Securities Lending Activity
Auction Results and Extensions History*
January 22, 2018
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 03.500 02/15/18
14,906
0
79
79
0.050
 
T 02.750 02/28/18
15,641
28
194
194
0.050
 
T 00.750 03/31/18
8,910
8
82
82
0.050
 
T 00.875 03/31/18
5,575
47
328
328
0.050
 
T 00.625 04/30/18
3,520
13
13
13
0.050
 
T 00.750 04/30/18
6,218
533
571
571
0.050
 
T 02.625 04/30/18
17,584
4
4
4
0.050
 
T 01.000 05/15/18
488
0
3
3
0.050
 
T 03.875 05/15/18
19,616
0
9
9
0.050
 
T 01.000 05/31/18
1,268
0
53
53
0.050
 
T 02.375 05/31/18
18,395
3
3
3
0.050
 
T 01.375 06/30/18
9,774
253
327
327
0.050
 
T 02.375 06/30/18
14,219
0
3
3
0.050
 
T 00.750 07/31/18
1,634
0
197
197
0.050
 
T 01.375 07/31/18
5,643
0
4
4
0.050
 
T 02.250 07/31/18
18,338
0
49
49
0.050
 
T 04.000 08/15/18
20,327
2
17
17
0.050
 
T 01.500 08/31/18
17,238
0
1
1
0.050
 
T 01.375 09/30/18
15,679
0
63
63
0.050
 
T 01.250 10/31/18
3,187
0
2
2
0.050
 
T 01.750 10/31/18
16,031
0
25
25
0.050
 
T 01.250 11/30/18
5,086
0
1
1
0.050
 
T 01.375 11/30/18
14,847
0
29
29
0.050
 
T 01.500 12/31/18
1,851
7
15
15
0.050
 
T 01.125 01/31/19
1,483
0
100
100
0.050
 
T 01.250 01/31/19
5,259
0
14
14
0.050
 
T 01.500 01/31/19
3,755
10
10
10
0.050
 
T 00.750 02/15/19
1,696
0
4
4
0.050
 
T 02.750 02/15/19
30,727
72
74
74
0.050
 
T 01.250 03/31/19
2,832
0
5
5
0.050
 
T 01.625 03/31/19
907
0
6
6
0.050
 
T 00.875 04/15/19
152
0
97
97
0.050
 
T 01.250 04/30/19
21,106
317
527
527
0.050
 
T 01.625 04/30/19
4,200
0
15
15
0.050
 
T 03.125 05/15/19
29,742
0
29
29
0.050
 
T 01.125 05/31/19
15,177
152
190
190
0.050
 
T 01.250 05/31/19
2,815
0
5
5
0.050
 
T 01.500 05/31/19
58
0
9
9
0.050
 
T 01.000 06/30/19
16,336
10
18
18
0.050
 
T 01.250 06/30/19
2,844
5
69
69
0.050
 
T 00.750 07/15/19
1,406
0
5
5
0.050
 
T 00.875 07/31/19
13,064
23
69
69
0.050
 
T 01.375 07/31/19
2,379
0
15
15
0.050
 
T 01.625 07/31/19
561
0
174
174
0.050
 
T 00.750 08/15/19
2,212
0
1
1
0.050
 
T 03.625 08/15/19
35,188
0
10
10
0.050
 
T 01.000 08/31/19
12,471
270
270
270
0.050
 
T 01.250 08/31/19
733
0
5
5
0.050
 
T 01.000 09/30/19
