Securities Lending Activity
Auction Results and Extensions History*
February 17, 2017
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 01.000 03/31/17
2,635
32
157
157
0.050
 
T 03.125 04/30/17
11,151
0
6
6
0.050
 
T 04.500 05/15/17
11,903
6
11
11
0.050
 
T 00.625 05/31/17
367
0
13
13
0.050
 
T 02.750 05/31/17
10,351
382
326
326
0.050
 
T 00.750 06/30/17
2,097
0
85
85
0.050
 
T 02.500 06/30/17
9,499
7
31
31
0.050
 
T 00.500 07/31/17
3,797
0
35
35
0.050
 
T 04.750 08/15/17
11,259
0
72
72
0.050
 
T 00.625 08/31/17
242
0
30
30
0.050
 
T 01.875 09/30/17
6,080
3
5
5
0.050
 
T 00.750 12/31/17
3,798
56
175
175
0.050
 
T 00.750 01/31/18
425
0
9
9
0.050
 
T 00.875 01/31/18
11,790
310
593
593
0.050
 
T 03.500 02/15/18
14,906
0
14
14
0.050
 
T 02.750 02/28/18
15,641
0
1
1
0.050
 
T 00.875 03/31/18
5,575
46
223
223
0.050
 
T 02.875 03/31/18
13,595
0
1
1
0.050
 
T 00.750 04/30/18
6,218
29
192
192
0.050
 
T 03.875 05/15/18
19,616
12
12
12
0.050
 
T 00.875 05/31/18
5,967
546
863
863
0.050
 
T 01.000 05/31/18
1,268
0
50
50
0.050
 
T 02.375 05/31/18
18,395
0
100
100
0.050
 
T 01.375 06/30/18
9,774
10
9
9
0.050
 
T 00.750 07/31/18
1,634
0
4
4
0.050
 
T 01.375 07/31/18
5,643
0
6
6
0.050
 
T 01.000 08/15/18
434
0
137
137
0.050
 
T 04.000 08/15/18
20,327
65
116
116
0.050
 
T 00.750 08/31/18
1,600
19
69
69
0.050
 
T 00.750 09/30/18
1,426
0
68
68
0.050
 
T 01.375 09/30/18
15,679
11
11
11
0.050
 
T 00.750 10/31/18
1,414
0
25
25
0.050
 
T 01.250 10/31/18
3,187
4
4
4
0.050
 
T 03.750 11/15/18
27,305
0
9
9
0.050
 
T 01.000 11/30/18
2,490
170
510
510
0.059
 
T 01.375 11/30/18
14,847
0
7
7
0.050
 
T 01.250 12/31/18
3,111
0
125
125
0.050
 
T 01.375 12/31/18
11,425
0
1
1
0.050
 
T 01.500 12/31/18
1,851
0
5
5
0.050
 
T 01.125 01/31/19
1,483
100
751
751
0.131
 
T 01.250 01/31/19
5,259
0
33
33
0.050
 
T 01.500 01/31/19
3,755
0
146
146
0.050
 
T 00.750 02/15/19
1,696
0
140
140
0.050
 
T 02.750 02/15/19
30,727
6
87
87
0.050
 
T 01.375 02/28/19
5,684
0
16
16
0.050
 
T 01.500 02/28/19
2,346
0
35
35
0.050
 
T 01.500 03/31/19
16,401
0
17
17
0.050
 
T 01.625 04/30/19
4,200
88
375
375
0.050
 
T 01.500 05/31/19
58
0
2
2
0.050
 
T 01.000 06/30/19
16,336
187
278
278
0.050
 
T 01.625 06/30/19
135
0
67
67
0.059
 
T 00.750 07/15/19
1,406
0
25
25
0.050
 
T 00.875 07/31/19
1,083
0
15
15
0.050
 
T 00.750 08/15/19
2,212
177
378
378
0.050
 
T 03.625 08/15/19
28,451
0
5
5
0.050
 
T 01.000 08/31/19
12,471
845
754
754
0.050
 
T 01.250 10/31/19
13,191
7
13
13
0.050
 
T 01.000 11/15/19
4,728
0
10
10
0.050
 
T 03.375 11/15/19
31,068
0
9
9
0.050
 
T 01.000 11/30/19
6,284
3
109
109
0.050
 
T 01.125 12/31/19
6,373
250
375
375
0.050
 
T 01.375 01/15/20
904
425
667
667
0.111
 
T 01.375 01/31/20
1,826
1
1
1
0.050
 
T 01.375 02/15/20
2,493
0
100
100
0.050
 
T 01.125 03/31/20
10,168
14
39
39
0.050
 
T 01.125 04/30/20
4,649
2
2
2
0.050
 
T 01.375 04/30/20
115
0
11
11
0.050
 
T 01.875 06/30/20
11,581
0
15
15
0.050
 
T 02.125 08/31/20
2,574
5
5
5
0.050
 
T 02.000 09/30/20
7,787
0
9
9
0.050
 
T 01.750 10/31/20
958
0
53
53
0.050
 
T 02.375 12/31/20
5,184
31
122
122
0.050
 
T 02.250 03/31/21
3,316
0
5
5
0.050
 
T 01.375 04/30/21
2,149
0
196
196
0.050
 
T 02.000 05/31/21
1,434
6
7
7
0.050
 
T 02.125 06/30/21
1,764
10
186
186
0.050
 
