Securities Lending Activity
Auction Results and Extensions History*
February 11, 2016
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
543
640
640
0.050
 
T 02.625 02/29/16
9,522
305
658
658
0.050
 
T 02.250 03/31/16
13,096
712
1,022
1,022
0.050
 
T 02.375 03/31/16
8,132
386
538
538
0.050
 
T 02.000 04/30/16
12,415
180
175
175
0.050
 
T 02.625 04/30/16
12,218
775
791
791
0.050
 
T 05.125 05/15/16
7,557
275
263
263
0.050
 
T 00.375 05/31/16
10
0
3
2
0.050
 
T 01.750 05/31/16
13,201
575
629
629
0.050
 
T 03.250 05/31/16
9,471
1,096
1,190
1,190
0.050
 
T 01.500 07/31/16
937
0
16
16
0.050
 
T 03.250 07/31/16
5,522
1
1
1
0.050
 
T 01.000 08/31/16
963
0
240
240
0.050
 
T 03.000 08/31/16
5,313
0
103
103
0.050
 
T 01.000 10/31/16
1,197
74
72
72
0.050
 
T 03.125 10/31/16
4,678
0
60
60
0.050
 
T 03.125 01/31/17
5,485
0
200
200
0.050
 
T 04.500 05/15/17
11,903
5
5
5
0.050
 
T 02.250 11/30/17
7,018
4
21
21
0.050
 
T 00.750 12/31/17
3,798
6
2
2
0.050
 
T 02.875 03/31/18
13,595
0
1
1
0.050
 
T 00.625 04/30/18
3,520
0
10
10
0.050
 
T 02.250 07/31/18
18,365
0
36
36
0.050
 
T 01.000 08/15/18
434
2
2
2
0.050
 
T 01.250 01/31/19
1,000
0
30
30
0.050
 
T 01.500 01/31/19
989
11
24
24
0.050
 
T 01.250 04/30/19
17,935
46
57
57
0.050
 
T 01.125 05/31/19
15,177
6
6
6
0.050
 
T 01.625 06/30/19
135
1
1
1
0.050
 
T 01.000 08/31/19
999
1
1
1
0.050
 
T 03.375 11/15/19
31,068
10
13
13
0.050
 
T 01.000 11/30/19
6,284
0
20
20
0.050
 
T 01.375 01/31/20
5,413
1
1
1
0.050
 
T 01.375 05/31/20
991
9
9
9
0.050
 
T 01.875 06/30/20
11,581
7
7
7
0.050
 
T 02.000 09/30/20
7,787
17
17
17
0.050
 
T 02.250 03/31/21
3,316
10
25
25
0.050
 
T 02.250 07/31/21
8
0
2
2
0.050
 
T 01.750 04/30/22
95
0
4
4
0.050
 
T 07.250 05/15/16
5,061
25
95
95
0.050
 
T 07.500 11/15/16
7,709
1
1
1
0.050
 
T 08.875 08/15/17
5,530
134
164
164
0.050
 
T 09.125 05/15/18
3,500
61
86
86
0.050
 
T 09.000 11/15/18
3,457
248
265
265
0.052
 
T 08.875 02/15/19
6,747
155
162
162
0.050
 
T 08.125 08/15/19
11,932
117
117
117
0.050
 
T 08.500 02/15/20
5,969
84
84
84
0.050
 
T 08.750 05/15/20
4,775
19
27
27
0.050
 
T 08.750 08/15/20
10,746
13
53
53
0.050
 
T 07.875 02/15/21
6,347
45
45
45
0.050
 
T 08.125 08/15/21
5,988
5
10
10
0.050
 
T 08.000 11/15/21
1,001
0
65
65
0.050
 
T 07.250 08/15/22
5,123
26
51
51
0.050
 
T 07.625 11/15/22
4,518
247
247
247
0.050
 
T 07.125 02/15/23
9,941
42
42
42
0.050
 
T 07.500 11/15/24
4,861
129
151
151
0.050
 
T 07.625 02/15/25
5,179
19
26
26
0.050
 
T 06.875 08/15/25
6,555
40
40
40
0.050
 
T 06.000 02/15/26
4,331
187
187
187
0.050
 
T 06.750 08/15/26
4,471
88
120
120
0.053
 
T 06.500 11/15/26
5,161
16
66
66
0.050
 
T 06.625 02/15/27
983
19
19
19
0.050
 
T 05.250 02/15/29
4,650
196
301
301
0.050
 
T 05.375 02/15/31
2,827
277
277
277
0.050
 
T 04.500 02/15/36
10,694
159
302
302
0.050
 
T 04.750 02/15/37
10,433
83
58
58
0.050
 
T 05.000 05/15/37
13,490
652
629
629
0.050
 
T 04.375 02/15/38
14,170
8
17
17
0.050
 
T 04.500 05/15/38
16,064
93
174
174
0.050
 
T 03.500 02/15/39
12,028
36
36
36
0.050
 
T 04.500 08/15/39
26,100
6
141
141
0.050
 
T 04.375 11/15/39
28,064
0
8
8
0.050
 
T 04.375 05/15/40
22,255
0
57
57
0.050
 
T 04.250 11/15/40
996
5
5
5
0.050
 
T 04.750 02/15/41
21,678
330
355
355
0.050
 
T 03.000 05/15/42
25,648
5
4
4
0.050
 
T 02.750 08/15/42
16,574
393
400
400
0.050
 
T 03.000 11/15/44
19
0
1
1
0.050
 
TII 02.500 07/15/16
2,765
0
10
10
0.050
 
TII 02.625 07/15/17
974
5
24
24
0.050
 
TII 01.625 01/15/18
2,367
25
215
215
0.050
 
TII 00.125 04/15/20
59
0
1
1
0.050
 
TII 02.375 01/15/27
2,744
4
8
8
0.050
 
TII 02.125 02/15/40
6,813
0
3
3
0.050
 
TII 02.125 02/15/41
12,771
2
2
2
0.050
 
FHLB 05.375 05/18/16
1,800
5
5
5
0.050
 
FHLMC 05.500 07/18/16
1,412
1
1
1
0.050
 
FHLMC 05.000 02/16/17
1,350
6
6
6
0.050
 
FHLMC 04.875 06/13/18
1,783
31
31
31
0.050
 
FNMA 05.250 09/15/16
1,800
1
1
1
0.050
 
Total:
12,090
12,089
 
February 10, 2016
Auction 2
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
531
593
593
0.050
 
