Securities Lending Operations
Auction Results and Extensions History*
June 18, 2019
Auction 2
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 00.750 07/15/19
1,305
258
202
202
0.050
 
T 00.875 07/31/19
12,999
1,517
1,559
1,559
0.050
 
T 01.375 07/31/19
1,489
1,154
1,202
1,202
0.062
 
T 01.625 07/31/19
561
16
23
23
0.050
 
T 00.750 08/15/19
2,212
208
356
356
0.050
 
T 03.625 08/15/19
35,188
0
605
605
0.050
 
T 01.000 08/31/19
12,471
1,147
1,356
1,356
0.050
 
T 01.250 08/31/19
733
4
23
23
0.050
 
T 01.000 09/30/19
7,935
1,816
1,693
1,693
0.050
 
T 01.375 09/30/19
2,910
180
201
201
0.050
 
T 01.250 10/31/19
12,836
1,821
1,991
1,991
0.050
 
T 01.500 10/31/19
493
157
221
221
0.050
 
T 01.000 11/15/19
4,728
454
482
482
0.050
 
T 03.375 11/15/19
31,068
1,522
1,641
1,641
0.050
 
T 01.000 11/30/19
6,284
75
464
464
0.050
 
T 01.125 12/31/19
6,373
13
55
55
0.050
 
T 01.375 01/15/20
1,196
11
216
216
0.050
 
T 01.375 01/31/20
5,311
704
743
743
0.050
 
T 01.375 02/15/20
2,493
0
2
2
0.050
 
T 03.625 02/15/20
24,969
0
1
1
0.050
 
T 01.250 02/29/20
8,675
23
101
101
0.050
 
T 02.250 02/29/20
6,143
0
2
2
0.050
 
T 01.125 03/31/20
10,168
244
245
245
0.050
 
T 02.250 03/31/20
4,756
0
10
10
0.050
 
T 01.125 04/30/20
4,649
0
189
189
0.050
 
T 01.875 06/30/20
11,581
0
15
15
0.050
 
T 01.500 07/15/20
493
0
9
9
0.050
 
T 02.625 07/31/20
1,710
0
6
6
0.050
 
T 01.500 08/15/20
6,274
947
1,077
1,077
0.050
 
T 02.375 12/31/20
5,184
0
50
50
0.050
 
T 02.125 01/31/21
3,480
134
159
159
0.050
 
T 02.250 02/15/21
4,422
0
1
1
0.050
 
T 02.500 02/28/21
1,732
0
10
10
0.050
 
T 02.375 04/15/21
46
0
5
5
0.050
 
T 02.250 04/30/21
2,554
0
16
16
0.050
 
T 02.125 05/31/21
3,781
0
2
2
0.050
 
T 02.000 12/31/21
4,069
0
44
44
0.050
 
T 01.750 05/15/22
38,982
0
79
79
0.050
 
T 01.625 08/15/22
1,000
0
2
2
0.050
 
T 01.625 08/31/22
959
0
2
2
0.050
 
T 01.625 05/31/23
6,426
0
1
1
0.050
 
T 02.500 08/15/23
1,000
0
3
3
0.050
 
T 01.375 08/31/23
1,723
0
11
11
0.050
 
T 02.750 08/31/23
2,347
0
1
1
0.050
 
T 02.125 02/29/24
3,494
0
6
6
0.050
 
T 02.500 05/15/24
1,546
0
1
1
0.050
 
T 02.250 10/31/24
630
0
1
1
0.050
 
T 02.500 01/31/25
3,703
0
1
1
0.050
 
T 02.125 05/15/25
502
0
125
125
0.050
 
T 02.750 08/31/25
1,454
0
1
1
0.050
 
T 02.500 02/28/26
1,386
0
58
58
0.050
 
T 01.625 05/15/26
5,772
0
5
5
0.050
 
T 02.125 05/31/26
3,025
0
130
130
0.050
 
T 02.000 11/15/26
5,592
0
3
3
0.050
 
T 02.250 02/15/27
1,009
0
18
18
0.050
 
T 02.875 08/15/28
3,145
0
2
2
0.050
 
T 02.625 02/15/29
