Securities Lending Activity
Auction Results and Extensions History*
September 4, 2015
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 04.500 02/15/16
2,215
0
549
549
0.050
 
T 02.125 02/29/16
19,051
2,050
2,025
2,025
0.050
 
T 02.250 03/31/16
172
8
8
8
0.050
 
T 05.125 05/15/16
7,557
73
79
79
0.050
 
T 01.500 07/31/16
937
0
27
27
0.050
 
T 03.250 07/31/16
5,522
0
13
13
0.050
 
T 01.000 10/31/16
1,197
71
71
71
0.050
 
T 03.125 10/31/16
4,678
37
2
2
0.050
 
T 00.875 12/31/16
1,020
29
29
29
0.050
 
T 04.625 02/15/17
6,442
0
3
3
0.050
 
T 00.500 04/30/17
85
0
2
2
0.050
 
T 03.125 04/30/17
180
0
2
2
0.050
 
T 02.750 05/31/17
10,351
5
6
6
0.050
 
T 02.500 06/30/17
9,499
0
5
5
0.050
 
T 00.500 07/31/17
3,797
0
2
2
0.050
 
T 01.875 09/30/17
6,080
9
31
31
0.050
 
T 00.750 10/31/17
4,752
0
262
262
0.050
 
T 02.750 12/31/17
11,955
0
14
14
0.050
 
T 00.875 01/31/18
11,790
0
46
46
0.050
 
T 02.750 02/28/18
15,641
2
2
2
0.050
 
T 00.750 03/31/18
8,910
55
101
101
0.050
 
T 00.625 04/30/18
2,547
0
36
36
0.050
 
T 03.875 05/15/18
19,616
223
473
473
0.050
 
T 02.375 05/31/18
9,673
0
15
15
0.050
 
T 01.375 07/31/18
5,643
0
8
8
0.050
 
T 02.250 07/31/18
18,365
170
170
170
0.050
 
T 04.000 08/15/18
8,000
0
44
44
0.050
 
T 01.375 09/30/18
15,679
12
11
11
0.050
 
T 01.750 10/31/18
8,055
0
42
42
0.050
 
T 01.375 11/30/18
7,988
14
30
30
0.050
 
T 02.750 02/15/19
30,732
3
5
5
0.050
 
T 01.500 03/31/19
16,432
43
43
43
0.050
 
T 01.250 04/30/19
17,935
468
511
511
0.050
 
T 03.125 05/15/19
8,000
0
98
98
0.050
 
T 01.000 06/30/19
16,336
83
164
164
0.050
 
T 01.000 08/31/19
12,471
30
30
30
0.050
 
T 01.000 09/30/19
8,775
0
21
21
0.050
 
T 01.250 02/29/20
8,675
8
8
8
0.050
 
T 01.125 03/31/20
10,168
0
2
2
0.050
 
T 01.375 05/31/20
188
0
77
77
0.050
 
T 01.875 06/30/20
11,581
0
88
88
0.050
 
T 02.000 07/31/20
5,423
3
25
25
0.050
 
T 02.375 12/31/20
5,184
0
11
11
0.050
 
T 02.000 05/31/21
180
0
35
35
0.050
 
T 02.250 07/31/21
8
0
76
2
0.050
 
T 02.125 08/15/21
7,976
27
128
128
0.050
 
T 01.750 05/15/22
8,000
0
14
14
0.050
 
T 01.625 11/15/22
28,746
5
5
5
0.050
 
T 02.000 02/15/23
13,883
0
36
36
0.050
 
T 02.250 11/15/24
28
0
4
4
0.050
 
T 02.000 08/15/25
434
0
203
203
0.287
 
T 09.250 02/15/16
2,166
113
97
97
0.050
 
T 07.250 05/15/16
5,061
0
8
8
0.050
 
T 07.500 11/15/16
7,709
5
5
5
0.050
 
T 08.750 05/15/17
6,531
23
26
26
0.050
 
T 08.875 08/15/17
5,530
250
275
275
0.050
 
T 09.125 05/15/18
3,500
1
11
11
0.050
 
T 09.000 11/15/18
3,457
85
81
81
0.050
 
T 08.875 02/15/19
6,747
211
236
236
0.050
 
T 08.125 08/15/19
11,932
220
302
302
0.050
 
T 08.500 02/15/20
5,969
62
62
62
0.050
 
T 08.750 05/15/20
4,775
63
73
73
0.050
 
T 08.125 05/15/21
6,341
46
46
46
0.050
 
T 08.000 11/15/21
19,297
6
4
4
0.050
 
T 07.625 11/15/22
4,518
115
115
115
0.050
 
T 06.250 08/15/23
14,274
0
12
12
0.050
 
T 07.625 02/15/25
5,179
112
190
190
0.050
 
T 06.875 08/15/25
6,555
83
180
180
0.050
 
T 06.000 02/15/26
4,331
6
6
6
0.050
 
T 06.750 08/15/26
4,471
155
132
132
0.050
 
T 06.500 11/15/26
5,161
1
4
4
0.050
 
T 06.625 02/15/27
5,418
80
121
121
0.050
 
T 06.375 08/15/27
4,745
10
10
10
0.050
 
T 06.125 11/15/27
11,317
11
10
10
0.050
 
T 05.250 11/15/28
2,320
0
2
2
0.050
 
T 05.250 02/15/29
4,650
46
166
166
0.050
 
T 06.250 05/15/30
7,880
602
701
701
0.050
 
T 05.375 02/15/31
2,827
307
277
277
0.050
 
T 04.500 02/15/36
10,694
257
307
307
0.050
 
T 04.750 02/15/37
10,433
26
117
117
0.050
 
T 05.000 05/15/37
13,490
1,459
1,690
1,690
0.050
 
T 04.375 02/15/38
14,170
23
37
37
0.050
 
T 04.500 05/15/38
16,064
269
250
250
0.050
 
T 03.500 02/15/39
12,028
28
29
29
0.050
 
T 04.250 05/15/39
24,430
14
14
14
0.050
 
T 04.375 05/15/40
22,255
5
151
151
0.050
 
T 03.875 08/15/40
142
38
22
22
0.050
 
T 04.750 02/15/41
21,678
328
320
320
0.050
 
T 03.125 11/15/41
26,965
62
62
62
0.050
 
T 02.750 08/15/42
8,173
94
271
271
0.050
 
T 02.875 05/15/43
465
0
51
51
0.050
 
TII 01.625 01/15/18
2,367
31
140
140
0.050
 
TII 01.375 07/15/18
876
1
9
9
0.050
 
TII 01.250 07/15/20
4,043
0
24
24
0.050
 
TII 01.125 01/15/21
4,215
0
6
6
0.050
 
TII 02.375 01/15/27
2,744
0
1
1
0.050
 
TII 02.125 02/15/40
6,813
2
19
19
0.050
 
FHLMC 04.750 01/19/16
1,463
42
42
42
0.050
 
FHLMC 05.500 07/18/16
1,412
2
2
2
0.050
 
Total:
12,408
12,334
 
September 3, 2015
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 04.500 02/15/16
2,215
0
5
5
0.050
 