T 02.625 02/29/16
9,522
307
337
337
0.050
 
T 02.250 03/31/16
13,096
893
962
962
0.050
 
T 02.375 03/31/16
8,132
411
386
386
0.050
 
T 02.000 04/30/16
12,415
398
593
593
0.050
 
T 02.625 04/30/16
12,218
799
1,025
1,025
0.050
 
T 05.125 05/15/16
7,557
207
275
275
0.050
 
T 01.750 05/31/16
13,201
470
776
776
0.050
 
T 03.250 05/31/16
9,511
774
1,096
1,096
0.050
 
T 01.500 06/30/16
3,470
5
5
5
0.050
 
T 03.250 07/31/16
5,522
1
1
1
0.050
 
T 01.000 10/31/16
1,197
0
75
75
0.050
 
T 04.500 05/15/17
11,903
5
5
5
0.050
 
T 00.750 06/30/17
2,097
0
25
25
0.050
 
T 02.375 07/31/17
6,817
1
1
1
0.050
 
T 00.750 12/31/17
3,798
6
6
6
0.050
 
T 01.000 08/15/18
434
2
2
2
0.050
 
T 01.250 01/31/19
925
75
117
117
0.050
 
T 01.500 01/31/19
990
10
11
11
0.050
 
T 01.250 04/30/19
17,935
19
72
72
0.050
 
T 01.125 05/31/19
15,177
56
31
31
0.050
 
T 01.625 06/30/19
135
1
1
1
0.050
 
T 01.000 08/31/19
999
1
1
1
0.050
 
T 03.375 11/15/19
31,068
0
10
10
0.050
 
T 01.375 01/31/20
5,413
1
1
1
0.050
 
T 01.375 05/31/20
1,000
0
9
9
0.050
 
T 01.875 06/30/20
11,581
0
7
7
0.050
 
T 02.625 08/15/20
30,256
0
1
1
0.050
 
T 02.000 09/30/20
7,787
17
22
22
0.050
 
T 02.000 02/28/21
1,000
0
4
4
0.050
 
T 02.250 03/31/21
3,316
0
10
10
0.050
 
T 02.250 04/30/21
2,095
9
9
9
0.050
 
T 02.250 07/31/21
8
0
2
2
0.050
 
T 01.625 08/15/22
30,439
0
40
40
0.050
 
T 02.500 08/15/23
902
98
99
99
0.050
 
T 07.250 05/15/16
5,061
9
25
25
0.050
 
T 07.500 11/15/16
7,709
1
1
1
0.050
 
T 08.875 08/15/17
5,530
129
134
134
0.050
 
T 09.125 05/15/18
3,500
37
61
61
0.050
 
T 09.000 11/15/18
3,457
323
298
298
0.050
 
T 08.875 02/15/19
6,747
170
161
161
0.050
 
T 08.125 08/15/19
11,932
100
117
117
0.050
 
T 08.500 02/15/20
5,969
84
84
84
0.050
 
T 08.750 05/15/20
4,775
19
64
64
0.050
 
T 08.750 08/15/20
10,746
36
15
15
0.050
 
T 07.875 02/15/21
6,347
45
70
70
0.050
 
T 08.125 08/15/21
5,988
5
5
5
0.050
 
T 07.250 08/15/22
5,123
26
26
26
0.050
 
T 07.625 11/15/22
4,518
247
247
247
0.050
 
T 07.125 02/15/23
9,941
42
62
62
0.050
 
T 07.500 11/15/24
4,861
108
129
129
0.050
 
T 07.625 02/15/25
5,179
19
19
19
0.050
 
T 06.875 08/15/25
6,555
59
40
40
0.050
 
T 06.000 02/15/26
4,331
187
187
187
0.050
 
T 06.750 08/15/26
4,471
138
122
122
0.050
 
T 06.500 11/15/26
5,161
16
23
23
0.050
 
T 06.625 02/15/27
982
20
20
20
0.050
 
T 06.125 11/15/27
11,317
25
2
2
0.050
 
T 05.250 02/15/29
4,650
124
196
196
0.050
 
T 06.250 05/15/30
7,880
0
52
52
0.050
 
T 05.375 02/15/31
2,827
176
277
277
0.050
 
T 04.500 02/15/36
10,694
271
638
638
0.050
 
T 04.750 02/15/37
10,433
105
83
83
0.050
 
T 05.000 05/15/37
13,490
774
949
949
0.050
 
T 04.375 02/15/38
14,170
15
126
126
0.050
 
T 04.500 05/15/38
16,064
81
143
143
0.050
 
T 03.500 02/15/39
12,028
36
36
36
0.050
 
T 04.500 08/15/39
26,100
6
6
6
0.050
 
T 04.375 11/15/39
28,064
0
151
151
0.050
 
T 04.375 05/15/40
22,255
0
82
82
0.050
 
T 04.250 11/15/40
996
5
96
96
0.050
 
T 04.750 02/15/41
21,678
80
333
333
0.050
 
T 04.375 05/15/41
24,604
50
31
31
0.050
 
T 03.000 05/15/42
25,648
5
5
5
0.050
 
T 02.750 08/15/42
16,574
393
393
393
0.050
 
T 02.750 11/15/42
11,660
0
233
233
0.050
 
T 02.875 05/15/43
465
0
116
116
0.050
 
TII 02.625 07/15/17
974
50
120
120
0.050
 
TII 01.625 01/15/18
2,367
26
25
25
0.050
 
TII 02.000 01/15/26
3,211
14
14
14
0.050
 
TII 02.375 01/15/27
2,744
0
4
4
0.050
 
TII 02.125 02/15/41
12,771
2
2
2
0.050
 
FHLB 05.375 05/18/16
1,800
5
5
5
0.050
 
FHLMC 05.500 07/18/16
1,412
1
1
1
0.050
 
FHLMC 05.000 02/16/17
1,350
9
6
6
0.050
 
FHLMC 04.875 06/13/18
1,783
31
31
31
0.050
 
FNMA 05.250 09/15/16
1,800
1
1
1
0.050
 
Total:
12,677
12,677
 
Auction 1
 
Security
Extensions7
 
 
T 02.250 11/30/17
4
 
 
Total:
4
 
February 9, 2016
Auction 1
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 00.250 02/29/16
80
0
20
20
0.050
 