5,854
35
50
50
0.050
 
T 02.375 05/15/29
8,277
12
1,380
1,380
0.050
 
T 08.500 02/15/20
5,969
13
13
13
0.050
 
T 08.750 05/15/20
4,775
19
19
19
0.050
 
T 08.750 08/15/20
10,746
1
1
1
0.050
 
T 07.875 02/15/21
6,347
19
24
24
0.050
 
T 08.125 05/15/21
6,341
22
21
21
0.050
 
T 08.125 08/15/21
5,988
36
11
11
0.050
 
T 07.250 08/15/22
5,123
7
13
13
0.050
 
T 07.625 11/15/22
4,450
26
26
26
0.050
 
T 06.250 08/15/23
984
21
21
21
0.050
 
T 07.500 11/15/24
4,825
330
357
357
0.050
 
T 07.625 02/15/25
995
5
60
60
0.050
 
T 06.875 08/15/25
999
1
1
1
0.050
 
T 06.625 02/15/27
2,868
23
1
1
0.050
 
T 06.375 08/15/27
4,755
120
125
125
0.050
 
T 06.125 11/15/27
11,346
10
10
10
0.050
 
T 05.500 08/15/28
4,687
32
51
51
0.050
 
T 05.250 11/15/28
2,329
12
10
10
0.050
 
T 05.250 02/15/29
4,738
0
5
5
0.050
 
T 06.250 05/15/30
7,881
0
9
9
0.050
 
T 05.375 02/15/31
2,840
70
76
76
0.050
 
T 04.500 02/15/36
10,694
217
362
362
0.050
 
T 04.750 02/15/37
10,433
29
26
26
0.050
 
T 04.375 02/15/38
1,065
0
3
3
0.050
 
T 04.500 05/15/38
16,064
154
101
101
0.050
 
T 03.500 02/15/39
3,058
56
31
31
0.050
 
T 04.750 02/15/41
10,117
0
9
9
0.050
 
T 03.125 02/15/42
1,000
0
85
85
0.050
 
T 03.000 05/15/42
25,621
0
10
10
0.050
 
T 03.000 11/15/44
19
0
4
4
0.050
 
T 02.500 02/15/46
1,136
0
158
154
0.050
 
T 03.000 08/15/48
2,177
0
128
128
0.050
 
T 03.000 02/15/49
3,859
718
1,885
1,885
0.061
 
T 02.875 05/15/49
5,825
0
299
299
0.050
 
TII 01.875 07/15/19
453
74
272
272
0.640
 
TII 01.375 01/15/20
881
0
1
1
0.050
 
TII 00.625 07/15/21
764
0
1
1
0.050
 
TII 00.125 04/15/22
394
0
5
5
0.050
 
TII 00.500 04/15/24
195
0
93
93
0.075
 
TII 00.375 01/15/27
3,131
0
66
66
0.050
 
TII 00.875 01/15/29
1,039
0
6
6
0.050
 
TII 02.375 01/15/27
2,744
0
1
1
0.050
 
TII 03.625 04/15/28
6,931
0
17
17
0.050
 
TII 03.875 04/15/29
7,438
0
1
1
0.050
 
TII 02.125 02/15/41
12,771
6
3
0
N/A
 
TII 01.000 02/15/48
1,535
0
1
1
0.050
 
TII 01.000 02/15/49
346
14
94
94
0.050
 
TF 00.048 10/31/19
337
15
29
29
0.050
 
TF 00.000 01/31/20
4,362
0
121
121
0.050
 
TF 00.033 04/30/20
1,952
0
1
1
0.050
 
TF 00.045 10/31/20
1,422
1
2
2
0.050
 
TF 00.139 04/30/21
1,931
0
6
6
0.050
 
Total:
21,532
21,525
 
Auction 1
 
Security
Extensions7
 
 
T 01.000 06/30/19
715
 
 
T 00.750 07/15/19
38
 
 
T 01.375 07/31/19
2
 
 
TII 02.125 02/15/41
6
 
 
TF 00.043 07/31/20
3
 
 
Total:
764
 
June 17, 2019
Auction 2
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 00.750 07/15/19
1,404
159
308
308
0.050
 