T 01.125 08/31/21
2,092
0
235
235
0.050
 
T 01.750 11/30/21
3,256
41
310
310
0.058
 
T 02.000 12/31/21
4,069
190
1,011
1,011
0.050
 
T 01.875 01/31/22
1,940
100
1,394
1,394
0.212
 
T 02.000 02/15/22
2,455
0
25
25
0.050
 
T 02.000 02/15/23
1,000
0
1
1
0.050
 
T 01.500 02/28/23
8,490
183
330
330
0.050
 
T 01.250 07/31/23
1,759
0
38
38
0.050
 
T 02.500 08/15/23
998
2
3
3
0.050
 
T 01.375 09/30/23
1,536
80
39
39
0.050
 
T 01.625 10/31/23
1,523
88
513
513
0.050
 
T 02.125 11/30/23
2,682
0
108
108
0.050
 
T 02.750 02/15/24
14,563
0
402
402
0.050
 
T 01.500 08/15/26
1,926
0
2
2
0.050
 
T 02.000 11/15/26
5,529
0
76
76
0.050
 
T 02.250 02/15/27
2,390
0
31
31
0.050
 
T 08.875 08/15/17
5,530
81
92
92
0.050
 
T 09.125 05/15/18
3,500
17
16
16
0.050
 
T 09.000 11/15/18
3,457
85
159
159
0.050
 
T 08.875 02/15/19
6,747
75
200
200
0.050
 
T 08.500 02/15/20
5,969
40
56
56
0.050
 
T 08.750 05/15/20
4,775
82
118
118
0.050
 
T 07.875 02/15/21
6,347
3
13
13
0.050
 
T 08.125 05/15/21
6,341
3
40
40
0.050
 
T 08.125 08/15/21
5,988
120
121
121
0.050
 
T 08.000 11/15/21
19,297
11
11
11
0.050
 
T 07.250 08/15/22
5,123
182
157
157
0.050
 
T 07.625 11/15/22
4,518
3
3
3
0.050
 
T 07.125 02/15/23
9,941
29
29
29
0.050
 
T 07.500 11/15/24
4,825
131
143
143
0.050
 
T 07.625 02/15/25
5,179
88
82
82
0.050
 
T 06.875 08/15/25
6,550
258
244
244
0.050
 
T 06.750 08/15/26
4,471
15
19
19
0.050
 
T 06.500 11/15/26
5,163
0
60
60
0.050
 
T 06.625 02/15/27
5,422
287
265
265
0.050
 
T 06.375 08/15/27
4,755
110
114
114
0.050
 
T 05.250 11/15/28
2,329
0
1
1
0.050
 
T 05.250 02/15/29
4,738
0
7
7
0.050
 
T 06.250 05/15/30
7,881
208
281
281
0.050
 
T 05.375 02/15/31
2,840
249
408
408
0.050
 
T 04.500 02/15/36
10,694
58
21
21
0.050
 
T 04.750 02/15/37
10,433
39
14
14
0.050
 
T 05.000 05/15/37
13,490
87
342
342
0.050
 
T 04.375 02/15/38
14,170
291
352
352
0.050
 
T 04.500 05/15/38
16,064
198
197
197
0.050
 
T 03.500 02/15/39
12,028
4
4
4
0.050
 
T 04.250 05/15/39
24,430
62
62
62
0.050
 
T 04.375 11/15/39
19,657
0
2
2
0.050
 
T 04.375 05/15/40
22,255
0
1
1
0.050
 
T 03.875 08/15/40
24,257
7
7
7
0.050
 
T 04.750 02/15/41
1,000
0
48
48
0.050
 
T 04.375 05/15/41
989
11
72
72
0.050
 
T 03.750 08/15/41
1,000
0
2
2
0.050
 
T 03.125 11/15/41
1,016
0
16
16
0.050
 
T 03.125 02/15/42
26,037
3
3
3
0.050
 
T 03.625 08/15/43
6,863
17
19
19
0.050
 
T 03.750 11/15/43
486
0
25
25
0.050
 
T 02.250 08/15/46
1,382
0
3
3
0.050
 
T 02.875 11/15/46
3,338
610
2,638
2,638
0.110
 
TII 01.875 07/15/19
475
0
83
83
0.050
 
TII 01.250 07/15/20
4,043
0
5
5
0.050
 
TII 00.375 01/15/27
741
0
324
324
0.088
 
TII 02.375 01/15/25
5,919
9
10
10
0.050
 
TII 03.375 04/15/32
364
0
72
72
0.050
 
TII 02.125 02/15/41
12,771
8
15
15
0.050
 
TII 01.375 02/15/44
2,277
0
16
16
0.050
 
TII 01.000 02/15/46
3,039
0
119
119
0.050
 
TF 00.190 04/30/18
3,587
1
1
1
0.050
 
TF 00.174 07/31/18
1,655
0
1
1
0.050
 
TF 00.170 10/31/18
816
3
3
3
0.050
 
TF 00.140 01/31/19
856
0
141
141
0.050
 
FHLB 04.875 05/17/17
1,350
1
1
1
0.050
 
FHLMC 05.000 04/18/17
1,350
44
44
44
0.050
 
FHLMC 06.750 03/15/31
284
1
1
1
0.050
 
FHLMC 06.250 07/15/32
191
3
3
3
0.050
 
Total:
20,992
20,992
 
February 16, 2017
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 01.000 03/31/17
2,635
55
55
55
0.050
 