T 02.125 02/29/16
19,051
659
581
581
0.050
 
T 02.625 02/29/16
9,522
305
307
307
0.050
 
T 02.250 03/31/16
13,096
687
893
893
0.050
 
T 02.375 03/31/16
8,132
472
411
411
0.050
 
T 02.000 04/30/16
12,415
477
499
499
0.050
 
T 02.625 04/30/16
12,218
743
937
937
0.050
 
T 05.125 05/15/16
7,557
250
257
257
0.050
 
T 01.750 05/31/16
13,201
704
1,165
1,165
0.050
 
T 03.250 05/31/16
9,511
771
775
775
0.050
 
T 01.500 06/30/16
3,470
5
5
5
0.050
 
T 01.500 07/31/16
937
0
4
4
0.050
 
T 03.250 07/31/16
5,522
251
451
451
0.050
 
T 03.000 08/31/16
5,313
200
100
100
0.050
 
T 03.125 10/31/16
4,678
2
7
7
0.050
 
T 02.750 11/30/16
8,055
0
25
25
0.050
 
T 03.125 01/31/17
5,485
0
10
10
0.050
 
T 04.500 05/15/17
11,903
5
5
5
0.050
 
T 02.375 07/31/17
6,817
0
1
1
0.050
 
T 02.250 11/30/17
7,018
4
64
64
0.050
 
T 00.750 12/31/17
3,798
6
6
6
0.050
 
T 00.875 01/31/18
11,790
0
17
17
0.050
 
T 01.375 06/30/18
9,774
0
3
3
0.050
 
T 02.375 06/30/18
14,219
0
20
20
0.050
 
T 02.250 07/31/18
18,365
111
111
111
0.050
 
T 01.000 08/15/18
434
2
2
2
0.050
 
T 04.000 08/15/18
20,345
67
5
5
0.050
 
T 01.750 10/31/18
16,031
0
1
1
0.050
 
T 01.250 01/31/19
1,000
0
125
125
0.050
 
T 01.500 01/31/19
992
8
10
10
0.050
 
T 01.500 03/31/19
16,432
0
19
19
0.050
 
T 01.250 04/30/19
17,935
57
39
39
0.050
 
T 01.125 05/31/19
15,177
57
106
106
0.050
 
T 01.000 06/30/19
16,336
60
127
127
0.050
 
T 01.625 06/30/19
135
1
1
1
0.050
 
T 01.000 08/31/19
999
1
1
1
0.050
 
T 01.375 01/31/20
5,413
1
1
1
0.050
 
T 03.625 02/15/20
24,969
0
10
10
0.050
 
T 02.625 08/15/20
30,256
0
8
8
0.050
 
T 02.125 08/31/20
1,000
0
10
10
0.050
 
T 02.000 09/30/20
7,787
16
17
17
0.050
 
T 02.125 01/31/21
3,480
0
1
1
0.050
 
T 02.250 04/30/21
2,095
4
9
9
0.050
 
T 01.625 08/15/22
30,439
0
6
6
0.050
 
T 02.500 08/15/23
1,000
0
98
98
0.050
 
T 02.500 05/15/24
1,000
0
6
6
0.050
 
T 07.250 05/15/16
5,061
38
44
44
0.050
 
T 07.500 11/15/16
7,709
5
7
7
0.050
 
T 08.875 08/15/17
5,530
110
129
129
0.050
 
T 09.125 05/15/18
3,500
14
37
37
0.050
 
T 09.000 11/15/18
3,457
213
418
418
0.050
 
T 08.875 02/15/19
6,747
175
170
170
0.050
 
T 08.125 08/15/19
11,932
100
100
100
0.050
 
T 08.500 02/15/20
5,969
84
84
84
0.050
 
T 08.750 05/15/20
4,775
19
23
23
0.050
 
T 08.750 08/15/20
10,746
85
86
86
0.050
 
T 07.875 02/15/21
6,347
45
45
45
0.050
 
T 08.125 08/15/21
5,988
5
5
5
0.050
 
T 07.250 08/15/22
5,123
1
26
26
0.050
 
T 07.625 11/15/22
4,518
72
247
247
0.050
 
T 07.125 02/15/23
9,941
42
42
42
0.050
 
T 07.500 11/15/24
4,861
108
108
108
0.050
 
T 07.625 02/15/25
5,179
19
19
19
0.050
 
T 06.875 08/15/25
6,555
59
59
59
0.050
 
T 06.000 02/15/26
4,331
187
187
187
0.050
 
T 06.750 08/15/26
4,471
196
173
173
0.050
 
T 06.500 11/15/26
5,161
16
16
16
0.050
 
T 06.625 02/15/27
982
20
20
20
0.050
 
T 06.375 08/15/27
4,745
4
4
4
0.050
 
T 06.125 11/15/27
11,317
0
25
25
0.050
 
T 05.250 02/15/29
4,650
225
224
224
0.050
 
T 06.250 05/15/30
7,880
0
10
10
0.050
 
T 05.375 02/15/31
2,827
176
176
176
0.050
 
T 04.500 02/15/36
10,694
309
399
399
0.050
 
T 04.750 02/15/37
10,433
105
105
105
0.050
 
T 05.000 05/15/37
13,490
578
774
774
0.050
 
T 04.375 02/15/38
14,170
15
15
15
0.050
 
T 04.500 05/15/38
16,064
77
131
131
0.050
 
T 03.500 02/15/39
12,028
61
61
61
0.050
 
T 04.250 05/15/39
24,430
0
80
80
0.050
 
T 04.500 08/15/39
26,100
6
6
6
0.050
 
T 04.375 11/15/39
28,064
0
27
27
0.050
 
T 04.250 11/15/40
996
5
5
5
0.050
 
T 04.750 02/15/41
21,678
62
89
89
0.050
 
T 04.375 05/15/41
24,604
1
80
80
0.050
 
T 03.000 05/15/42
25,648
5
5
5
0.050
 
T 02.750 08/15/42
16,574
292
393
393
0.050
 
T 02.875 05/15/43
465
0
19
19
0.050
 
TII 02.625 07/15/17
974
0
50
50
0.050
 
TII 01.625 01/15/18
2,367
0
101
101
0.050
 
TII 01.375 07/15/18
876
0
7
7
0.050
 
TII 02.000 01/15/26
3,211
2
14
14
0.050
 
TII 02.125 02/15/41
12,771
2
2
2
0.050
 
FHLB 05.375 05/18/16
1,800
5
5
5
0.050
 
FHLMC 05.500 07/18/16
1,412
1
1
1
0.050
 
FHLMC 05.000 02/16/17
1,350
9
9
9
0.050
 
FHLMC 04.875 06/13/18
1,783
31
31
31
0.050
 
FNMA 05.250 09/15/16
1,800
1
1
1
0.050
 
Total:
12,170
12,170
 
February 8, 2016
Auction 1
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
606
709
709
0.050
 