T 00.875 07/31/19
13,064
1,387
1,517
1,517
0.050
 
T 01.375 07/31/19
1,459
1,184
1,154
1,154
0.058
 
T 01.625 07/31/19
483
140
32
32
0.050
 
T 00.750 08/15/19
2,155
303
467
467
0.050
 
T 03.625 08/15/19
35,188
124
221
221
0.050
 
T 01.000 08/31/19
12,471
956
1,238
1,238
0.050
 
T 01.250 08/31/19
733
50
74
74
0.050
 
T 01.000 09/30/19
8,189
1,562
1,816
1,816
0.050
 
T 01.375 09/30/19
2,910
175
180
180
0.050
 
T 01.250 10/31/19
12,862
1,795
2,021
2,021
0.050
 
T 01.500 10/31/19
527
123
210
210
0.059
 
T 01.000 11/15/19
4,694
560
854
854
0.050
 
T 03.375 11/15/19
31,068
1,365
2,126
2,126
0.050
 
T 01.000 11/30/19
6,284
5
225
225
0.050
 
T 01.125 12/31/19
6,373
195
13
13
0.050
 
T 01.375 01/15/20
1,196
11
145
145
0.050
 
T 01.375 01/31/20
5,413
555
704
704
0.050
 
T 02.000 01/31/20
3,439
44
200
200
0.050
 
T 01.375 02/15/20
2,493
0
39
39
0.050
 
T 01.250 02/29/20
8,675
73
133
133
0.050
 
T 01.125 03/31/20
10,168
325
487
487
0.050
 
T 02.250 03/31/20
4,756
0
200
200
0.050
 
T 02.500 05/31/20
5,159
0
7
7
0.050
 
T 01.875 06/30/20
11,581
18
26
26
0.050
 
T 01.500 08/15/20
6,221
1,000
997
997
0.050
 
T 02.000 11/30/20
4,983
0
25
25
0.050
 
T 02.125 01/31/21
3,480
0
134
134
0.050
 
T 01.125 06/30/21
4,463
0
501
501
0.050
 
T 02.125 06/30/21
1,764
0
263
263
0.050
 
T 01.875 04/30/22
4,176
0
4
4
0.050
 
T 02.125 05/15/22
11,650
0
370
370
0.050
 
T 01.750 06/30/22
3,719
0
19
19
0.050
 
T 02.000 02/15/23
1,009
0
11
11
0.050
 
T 02.500 08/15/23
1,000
0
6
6
0.050
 
T 01.375 08/31/23
1,723
0
36
36
0.050
 
T 02.750 08/31/23
2,347
0
13
13
0.050
 
T 02.875 11/30/23
3,161
0
57
57
0.050
 
T 02.250 12/31/23
3,350
5
3
3
0.050
 
T 02.125 03/31/24
3,050
0
20
20
0.050
 
T 02.250 04/30/24
471
0
210
210
0.051
 
T 02.000 05/31/24
6,907
0
15
15
0.050
 
T 01.875 08/31/24
789
0
1
1
0.050
 
T 02.500 02/28/26
1,386
0
1
1
0.050
 
T 03.125 11/15/28
4,955
0
100
100
0.050
 
T 02.625 02/15/29
5,854
0
1,128
1,128
0.050
 
T 02.375 05/15/29
8,277
317
1,213
1,213
0.050
 
T 08.500 02/15/20
5,969
0
13
13
0.050
 
T 08.750 05/15/20
4,775
19
27
27
0.050
 
T 08.750 08/15/20
10,746
1
1
1
0.050
 
T 07.875 02/15/21
6,347
54
81
81
0.050
 
T 08.125 05/15/21
6,341
1
29
29
0.050
 
T 08.125 08/15/21
5,988
11
36
36
0.050
 
T 07.250 08/15/22
5,123
0
7
7
0.050
 
T 07.625 11/15/22
4,450
6
51
51
0.050
 
T 06.250 08/15/23
999
6
21
21
0.050
 
T 07.500 11/15/24
4,825
28
380
380
0.050
 
T 07.625 02/15/25
990
10
5
5
0.050
 
T 06.875 08/15/25
999
1
1
1
0.050
 
T 06.625 02/15/27
2,890
1
23
23
0.050
 
T 06.375 08/15/27
4,755
104
120
120
0.050
 
T 06.125 11/15/27
11,346
10
10
10
0.050
 
T 05.500 08/15/28
4,687
21
32
32
0.050
 
T 05.250 11/15/28
2,329
10
12
12
0.050
 
T 06.250 05/15/30
7,881
0
62
62
0.050
 
T 05.375 02/15/31
2,840
50
183
183
0.050
 
T 04.500 02/15/36
10,694
171
482
482
0.050
 
T 04.750 02/15/37
10,433
0
30
30
0.050
 
T 05.000 05/15/37
13,490
0
21
21
0.050
 
T 04.500 05/15/38
16,064
1
260
260
0.050
 
T 03.500 02/15/39
3,110
4
56
56
0.050
 
T 04.250 05/15/39
16,968
0
14
14
0.050
 
T 04.500 08/15/39
1,000
0
2
2
0.050
 
T 03.875 08/15/40
998
2
12
12
0.050
 
T 04.750 02/15/41
10,117
0
9
9
0.050
 
T 03.000 05/15/42
25,621
0
1
1
0.050
 
T 02.750 11/15/47
1,998
2
2
2
0.050
 
T 03.000 02/15/48
1,000
0
7
7
0.050
 
T 03.000 08/15/48
2,177
0
153
153
0.050
 
T 03.000 02/15/49
3,601
976
1,708
1,708
0.057
 
T 02.875 05/15/49
5,825
551
250
250
0.050
 
TII 01.875 07/15/19
215
312
497
215
0.552
 
TII 00.625 07/15/21
764
36
85
85
0.050
 
TII 00.500 04/15/24
195
0
67
67
0.050
 
TII 00.375 07/15/27
1,704
0
5
5
0.050
 
TII 00.500 01/15/28
3,416
0
88
88
0.050
 
TII 03.625 04/15/28
6,931
0
22
22
0.050
 
TII 02.125 02/15/41
12,771
0
8
8
0.050
 
TII 01.000 02/15/49
341
44
145
101
0.062
 
TF 00.048 10/31/19
337
17
20
20
0.050
 
TF 00.043 07/31/20
1,958
0
3
3
0.050
 
TF 00.045 10/31/20
1,422
1
1
1
0.050
 
TF 00.139 04/30/21
1,931
0
4
4
0.050
 
Total:
24,570
24,244
 
Auction 1
 
Security
Extensions7
 
 
T 01.000 06/30/19
740
 
 
T 01.000 08/31/19
9
 
 
Total:
749
 
June 14, 2019
Auction 2
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 01.000 06/30/19
16,336
960
565
565
0.052
 
