Securities Lending Activity
Auction Results*
October 17, 2017
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 01.875 10/31/17
3,079
0
1
1
0.050
 
T 00.875 11/15/17
31
0
7
7
0.050
 
T 04.250 11/15/17
9,907
394
451
451
0.050
 
T 00.625 11/30/17
63
0
1
1
0.050
 
T 02.250 11/30/17
6,532
1,266
1,273
1,273
0.050
 
T 00.750 12/31/17
3,798
1
46
46
0.050
 
T 02.750 12/31/17
11,955
152
221
221
0.050
 
T 00.875 01/31/18
11,790
1,150
1,189
1,189
0.050
 
T 02.625 01/31/18
12,600
6
6
6
0.050
 
T 00.750 02/28/18
13,201
0
10
10
0.050
 
T 02.750 02/28/18
15,641
0
10
10
0.050
 
T 00.750 03/31/18
8,910
0
70
70
0.050
 
T 00.875 03/31/18
5,575
0
16
16
0.050
 
T 00.750 04/30/18
6,218
42
186
186
0.050
 
T 02.625 04/30/18
17,584
1
1
1
0.050
 
T 00.875 05/31/18
5,967
0
6
6
0.050
 
T 02.250 07/31/18
18,338
0
1
1
0.050
 
T 04.000 08/15/18
20,327
125
130
130
0.050
 
T 01.250 10/31/18
3,187
0
10
10
0.050
 
T 01.000 11/30/18
2,490
5
177
177
0.050
 
T 01.375 11/30/18
14,847
130
99
99
0.050
 
T 00.750 02/15/19
1,696
87
319
319
0.050
 
T 01.125 02/28/19
3,245
158
186
186
0.050
 
T 01.250 03/31/19
2,832
10
10
10
0.050
 
T 01.500 03/31/19
16,401
12
439
439
0.050
 
T 01.250 04/30/19
21,106
0
100
100
0.050
 
T 01.625 04/30/19
4,200
0
2
2
0.050
 
T 01.250 05/31/19
2,815
30
251
251
0.050
 
T 01.000 06/30/19
16,336
342
411
411
0.050
 
T 01.375 07/31/19
2,379
0
15
15
0.050
 
T 01.625 07/31/19
561
0
31
31
0.050
 
T 01.000 08/31/19
12,471
1,208
1,283
1,283
0.050
 
T 01.250 08/31/19
472
342
437
437
0.052
 
T 01.375 09/30/19
2,910
0
419
419
0.050
 
T 03.375 11/15/19
31,068
0
4
4
0.050
 
T 01.000 11/30/19
6,284
22
6
6
0.050
 
T 01.125 12/31/19
6,373
17
108
108
0.050
 
T 01.375 01/15/20
1,196
67
197
197
0.050
 
T 01.375 01/31/20
5,413
97
372
372
0.050
 
T 01.375 02/15/20
2,493
167
125
125
0.050
 
T 03.625 02/15/20
19,532
0
13
13
0.050
 
T 01.250 02/29/20
1,002
0
27
27
0.050
 
T 01.125 03/31/20
10,168
19
158
158
0.050
 
T 01.125 04/30/20
4,649
0
24
24
0.050
 
T 03.500 05/15/20
32,959
1
1
1
0.050
 
T 01.875 06/30/20
1,010
0
6
6
0.050
 
T 02.000 07/31/20
5,423
0
19
19
0.050
 
T 01.500 08/15/20
5,771
1,450
2,267
2,267
0.052
 
T 01.375 04/30/21
8,131
0
10
10
0.050
 
T 01.125 09/30/21
1,865
0
16
16
0.050
 
T 01.250 10/31/21
1,849
0
28
28
0.050
 
T 02.000 11/15/21
997
3
4
4
0.050
 
T 01.875 02/28/22
4,243
0
131
131
0.050
 
T 01.875 03/31/22
3,704
0
23
23
0.050
 
T 01.750 06/30/22
3,719
0
196
196
0.050
 
T 01.625 08/31/22
959
0
55