T 02.625 02/29/16
9,522
313
307
307
0.050
 
T 02.250 03/31/16
13,096
852
1,272
1,272
0.051
 
T 02.375 03/31/16
8,132
358
472
472
0.050
 
T 02.000 04/30/16
12,415
437
602
602
0.050
 
T 02.625 04/30/16
12,218
770
871
871
0.050
 
T 05.125 05/15/16
7,557
150
250
250
0.050
 
T 01.750 05/31/16
13,201
703
1,049
1,049
0.050
 
T 03.250 05/31/16
9,511
797
771
771
0.050
 
T 01.500 06/30/16
3,470
75
174
174
0.050
 
T 01.500 07/31/16
937
0
125
125
0.050
 
T 03.250 07/31/16
5,522
325
351
351
0.050
 
T 01.000 08/31/16
963
0
1
1
0.050
 
T 03.000 08/31/16
5,313
175
200
200
0.050
 
T 01.000 09/30/16
980
75
75
75
0.050
 
T 01.000 10/31/16
1,197
0
18
18
0.050
 
T 03.125 10/31/16
4,678
0
2
2
0.050
 
T 02.750 11/30/16
8,055
0
50
50
0.050
 
T 00.875 01/31/17
1,134
0
3
3
0.050
 
T 04.500 05/15/17
11,903
0
5
5
0.050
 
T 01.875 10/31/17
3,079
0
4
4
0.050
 
T 02.250 11/30/17
7,018
0
4
4
0.050
 
T 00.750 12/31/17
3,798
6
6
6
0.050
 
T 02.750 02/28/18
15,641
0
25
25
0.050
 
T 00.625 04/30/18
3,520
0
61
61
0.050
 
T 01.000 05/15/18
488
0
10
10
0.050
 
T 02.250 07/31/18
18,365
36
111
111
0.050
 
T 01.000 08/15/18
434
2
2
2
0.050
 
T 04.000 08/15/18
20,345
72
267
267
0.050
 
T 01.250 11/30/18
5,086
3
3
3
0.050
 
T 01.250 01/31/19
1,000
0
80
80
0.050
 
T 01.500 01/31/19
1,000
0
8
8
0.050
 
T 01.625 03/31/19
907
0
35
35
0.050
 
T 01.250 04/30/19
17,935
111
83
83
0.050
 
T 01.125 05/31/19
15,177
57
57
57
0.050
 
T 01.000 06/30/19
16,336
0
60
60
0.050
 
T 01.625 06/30/19
135
1
1
1
0.050
 
T 01.000 08/31/19
999
1
1
1
0.050
 
T 01.000 09/30/19
8,775
0
149
149
0.050
 
T 01.375 01/31/20
5,413
1
1
1
0.050
 
T 01.375 05/31/20
997
3
3
3
0.050
 
T 02.625 08/15/20
30,256
0
140
140
0.050
 
T 02.000 09/30/20
7,787
0
16
16
0.050
 
T 01.375 01/31/21
573
0
190
190
0.138
 
T 02.250 04/30/21
2,095
2
4
4
0.050
 
T 03.125 05/15/21
1,000
0
4
4
0.050
 
T 01.625 08/15/22
30,439
0
133
133
0.050
 
T 02.500 08/15/23
855
145
130
130
0.050
 
T 07.250 05/15/16
5,061
68
38
38
0.050
 
T 07.500 11/15/16
7,709
1
5
5
0.050
 
T 08.875 08/15/17
5,530
144
110
110
0.050
 
T 09.125 05/15/18
3,500
19
34
34
0.050
 
T 09.000 11/15/18
3,457
278
213
213
0.050
 
T 08.875 02/15/19
6,747
143
207
207
0.050
 
T 08.125 08/15/19
11,932
117
117
117
0.050
 