T 03.250 03/31/17
9,568
0
1
1
0.050
 
T 00.875 04/30/17
1,365
0
13
13
0.050
 
T 04.500 05/15/17
11,903
0
6
6
0.050
 
T 02.750 05/31/17
10,351
417
482
482
0.050
 
T 02.500 06/30/17
9,499
0
7
7
0.050
 
T 00.500 07/31/17
3,797
82
158
158
0.050
 
T 04.750 08/15/17
11,259
0
5
5
0.050
 
T 01.875 08/31/17
2,635
0
3
3
0.050
 
T 00.625 09/30/17
3,771
0
54
54
0.050
 
T 01.875 09/30/17
6,080
0
55
55
0.050
 
T 00.875 11/15/17
31
0
7
7
0.050
 
T 00.625 11/30/17
63
0
15
15
0.050
 
T 00.750 12/31/17
3,798
1
206
206
0.050
 
T 00.875 01/31/18
11,790
124
310
310
0.050
 
T 02.750 02/28/18
15,641
110
133
133
0.050
 
T 00.875 03/31/18
5,575
0
49
49
0.050
 
T 02.875 03/31/18
13,595
26
1
1
0.050
 
T 00.750 04/30/18
6,218
0
29
29
0.050
 
T 03.875 05/15/18
19,616
14
12
12
0.050
 
T 00.875 05/31/18
5,967
197
603
603
0.050
 
T 01.000 05/31/18
1,268
0
204
204
0.050
 
T 00.625 06/30/18
3,413
0
31
31
0.050
 
T 01.375 06/30/18
9,774
10
27
27
0.050
 
T 01.000 08/15/18
434
0
9
9
0.050
 
T 04.000 08/15/18
20,327
0
67
67
0.050
 
T 00.750 08/31/18
1,600
0
69
69
0.050
 
T 01.375 09/30/18
15,679
0
21
21
0.050
 
T 01.250 10/31/18
3,187
0
4
4
0.050
 
T 01.000 11/30/18
2,317
450
470
470
0.050
 
T 01.250 11/30/18
5,086
0
5
5
0.050
 
T 01.375 12/31/18
11,425
0
6
6
0.050
 
T 01.125 01/31/19
1,483
150
834
834
0.238
 
T 01.250 01/31/19
5,259
0
109
109
0.050
 
T 01.500 01/31/19
3,755
0
86
86
0.050
 
T 02.750 02/15/19
30,727
0
11
11
0.050
 
T 01.500 02/28/19
2,346
0
5
5
0.050
 
T 01.250 04/30/19
17,912
89
139
139
0.050
 
T 01.625 04/30/19
4,200
112
136
136
0.050
 
T 01.500 05/31/19
58
0
14
14
0.050
 
T 01.000 06/30/19
16,336
187
187
187
0.050
 
T 00.875 07/31/19
1,075
8
8
8
0.050
 
T 00.750 08/15/19
2,212
176
177
177
0.050
 
T 01.000 08/31/19
12,471
946
1,020
1,020
0.050
 
T 01.250 10/31/19
13,191
0
22
22
0.050
 
T 01.000 11/15/19
4,728
0
122
122
0.050
 
T 01.000 11/30/19
6,284
222
168
168
0.050
 
T 01.125 12/31/19
6,373
320
270
270
0.050
 
T 01.375 01/15/20
1,196
0
488
488
0.055
 
T 01.375 01/31/20
1,791
36
1
1
0.050
 
T 01.375 02/15/20
2,493
0
9
9
0.050
 
T 01.125 03/31/20
10,168
189
207
207
0.050
 
T 01.125 04/30/20
4,649
12
11
11
0.050
 
T 02.125 08/31/20
2,574
0
5
5
0.050
 
T 02.000 09/30/20
7,787
18
23
23
0.050
 
T 02.625 11/15/20
1,000
0
125
125
0.050
 
T 02.375 12/31/20
5,184
0
31
31
0.050
 
T 02.000 02/28/21
3,055
0
48
48
0.050
 
T 02.250 03/31/21
3,316
0
5
5
0.050
 
T 01.375 04/30/21
2,149
0
5
5
0.050
 
T 01.375 05/31/21
7,803
0
108
108
0.050
 
T 02.000 05/31/21
1,434
0
6
6
0.050
 
T 02.125 06/30/21
1,764
0
10
10
0.050
 
T 01.125 08/31/21
2,092
0
19
19
0.050
 
T 01.750 11/30/21
3,256
0
41
41
0.050
 
T 02.000 12/31/21
4,069
236
988
988
0.057
 
T 01.875 01/31/22
1,940
150
1,335
1,335
0.164
 
T 01.625 11/15/22
28,746
5
10