T 02.125 02/29/16
19,051
1,791
2,225
2,225
0.050
 
T 02.250 03/31/16
172
8
8
8
0.050
 
T 02.375 03/31/16
8,132
0
2
2
0.050
 
T 02.000 04/30/16
12,415
0
100
100
0.050
 
T 05.125 05/15/16
7,557
73
73
73
0.050
 
T 03.250 05/31/16
9,511
0
8
8
0.050
 
T 01.000 09/30/16
980
0
179
179
0.050
 
T 03.000 09/30/16
5,163
0
133
133
0.050
 
T 01.000 10/31/16
1,197
71
71
71
0.050
 
T 03.125 10/31/16
4,678
97
37
37
0.050
 
T 00.875 12/31/16
1,020
29
29
29
0.050
 
T 03.125 01/31/17
5,485
0
1
1
0.050
 
T 00.875 04/30/17
1,365
0
7
7
0.050
 
T 02.750 05/31/17
10,351
5
5
5
0.050
 
T 04.750 08/15/17
11,259
23
23
23
0.050
 
T 01.000 09/15/17
0
0
5
0
N/A
 
T 01.875 09/30/17
6,080
0
9
9
0.050
 
T 00.750 10/31/17
4,752
50
252
252
0.050
 
T 00.750 12/31/17
3,798
0
50
50
0.050
 
T 02.750 12/31/17
11,955
0
47
47
0.050
 
T 02.750 02/28/18
15,641
2
2
2
0.050
 
T 00.750 03/31/18
8,910
0
155
155
0.050
 
T 03.875 05/15/18
19,616
248
273
273
0.050
 
T 02.375 06/30/18
14,219
0
24
24
0.050
 
T 01.375 07/31/18
5,643
0
32
32
0.050
 
T 02.250 07/31/18
18,365
170
170
170
0.050
 
T 04.000 08/15/18
7,938
62
200
200
0.050
 
T 01.375 09/30/18
15,679
12
12
12
0.050
 
T 01.750 10/31/18
8,055
0
20
20
0.050
 
T 03.750 11/15/18
27,310
0
13
13
0.050
 
T 01.375 11/30/18
8,001
1
15
15
0.050
 
T 01.500 12/31/18
1,851
0
7
7
0.050
 
T 01.250 01/31/19
5,259
0
18
18
0.050
 
T 02.750 02/15/19
30,732
0
3
3
0.050
 
T 01.500 03/31/19
16,432
43
68
68
0.050
 
T 01.250 04/30/19
17,935
367
528
528
0.050
 
T 01.000 06/30/19
16,336
194
175
175
0.050
 
T 00.875 07/31/19
13,064
0
31
31
0.050
 
T 01.000 08/31/19
12,471
0
30
30
0.050
 
T 01.375 01/31/20
5,413
0
7
7
0.050
 
T 01.250 02/29/20
8,675
0
8
8
0.050
 
T 01.125 03/31/20
10,168
0
2
2
0.050
 
T 01.375 05/31/20
188
0
103
103
0.050
 
T 02.000 07/31/20
5,423
3
53
53
0.050
 
T 02.125 08/31/20
180
0
64
64
0.050
 
T 02.375 12/31/20
5,184
0
11
11
0.050
 
T 03.625 02/15/21
19,794
0
8
8
0.050
 
T 02.250 07/31/21
8
0
9
4
0.050
 
T 02.125 08/15/21
8,000
3
27
27
0.050
 
T 02.000 02/15/22
180
0
16
16
0.050
 
T 01.750 04/30/22
95
0
23
23
0.050
 
T 01.625 11/15/22
28,746
4
5
5
0.050
 
T 02.250 11/15/24
28
0
7
7
0.050
 
T 02.000 08/15/25
434
0
323
323
0.349
 
T 09.250 02/15/16
2,166
102
163
163
0.050
 
T 07.500 11/15/16
7,709
0
5
5
0.050
 
T 08.750 05/15/17
6,531
23
23
23
0.050
 
T 08.875 08/15/17