T 08.500 02/15/20
5,969
9
84
84
0.050
 
T 08.750 05/15/20
4,775
39
114
114
0.050
 
T 08.750 08/15/20
10,746
91
85
85
0.050
 
T 07.875 02/15/21
6,347
20
45
45
0.050
 
T 08.125 08/15/21
5,988
5
5
5
0.050
 
T 08.000 11/15/21
999
2
2
2
0.050
 
T 07.250 08/15/22
5,123
1
1
1
0.050
 
T 07.625 11/15/22
4,518
52
72
72
0.050
 
T 07.125 02/15/23
9,941
50
51
51
0.050
 
T 07.500 11/15/24
4,861
144
108
108
0.050
 
T 07.625 02/15/25
5,179
19
19
19
0.050
 
T 06.875 08/15/25
6,555
34
59
59
0.050
 
T 06.000 02/15/26
4,331
12
187
187
0.050
 
T 06.750 08/15/26
4,471
196
196
196
0.050
 
T 06.500 11/15/26
5,161
111
86
86
0.050
 
T 06.625 02/15/27
983
19
20
20
0.050
 
T 06.375 08/15/27
4,745
4
4
4
0.050
 
T 05.250 02/15/29
4,650
232
275
275
0.050
 
T 06.250 05/15/30
7,880
0
18
18
0.050
 
T 05.375 02/15/31
2,827
176
414
414
0.050
 
T 04.500 02/15/36
10,694
104
359
359
0.050
 
T 04.750 02/15/37
10,433
0
105
105
0.050
 
T 05.000 05/15/37
13,490
578
578
578
0.050
 
T 04.375 02/15/38
14,170
16
101
101
0.050
 
T 04.500 05/15/38
16,064
52
162
162
0.050
 
T 03.500 02/15/39
12,028
61
61
61
0.050
 
T 04.500 08/15/39
26,100
6
6
6
0.050
 
T 04.375 11/15/39
28,064
50
152
152
0.050
 
T 04.375 05/15/40
22,255
0
28
28
0.050
 
T 04.250 11/15/40
996
5
5
5
0.050
 
T 04.750 02/15/41
21,678
151
176
176
0.050
 
T 04.375 05/15/41
24,604
0
1
1
0.050
 
T 03.750 08/15/41
23,569
0
10
10
0.050
 
T 03.000 05/15/42
25,648
66
54
54
0.050
 
T 02.750 08/15/42
16,574
0
292
292
0.050
 
T 02.750 11/15/42
11,660
0
280
280
0.050
 
T 03.375 05/15/44
24
0
6
6
0.050
 
T 03.000 11/15/44
19
0
4
4
0.050
 
TII 02.625 07/15/17
974
0
15
15
0.050
 
TII 01.625 01/15/18
2,367
55
30
30
0.050
 
TII 01.250 07/15/20
4,043
5
5
5
0.050
 
TII 01.125 01/15/21
4,215
0
53
53
0.050
 
TII 00.125 07/15/24
4
0
5
1
0.050
 
TII 02.000 01/15/26
3,211
0
11
11
0.050
 
TII 02.125 02/15/41
12,771
3
2
2
0.050
 
TF 00.070 07/31/16
4
0
148
1
0.050
 
FHLB 05.375 05/18/16
1,800
5
5
5
0.050
 
FHLMC 05.500 07/18/16
1,412
1
1
1
0.050
 
FHLMC 05.000 02/16/17
1,350
9
9
9
0.050
 
FHLMC 04.875 06/13/18
1,783
31
31
31
0.050
 
FNMA 05.250 09/15/16
1,800
1
1
1
0.050
 
Total:
14,160
14,009
 
February 5, 2016
Auction 1
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
516
656
656
0.050
 