10
0.050
 
T 01.500 02/28/23
8,490
0
183
183
0.050
 
T 02.500 08/15/23
1,000
0
2
2
0.050
 
T 01.375 08/31/23
1,723
0
117
117
0.050
 
T 01.375 09/30/23
1,536
5
154
154
0.050
 
T 01.625 10/31/23
1,523
3
88
88
0.050
 
T 02.125 11/30/23
2,682
0
356
356
0.050
 
T 02.750 02/15/24
14,563
0
333
333
0.050
 
T 01.625 05/15/26
5,763
0
190
190
0.050
 
T 01.500 08/15/26
1,926
0
116
116
0.050
 
T 08.750 05/15/17
6,531
15
15
15
0.050
 
T 08.875 08/15/17
5,530
66
147
147
0.050
 
T 09.125 05/15/18
3,500
17
17
17
0.050
 
T 09.000 11/15/18
3,457
129
85
85
0.050
 
T 08.875 02/15/19
6,747
64
75
75
0.050
 
T 08.500 02/15/20
5,969
39
46
46
0.050
 
T 08.750 05/15/20
4,775
139
152
152
0.050
 
T 07.875 02/15/21
6,347
3
3
3
0.050
 
T 08.125 05/15/21
6,341
2
3
3
0.050
 
T 08.125 08/15/21
5,988
120
120
120
0.050
 
T 08.000 11/15/21
19,297
9
11
11
0.050
 
T 07.250 08/15/22
5,123
203
248
248
0.050
 
T 07.625 11/15/22
4,518
43
37
37
0.050
 
T 07.125 02/15/23
9,941
29
29
29
0.050
 
T 07.500 11/15/24
4,825
168
281
281
0.050
 
T 07.625 02/15/25
5,179
76
88
88
0.050
 
T 06.875 08/15/25
6,550
266
258
258
0.050
 
T 06.000 02/15/26
1,000
0
5
5
0.050
 
T 06.750 08/15/26
4,471
21
25
25
0.050
 
T 06.625 02/15/27
5,422
245
312
312
0.050
 
T 06.375 08/15/27
4,755
112
111
111
0.050
 
T 06.125 08/15/29
5,626
30
49
49
0.050
 
T 06.250 05/15/30
7,881
209
218
218
0.050
 
T 05.375 02/15/31
2,840
104
258
258
0.050
 
T 04.500 02/15/36
10,694
28
150
150
0.050
 
T 04.750 02/15/37
10,433
118
92
92
0.050
 
T 05.000 05/15/37
13,490
55
137
137
0.050
 
T 04.375 02/15/38
14,170
327
298
298
0.050
 
T 04.500 05/15/38
16,064
29
198
198
0.050
 
T 03.500 02/15/39
12,028
4
4
4
0.050
 
T 04.250 05/15/39
24,430
62
67
67
0.050
 
T 03.875 08/15/40
24,257
7
7
7
0.050
 
T 04.250 11/15/40
23,154
67
27
27
0.050
 
T 04.750 02/15/41
1,000
0
21
21
0.050
 
T 04.375 05/15/41
1,000
0
11
11
0.050
 
T 03.125 02/15/42
26,037
0
65
65
0.050
 
T 03.000 05/15/42
9,495
118
118
118
0.050
 
T 03.625 08/15/43
6,863
17
17
17
0.050
 
T 03.750 11/15/43
486
0
26
26
0.050
 
T 02.250 08/15/46
1,382
0
16
16
0.050
 
T 02.875 11/15/46
3,258
690
2,205
2,205
0.198
 
TII 00.375 01/15/27
741
0
718
718
0.101
 
TII 02.375 01/15/25
5,919
0
9
9
0.050
 
TII 02.125 02/15/40
6,813
18
18
18
0.050
 
TII 02.125 02/15/41
12,771
10
21
21
0.050
 
TII 01.000 02/15/46
3,039
50
165
165
0.050
 
TF 00.190 04/30/18
3,587
1
1
1
0.050
 
TF 00.170 10/31/18
816
3
3
3
0.050
 
TF 00.140 01/31/19
856
0
2
2
0.050
 
FHLB 04.875 05/17/17
1,350
1
1
1
0.050
 
FHLMC 05.000 04/18/17
1,350
44
44
44
0.050
 
FHLMC 06.750 03/15/31
284
1
1
1
0.050
 
FHLMC 06.250 07/15/32
191
3
3
3
0.050
 
Total:
18,477
18,477
 
February 15, 2017
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 01.000 03/31/17
2,635
130
114
114
0.050
 