5,530
275
250
250
0.050
 
T 09.125 05/15/18
3,500
1
3
3
0.050
 
T 09.000 11/15/18
3,457
126
135
135
0.050
 
T 08.875 02/15/19
6,747
211
211
211
0.050
 
T 08.125 08/15/19
11,932
221
230
230
0.050
 
T 08.500 02/15/20
5,969
37
62
62
0.050
 
T 08.750 05/15/20
4,775
63
64
64
0.050
 
T 08.125 05/15/21
6,341
71
71
71
0.050
 
T 08.000 11/15/21
19,297
6
6
6
0.050
 
T 07.625 11/15/22
4,518
117
115
115
0.050
 
T 07.500 11/15/24
4,861
31
98
98
0.050
 
T 07.625 02/15/25
5,179
172
162
162
0.050
 
T 06.875 08/15/25
6,555
88
83
83
0.050
 
T 06.000 02/15/26
4,331
6
6
6
0.050
 
T 06.750 08/15/26
4,471
141
155
155
0.050
 
T 06.500 11/15/26
5,161
20
2
2
0.050
 
T 06.625 02/15/27
5,418
124
181
181
0.050
 
T 06.375 08/15/27
4,745
10
10
10
0.050
 
T 06.125 11/15/27
11,317
11
81
81
0.050
 
T 05.500 08/15/28
4,650
0
7
7
0.050
 
T 05.250 02/15/29
4,650
46
46
46
0.050
 
T 06.250 05/15/30
7,880
602
816
816
0.050
 
T 05.375 02/15/31
2,827
240
307
307
0.050
 
T 04.500 02/15/36
10,694
273
417
417
0.050
 
T 04.750 02/15/37
10,433
141
26
26
0.050
 
T 05.000 05/15/37
13,490
679
3,009
3,009
0.050
 
T 04.375 02/15/38
14,170
139
120
120
0.050
 
T 04.500 05/15/38
16,064
316
369
369
0.050
 
T 03.500 02/15/39
12,028
24
28
28
0.050
 
T 04.250 05/15/39
24,430
8
14
14
0.050
 
T 04.375 05/15/40
22,255
0
5
5
0.050
 
T 03.875 08/15/40
179
1
38
38
0.050
 
T 04.750 02/15/41
21,678
303
438
438
0.050
 
T 03.125 11/15/41
26,965
62
62
62
0.050
 
T 03.000 05/15/42
25,648
1
1
1
0.050
 
T 02.750 08/15/42
8,267
0
194
194
0.050
 
T 03.125 02/15/43
180
0
32
32
0.050
 
T 03.375 05/15/44
24
0
54
6
0.050
 
T 02.875 08/15/45
289
0
2
2
0.050
 
TII 00.125 04/15/16
330
0
6
6
0.050
 
TII 02.625 07/15/17
974
0
35
35
0.050
 
TII 01.625 01/15/18
2,367
0
31
31
0.050
 
TII 01.375 07/15/18
876
1
1
1
0.050
 
TII 02.125 01/15/19
1,598
0
9
9
0.050
 
TII 01.875 07/15/19
427
100
85
18
0.050
 
TII 03.625 04/15/28
6,931
0
1
1
0.050
 
TII 03.375 04/15/32
364
0
30
30
0.050
 
TII 02.125 02/15/40
6,813
18
2
2
0.050
 
TII 00.625 02/15/43
8,682
0
10
10
0.050
 
FHLB 05.375 05/18/16
1,800
1
1
1
0.050
 
FHLMC 04.750 01/19/16
1,463
42
42
42
0.050
 
FHLMC 05.500 07/18/16
1,412
2
2
2
0.050
 
FHLMC 05.000 04/18/17
1,350
0
3
3
0.050
 
Total:
14,070
13,945
 
September 2, 2015
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 00.250 09/30/15
0
0
3
0
N/A
 