T 02.625 02/29/16
9,522
283
363
363
0.050
 
T 02.250 03/31/16
13,096
927
1,152
1,152
0.050
 
T 02.375 03/31/16
8,132
198
508
508
0.050
 
T 02.000 04/30/16
12,415
365
437
437
0.050
 
T 02.625 04/30/16
12,218
889
970
970
0.050
 
T 05.125 05/15/16
7,557
115
250
250
0.050
 
T 01.750 05/31/16
13,201
900
955
955
0.050
 
T 03.250 05/31/16
9,511
947
947
947
0.050
 
T 01.500 06/30/16
3,470
5
75
75
0.050
 
T 03.250 07/31/16
5,522
1
325
325
0.050
 
T 01.000 08/31/16
963
0
71
71
0.050
 
T 03.000 08/31/16
5,313
0
175
175
0.050
 
T 01.000 09/30/16
980
26
318
318
0.050
 
T 02.750 11/30/16
8,055
0
12
12
0.050
 
T 03.125 01/31/17
5,485
0
2
2
0.050
 
T 02.750 05/31/17
10,351
0
11
11
0.050
 
T 00.750 06/30/17
2,097
0
16
16
0.050
 
T 02.375 07/31/17
6,817
0
1
1
0.050
 
T 00.875 11/15/17
31
0
6
6
0.050
 
T 00.750 12/31/17
3,798
6
6
6
0.050
 
T 00.875 01/31/18
11,790
0
38
38
0.050
 
T 02.375 06/30/18
14,219
0
9
9
0.050
 
T 02.250 07/31/18
18,365
111
40
40
0.050
 
T 01.000 08/15/18
434
2
2
2
0.050
 
T 04.000 08/15/18
20,345
87
77
77
0.050
 
T 01.250 10/31/18
3,187
25
101
101
0.050
 
T 01.750 10/31/18
16,031
1
1
1
0.050
 
T 01.250 11/30/18
5,086
3
3
3
0.050
 
T 01.500 03/31/19
16,432
59
45
45
0.050
 
T 01.250 04/30/19
17,935
105
111
111
0.050
 
T 01.125 05/31/19
15,177
12
123
123
0.050
 
T 01.625 06/30/19
135
1
1
1
0.050
 
T 01.625 07/31/19
561
0
6
6
0.050
 
T 01.000 08/31/19
999
1
1
1
0.050
 
T 01.125 12/31/19
6,373
15
15
15
0.050
 
T 01.375 01/31/20
5,413
1
1
1
0.050
 
T 01.375 05/31/20
1,000
0
3
3
0.050
 
T 02.625 08/15/20
30,256
0
220
220
0.050
 
T 02.125 08/31/20
1,000
0
10
10
0.050
 
T 01.750 10/31/20
958
0
1
1
0.050
 
T 02.000 02/28/21
1,000
0
2
2
0.050
 
T 02.250 04/30/21
2,095
2
2
2
0.050
 
T 02.250 07/31/21
8
0
2
2
0.050
 
T 01.625 08/15/22
30,439
0
10
10
0.050
 
T 02.500 08/15/23
1,000
0
195
195
0.050
 
T 02.250 11/15/25
110
0
27
27
0.060
 
T 07.250 05/15/16
5,061
18
68
68
0.050
 
T 07.500 11/15/16
7,709
0
1
1
0.050
 
T 08.875 08/15/17
5,530
125
150
150
0.050
 
T 09.125 05/15/18
3,500
17
19
19
0.050
 
T 09.000 11/15/18
3,457
223
313
313
0.050
 
T 08.875 02/15/19
6,747
168
143
143
0.050
 
T 08.125 08/15/19
11,932
117
117
117
0.050
 
T 08.500 02/15/20
5,969
9
9
9
0.050
 
T 08.750 05/15/20
4,775
19
40
40
0.050
 
T 08.750 08/15/20
10,746
38
244
244
0.050
 
T 07.875 02/15/21
6,347
20
20
20
0.050
 
T 08.125 08/15/21
5,988
2
5
5
0.050
 
T 08.000 11/15/21
999
2
2
2
0.050
 
T 07.250 08/15/22
5,123
1
1
1
0.050
 
T 07.625 11/15/22
4,518
16
52
52
0.050
 
T 07.125 02/15/23
9,941
49
60
60
0.050
 
T 07.500 11/15/24
4,861
134
144
144
0.050
 
T 07.625 02/15/25
5,179
19
19
19
0.050
 
T 06.875 08/15/25
6,555
40
44
44
0.050
 
T 06.000 02/15/26
4,331
12
12
12
0.050
 
T 06.750 08/15/26
4,471
221
196
196
0.050
 
T 06.500 11/15/26
5,161
104
161
161
0.050
 
T 06.625 02/15/27
983
19
19
19
0.050
 
T 06.375 08/15/27
4,745
0
4
4
0.050
 
T 05.250 02/15/29
4,650
172
282
282
0.050
 
T 06.250 05/15/30
7,880
0
21
21
0.050
 
T 05.375 02/15/31
2,827
176
176
176
0.050
 
T 04.500 02/15/36
10,694
77
154
154
0.050
 
T 05.000 05/15/37
13,490
583
603
603
0.050
 
T 04.375 02/15/38
14,170
15
16
16
0.050
 
T 04.500 05/15/38
16,064
76
59
59
0.050
 
T 03.500 02/15/39
12,028
51
61
61
0.050
 
T 04.500 08/15/39
26,100
6
6
6
0.050
 
T 04.375 11/15/39
28,064
0
100
100
0.050
 
T 04.375 05/15/40
22,255
30
10
10
0.050
 
T 04.250 11/15/40
996
5
10
10
0.050
 
T 04.750 02/15/41
21,678
176
151
151
0.050
 
T 03.125 02/15/42
26,037
0
4
4
0.050
 
T 03.000 05/15/42
25,648
1
66
66
0.050
 
T 02.750 08/15/42
16,574
33
11
11
0.050
 
T 02.750 11/15/42
11,660
0
194
194
0.050
 
T 02.875 05/15/43
465
0
1
1
0.050
 
TII 02.625 07/15/17
974
0
30
30
0.050
 
TII 01.625 01/15/18
2,367
60
65
65
0.050
 
TII 01.875 07/15/19
475
0
70
70
0.050
 
TII 01.250 07/15/20
4,043
5
17
17
0.050
 
TII 00.125 07/15/24
4
0
5
1
0.050
 
TII 02.000 01/15/26
3,211
34
9
9
0.050
 
TII 02.125 02/15/40
6,813
4
6
6
0.050
 
TII 02.125 02/15/41
12,771
3
3
3
0.050
 
TF 00.070 07/31/16
4
0
3
1
0.050
 
FHLB 05.375 05/18/16
1,800
5
5
5
0.050
 
FHLMC 05.500 07/18/16
1,412
1
1
1
0.050
 
FHLMC 05.000 02/16/17
1,350
0
9
9
0.050
 
FHLMC 04.875 06/13/18
1,783
31
31
31
0.050
 
FNMA 05.250 09/15/16
1,800
0
1
1
0.050
 
Total:
12,325
12,319
 
February 4, 2016
Auction 1
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
694
1,126
1,126
0.050
 