T 01.250 06/30/19
2,844
5
191
191
0.050
 
T 01.625 06/30/19
135
14
10
10
0.050
 
T 00.750 07/15/19
1,406
92
259
259
0.050
 
T 00.875 07/31/19
13,064
1,445
1,401
1,401
0.050
 
T 01.375 07/31/19
1,441
1,202
1,134
1,134
0.062
 
T 01.625 07/31/19
561
14
147
147
0.051
 
T 00.750 08/15/19
2,100
358
353
353
0.050
 
T 03.625 08/15/19
35,188
24
374
374
0.050
 
T 01.000 08/31/19
12,471
1,141
1,056
1,056
0.050
 
T 01.250 08/31/19
733
33
200
200
0.050
 
T 01.000 09/30/19
8,048
1,703
1,762
1,762
0.050
 
T 01.375 09/30/19
2,910
0
175
175
0.050
 
T 01.250 10/31/19
12,762
1,895
1,845
1,845
0.050
 
T 01.500 10/31/19
585
0
173
173
0.056
 
T 01.000 11/15/19
4,728
469
710
710
0.050
 
T 03.375 11/15/19
31,068
943
1,697
1,697
0.050
 
T 01.000 11/30/19
6,284
0
30
30
0.050
 
T 01.125 12/31/19
6,373
259
195
195
0.050
 
T 01.375 01/15/20
1,196
63
50
50
0.050
 
T 01.375 01/31/20
5,413
585
505
505
0.050
 
T 02.000 01/31/20
3,439
0
86
86
0.050
 
T 01.250 02/29/20
8,675
122
123
123
0.050
 
T 01.125 03/31/20
10,168
338
325
325
0.050
 
T 02.250 03/31/20
4,756
50
99
99
0.050
 
T 02.375 04/30/20
3,675
0
75
75
0.050
 
T 02.500 05/31/20
5,159
0
11
11
0.050
 
T 01.875 06/30/20
11,581
20
19
19
0.050
 
T 01.500 07/15/20
493
0
7
7
0.050
 
T 01.500 08/15/20
6,442
779
1,000
1,000
0.050
 
T 02.625 08/15/20
30,256
0
55
55
0.050
 
T 01.750 11/15/20
2,626
0
1
1
0.050
 
T 02.250 02/15/21
4,422
0
1
1
0.050
 
T 01.125 06/30/21
4,463
0
60
60
0.050
 
T 01.750 05/15/22
38,982
0
4
4
0.050
 
T 01.625 08/15/22
1,000
0
1
1
0.050
 
T 01.875 09/30/22
3,806
0
200
200
0.050
 
T 01.375 08/31/23
1,723
0
11
11
0.050
 
T 02.250 12/31/23
3,350
0
5
5
0.050
 
T 02.125 03/31/24
3,050
0
2
2
0.050
 
T 02.000 05/31/24
6,907
0
475
475
0.050
 
T 02.375 05/15/29
5,720
3,477
9,940
5,718
2.277
 
T 08.500 02/15/20
5,969
0
14
14
0.050
 
T 08.750 05/15/20
4,775
19
19
19
0.050
 
T 08.750 08/15/20
10,746
1
1
1
0.050
 
T 07.875 02/15/21
6,347
44
54
54
0.050
 
T 08.125 05/15/21
6,341
1
1
1
0.050
 
T 08.125 08/15/21
5,988
36
18
18
0.050
 
T 07.625 11/15/22
4,450
6
6
6
0.050
 
T 06.250 08/15/23
999
6
15
15
0.050
 
T 07.500 11/15/24
4,825
27
6
6
0.050
 
T 07.625 02/15/25
987
13
18
18
0.050
 
T 06.875 08/15/25
1,000
0
1
1
0.050
 
T 06.625 02/15/27
2,890
1
1
1
0.050
 
T 06.375 08/15/27
4,755
104
104
104
0.050
 
T 06.125 11/15/27
11,346
10
10
10
0.050
 
T 05.500 08/15/28
4,687
22
21
21
0.050
 
T 05.250 11/15/28
2,329
10
10
10
0.050
 
T 05.250 02/15/29
4,738
72
94
94
0.050
 
T 06.250 05/15/30
7,881
0
4
4
0.050
 
T 05.375 02/15/31
2,840
35
50
50
0.050
 
T 04.500 02/15/36
10,694
216
231
231
0.050
 
T 05.000 05/15/37
13,490
161
244
244
0.050
 
T 04.500 05/15/38
16,064
53
10
10
0.050
 
T 03.500 02/15/39
3,035
79
26
26
0.050
 
T 03.875 08/15/40
1,000
0
2
2
0.050
 
T 02.750 11/15/47
1,998
0
3
3
0.050
 
T 03.375 11/15/48
3,487
0
59
59
0.050
 
T 03.000 02/15/49
3,895
682
1,692
1,692
0.052
 
T 02.875 05/15/49
4,224
2,248
3,027
3,027
0.186
 
TII 01.875 07/15/19
475
15
406
406
0.593
 
TII 00.625 07/15/21
764
0
36
36
0.050
 
TII 00.500 04/15/24
195
0
25
25
0.300
 
TII 03.625 04/15/28
6,931
0
16
16
0.050
 
TII 03.875 04/15/29
7,438
0
25
25
0.050
 
TII 01.000 02/15/49
346
39
113
113
0.062
 
TF 00.048 10/31/19
306
69
17
17
0.050
 
TF 00.000 01/31/20
4,362
45
97
97
0.050
 
TF 00.033 04/30/20
1,952
6
2
2
0.050
 
TF 00.045 10/31/20
1,422
1
1
1
0.050
 
Total:
31,811
27,589
 
Auction 1
 
Security
Extensions7
 
 
T 01.000 06/30/19
300
 
 
T 01.375 07/31/19
100
 
 
T 01.375 01/31/20
50
 
 
T 02.375 05/15/29
1,007
 
 
T 07.500 11/15/24
26
 
 
Total:
1,483
 
June 13, 2019
Auction 2
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 01.000 06/30/19
16,336
912
960
960
0.061
 