T 04.500 02/15/16
2,215
0
4
4
0.050
 
T 02.125 02/29/16
19,051
1,722
1,841
1,841
0.050
 
T 02.250 03/31/16
172
8
8
8
0.050
 
T 00.375 04/30/16
0
0
5
0
N/A
 
T 05.125 05/15/16
7,557
43
74
74
0.050
 
T 01.500 06/30/16
3,470
0
20
20
0.050
 
T 03.250 06/30/16
8,739
0
7
7
0.050
 
T 03.250 07/31/16
5,522
0
38
38
0.050
 
T 01.000 10/31/16
1,197
119
121
121
0.050
 
T 03.125 10/31/16
4,678
12
97
97
0.050
 
T 00.875 12/31/16
1,020
0
29
29
0.050
 
T 00.500 04/30/17
85
0
5
5
0.050
 
T 03.125 04/30/17
178
2
2
2
0.050
 
T 00.625 05/31/17
367
0
91
91
0.050
 
T 02.750 05/31/17
10,351
5
5
5
0.050
 
T 04.750 08/15/17
11,259
0
23
23
0.050
 
T 00.750 10/31/17
4,752
0
50
50
0.050
 
T 00.625 11/30/17
63
0
5
5
0.050
 
T 02.750 02/28/18
15,641
2
2
2
0.050
 
T 00.625 04/30/18
2,547
0
2
2
0.050
 
T 03.875 05/15/18
19,616
523
398
398
0.050
 
T 02.375 05/31/18
9,673
0
15
15
0.050
 
T 01.375 07/31/18
5,643
0
20
20
0.050
 
T 02.250 07/31/18
18,365
27
170
170
0.050
 
T 04.000 08/15/18
8,000
0
93
93
0.050
 
T 01.375 09/30/18
15,679
11
12
12
0.050
 
T 01.375 11/30/18
8,002
0
31
31
0.050
 
T 01.500 12/31/18
1,851
0
2
2
0.050
 
T 01.375 02/28/19
5,684
0
145
145
0.050
 
T 01.500 03/31/19
16,432
45
43
43
0.050
 
T 01.250 04/30/19
17,935
534
517
517
0.050
 
T 01.625 04/30/19
4,200
0
18
18
0.050
 
T 01.125 05/31/19
8,305
0
14
14
0.050
 
T 01.000 06/30/19
16,336
109
194
194
0.050
 
T 01.125 12/31/19
6,373
0
15
15
0.050
 
T 01.125 03/31/20
10,168
0
2
2
0.050
 
T 01.375 05/31/20
188
0
1
1
0.050
 
T 02.000 07/31/20
5,423
3
3
3
0.050
 
T 02.125 08/15/21
8,003
0
3
3
0.050
 
T 02.000 02/15/22
180
0
10
10
0.050
 
T 01.625 11/15/22
28,746
4
4
4
0.050
 
T 02.000 08/15/25
434
42
329
329
1.432
 
T 09.250 02/15/16
2,166
0
202
202
0.050
 
T 07.250 05/15/16
5,061
0
3
3
0.050
 
T 08.750 05/15/17
6,531
23
23
23
0.050
 
T 08.875 08/15/17
5,530
275
322
322
0.050
 
T 09.125 05/15/18
3,500
1
3
3
0.050
 
T 09.000 11/15/18
3,457
115
169
169
0.050
 
T 08.875 02/15/19
6,747
136
218
218
0.050
 
T 08.125 08/15/19
11,932
122
221
221
0.050
 
T 08.500 02/15/20
5,969
17
37
37
0.050
 
T 08.750 05/15/20
4,775
15
115
115
0.050
 
T 08.125 05/15/21
6,341
26
71
71
0.050
 
T 08.000 11/15/21
19,297
6
6
6
0.050
 
T 07.625 11/15/22
4,518
15
187
187
0.050
 
T 06.250 08/15/23
14,274
0
10
10
0.050
 
T 07.500 11/15/24
4,861
15
73
73
0.050
 
T 07.625 02/15/25
5,179
141
172
172
0.050
 
T 06.875 08/15/25
6,555
97
175
175
0.050
 
T 06.000 02/15/26
4,331
7
6
6
0.050
 
T 06.750 08/15/26
4,471
125
173
173
0.050
 
T 06.500 11/15/26
5,161
45
35
35
0.050
 
T 06.625 02/15/27
5,418
69
124
124
0.050
 
T 06.375 08/15/27
4,745
11
22
22
0.050
 
T 06.125 11/15/27
11,317
13
11
11
0.050
 
T 05.250 11/15/28
2,320
0
2
2
0.050
 
T 05.250 02/15/29
4,650
35
209
209
0.050
 
T 06.250 05/15/30
7,880
817
802
802
0.050
 
T 05.375 02/15/31
2,827
307
253
253
0.050
 
T 04.500 02/15/36
10,694
271
457
457
0.050
 
T 04.750 02/15/37
10,433
132
141
141
0.050
 
T 05.000 05/15/37
13,490
672
814
814
0.050
 
T 04.375 02/15/38
14,170
100
189
189
0.050
 
T 04.500 05/15/38
16,064
261
316
316
0.050
 
T 03.500 02/15/39
12,028
22
24
24
0.050
 
T 04.250 05/15/39
24,430
3
8
8
0.050
 
T 04.625 02/15/40
20,372
0
55
55
0.050
 
T 04.375 05/15/40
22,255
0
1
1
0.050
 
T 03.875 08/15/40
180
0
1
1
0.050
 
T 04.750 02/15/41
21,678
303
313
313
0.050
 
T 03.750 08/15/41
8,000
0
8
8
0.050
 
T 03.125 11/15/41
26,965
62
62
62
0.050
 
T 03.000 05/15/42
25,648
18
19
19
0.050
 
T 02.750 08/15/42
8,267
0
81
81
0.050
 
T 03.125 02/15/43
180
0
376
180
0.050
 
T 02.875 05/15/43
465
0
15
15
0.050
 
TII 01.625 01/15/18
2,367
50
47
47
0.050
 
TII 01.375 07/15/18
876
0
2
2
0.050
 
TII 01.875 07/15/19
475
0
111
111
0.050
 
TII 01.125 01/15/21
4,215
0
3
3
0.050
 
TII 00.625 07/15/21
764
0
1
1
0.050
 
TII 02.125 02/15/40
6,813
0
18
18
0.050
 
TII 00.625 02/15/43
8,682
0
10
10
0.050
 
FHLB 05.375 05/18/16
1,800
2
1
1
0.050
 
FHLMC 04.750 01/19/16
1,463
42
42
42
0.050
 
FHLMC 05.500 07/18/16
1,412
2
2
2
0.050
 
FNMA 07.250 05/15/30
256
0
5
5
0.050
 
Total:
11,237
11,033
 
September 1, 2015
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 04.500 02/15/16
2,215
3
5
5
0.050
 