T 02.625 02/29/16
9,522
305
483
483
0.050
 
T 02.250 03/31/16
13,096
973
1,077
1,077
0.050
 
T 02.375 03/31/16
8,132
248
854
854
0.050
 
T 02.000 04/30/16
12,415
448
698
698
0.050
 
T 02.625 04/30/16
12,218
987
939
939
0.050
 
T 05.125 05/15/16
7,557
215
215
215
0.050
 
T 01.750 05/31/16
13,201
598
901
901
0.050
 
T 03.250 05/31/16
9,511
799
991
991
0.050
 
T 01.500 06/30/16
3,470
0
50
50
0.050
 
T 01.500 07/31/16
937
0
74
74
0.050
 
T 03.250 07/31/16
5,522
1
1
1
0.050
 
T 03.000 08/31/16
5,313
0
21
21
0.050
 
T 01.000 09/30/16
980
1
26
26
0.050
 
T 02.750 11/30/16
8,055
0
8
8
0.050
 
T 01.000 03/31/17
2,635
0
6
6
0.050
 
T 00.875 04/30/17
1,365
12
42
42
0.050
 
T 04.500 05/15/17
11,903
5
5
5
0.050
 
T 00.750 10/31/17
4,752
0
10
10
0.050
 
T 00.750 12/31/17
3,798
6
6
6
0.050
 
T 00.625 04/30/18
3,520
0
18
18
0.050
 
T 01.375 07/31/18
5,643
0
8
8
0.050
 
T 02.250 07/31/18
18,365
136
140
140
0.050
 
T 01.000 08/15/18
434
2
12
12
0.050
 
T 04.000 08/15/18
20,345
0
137
137
0.050
 
T 01.250 10/31/18
3,187
0
27
27
0.050
 
T 01.750 10/31/18
16,031
26
51
51
0.050
 
T 01.250 11/30/18
5,086
3
3
3
0.050
 
T 01.375 12/31/18
11,425
0
10
10
0.050
 
T 01.250 01/31/19
1,000
0
24
24
0.050
 
T 01.500 03/31/19
16,432
65
74
74
0.050
 
T 01.250 04/30/19
17,935
46
105
105
0.050
 
T 01.625 04/30/19
1,000
0
23
23
0.050
 
T 03.125 05/15/19
29,742
5
8
8
0.050
 
T 01.125 05/31/19
15,177
63
57
57
0.050
 
T 01.000 06/30/19
16,336
30
156
156
0.050
 
T 01.625 06/30/19
135
1
1
1
0.050
 
T 01.625 07/31/19
561
0
5
5
0.050
 
T 03.625 08/15/19
35,188
0
16
16
0.050
 
T 01.000 08/31/19
999
1
1
1
0.050
 
T 01.125 12/31/19
6,373
8
15
15
0.050
 
T 01.375 01/31/20
5,413
1
1
1
0.050
 
T 01.250 02/29/20
8,675
82
80
80
0.050
 
T 02.625 08/15/20
30,256
0
62
62
0.050
 
T 02.000 09/30/20
7,787
7
16
16
0.050
 
T 01.750 10/31/20
958
0
5
5
0.050
 
T 02.250 04/30/21
2,095
2
2
2
0.050
 
T 02.000 05/31/21
1,000
0
28
28
0.050
 
T 01.625 08/15/22
30,415
24
29
29
0.050
 
T 07.250 05/15/16
5,061
8
18
18
0.050
 
T 08.875 08/15/17
5,530
171
141
141
0.050
 
T 09.125 05/15/18
3,500
24
17
17
0.050
 
T 09.000 11/15/18
3,457
273
223
223
0.050
 
T 08.875 02/15/19
6,747
165
168
168
0.050
 
T 08.125 08/15/19
11,932
17
117
117
0.050
 
T 08.500 02/15/20
5,969
9
9
9
0.050
 
T 08.750 05/15/20
4,775
19
19
19
0.050
 
T 08.750 08/15/20
10,746
60
39
39
0.050
 
T 07.875 02/15/21
6,347
20
20
20
0.050
 
T 08.125 08/15/21
5,988
10
2
2
0.050
 
T 08.000 11/15/21
999
2
7
7
0.050
 
T 07.250 08/15/22
5,123
1
1
1
0.050
 
T 07.625 11/15/22
4,518
11
89
89
0.050
 
T 07.125 02/15/23
9,941
42
49
49
0.050
 
T 06.250 08/15/23
14,274
1
1
1
0.050
 
T 07.500 11/15/24
4,861
84
134
134
0.050
 
T 07.625 02/15/25
5,179
19
19
19
0.050
 
T 06.875 08/15/25
6,555
65
40
40
0.050
 
T 06.000 02/15/26
4,331
12
62
62
0.050
 
T 06.750 08/15/26
4,471
246
221
221
0.053
 
T 06.500 11/15/26
5,161
16
104
104
0.050
 
T 06.625 02/15/27
1,002
0
19
19
0.050
 
T 05.250 02/15/29
4,650
98
172
172
0.050
 
T 06.250 05/15/30
7,880
0
45
45
0.050
 
T 05.375 02/15/31
2,827
270
226
226
0.050
 
T 04.500 02/15/36
10,694
231
206
206
0.050
 
T 04.750 02/15/37
10,433
105
130
130
0.050
 
T 05.000 05/15/37
13,490
483
733
733
0.050
 
T 04.375 02/15/38
14,170
8
15
15
0.050
 
T 04.500 05/15/38
16,064
77
176
176
0.050
 
T 03.500 02/15/39
12,028
26
51
51
0.050
 
T 04.250 05/15/39
24,430
117
45
45
0.050
 
T 04.500 08/15/39
26,100
6
76
76
0.050
 