T 01.250 06/30/19
2,671
489
756
756
0.054
 
T 01.625 06/30/19
135
14
14
14
0.050
 
T 00.750 07/15/19
1,406
0
266
92
0.050
 
T 00.875 07/31/19
13,064
1,321
1,717
1,717
0.050
 
T 01.375 07/31/19
1,406
1,237
1,227
1,227
0.059
 
T 01.625 07/31/19
561
20
14
14
0.050
 
T 00.750 08/15/19
2,157
301
359
359
0.050
 
T 03.625 08/15/19
35,188
24
130
130
0.050
 
T 01.000 08/31/19
12,471
1,146
1,191
1,191
0.052
 
T 01.250 08/31/19
714
100
83
83
0.050
 
T 01.000 09/30/19
8,294
1,457
1,853
1,853
0.050
 
T 01.375 09/30/19
2,910
6
8
8
0.050
 
T 01.250 10/31/19
12,717
1,940
1,945
1,945
0.051
 
T 01.500 10/31/19
558
92
149
149
0.057
 
T 01.000 11/15/19
4,712
542
583
583
0.050
 
T 03.375 11/15/19
31,068
893
1,243
1,243
0.050
 
T 01.000 11/30/19
6,284
109
35
35
0.050
 
T 01.750 11/30/19
1,269
0
3
3
0.050
 
T 01.125 12/31/19
6,373
305
352
352
0.050
 
T 01.375 01/15/20
1,196
11
81
81
0.050
 
T 01.375 01/31/20
5,383
632
727
727
0.050
 
T 01.250 02/29/20
8,675
22
125
125
0.050
 
T 02.250 02/29/20
6,143
2
2
2
0.050
 
T 01.125 03/31/20
10,168
368
415
415
0.050
 
T 02.250 03/31/20
4,756
70
168
168
0.050
 
T 01.125 04/30/20
4,649
0
237
237
0.050
 
T 02.500 05/31/20
5,159
150
103
103
0.050
 
T 01.875 06/30/20
11,581
0
20
20
0.050
 
T 01.500 08/15/20
6,225
996
842
842
0.050
 
T 02.000 09/30/20
7,787
0
5
5
0.050
 
T 02.625 11/15/20
11,280
1
1
1
0.050
 
T 01.625 11/30/20
0
0
10
0
N/A
 
T 02.125 01/31/21
3,480
9
60
60
0.050
 
T 02.250 02/15/21
4,422
0
38
38
0.050
 
T 01.375 04/30/21
8,131
0
1
1
0.050
 
T 03.125 05/15/21
32,782
0
6
6
0.050
 
T 02.125 05/31/21
3,781
0
50
50
0.050
 
T 01.125 06/30/21
4,463
0
1
1
0.050
 
T 02.625 07/15/21
115
0
25
25
0.050
 
T 02.750 08/15/21
4,113
0
1
1
0.050
 
T 02.000 02/15/22
1,004
1
1
1
0.050
 
T 01.750 04/30/22
95
0
3
3
0.050
 
T 01.875 10/31/22
18
0
8
8
0.050
 
T 02.000 02/15/23
999
10
11
11
0.050
 
T 01.500 03/31/23
1,000
0
1
1
0.050
 
T 02.500 08/15/23
1,000
0
5
5
0.050
 
T 01.375 08/31/23
1,723
36
11
11
0.050
 
T 01.375 09/30/23
1,536
0
45
45
0.050
 
T 02.750 11/15/23
7,663
0
14
14
0.050
 
T 02.125 11/30/23
2,682
0
2
2
0.050
 
T 02.875 11/30/23
3,161
0
488
488
0.050
 
T 02.125 03/31/24
3,050
0
20
20
0.050
 
T 02.250 04/30/24
471
0
188
188
0.110
 
T 02.500 05/15/24
1,546
0
1
1
0.050
 
T 02.000 06/30/24
3,063
0
15
15
0.050
 
T 02.500 02/28/26
1,386
0
10
10
0.050
 
T 02.375 04/30/26
367
0
7
7
0.050
 
T 02.875 08/15/28
3,145
0
154
154
0.050
 