T 00.875 04/30/17
1,365
81
276
276
0.050
 
T 02.750 05/31/17
10,351
295
517
517
0.050
 
T 00.750 06/30/17
2,097
0
287
287
0.050
 
T 02.500 06/30/17
9,499
20
23
23
0.050
 
T 00.500 07/31/17
3,797
0
82
82
0.050
 
T 04.750 08/15/17
11,259
0
81
81
0.050
 
T 00.625 08/31/17
242
0
16
16
0.050
 
T 04.250 11/15/17
9,907
1
23
23
0.050
 
T 00.750 12/31/17
3,798
0
1
1
0.050
 
T 00.875 01/31/18
11,790
35
190
190
0.050
 
T 02.625 01/31/18
12,600
5
11
11
0.050
 
T 02.750 02/28/18
15,641
0
210
210
0.050
 
T 00.875 03/31/18
5,575
0
73
73
0.050
 
T 02.875 03/31/18
13,595
0
51
51
0.050
 
T 00.750 04/30/18
6,218
17
39
39
0.050
 
T 01.000 05/15/18
488
0
18
18
0.050
 
T 03.875 05/15/18
19,616
14
14
14
0.050
 
T 00.875 05/31/18
5,967
168
247
247
0.050
 
T 00.625 06/30/18
3,413
0
23
23
0.050
 
T 01.375 06/30/18
9,774
10
47
47
0.050
 
T 04.000 08/15/18
20,327
0
14
14
0.050
 
T 00.750 08/31/18
1,600
0
36
36
0.050
 
T 01.750 10/31/18
16,031
0
60
60
0.050
 
T 03.750 11/15/18
27,305
0
59
59
0.050
 
T 01.000 11/30/18
2,363
404
636
636
0.050
 
T 01.250 11/30/18
5,086
57
57
57
0.050
 
T 01.250 12/31/18
3,111
125
139
139
0.050
 
T 01.500 12/31/18
1,851
0
39
39
0.050
 
T 01.125 01/31/19
1,483
95
863
863
0.291
 
T 02.750 02/15/19
30,727
0
7
7
0.050
 
T 01.625 03/31/19
907
0
93
93
0.050
 
T 01.250 04/30/19
17,912
0
89
89
0.050
 
T 01.625 04/30/19
4,200
35
262
262
0.050
 
T 01.125 05/31/19
15,177
39
39
39
0.050
 
T 01.000 06/30/19
16,336
122
191
191
0.050
 
T 00.875 07/31/19
1,083
0
8
8
0.050
 
T 00.750 08/15/19
2,212
65
256
256
0.050
 
T 01.000 08/31/19
12,471
0
946
946
0.050
 
T 01.000 11/15/19
4,728
50
207
207
0.050
 
T 01.000 11/30/19
6,284
205
322
322
0.050
 
T 01.125 12/31/19
6,373
210
420
420
0.050
 
T 01.375 01/15/20
1,196
0
200
200
0.060
 
T 01.375 01/31/20
5,413
1
36
36
0.050
 
T 01.375 02/15/20
0
0
25
0
N/A
 
T 01.125 03/31/20
10,168
0
232
232
0.050
 
T 01.125 04/30/20
4,649
2
102
102
0.050
 
T 01.375 04/30/20
115
0
5
5
0.050
 
T 02.000 09/30/20
7,787
18
18
18
0.050
 
T 02.375 12/31/20
5,184
6
6
6
0.050
 
T 03.625 02/15/21
6,927
0
10
10
0.050
 
T 01.375 05/31/21
7,803
0
7
7
0.050
 
T 02.125 06/30/21
1,764
0
40
40
0.050
 
T 01.125 08/31/21
2,092
0
115
115
0.050
 
T 01.125 09/30/21
1,865
0
8
8
0.050
 
T 01.250 10/31/21
1,849
62
135
135
0.050
 
T 02.000 11/15/21
26,143
0
5
5
0.050
 
T 01.750 11/30/21
3,256
0
115
115
0.050
 
T 02.000 12/31/21
4,069
430
820
820
0.050
 
T 01.875 01/31/22
1,940
0
862
862
0.159
 
T 01.750 05/15/22
39,014
0
29
29
0.050
 
T 01.625 11/15/22
28,746
0
104
104
0.050
 
T 01.625 05/31/23
1,025
0
8
8
0.050
 
T 01.250 07/31/23
1,759
88
88
88
0.050
 
T 01.375 09/30/23
1,536
0
5
5
0.050
 
T 01.625 10/31/23
1,523
50
167
167
0.050
 
T 02.125 11/30/23
2,682
0
115
115
0.050
 
T 02.250 11/15/25
110
0
27
27
0.050
 
T 01.625 02/15/26
1,716
0
40
40
0.050
 
T 01.500 08/15/26
1,926
0
925
925