T 02.125 02/29/16
19,051
1,571
1,972
1,972
0.050
 
T 02.625 02/29/16
9,522
0
10
10
0.050
 
T 02.250 03/31/16
172
8
9
9
0.050
 
T 02.375 03/31/16
8,132
105
14
14
0.050
 
T 02.000 04/30/16
12,415
0
2
2
0.050
 
T 02.625 04/30/16
12,218
0
1
1
0.050
 
T 05.125 05/15/16
7,557
43
43
43
0.050
 
T 00.375 05/31/16
10
0
7
2
0.050
 
T 00.500 07/31/16
8
0
7
4
0.050
 
T 01.500 07/31/16
937
0
1
1
0.050
 
T 01.000 08/31/16
963
0
6
6
0.050
 
T 03.000 09/30/16
5,163
0
100
100
0.050
 
T 01.000 10/31/16
843
487
437
336
0.050
 
T 03.125 10/31/16
4,678
87
12
12
0.050
 
T 04.625 11/15/16
4,506
3
3
3
0.050
 
T 00.875 02/28/17
1,529
0
71
71
0.050
 
T 03.250 03/31/17
9,568
0
1
1
0.050
 
T 03.125 04/30/17
180
0
2
2
0.050
 
T 02.750 05/31/17
10,351
5
5
5
0.050
 
T 01.875 09/30/17
6,080
0
5
5
0.050
 
T 03.500 02/15/18
7,955
45
31
31
0.050
 
T 02.750 02/28/18
15,641
0
2
2
0.050
 
T 03.875 05/15/18
19,616
598
673
673
0.050
 
T 02.375 05/31/18
9,673
0
4
4
0.050
 
T 02.250 07/31/18
18,365
15
36
36
0.050
 
T 01.375 09/30/18
15,679
12
11
11
0.050
 
T 01.500 01/31/19
180
0
4
4
0.050
 
T 01.375 02/28/19
5,684
0
6
6
0.050
 
T 01.500 03/31/19
16,432
40
45
45
0.050
 
T 01.250 04/30/19
17,935
529
534
534
0.050
 
T 01.625 04/30/19
4,200
0
12
12
0.050
 
T 01.500 05/31/19
58
0
4
4
0.050
 
T 01.000 06/30/19
16,336
109
109
109
0.050
 
T 00.875 07/31/19
13,064
0
60
60
0.050
 
T 02.000 07/31/20
5,423
3
3
3
0.050
 
T 01.750 10/31/20
958
0
1
1
0.050
 
T 02.375 12/31/20
5,184
0
72
72
0.050
 
T 02.250 03/31/21
180
0
5
5
0.050
 
T 02.250 07/31/21
7
2
7
2
0.050
 
T 02.000 02/15/22
180
0
10
10
0.050
 
T 01.625 11/15/22
28,746
4
4
4
0.050
 
T 02.000 02/15/23
13,883
0
1
1
0.050
 
T 02.000 08/15/25
434
0
532
434
1.340
 
T 08.750 05/15/17
6,531
14
30
30
0.050
 
T 08.875 08/15/17
5,530
243
275
275
0.050
 
T 09.125 05/15/18
3,500
1
1
1
0.050
 
T 09.000 11/15/18
3,457
41
115
115
0.050
 
T 08.875 02/15/19
6,747
78
139
139
0.050
 
T 08.125 08/15/19
11,932
128
122
122
0.050
 
T 08.500 02/15/20
5,969
9
17
17
0.050
 
T 08.750 05/15/20
4,775
39
16
16
0.050
 
T 08.125 05/15/21
6,341
21
26
26
0.050
 
T 08.000 11/15/21
19,297
6
6
6
0.050
 
T 07.625 11/15/22
4,518
115
185
185
0.050
 
T 07.125 02/15/23
9,941
11
11
11
0.050
 
T 07.500 11/15/24
4,861
34
63
63
0.050
 
T 07.625 02/15/25
5,179
188
195
195
0.050
 
T 06.875 08/15/25
6,555
121
108
108
0.050
 
T 06.000 02/15/26
4,331
6
21
21
0.050
 
T 06.750 08/15/26
4,471
141
125
125
0.050
 
T 06.500 11/15/26
5,161
1
45
45
0.050
 
T 06.625 02/15/27
5,418
36
69
69
0.050
 
T 06.375 08/15/27
4,745
10
11
11
0.050
 
T 06.125 11/15/27
11,317
13
13
13
0.050
 
T 05.250 02/15/29
4,650
110
124
124
0.050
 
T 06.250 05/15/30
7,880
636
817
817
0.050
 
T 05.375 02/15/31
2,827
279
525
525
0.050
 
T 04.500 02/15/36
10,694
551
453
371
0.050
 
T 04.750 02/15/37
10,433
88
133
133
0.050
 
T 05.000 05/15/37
13,490
736
1,114
1,114
0.050
 
T 04.375 02/15/38
14,170
131
113
113
0.050
 
T 04.500 05/15/38
16,064
277
291
271
0.050
 
T 03.500 02/15/39
12,028
18
27
27
0.050
 
T 04.250 05/15/39
24,430
5
3
3
0.050
 
T 04.375 05/15/40
22,255
0
12
12
0.050
 
T 04.250 11/15/40
7,979
34
34
34
0.050
 
T 04.750 02/15/41
21,678
291
422
422
0.050
 
T 03.125 11/15/41
26,965
105
62
62
0.050
 
T 03.000 05/15/42
25,648
118
76
76
0.050
 
T 03.125 02/15/43
180
0
61
61
0.050
 
T 03.000 05/15/45
325
0
81
81
0.060
 
TII 01.625 01/15/18
2,367
57
82
82
0.050
 
TII 02.125 01/15/19
1,598
0
48
48
0.050
 
TII 01.250 07/15/20
4,043
0
1
1
0.050
 
TII 00.625 07/15/21
764
0
19
19
0.050
 
TII 00.625 02/15/43
8,682
0
1
1
0.050
 
FHLB 05.375 05/18/16
1,800
2
2
2
0.050
 
FHLMC 04.750 01/19/16
1,463
42
42
42
0.050
 
FHLMC 05.500 07/18/16
1,412
2
2
2
0.050
 
Total:
11,017
10,703
 
August 31, 2015
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 04.500 02/15/16
2,215
0
3
3
0.050
 