T 04.375 05/15/40
22,255
155
180
180
0.050
 
T 04.250 11/15/40
956
45
60
60
0.050
 
T 04.750 02/15/41
21,678
176
408
408
0.050
 
T 03.125 02/15/42
26,037
0
5
5
0.050
 
T 03.000 05/15/42
25,648
1
6
6
0.050
 
T 02.750 08/15/42
16,574
382
383
383
0.050
 
T 02.750 11/15/42
11,660
33
201
201
0.050
 
TII 02.625 07/15/17
974
0
73
73
0.050
 
TII 01.625 01/15/18
2,367
29
60
60
0.050
 
TII 01.875 07/15/19
475
0
8
8
0.050
 
TII 01.250 07/15/20
4,043
4
5
5
0.050
 
TII 01.125 01/15/21
4,215
0
28
28
0.050
 
TII 00.125 07/15/24
4
0
18
1
0.050
 
TII 02.000 01/15/26
3,211
0
34
34
0.050
 
TII 02.375 01/15/27
2,744
0
25
25
0.050
 
TII 02.125 02/15/40
6,813
4
4
4
0.050
 
TII 02.125 02/15/41
12,771
3
3
3
0.050
 
TF 00.272 01/31/18
245
0
25
25
0.050
 
FHLB 05.375 05/18/16
1,800
5
5
5
0.050
 
FHLMC 05.500 07/18/16
1,412
1
1
1
0.050
 
FHLMC 04.875 06/13/18
1,783
31
31
31
0.050
 
FNMA 04.875 12/15/16
939
6
6
6
0.050
 
Total:
13,610
13,593
 
February 3, 2016
Auction 2
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 00.250 02/29/16
80
0
20
20
0.050
 
T 02.125 02/29/16
19,051
1,192
1,549
1,549
0.050
 
T 02.625 02/29/16
9,522
455
541
541
0.050
 
T 02.250 03/31/16
13,096
1,071
1,073
1,073
0.050
 
T 02.375 03/31/16
8,132
450
573
573
0.050
 
T 02.000 04/30/16
12,415
361
448
448
0.050
 
T 02.625 04/30/16
12,218
1,029
1,037
1,037
0.050
 
T 05.125 05/15/16
7,557
299
215
215
0.050
 
T 01.750 05/31/16
13,201
742
998
998
0.050
 
T 03.250 05/31/16
9,511
807
799
799
0.050
 
T 01.500 06/30/16
3,470
0
23
23
0.050
 
T 03.250 06/30/16
8,739
0
2
2
0.050
 
T 01.500 07/31/16
937
0
84
84
0.050
 
T 03.250 07/31/16
5,522
151
141
141
0.050
 
T 01.000 09/30/16
980
0
1
1
0.050
 
T 01.000 03/31/17
2,635
0
2
2
0.050
 
T 00.875 04/30/17
1,365
0
12
12
0.050
 
T 04.500 05/15/17
11,903
5
5
5
0.050
 
T 00.625 09/30/17
3,771
0
2
2
0.050
 
T 00.750 12/31/17
3,798
0
7
7
0.050
 
T 00.750 02/28/18
5,358
31
31
31
0.050
 
T 03.875 05/15/18
19,616
0
2
2
0.050
 
T 02.250 07/31/18
18,365
136
136
136
0.050
 
T 01.000 08/15/18
434
2
2
2
0.050
 
T 01.500 08/31/18
1,000
0
5
5
0.050
 
T 01.750 10/31/18
16,031
0
26
26
0.050
 
T 01.250 11/30/18
5,086
3
3
3
0.050
 
T 01.375 02/28/19
5,684
0
35
35
0.050
 
T 01.500 03/31/19
16,432
73
215
215
0.050
 
T 01.250 04/30/19
17,935
0
57
57
0.050
 
T 03.125 05/15/19
29,742
0
5
5
0.050
 
T 01.125 05/31/19
15,177
195
156
156
0.050
 
T 01.000 06/30/19
16,336
85
81
81
0.050
 
T 01.625 06/30/19
135
1
1
1
0.050
 
T 01.625 07/31/19
561
0
5
5
0.050
 
T 01.000 08/31/19
999
1
1
1
0.050
 
T 01.125 12/31/19
6,373
0
8
8
0.050
 
T 01.375 01/31/20
5,413
1
51
51
0.050
 
T 03.625 02/15/20
24,969
0
1
1
0.050
 
T 01.250 02/29/20
8,675
35
82
82
0.050
 
T 01.875 06/30/20
11,581
0
10
10
0.050
 
T 02.000 09/30/20
7,787
7
7
7
0.050
 
T 01.750 10/31/20
958
0
2
2
0.050
 
T 02.375 12/31/20
5,184
0
1
1
0.050
 
T 02.125 01/31/21
3,480
0
48
48
0.050
 
T 02.250 04/30/21
2,095
2
2
2
0.050
 
T 02.000 05/31/21
1,000
0
128
128
0.050
 
T 02.125 08/15/21
18,404
1
1
1
0.050
 
T 01.625 08/15/22
30,439
0
24
24
0.050
 
T 02.000 02/15/23
13,883
21
21
21
0.050
 
T 02.125 05/15/25
488
0
81
81
0.050
 
T 07.250 05/15/16
5,061
43
68
68
0.050
 
T 08.875 08/15/17
5,530
142
171
171
0.050
 
T 09.125 05/15/18
3,500
24
24
24
0.050
 
T 09.000 11/15/18
3,457
313
373
373
0.050
 
T 08.875 02/15/19
6,747
140
165
165
0.050
 
T 08.125 08/15/19
11,932
42
17
17
0.050
 
T 08.500 02/15/20
5,969
9