0.050
 
T 02.000 11/15/26
5,529
0
589
589
0.050
 
T 02.250 02/15/27
0
0
145
0
N/A
 
T 08.750 05/15/17
6,531
15
15
15
0.050
 
T 08.875 08/15/17
5,530
56
77
77
0.050
 
T 09.125 05/15/18
3,500
17
17
17
0.050
 
T 09.000 11/15/18
3,457
84
134
134
0.050
 
T 08.875 02/15/19
6,747
43
64
64
0.050
 
T 08.500 02/15/20
5,969
45
51
51
0.050
 
T 08.750 05/15/20
4,775
80
152
152
0.050
 
T 07.875 02/15/21
6,347
3
3
3
0.050
 
T 08.125 05/15/21
6,341
2
2
2
0.050
 
T 08.125 08/15/21
5,988
123
120
120
0.050
 
T 08.000 11/15/21
19,297
9
9
9
0.050
 
T 07.250 08/15/22
5,123
197
216
216
0.050
 
T 07.625 11/15/22
4,518
95
107
107
0.050
 
T 07.125 02/15/23
9,941
29
29
29
0.050
 
T 07.500 11/15/24
4,825
111
168
168
0.050
 
T 07.625 02/15/25
5,179
76
76
76
0.050
 
T 06.875 08/15/25
6,550
261
283
283
0.050
 
T 06.750 08/15/26
4,471
23
21
21
0.050
 
T 06.625 02/15/27
5,422
172
325
325
0.050
 
T 06.375 08/15/27
4,755
100
112
112
0.050
 
T 06.125 11/15/27
1,000
0
50
50
0.050
 
T 05.500 08/15/28
4,687
0
8
8
0.050
 
T 06.125 08/15/29
5,626
0
30
30
0.050
 
T 06.250 05/15/30
7,881
210
278
278
0.050
 
T 05.375 02/15/31
2,840
129
154
154
0.050
 
T 04.500 02/15/36
10,694
16
90
90
0.050
 
T 04.750 02/15/37
10,433
65
118
118
0.050
 
T 05.000 05/15/37
13,490
0
105
105
0.050
 
T 04.375 02/15/38
14,170
336
336
336
0.050
 
T 04.500 05/15/38
16,064
25
29
29
0.050
 
T 03.500 02/15/39
12,028
4
12
12
0.050
 
T 04.250 05/15/39
24,430
62
62
62
0.050
 
T 04.375 05/15/40
22,255
1
26
26
0.050
 
T 03.875 08/15/40
24,257
0
7
7
0.050
 
T 04.250 11/15/40
23,154
0
67
67
0.050
 
T 03.750 08/15/41
1,000
0
41
41
0.050
 
T 03.125 11/15/41
26,965
0
16
16
0.050
 
T 03.125 02/15/42
26,037
0
42
42
0.050
 
T 03.000 05/15/42
9,544
69
214
214
0.050
 
T 03.625 08/15/43
6,863
17
17
17
0.050
 
T 03.750 11/15/43
486
0
15
15
0.050
 
T 02.250 08/15/46
1,382
0
12
12
0.050
 
T 02.875 11/15/46
3,338
610
1,621
1,621
0.057
 
T 03.000 02/15/47
0
0
35
0
N/A
 
TII 01.625 01/15/18
2,367
0
8
8
0.050
 
TII 01.875 07/15/19
475
7
7
7
0.050
 
TII 01.375 01/15/20
881
0
75
75
0.050
 
TII 01.250 07/15/20
4,043
0
16
16
0.050
 
TII 01.125 01/15/21
4,215
0
7
7
0.050
 
TII 00.125 04/15/21
861
0
70
70
0.050
 
TII 00.375 01/15/27
741
28
424
424
0.063
 
TII 02.375 01/15/25
5,919
0
61
61
0.050
 
TII 03.375 04/15/32
364
3
25
25
0.050
 
TII 02.125 02/15/40
6,813
18
18
18
0.050
 
TII 02.125 02/15/41
12,771
0
113
113
0.050
 
TII 01.000 02/15/46
3,039
0
57
57
0.050
 
TF 00.190 04/30/18
3,587
0
1
1
0.050
 
TF 00.170 10/31/18
816
0
3
3
0.050
 
TF 00.140 01/31/19
856
68
2
2
0.050
 
FHLB 04.875 05/17/17
1,350
1
1
1
0.050
 
FHLMC 05.000 04/18/17
1,350
44
44
44
0.050
 
FHLMC 06.750 03/15/31
284
0
1
1
0.050
 
FHLMC 06.250 07/15/32
191
0
3
3
0.050
 
Total:
18,371
18,166
 
February 14, 2017
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 03.000 02/28/17
10,327
450
467
467
0.050
 