T 02.125 02/29/16
19,051
1,247
1,821
1,821
0.050
 
T 02.250 03/31/16
172
8
8
8
0.050
 
T 02.375 03/31/16
8,132
0
105
105
0.050
 
T 02.000 04/30/16
12,415
0
15
15
0.050
 
T 05.125 05/15/16
7,557
68
43
43
0.050
 
T 00.500 07/31/16
8
0
2
2
0.050
 
T 03.250 07/31/16
5,522
5
54
54
0.050
 
T 01.000 09/30/16
980
0
65
65
0.050
 
T 03.000 09/30/16
5,163
0
25
25
0.050
 
T 01.000 10/31/16
1,197
74
587
587
0.050
 
T 03.125 10/31/16
4,678
37
142
142
0.050
 
T 04.625 11/15/16
4,506
3
3
3
0.050
 
T 00.875 02/28/17
1,529
0
40
40
0.050
 
T 03.125 04/30/17
173
7
4
4
0.050
 
T 02.750 05/31/17
10,351
5
5
5
0.050
 
T 01.875 08/31/17
2,635
0
3
3
0.050
 
T 01.875 09/30/17
6,080
0
1
1
0.050
 
T 00.875 01/31/18
11,790
0
263
263
0.050
 
T 03.500 02/15/18
7,975
25
45
45
0.050
 
T 03.875 05/15/18
19,616
323
666
666
0.050
 
T 01.375 07/31/18
5,643
9
9
9
0.050
 
T 02.250 07/31/18
18,365
190
175
175
0.050
 
T 01.375 09/30/18
15,679
12
12
12
0.050
 
T 01.500 03/31/19
16,432
0
45
45
0.050
 
T 01.250 04/30/19
17,935
378
579
579
0.050
 
T 03.125 05/15/19
8,000
0
182
182
0.050
 
T 01.125 05/31/19
8,305
0
10
10
0.050
 
T 01.000 06/30/19
16,336
109
109
109
0.050
 
T 01.250 10/31/19
13,191
0
1
1
0.050
 
T 01.125 12/31/19
6,373
0
27
27
0.050
 
T 01.125 03/31/20
10,168
0
2
2
0.050
 
T 01.375 05/31/20
188
0
5
5
0.050
 
T 01.875 06/30/20
11,581
0
19
19
0.050
 
T 02.000 07/31/20
5,423
3
3
3
0.050
 
T 01.750 10/31/20
958
0
1
1
0.050
 
T 02.250 03/31/21
180
0
10
10
0.050
 
T 02.250 04/30/21
2,095
0
2
2
0.050
 
T 02.250 07/31/21
8
0
3
2
0.050
 
T 01.625 08/15/22
39,296
0
30
30
0.050
 
T 01.625 11/15/22
28,746
4
4
4
0.050
 
T 02.000 02/15/23
13,883
0
89
89
0.050
 
T 01.750 05/15/23
13,114
0
2
2
0.050
 
T 02.000 08/15/25
434
0
108
108
0.100
 
T 09.250 02/15/16
2,166
1
1
1
0.050
 
T 07.500 11/15/16
7,709
0
5
5
0.050
 
T 08.750 05/15/17
6,531
14
14
14
0.050
 
T 08.875 08/15/17
5,530
290
243
243
0.050
 
T 09.125 05/15/18
3,500
1
1
1
0.050
 
T 09.000 11/15/18
3,457
31
41
41
0.050
 
T 08.875 02/15/19
6,747
100
78
78
0.050
 
T 08.125 08/15/19
11,932
233
308
308
0.050
 
T 08.500 02/15/20
5,969
9
9
9
0.050
 
T 08.750 05/15/20
4,775
15
42
42
0.050
 
T 08.750 08/15/20
10,746
6
6
6
0.050
 
T 08.125 05/15/21
6,341
16
21
21
0.050
 
T 08.000 11/15/21
19,297
6
6
6
0.050
 
T 07.625 11/15/22
4,518
115
115
115
0.050
 
T 07.125 02/15/23
9,941
11
11
11
0.050
 
T 07.500 11/15/24
4,861
57
151
151
0.050
 
T 07.625 02/15/25
5,179
87
188
188
0.050
 
T 06.875 08/15/25
6,555
197
222
222
0.050
 
T 06.000 02/15/26
4,331
6
13
13
0.050
 
T 06.750 08/15/26
4,471
179
151
151
0.050
 
T 06.500 11/15/26
5,161
1
1
1
0.050
 
T 06.625 02/15/27
5,418
92
76
76
0.050
 
T 06.375 08/15/27
4,745
0
10
10
0.050
 
T 06.125 11/15/27
11,317
13
19
19
0.050
 
T 05.500 08/15/28
4,650
0
6
6
0.050
 
T 05.250 11/15/28
2,320
0
10
10
0.050
 
T 05.250 02/15/29
4,650
70
286
286
0.050
 
T 06.250 05/15/30
7,880
738
804
804
0.050
 
T 05.375 02/15/31
2,827
169
445
445
0.050
 
T 04.500 02/15/36
10,694
369
616
616
0.050
 
T 04.750 02/15/37
10,433
140
165
165
0.050
 
T 05.000 05/15/37
13,490
548
899
899
0.050
 
T 04.375 02/15/38
14,170
0
181
181
0.050
 
T 04.500 05/15/38
16,064
258
349
349
0.050
 
T 03.500 02/15/39
12,028
13
18
18
0.050
 
T 04.250 05/15/39
24,430
7
5
5
0.050
 
T 04.250 11/15/40
7,979
34
34
34
0.050
 
T 04.750 02/15/41
21,678
316
291
291
0.050
 
T 03.125 11/15/41
26,965
62
105
105
0.050
 
T 03.000 05/15/42
25,648
20
137
137
0.050
 
T 02.875 08/15/45
289
0
67
58
0.050
 
TII 02.375 01/15/17
2,331
1
1
1
0.050
 
TII 02.625 07/15/17
974
1
1
1
0.050
 
TII 01.625 01/15/18
2,367
157
157
157
0.050
 
TII 02.125 01/15/19
1,598
9
12
12
0.050
 
TII 02.500 01/15/29
302
7
6
6
0.050
 
FHLB 05.375 05/18/16
1,800
2
2
2
0.050
 
FHLMC 04.750 01/19/16
1,463
42
42
42
0.050
 
FHLMC 05.500 07/18/16
1,412
2
3
3
0.050
 
Total:
11,701
11,691
 
August 28, 2015
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 02.125 02/29/16
19,051
1,393
1,447
1,447
0.050
 