T 03.125 11/15/28
4,955
0
70
70
0.050
 
T 02.625 02/15/29
5,854
55
169
169
0.050
 
T 02.375 05/15/29
4,770
4,427
7,383
4,770
0.600
 
T 08.500 02/15/20
5,969
12
12
12
0.050
 
T 08.750 05/15/20
4,775
27
29
29
0.050
 
T 08.750 08/15/20
10,746
1
1
1
0.050
 
T 07.875 02/15/21
6,347
57
49
49
0.050
 
T 08.125 05/15/21
6,341
22
46
46
0.050
 
T 08.125 08/15/21
5,988
37
37
37
0.050
 
T 07.625 11/15/22
4,450
26
56
56
0.050
 
T 07.125 02/15/23
1,000
1
1
1
0.050
 
T 06.250 08/15/23
984
21
21
21
0.050
 
T 07.500 11/15/24
4,825
128
132
132
0.050
 
T 07.625 02/15/25
992
8
13
13
0.050
 
T 06.875 08/15/25
999
1
1
1
0.050
 
T 06.625 02/15/27
2,890
1
1
1
0.050
 
T 06.375 08/15/27
4,755
111
104
104
0.050
 
T 06.125 11/15/27
11,346
10
10
10
0.050
 
T 05.500 08/15/28
4,687
22
22
22
0.050
 
T 05.250 11/15/28
2,329
10
10
10
0.050
 
T 05.250 02/15/29
4,738
66
73
73
0.050
 
T 06.250 05/15/30
7,881
63
63
63
0.050
 
T 05.375 02/15/31
2,840
0
35
35
0.050
 
T 04.500 02/15/36
10,694
326
414
414
0.050
 
T 04.750 02/15/37
10,433
0
11
11
0.050
 
T 05.000 05/15/37
13,490
22
183
183
0.050
 
T 04.375 02/15/38
1,010
55
100
100
0.050
 
T 04.500 05/15/38
16,064
108
253
253
0.050
 
T 03.500 02/15/39
3,017
97
79
79
0.050
 
T 04.250 05/15/39
16,968
0
34
34
0.050
 
T 02.750 08/15/42
999
1
1
1
0.050
 
T 03.000 05/15/45
330
0
26
26
0.050
 
T 03.000 02/15/47
1,647
0
25
25
0.050
 
T 03.000 05/15/47
4,706
0
6
6
0.050
 
T 03.000 08/15/48
2,177
165
245
245
0.050
 
T 03.000 02/15/49
3,577
1,000
1,680
1,680
0.056
 
T 02.875 05/15/49
4,006
2,466
2,669
2,669
0.160
 
TII 01.875 07/15/19
475
0
522
474
0.333
 
TII 00.125 04/15/20
59
0
2
2
0.050
 
TII 00.625 04/15/23
2,726
0
190
190
0.050
 
TII 00.500 04/15/24
195
0
15
15
0.050
 
TII 02.375 01/15/27
2,744
0
4
4
0.050
 
TII 01.000 02/15/46
3,039
8
8
8
0.050
 
TII 01.000 02/15/49
346
34
61
61
0.054
 
TF 00.048 10/31/19
298
77
75
75
0.050
 
TF 00.000 01/31/20
4,362
0
45
45
0.050
 
TF 00.033 04/30/20
1,952
1
6
6
0.050
 
TF 00.043 07/31/20
1,958
7
3
0
N/A
 
TF 00.045 10/31/20
1,422
1
1
1
0.050
 
TF 00.139 04/30/21
1,931
0
3
0
N/A
 
Total:
31,789
28,938
 
Auction 1
 
Security
Extensions7
 
 
T 01.375 01/31/20
25
 
 
T 01.125 03/31/20
25
 
 
T 02.375 05/15/29
350
 
 
T 07.875 02/15/21
18
 
 
T 07.250 08/15/22
7
 
 
TF 00.043 07/31/20
3
 
 
Total:
428
 
June 12, 2019
Auction 2
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 01.000 06/30/19
16,336
1,216
1,215
1,215
0.050
 