T 01.000 03/31/17
2,635
106
130
130
0.050
 
T 00.875 04/30/17
1,358
159
312
312
0.050
 
T 04.500 05/15/17
11,903
0
2
2
0.050
 
T 02.750 05/31/17
10,351
267
295
295
0.050
 
T 02.500 06/30/17
9,499
18
76
76
0.050
 
T 01.875 08/31/17
2,635
0
185
185
0.050
 
T 01.875 09/30/17
6,080
1
1
1
0.050
 
T 00.750 10/31/17
4,752
0
24
24
0.050
 
T 04.250 11/15/17
9,907
21
1
1
0.050
 
T 00.625 11/30/17
63
0
15
15
0.050
 
T 00.750 12/31/17
3,798
0
15
15
0.050
 
T 02.750 12/31/17
11,955
4
4
4
0.050
 
T 00.875 01/31/18
11,790
0
210
210
0.050
 
T 02.625 01/31/18
12,600
0
5
5
0.050
 
T 00.750 04/30/18
6,218
0
17
17
0.050
 
T 03.875 05/15/18
19,616
6
14
14
0.050
 
T 00.875 05/31/18
5,967
195
268
268
0.050
 
T 02.375 05/31/18
18,395
0
2
2
0.050
 
T 00.625 06/30/18
3,413
5
24
24
0.050
 
T 01.375 06/30/18
9,774
10
10
10
0.050
 
T 01.000 08/15/18
434
0
2
2
0.050
 
T 04.000 08/15/18
20,327
0
31
31
0.050
 
T 00.750 08/31/18
1,600
0
119
119
0.050
 
T 01.750 10/31/18
16,031
0
1
1
0.050
 
T 01.000 11/30/18
2,448
319
504
504
0.050
 
T 01.250 11/30/18
5,086
57
57
57
0.050
 
T 01.375 11/30/18
14,847
0
59
59
0.050
 
T 01.250 12/31/18
3,111
0
1,136
1,136
0.050
 
T 01.125 01/31/19
1,483
135
1,521
1,483
0.277
 
T 01.250 01/31/19
5,259
0
1
1
0.050
 
T 02.750 02/15/19
30,727
0
3
3
0.050
 
T 01.500 03/31/19
16,401
0
44
44
0.050
 
T 01.625 04/30/19
4,200
40
35
35
0.050
 
T 01.125 05/31/19
15,177
39
39
39
0.050
 
T 01.500 05/31/19
56
8
5
5
0.050
 
T 01.000 06/30/19
16,336
122
122
122
0.050
 
T 01.625 06/30/19
135
0
26
26
0.050
 
T 00.750 07/15/19
1,406
0
7
7
0.050
 
T 00.875 07/31/19
1,083
0
1
1
0.050
 
T 00.750 08/15/19
2,212
0
115
115
0.050
 
T 01.000 08/31/19
12,471
45
3
3
0.050
 
T 01.000 11/15/19
4,728
100
50
50
0.050
 
T 03.375 11/15/19
31,068
0
4
4
0.050
 
T 01.000 11/30/19
6,284
36
205
205
0.050
 
T 01.125 12/31/19
6,373
183
272
272
0.050
 
T 01.375 01/15/20
1,196
0
230
230
0.060
 
T 01.375 01/31/20
5,413
12
101
101
0.050
 
T 01.250 02/29/20
8,675
0
4
4
0.050
 
T 01.125 04/30/20
4,649
10
2
2
0.050
 
T 02.000 09/30/20
7,787
0
18
18
0.050
 
T 02.375 12/31/20
5,184
6
6
6
0.050
 
T 02.000 02/28/21
3,055
0
50
50
0.050
 
T 01.250 03/31/21
1,001
0
6
6
0.050
 
T 02.250 03/31/21
3,316
0
10
10
0.050
 
T 01.375 04/30/21
2,149
0
163
163
0.050
 
T 02.000 05/31/21
1,434
3
3
3
0.050
 
T 02.125 06/30/21
1,764
0
35
35
0.050
 
T 01.250 10/31/21
1,849
0
462
462
0.050
 
T 01.750 11/30/21
3,256
0
200
200
0.050
 
T 02.000 12/31/21
3,993
528
1,145
1,145
0.050
 
T 01.875 01/31/22
1,940
167
1,359
1,359
0.147
 
T 01.750 04/30/22
95
0
1
1
0.050
 
T 01.750 05/15/22
39,014
10
10
10
0.050
 
T 01.250 07/31/23
1,759
84
90
90
0.050
 
T 01.375 09/30/23
1,536
80
80
80
0.050
 
T 01.625 10/31/23
1,498
194
491
491
0.050
 
T 02.125 11/30/23
2,682
0
257
257
0.050
 
T 02.750 02/15/24
14,563
0
37
37
0.050
 
T 01.500 08/15/26
1,926
0
12
12
0.050
 
T 02.000 11/15/26
5,529
0
510
510
0.050
 
T 08.750 05/15/17
6,531
15
15
15
0.050
 
T 08.875 08/15/17
5,530
37
76
76
0.050
 
T 09.125 05/15/18
3,500
5
17
17
0.050
 
T 09.000 11/15/18
3,457
112
84
84
0.050
 
T 08.875 02/15/19
6,747
43
118
118
0.050
 
T 08.500 02/15/20
5,969
45
45
45
0.050
 
T 08.750 05/15/20
4,775
86
93
93
0.050
 
T 07.875 02/15/21
6,347
3
3
3
0.050
 
T 08.125 05/15/21
6,341
2
3
3
0.050
 
T 08.125 08/15/21
5,988
123
123
123
0.050
 
T 08.000 11/15/21
19,297
9
11
11
0.050
 
T 07.250 08/15/22
5,123
175
197
197
0.050
 
T 07.625 11/15/22
4,518
0
95
95
0.050
 
T 07.125 02/15/23
9,941
29
29
29
0.050
 
T 07.500 11/15/24
4,825
121
161
161
0.050
 
T 07.625 02/15/25
5,179
106
105
105
0.050
 
T 06.875 08/15/25
6,550
250
261
261
0.050
 
T 06.750 08/15/26
4,471
23
23
23
0.050
 
T 06.625 02/15/27
5,422
207
202
202
0.050
 
T 06.375 08/15/27
4,755
102
107
107
0.050
 
T 06.125 11/15/27
998
2
2
2
0.050
 
T 06.125 08/15/29
5,626
72
50
50
0.050
 
T 06.250 05/15/30
7,881
146
270
270
0.050
 
T 05.375 02/15/31
2,840
125
229
229
0.050
 
T 04.500 02/15/36
10,694
131
214
214
0.050
 
T 04.750 02/15/37
10,433
64
65
65
0.050
 
T 05.000 05/15/37
13,490
96
102
102
0.050
 
T 04.375 02/15/38
14,170
236
336
336
0.050
 
T 04.500 05/15/38
16,064
30
29
29
0.050
 
T 03.500 02/15/39
12,028
4
4
4
0.050
 
T 04.250 05/15/39
24,430
119
62
62
0.050
 
T 04.375 05/15/40
22,255
0
1
1
0.050
 
T 03.000 05/15/42
9,521
92
69
69
0.050
 
T 02.750 11/15/42
2,120
0
10
10
0.050
 
T 03.625 08/15/43
6,863
23
17
17
0.050
 
T 02.500 02/15/46
1,136
0
165
165
0.050
 
T 02.250 08/15/46
1,382
75
111
111
0.050
 
T 02.875 11/15/46
3,478
470
1,715
1,715
0.090
 
TII 01.375 07/15/18
876
0
2
2
0.050
 
TII 01.875 07/15/19
475
0
7
7
0.050
 
TII 01.125 01/15/21
4,215
50
22
22
0.050
 
TII 00.125 07/15/26
1,657
0
10
10
0.050
 
TII 00.375 01/15/27
741
0
258
258
0.050
 
TII 03.375 04/15/32
364
0
3
3
0.050
 
TII 02.125 02/15/40
6,813
0
18
18
0.050
 
TF 00.190 04/30/18
3,587
0
2
2
0.050
 
TF 00.140 01/31/19
856
93
173
173
0.050
 
FHLB 04.875 05/17/17
1,350
1
1
1
0.050
 
FHLMC 05.000 04/18/17
1,350
44
44
44
0.050
 
FHLMC 04.875 06/13/18
1,783
0
10
10
0.050
 
Total:
17,490
17,452
 
February 13, 2017
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 00.875 02/28/17
1,433
266
184
184
0.050
 