T 02.625 02/29/16
9,522
10
10
10
0.050
 
T 02.250 03/31/16
172
8
8
8
0.050
 
T 02.375 03/31/16
8,132
50
25
25
0.050
 
T 02.000 04/30/16
12,415
0
7
7
0.050
 
T 05.125 05/15/16
7,557
68
73
73
0.050
 
T 03.250 05/31/16
9,511
0
6
6
0.050
 
T 01.500 07/31/16
937
0
13
13
0.050
 
T 03.250 07/31/16
5,522
20
12
12
0.050
 
T 01.000 10/31/16
1,197
74
74
74
0.050
 
T 03.125 10/31/16
4,678
0
54
54
0.050
 
T 04.625 11/15/16
4,506
3
3
3
0.050
 
T 00.875 12/31/16
1,020
73
63
63
0.050
 
T 04.625 02/15/17
6,442
4
9
9
0.050
 
T 01.000 03/31/17
2,635
0
1
1
0.050
 
T 03.250 03/31/17
9,568
0
1
1
0.050
 
T 00.875 04/30/17
1,365
0
1
1
0.050
 
T 03.125 04/30/17
180
0
7
7
0.050
 
T 02.750 05/31/17
10,351
12
5
5
0.050
 
T 00.750 10/31/17
4,752
1
31
31
0.050
 
T 02.750 12/31/17
11,955
41
172
172
0.050
 
T 02.625 01/31/18
12,600
0
10
10
0.050
 
T 03.500 02/15/18
7,975
25
106
106
0.050
 
T 02.625 04/30/18
17,584
0
20
20
0.050
 
T 03.875 05/15/18
19,616
348
323
323
0.050
 
T 01.375 07/31/18
5,643
0
11
11
0.050
 
T 02.250 07/31/18
18,365
190
200
200
0.050
 
T 01.375 09/30/18
15,679
11
12
12
0.050
 
T 01.750 10/31/18
8,055
0
19
19
0.050
 
T 03.750 11/15/18
27,310
0
10
10
0.050
 
T 01.375 11/30/18
8,002
0
12
12
0.050
 
T 01.500 03/31/19
16,432
0
5
5
0.050
 
T 01.250 04/30/19
17,935
279
478
478
0.050
 
T 01.625 04/30/19
4,200
0
37
37
0.050
 
T 03.125 05/15/19
8,000
0
1
1
0.050
 
T 01.000 06/30/19
16,336
144
162
162
0.050
 
T 01.250 10/31/19
13,191
0
1
1
0.050
 
T 03.625 02/15/20
8,003
0
25
25
0.050
 
T 01.125 03/31/20
10,168
0
3
3
0.050
 
T 02.000 07/31/20
5,423
3
3
3
0.050
 
T 01.750 10/31/20
958
0
51
51
0.050
 
T 02.375 12/31/20
5,184
0
13
13
0.050
 
T 02.250 04/30/21
2,095
0
49
49
0.050
 
T 01.625 11/15/22
28,746
4
4
4
0.050
 
T 02.500 05/15/24
1,546
0
23
23
0.050
 
T 02.000 08/15/25
434
0
216
216
0.250
 
T 09.250 02/15/16
2,166
11
11
11
0.050
 
T 08.750 05/15/17
6,531
14
21
21
0.050
 
T 08.875 08/15/17
5,530
226
340
340
0.050
 
T 09.125 05/15/18
3,500
1
3
3
0.050
 
T 09.000 11/15/18
3,457
76
101
101
0.050
 
T 08.875 02/15/19
6,747
200
200
200
0.050
 
T 08.125 08/15/19
11,932
158
233
233
0.050
 
T 08.500 02/15/20
5,969
54
64
64
0.050
 
T 08.750 05/15/20
4,775
15
15
15
0.050
 
T 08.750 08/15/20
10,746
26
6
6
0.050
 
T 08.125 05/15/21
6,341
16
16
16
0.050
 
T 08.000 11/15/21
19,297
0
6
6
0.050
 
T 07.625 11/15/22
4,518
115
131
131
0.050
 
T 07.125 02/15/23
9,941
0
11
11
0.050
 
T 06.250 08/15/23
14,274
0
16
16
0.050
 
T 07.500 11/15/24
4,861
42
62
62
0.050
 
T 07.625 02/15/25
5,179
135
87
87
0.050
 
T 06.875 08/15/25
6,555
99
247
247
0.050
 
T 06.000 02/15/26
4,331
56
56
56
0.050
 
T 06.750 08/15/26
4,471
112
207
207
0.050
 
T 06.500 11/15/26
5,161
1
1
1
0.050
 
T 06.625 02/15/27
5,418
77
98
98
0.050
 
T 06.125 11/15/27
11,317
0
13
13
0.050
 
T 05.500 08/15/28
4,650
98
98
98
0.050
 
T 05.250 11/15/28
2,320
0
1
1
0.050
 
T 05.250 02/15/29
4,650
90
150
150
0.050
 
T 06.250 05/15/30
7,880
759
938
938
0.050
 
T 05.375 02/15/31
2,827
169
169
169
0.050
 
T 04.500 02/15/36
10,694
645
696
696
0.050
 
T 04.750 02/15/37
10,433
151
141
141
0.050
 
T 05.000 05/15/37
13,490
515
828
828
0.050
 
T 04.375 02/15/38
14,170
0
15
15
0.050
 
T 04.500 05/15/38
16,064
302
365
365
0.050
 
T 03.500 02/15/39
12,028
13
13
13
0.050
 
T 04.250 05/15/39
24,430
21
7
7
0.050
 