T 01.250 06/30/19
2,781
379
513
513
0.050
 
T 01.625 06/30/19
134
16
14
14
0.050
 
T 00.875 07/31/19
13,064
1,341
1,372
1,372
0.050
 
T 01.375 07/31/19
1,377
1,266
1,175
1,175
0.050
 
T 01.625 07/31/19
561
25
21
21
0.050
 
T 00.750 08/15/19
2,212
234
302
302
0.050
 
T 03.625 08/15/19
35,188
32
76
76
0.050
 
T 01.000 08/31/19
12,471
1,190
1,456
1,456
0.050
 
T 01.250 08/31/19
733
0
139
139
0.050
 
T 01.000 09/30/19
8,260
1,491
1,507
1,507
0.050
 
T 01.375 09/30/19
2,910
180
181
181
0.050
 
T 01.250 10/31/19
12,475
2,182
2,740
2,740
0.050
 
T 01.500 10/31/19
575
75
169
169
0.050
 
T 01.000 11/15/19
4,654
600
542
542
0.050
 
T 03.375 11/15/19
31,068
1,005
1,475
1,475
0.050
 
T 01.000 11/30/19
6,284
534
869
869
0.050
 
T 01.750 11/30/19
1,269
135
135
135
0.050
 
T 01.125 12/31/19
6,373
403
491
491
0.050
 
T 01.375 01/15/20
1,196
52
39
39
0.050
 
T 01.375 01/31/20
5,287
728
632
632
0.050
 
T 02.000 01/31/20
3,439
145
150
150
0.050
 
T 01.250 02/29/20
8,675
23
24
24
0.050
 
T 02.250 02/29/20
6,143
0
52
52
0.050
 
T 01.125 03/31/20
10,168
292
368
368
0.050
 
T 02.250 03/31/20
4,756
0
145
145
0.050
 
T 01.375 04/30/20
115
0
28
28
0.050
 
T 01.500 05/15/20
7,136
0
1
1
0.050
 
T 02.500 05/31/20
5,159
244
251
251
0.050
 
T 01.875 06/30/20
11,581
0
32
32
0.050
 
T 01.500 08/15/20
6,381
840
1,094
1,094
0.050
 
T 02.625 08/31/20
2,283
0
1
1
0.050
 
T 02.625 11/15/20
11,280
0
1
1
0.050
 
T 02.375 12/31/20
5,184
0
115
115
0.050
 
T 02.125 01/31/21
3,480
31
9
9
0.050
 
T 02.500 02/28/21
1,732
0
23
23
0.050
 
T 01.250 03/31/21
7,290
0
10
10
0.050
 
T 01.375 04/30/21
8,131
0
25
25
0.050
 
T 03.125 05/15/21
32,782
0
5
5
0.050
 
T 02.125 05/31/21
3,781
0
73
73
0.050
 
T 01.125 06/30/21
4,463
0
2
2
0.050
 
T 01.750 11/30/21
1,000
0
55
55
0.050
 
T 02.000 02/15/22
1,005
0
1
1
0.050
 
T 02.250 04/15/22
4
0
1
1
0.050
 
T 01.750 05/15/22
38,982
0
400
400
0.060
 
T 01.875 08/31/22
31
0
14
14
0.050
 
T 02.000 02/15/23
998
11
10
10
0.050
 
T 02.625 02/28/23
7,679
0
93
93
0.050
 
T 01.500 03/31/23
1,000
0
13
13
0.050
 
T 02.750 04/30/23
1,000
0
30
30
0.050
 
T 02.625 06/30/23
4,034
0
65
65
0.050
 
T 01.375 08/31/23
1,723
86
186
186
0.050
 
T 02.875 11/30/23
3,161
35
15
15
0.050
 
T 02.250 01/31/24
1,598
0
1
1
0.050
 
T 02.125 02/29/24
3,494
0
120
120
0.050
 
T 02.125 07/31/24
2,562
0
46
46
0.050
 
T 02.875 04/30/25
1,000
0
1
1
0.050
 
T 02.500 02/28/26
1,386
0
6
6
0.050
 
T 01.625 05/15/26
5,772
0
5
5
0.050
 
T 02.125 05/31/26
3,025
0
2
2
0.050
 
T 02.000 11/15/26