T 03.000 02/28/17
10,327
420
505
505
0.050
 
T 01.000 03/31/17
2,635
112
161
161
0.050
 
T 00.875 04/30/17
1,350
167
527
527
0.050
 
T 02.750 05/31/17
10,351
0
267
267
0.050
 
T 02.500 06/30/17
9,499
6
18
18
0.050
 
T 04.750 08/15/17
11,259
0
80
80
0.050
 
T 01.875 09/30/17
6,080
0
1
1
0.050
 
T 04.250 11/15/17
9,907
25
143
143
0.050
 
T 00.625 11/30/17
63
0
3
3
0.050
 
T 02.750 12/31/17
11,955
0
4
4
0.050
 
T 00.750 01/31/18
387
86
76
76
0.070
 
T 00.750 03/31/18
8,910
0
5
5
0.050
 
T 00.750 04/30/18
6,218
0
3
3
0.050
 
T 03.875 05/15/18
19,616
6
6
6
0.050
 
T 00.875 05/31/18
5,967
160
251
251
0.050
 
T 02.375 05/31/18
18,395
0
1
1
0.050
 
T 00.625 06/30/18
3,413
0
55
55
0.050
 
T 01.375 06/30/18
9,774
10
10
10
0.050
 
T 00.750 07/31/18
1,634
2
3
3
0.050
 
T 00.750 09/30/18
1,426
0
8
8
0.050
 
T 00.750 10/31/18
1,414
0
5
5
0.050
 
T 01.000 11/30/18
2,490
274
369
369
0.050
 
T 01.250 11/30/18
5,086
64
60
60
0.050
 
T 01.250 12/31/18
3,111
0
175
175
0.050
 
T 01.375 12/31/18
11,425
1
1
1
0.050
 
T 01.500 12/31/18
1,851
0
122
122
0.050
 
T 01.125 01/31/19
1,483
0
965
965
0.071
 
T 00.750 02/15/19
1,696
0
39
39
0.050
 
T 01.500 03/31/19
16,401
0
76
76
0.050
 
T 01.625 04/30/19
4,200
119
327
327
0.050
 
T 03.125 05/15/19
29,742
0
40
40
0.050
 
T 01.125 05/31/19
15,177
0
39
39
0.050
 
T 01.500 05/31/19
58
0
8
8
0.050
 
T 01.000 06/30/19
16,336
222
225
225
0.050
 
T 01.625 06/30/19
135
0
78
33
0.050
 
T 00.750 07/15/19
1,406
0
40
40
0.050
 
T 00.875 07/31/19
1,083
0
10
10
0.050
 
T 00.750 08/15/19
2,212
99
80
80
0.050
 
T 01.000 08/31/19
12,471
445
445
445
0.050
 
T 01.250 10/31/19
13,191
7
7
7
0.050
 
T 01.000 11/15/19
4,728
0
150
150
0.050
 
T 01.000 11/30/19
6,284
146
145
145
0.050
 
T 01.125 12/31/19
6,373
212
183
183
0.050
 
T 01.375 01/15/20
1,196
42
185
185
0.059
 
T 01.375 01/31/20
5,413
1
12
12
0.050
 
T 03.625 02/15/20
24,969
0
1
1
0.050
 
T 01.125 03/31/20
10,168
90
97
97
0.050
 
T 01.125 04/30/20
4,649
0
55
55
0.050
 
T 02.000 09/30/20
7,787
0
9
9
0.050
 
T 02.375 12/31/20
5,184
6
6
6
0.050
 
T 02.000 02/28/21
3,055
0
6
6
0.050
 
T 01.250 03/31/21
1,001
0
1
1
0.050
 
T 01.375 04/30/21
2,149
0
5
5
0.050
 
T 02.000 05/31/21
1,434
3
6
6
0.050
 
T 02.125 06/30/21
1,764
1
1
1
0.050
 
T 01.125 08/31/21
2,092
0
1
1
0.050
 
T 01.250 10/31/21
1,849
0
71
71
0.050
 
T 02.000 12/31/21
3,871
650
1,409
1,409
0.050
 
T 01.875 01/31/22
1,940
200
1,834
1,834
0.063
 
T 02.000 02/15/22
2,445
10
209
209
0.050
 
T 01.750 05/15/22
39,014
0
10
10
0.050
 
T 01.875 08/31/22
45
0
11
11
0.050
 
T 01.750 09/30/22
31
0
1
1
0.050
 
T 01.625 11/15/22
28,746
5
75
75
0.050
 
T 01.750 01/31/23
522
0
60
60
0.050
 
T 01.500 02/28/23
8,490
0
5
5
0.050
 
T 01.625 05/31/23
1,025
0
49
49
0.050
 
T 01.250 07/31/23
1,759
83
84
84
0.050
 
T 01.375 09/30/23
1,536
55
249
249
0.050
 
T 01.625 10/31/23
1,523
63
731
731
0.051
 
T 02.125 11/30/23
2,682
5
644
644
0.111
 
T 02.250 01/31/24
1,598
0
25
25
0.050
 
T 02.750 02/15/24
14,563
0
40
40
0.050
 
T 02.500 05/15/24
1,000
0
10
10
0.050
 
T 02.000 08/15/25
434
0
30
30
0.050
 
T 01.500 08/15/26
1,926
0
481
481
0.050
 
T 08.750 05/15/17
6,531
14
15
15
0.050
 
T 08.875 08/15/17
5,530
37
53
53
0.050
 
T 09.125 05/15/18
3,500
5
7
7
0.050
 
T 09.000 11/15/18
3,457
87
117
117
0.050
 
T 08.875 02/15/19
6,747
43
43
43
0.050
 
T 08.500 02/15/20
5,969
39
45
45
0.050
 
T 08.750 05/15/20
4,775
70
136
136
0.050
 
T 07.875 02/15/21
6,347
3
59
59
0.050
 
T 08.125 05/15/21
6,341
2
2
2
0.050
 
T 08.125 08/15/21
5,988
123
173
173
0.050
 
T 08.000 11/15/21
19,297
9
9
9
0.050
 
T 07.250 08/15/22
5,123
166
203
203
0.050
 
T 07.625 11/15/22
4,518
3
25
25
0.050
 
T 07.125 02/15/23
9,941
28
29
29
0.050
 
T 07.500 11/15/24
4,825
192
221
221
0.050
 
T 07.625 02/15/25
5,179
81
106
106
0.050
 
T 06.875 08/15/25
6,550
241
286
286
0.050
 
T 06.750 08/15/26
4,471
24
27
27
0.050
 
T 06.625 02/15/27
5,422
180
236
236
0.050
 
T 06.375 08/15/27
4,755
105
102
102
0.050
 
T 06.125 11/15/27
998
2
2
2
0.050
 
T 05.250 11/15/28
2,329
0
10
10
0.050
 
T 06.125 08/15/29
5,626
102
102
102
0.050
 
T 06.250 05/15/30
7,881
86
246
246
0.050
 
T 05.375 02/15/31
2,840
138
160
160
0.050
 
T 04.500 02/15/36
10,694
92
239
239
0.050
 
T 04.750 02/15/37
10,433
145
117
117
0.050
 
T 05.000 05/15/37
13,490
121
176
176
0.050
 
T 04.375 02/15/38
14,170
237
286
286
0.050
 
T 04.500 05/15/38
16,064
26
33
33
0.050
 
T 03.500 02/15/39
12,028
4
14
14
0.050
 
T 04.250 05/15/39
24,430
119
119
119
0.050
 
T 04.500 08/15/39
26,100
0
70
70
0.050
 
T 04.375 05/15/40
22,255
0
124
124
0.050
 
T 03.875 08/15/40
24,257
0
7
7
0.050
 
T 04.250 11/15/40
23,154
0
4
4
0.050
 
T 04.375 05/15/41
1,000
0
38
38
0.050
 
T 03.750 08/15/41
1,000
0
137
137
0.050
 
T 03.000 05/15/42
9,598
15
92
92
0.050
 
T 02.750 08/15/42
1,985
0
5
5
0.050
 
T 03.625 08/15/43
6,863
23
23
23
0.050