T 04.375 05/15/40
22,255
0
15
15
0.050
 
T 04.250 11/15/40
7,979
34
34
34
0.050
 
T 04.750 02/15/41
21,678
79
316
316
0.050
 
T 03.125 11/15/41
26,965
59
62
62
0.050
 
T 03.000 05/15/42
25,648
20
57
57
0.050
 
T 02.750 08/15/42
8,267
0
123
123
0.050
 
T 03.125 02/15/43
11,294
0
300
300
0.050
 
T 02.875 05/15/43
465
0
15
15
0.050
 
TII 02.375 01/15/17
2,331
1
1
1
0.050
 
TII 02.625 07/15/17
974
1
13
13
0.050
 
TII 01.625 01/15/18
2,367
157
158
158
0.050
 
TII 02.125 01/15/19
1,598
9
9
9
0.050
 
TII 00.125 04/15/19
9
0
2
2
0.050
 
TII 00.125 04/15/20
59
0
14
14
0.050
 
TII 03.625 04/15/28
6,931
0
3
3
0.050
 
TII 02.500 01/15/29
302
9
7
7
0.050
 
TF 00.074 04/30/17
49
1
11
11
0.050
 
FHLB 05.375 05/18/16
1,800
2
2
2
0.050
 
FHLMC 04.750 01/19/16
1,463
42
42
42
0.050
 
FHLMC 05.500 07/18/16
1,412
2
2
2
0.050
 
Total:
10,368
10,368
 
August 27, 2015
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 04.500 02/15/16
2,215
27
5
5
0.050
 
T 02.125 02/29/16
19,051
853
2,321
2,321
0.050
 
T 02.625 02/29/16
9,522
0
10
10
0.050
 
T 02.250 03/31/16
172
8
70
70
0.050
 
T 02.375 03/31/16
8,132
65
140
140
0.050
 
T 02.000 04/30/16
12,415
0
3
3
0.050
 
T 02.625 04/30/16
12,218
65
65
65
0.050
 
T 05.125 05/15/16
7,557
68
116
116
0.050
 
T 00.375 05/31/16
10
0
2
2
0.050
 
T 01.500 06/30/16
3,470
0
11
11
0.050
 
T 01.500 07/31/16
937
0
13
13
0.050
 
T 03.250 07/31/16
5,522
38
20
20
0.050
 
T 03.000 08/31/16
5,313
2
2
2
0.050
 
T 03.000 09/30/16
5,163
0
15
15
0.050
 
T 01.000 10/31/16
1,197
74
74
74
0.050
 
T 04.625 11/15/16
4,506
3
3
3
0.050
 
T 00.875 12/31/16
1,020
73
73
73
0.050
 
T 04.625 02/15/17
6,442
0
9
9
0.050
 
T 00.875 02/28/17
1,529
0
66
66
0.050
 
T 04.500 05/15/17
11,903
2
42
42
0.050
 
T 02.750 05/31/17
10,351
5
12
12
0.050
 
T 00.750 06/30/17
2,097
0
28
28
0.050
 
T 00.625 08/31/17
242
0
14
14
0.050
 
T 00.625 09/30/17
3,771
0
7
7
0.050
 
T 00.750 10/31/17
4,752
0
1
1
0.050
 
T 02.750 12/31/17
11,955
5
41
41
0.050
 
T 02.625 01/31/18
12,600
0
5
5
0.050
 
T 03.500 02/15/18
8,000
0
25
25
0.050
 
T 00.750 02/28/18
5,358
4
4
4
0.050
 
T 02.750 02/28/18
15,641
0
2
2
0.050
 
T 00.750 03/31/18
8,910
0
8
8
0.050
 
T 03.875 05/15/18
19,616
533
548
548
0.050
 
T 02.250 07/31/18
18,365
190
190
190
0.050
 
T 04.000 08/15/18
8,000
0
9
9
0.050
 
T 01.375 09/30/18
15,679
12
11
11
0.050
 
T 01.250 10/31/18
3,187
5
3
3
0.050
 
T 01.750 10/31/18
8,036
19
69
69
0.050
 
T 01.500 12/31/18
1,851
0
4
4
0.050
 
T 01.375 02/28/19
5,684
0
3
3
0.050
 
T 01.500 03/31/19
16,432
51
45
45
0.050
 
T 01.250 04/30/19
17,935
379
424
424
0.050
 
T 03.125 05/15/19
8,000
0
7
7
0.050
 
T 01.125 05/31/19
8,305
0
16
16
0.050
 
T 01.000 06/30/19
16,336
244
244
244
0.050
 
T 00.875 07/31/19
13,064
0
12
12
0.050
 
T 03.625 02/15/20
8,003
0
8
8
0.050
 
T 01.125 03/31/20
10,168
0
3
3
0.050
 
T 01.125 04/30/20
4,649
8
8
8
0.050
 
T 02.000 07/31/20
5,423
3
3
3
0.050
 
T 02.000 09/30/20
7,787
0
2
2
0.050
 
T 02.250 07/31/21
8
0
53
4
0.050
 
T 02.000 02/15/22
39,561
1
1
1
0.050
 
T 01.625 11/15/22
28,746
0
4
4
0.050
 
T 02.000 08/15/25
434
0
55
55
0.050
 
T 09.250 02/15/16
2,166
0
11
11
0.050
 
T 08.750 05/15/17
6,531
14
14
14
0.050
 
T 08.875 08/15/17
5,530
226
226
226
0.050
 
T 09.125 05/15/18
3,500
1
6
6
0.050
 
T 09.000 11/15/18
3,457
130
106
106
0.050
 
T 08.875 02/15/19