5,592
0
100
100
0.050
 
T 02.250 02/15/27
1,009
0
5
5
0.050
 
T 03.125 11/15/28
4,955
0
100
100
0.050
 
T 02.625 02/15/29
5,854
50
502
502
0.050
 
T 02.375 05/15/29
5,738
3,459
6,360
5,736
0.381
 
T 08.500 02/15/20
5,969
12
12
12
0.050
 
T 08.750 05/15/20
4,775
27
27
27
0.050
 
T 08.750 08/15/20
10,746
1
1
1
0.050
 
T 07.875 02/15/21
6,347
39
62
62
0.050
 
T 08.125 05/15/21
6,341
9
22
22
0.050
 
T 08.125 08/15/21
5,988
81
38
38
0.050
 
T 07.250 08/15/22
5,123
2
32
32
0.050
 
T 07.625 11/15/22
4,450
32
31
31
0.050
 
T 07.125 02/15/23
1,001
0
1
1
0.050
 
T 06.250 08/15/23
990
15
21
21
0.050
 
T 07.500 11/15/24
4,825
102
128
128
0.050
 
T 07.625 02/15/25
992
8
8
8
0.050
 
T 06.875 08/15/25
1,000
0
1
1
0.050
 
T 06.625 02/15/27
2,890
1
1
1
0.050
 
T 06.375 08/15/27
4,755
99
111
111
0.050
 
T 06.125 11/15/27
11,346
0
10
10
0.050
 
T 05.500 08/15/28
4,687
22
22
22
0.050
 
T 05.250 11/15/28
2,329
10
10
10
0.050
 
T 05.250 02/15/29
4,738
28
68
68
0.050
 
T 06.250 05/15/30
7,881
3
258
258
0.050
 
T 05.375 02/15/31
2,840
0
230
230
0.050
 
T 04.500 02/15/36
10,694
259
553
553
0.056
 
T 04.750 02/15/37
10,433
1
10
10
0.050
 
T 05.000 05/15/37
13,490
12
22
22
0.050
 
T 04.375 02/15/38
1,021
44
55
55
0.050
 
T 04.500 05/15/38
16,064
158
108
108
0.055
 
T 03.500 02/15/39
3,059
55
97
97
0.050
 
T 02.750 08/15/42
1,000
0
1
1
0.050
 
T 03.125 05/15/48
3,737
0
1
1
0.050
 
T 03.000 08/15/48
2,177
150
165
165
0.050
 
T 03.000 02/15/49
4,120
219
1,735
1,735
0.052
 
T 02.875 05/15/49
4,009
2,463
3,189
3,189
0.140
 
TII 00.500 04/15/24
195
0
1
1
0.050
 
TII 00.750 07/15/28
1,504
0
5
5
0.050
 
TII 00.875 01/15/29
1,039
0
1
1
0.050
 
TII 03.625 04/15/28
6,931
0
16
16
0.050
 
TII 01.000 02/15/46
3,039
0
8
8
0.050
 
TII 01.000 02/15/49
346
0
109
109
0.064
 
TF 00.048 10/31/19
337
28
77
77
0.050
 
TF 00.000 01/31/20
4,362
0
20
20
0.050
 
TF 00.033 04/30/20
1,952
0
1
1
0.050
 
TF 00.043 07/31/20
1,958
7
7
7
0.050
 
TF 00.045 10/31/20
1,422
0
1
1
0.050
 
Total:
32,879
32,255
 
Auction 1
 
Security
Extensions7
 
 
T 01.000 06/30/19
50
 
 
T 01.375 07/31/19
87
 
 
Total:
137
 
* 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.

7 "Extensions" represents the par amount of each security that was not returned on the maturity date prior to the close of Fedwire. Data is not available prior to December 11, 2006.

Additional Data

Historical Search for Securities Lending Operations
Historical Data on Open Market, Securities Lending, and Foreign Currency Operations