826
15
15
15
0.050
 
TII 03.625 04/15/28
7,465
7
10
10
0.050
 
TII 03.875 04/15/29
8,054
5
5
5
0.050
 
TII 02.125 02/15/40
8,040
0
1
1
0.050
 
TII 02.125 02/15/41
13,507
17
50
50
0.050
 
TII 00.250 02/15/50
1,927
0
6
6
0.050
 
TII 00.125 02/15/51
469
0
134
134
0.050
 
TF 00.049 01/31/23
3,405
0
50
50
0.050
 
Total:
42,072
42,050
 
* 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.