8,775
183
125
125
0.050
 
T 01.250 10/31/19
13,191
441
478
478
0.050
 
T 01.500 10/31/19
585
0
25
25
0.050
 
T 01.000 11/15/19
4,728
0
4
4
0.050
 
T 03.375 11/15/19
31,068
5
5
5
0.050
 
T 01.000 11/30/19
6,284
0
10
10
0.050
 
T 01.750 11/30/19
1,130
280
228
228
0.050
 
T 01.125 12/31/19
6,373
114
149
149
0.050
 
T 01.875 12/31/19
3,058
200
261
261
0.050
 
T 01.375 01/15/20
1,196
47
401
401
0.054
 
T 01.375 01/31/20
5,413
130
221
221
0.050
 
T 01.375 02/15/20
2,493
206
399
399
0.050
 
T 01.250 02/29/20
8,675
0
354
354
0.050
 
T 01.125 03/31/20
3,879
0
17
17
0.050
 
T 01.125 04/30/20
840
160
231
231
0.050
 
T 01.500 05/15/20
7,136
0
74
74
0.050
 
T 01.500 07/15/20
493
0
1
1
0.050
 
T 01.500 08/15/20
5,627
1,594
2,074
2,074
0.052
 
T 01.750 11/15/20
2,188
730
268
268
0.050
 
T 01.375 01/31/21
573
0
4
4
0.050
 
T 02.125 01/31/21
3,480
0
41
41
0.050
 
T 01.250 03/31/21
7,290
0
10
10
0.050
 
T 01.375 04/30/21
945
75
150
150
0.050
 
T 02.250 04/30/21
1,000
0
22
22
0.050
 
T 02.000 05/31/21
1,000
0
37
37
0.050
 
T 01.125 06/30/21
4,463
0
62
62
0.050
 
T 02.125 06/30/21
1,764
45
89
89
0.050
 
T 01.125 07/31/21
2,136
0
1
1
0.050
 
T 01.125 09/30/21
1,865
0
1
1
0.050
 
T 02.000 11/15/21
11,265
0
22
22
0.050
 
T 01.750 04/30/22
95
1
1
1
0.050
 
T 01.875 04/30/22
1,000
0
33
33
0.050
 
T 01.750 05/15/22
38,982
0
1
1
0.050
 
T 01.750 05/31/22
3,681
0
10
10
0.050
 
T 01.750 06/30/22
3,719
0
27
27
0.050
 
T 01.875 07/31/22
1,011
0
125
125
0.050
 
T 01.625 08/15/22
39,296
4
1
1
0.050
 
T 01.625 08/31/22
959
0
6
6
0.050
 
T 02.000 10/31/22
765
0
45
45
0.050
 
T 02.125 12/31/22
4,031
0
328
328
0.050
 
T 01.625 05/31/23
6,426
0
4
4
0.050
 
T 02.500 08/15/23
20,112
0
2
2
0.050
 
T 01.375 09/30/23
1,536
0
1
1
0.050
 
T 02.750 02/15/24
14,563
0
109
109
0.050
 
T 02.000 04/30/24
1,000
0
3
3
0.050
 
T 02.500 05/15/24
1,546
0
1
1
0.050
 
T 02.000 06/30/24
3,063
0
7
7
0.050
 
T 02.125 07/31/24
2,562
0
2
2
0.050
 
T 01.875 08/31/24
789
0
26
26
0.050
 
T 02.250 12/31/24
3,294
0
1,119
1,119
0.050
 
T 02.125 05/15/25
502
1
2
2
0.050
 
T 02.250 11/15/27
3,126
0
950
950
0.070
 