55
0.060
 
T 01.875 09/30/22
3,348
881
1,653
1,653
0.052
 
T 02.125 12/31/22
31
0
7
7
0.050
 
T 01.625 05/31/23
985
15
56
56
0.050
 
T 02.125 03/31/24
3,050
0
6
6
0.050
 
T 01.875 08/31/24
789
0
55
55
0.055
 
T 02.125 09/30/24
3,134
0
871
871
0.050
 
T 01.625 05/15/26
2,191
0
5
5
0.050
 
T 01.500 08/15/26
1,001
0
107
107
0.050
 
T 02.250 02/15/27
2,537
0
5
5
0.050
 
T 02.250 08/15/27
6,228
0
145
145
0.050
 
T 09.125 05/15/18
3,500
3
5
5
0.050
 
T 09.000 11/15/18
3,457
163
195
195
0.050
 
T 08.875 02/15/19
6,747
48
55
55
0.050
 
T 08.125 08/15/19
11,932
6
6
6
0.050
 
T 08.500 02/15/20
5,969
48
48
48
0.050
 
T 08.750 05/15/20
4,775
0
32
32
0.050
 
T 08.750 08/15/20
949
57
73
73
0.050
 
T 07.875 02/15/21
6,347
76
109
109
0.050
 
T 08.125 05/15/21
6,341
28
8
8
0.050
 
T 08.125 08/15/21
5,988
188
141
141
0.050
 
T 08.000 11/15/21
5,584
5
5
5
0.050
 
T 07.250 08/15/22
5,123
62
62
62
0.050
 
T 07.625 11/15/22
4,450
23
23
23
0.050
 
T 07.125 02/15/23
9,941
6
6
6
0.050
 
T 07.625 02/15/25
997
248
248
248
0.050
 
T 06.875 08/15/25
1,059
10
10
10
0.050
 
T 06.000 02/15/26
1,006
4
5
5
0.050
 
T 06.750 08/15/26
4,471
13
13
13
0.050
 
T 06.500 11/15/26
5,163
24
34
34
0.050
 
T 06.625 02/15/27
5,422
558
485
485
0.050
 
T 06.375 08/15/27
4,755
297
345
345
0.050
 
T 06.125 11/15/27
11,346
0
1
1
0.050
 
T 05.500 08/15/28
4,687
0
22
22
0.050
 
T 05.250 11/15/28
2,329
6
5
5
0.050
 
T 05.250 02/15/29
4,738
38
60
60
0.050
 
T 06.125 08/15/29
5,626
10
10
10
0.050
 
T 06.250 05/15/30
7,881
347
487
487
0.050
 
T 05.375 02/15/31
2,840
159
167
167
0.050
 
T 04.500 02/15/36
9,573
2,309
2,297
2,297
0.050
 
T 04.750 02/15/37
10,433
4
8
8
0.050
 
T 05.000 05/15/37
13,490
76
127
127
0.050
 
T 04.375 02/15/38
14,170
882
832
832
0.050
 
T 04.500 05/15/38
16,064
559
561
561
0.050
 
T 03.500 02/15/39
12,028
138
158
158
0.050
 
T 04.250 05/15/39
24,430
80
94
94
0.050
 
T 04.500 08/15/39
26,100
4
2
2
0.050
 
T 04.375 11/15/39
28,064
11
11
11
0.050
 
T 04.375 05/15/40
22,255
6
6
6
0.050
 
T 04.375 05/15/41
20,303
3
13
13
0.050
 
T 03.125 02/15/42
26,037
50
40
40
0.050
 
T 02.250 08/15/46
1,382
0
6
6
0.050
 
T 03.000 02/15/47
1,647
0
50
50
0.050
 
T 03.000 05/15/47
4,706
0
11
11
0.050
 
TF 00.272 01/31/18
234
39
29
29
0.050
 
TF 00.190 04/30/18
3,587
100
45
45
0.050
 
TF 00.174 07/31/18
1,655
2
2
2
0.050
 
TF 00.140 01/31/19
2,272
5
5
5
0.050
 
Total:
21,471
21,471
 
* 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.