T 09.125 05/15/18
3,500
0
1
1
0.050
 
T 09.000 11/15/18
3,457
3
3
3
0.050
 
T 08.875 02/15/19
6,747
53
51
51
0.050
 
T 08.500 02/15/20
5,969
0
48
48
0.050
 
T 08.750 05/15/20
4,775
8
7
7
0.050
 
T 07.875 02/15/21
980
75
75
75
0.050
 
T 08.125 08/15/21
5,988
116
116
116
0.050
 
T 08.000 11/15/21
988
43
43
43
0.050
 
T 07.250 08/15/22
5,123
63
63
63
0.050
 
T 07.625 11/15/22
4,450
96
122
122
0.050
 
T 07.125 02/15/23
9,941
2
2
2
0.050
 
T 06.250 08/15/23
14,274
9
9
9
0.050
 
T 07.500 11/15/24
4,825
1
1
1
0.050
 
T 06.875 08/15/25
6,550
55
112
112
0.050
 
T 06.750 08/15/26
4,471
15
15
15
0.050
 
T 06.500 11/15/26
2,269
0
8
8
0.050
 
T 06.625 02/15/27
5,399
626
696
696
0.050
 
T 06.375 08/15/27
4,755
283
307
307
0.050
 
T 06.125 11/15/27
11,346
0
25
25
0.050
 
T 05.500 08/15/28
4,687
0
14
14
0.050
 
T 05.250 02/15/29
1,899
330
290
290
0.050
 
T 06.125 08/15/29
5,626
32
156
156
0.050
 
T 06.250 05/15/30
7,881
282
323
323
0.050
 
T 05.375 02/15/31
2,780
375
353
353
0.050
 
T 04.500 02/15/36
10,694
946
1,649
1,649
0.050
 
T 04.750 02/15/37
10,433
25
52
52
0.050
 
T 05.000 05/15/37
3,025
60
54
54
0.050
 
T 04.375 02/15/38
14,125
1,041
1,015
1,015
0.050
 
T 04.500 05/15/38
16,064
885
1,129
1,129
0.050
 
T 04.250 05/15/39
24,430
142
317
317
0.050
 
T 04.375 11/15/39
10,232
0
66
66
0.050
 
T 04.750 02/15/41
5,174
0
89
89
0.050
 
T 03.750 08/15/41
12,946
0
12
12
0.050
 
T 03.125 02/15/42
26,001
41
39
39
0.050
 
T 02.500 02/15/46
1,136
1
5
5
0.050
 
T 02.250 08/15/46
1,360
0
142
142
0.050
 
T 03.000 02/15/47
1,647
0
35
35
0.050
 
T 02.750 08/15/47
4,061
235
325
325
0.050
 
T 02.750 11/15/47
1,998
0
46
46
0.050
 
TII 00.125 04/15/20
59
0
7
7
0.050
 
TII 00.125 07/15/22
319
0
9
9
0.050
 
TII 00.375 07/15/27
1,726
0
211
211
0.050
 
TF 00.190 04/30/18
3,568
418
368
368
0.050
 
TF 00.140 01/31/19
2,272
2
2
2
0.050
 
TF 00.070 04/30/19
3,264
5
5
5
0.050
 
TF 00.060 07/31/19
1,372
4
4
4
0.050
 
TF 00.048 10/31/19
337
0
2
2
0.050
 
Total:
20,783
20,783
 
January 19, 2018
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 00.750 02/28/18
13,201
0
20
20
0.050
 
T 02.750 02/28/18
15,641
20
88
88
0.050
 
T 00.750 03/31/18
8,910
4
59
59
0.050
 
T 00.875 03/31/18
5,575
150
47
47
0.050
 
T 02.875 03/31/18
13,595
0
15
15
0.050
 
T 00.625 04/30/18
3,520
13
74
74
0.050
 
T 00.750 04/30/18
6,218
386
867
867
0.050
 
T 02.625 04/30/18
17,584
4
55
55
0.050
 
T 01.000 05/15/18
488
0
23
23
0.050
 
T 03.875 05/15/18
19,616
0
9
9
0.050
 
T 01.000 05/31/18
1,268
0
40
40
0.050
 
T 02.375 05/31/18
18,395
0
114
114
0.050
 
T 01.375 06/30/18
9,774
150
403
403
0.050
 
T 02.375 06/30/18
14,219
0
80
80
0.050
 
T 00.750 07/31/18
1,634
17
15
15
0.050
 
T 02.250 07/31/18
18,338
1
30
30
0.050
 
T 01.000 08/15/18
434
0
10
10
0.050
 
T 04.000 08/15/18
20,327
0
7
7
0.050
 
T 01.500 08/31/18
17,238
0
25
25
0.050
 
T 03.750 11/15/18
27,305
0
5
5
0.050
 
T 01.375 11/30/18
14,847
0
98
98
0.050
 
T 01.250 12/31/18
3,111
0
3
3
0.050
 
T 01.375 12/31/18
11,425
0
30
30
0.050
 
T 01.500 12/31/18
1,851
0
7
7
0.050
 
T 01.250 01/31/19
5,259
0
4
4
0.050
 
T 01.500 01/31/19
3,755
0
10
10
0.050
 
T 02.750 02/15/19
30,727
32
107
107
0.050
 
T 01.250 03/31/19
2,832
0
5
5
0.050
 
T 01.250 04/30/19
21,106
413
467
467
0.050
 
T 03.125 05/15/19
29,742
0
11
11
0.050
 
T 01.125 05/31/19
15,177
129
474
474
0.050
 
T 01.250 05/31/19
2,815
0
194
194
0.050
 
T 01.000 06/30/19
16,336
0
10
10
0.050
 
T 01.250 06/30/19
2,844
0
5
5
0.050
 
T 00.750 07/15/19
1,406
0
63
63
0.050
 
T 00.875 07/31/19
13,064
21
23
23
0.050
 
T 01.375 07/31/19
2,379
0
42
42
0.050
 
T 00.750 08/15/19
2,212
12
10
10
0.050
 
T 01.000 08/31/19
12,471
570
620
620
0.050
 
T 01.250 08/31/19
733
0
335
293
0.050
 
T 01.000 09/30/19
8,775
98
286
286
0.050
 
T 01.375 09/30/19
2,910
0
15
15
0.050
 
T 01.250 10/31/19
13,191
231
466
466
0.050
 
T 03.375 11/15/19
31,068
5
5
5
0.050
 
T 01.750 11/30/19
1,000
410
668
668
0.050
 
T 01.125 12/31/19
6,373
0
114
114
0.050
 
T 01.875 12/31/19
3,058
200
1,381
1,381
0.081
 
T 01.375 01/15/20
1,196
92
62
62
0.050
 
T 01.375 01/31/20
5,413
100
358
358
0.050
 
T 01.375 02/15/20
2,493
277
456
456
0.050
 
T 01.125 03/31/20
3,879
0
51
51
0.050
 
T 01.125 04/30/20
990
10
320
320
0.050
 
T 01.500 05/15/20
7,136
0
220
220
0.050
 
T 01.875 06/30/20
991
9
3
3
0.050
 
T 01.500 07/15/20
443
104
16
16
0.050
 
T 02.000 07/31/20
1,015
9
10
10
0.050
 
T 01.500 08/15/20
5,631
1,590
1,694
1,694
0.053
 
T 01.750 11/15/20
2,626
154
1,065
1,065
0.051
 
T 02.125 01/31/21
3,480
0
12
12
0.050
 
T 02.250 03/31/21
3,316
0
25
25
0.050
 
T 01.375 04/30/21
1,020
0
125
125
0.050
 
T 02.250 04/30/21
932
68
18
18
0.050
 
T 02.000 05/31/21
996
4
4
4
0.050
 
T 01.125 06/30/21
4,463
0
16
16
0.050
 
T 02.125 06/30/21
1,764
33
45
45
0.050
 
T 01.750 04/30/22
95
1
1
1
0.050
 
T 01.750 05/31/22
3,681
0
24
24
0.050
 
T 01.750 06/30/22
3,719
100
199
199
0.050
 
T 01.875 07/31/22
1,011
0
21
21
0.050
 
T 01.625 08/15/22
39,296
0
4
4
0.050
 
T 02.125 12/31/22
4,031
25
64
64
0.054
 
T 01.625 05/31/23
6,426
0
52
52
0.050
 
T 01.375 09/30/23
1,536
0
1
1
0.050
 
T 01.625 10/31/23
1,523
0
116
116
0.050
 
T 02.750 02/15/24
14,563
0
1
1
0.050
 
T 02.000 04/30/24
1,000
0
3
3
0.050
 
T 02.500 05/15/24
1,546
0
30
30
0.050
 
T 02.000 06/30/24
3,063
7
7
7
0.050
 
T 02.250 12/31/24
3,294
0
17
17
0.050
 
T 02.125 05/15/25
502
0
4
4
0.050
 
T 01.625 05/15/26
1,000
0
56
56
0.050
 
T 02.250 02/15/27
2,537
0
1
1
0.050
 
T 02.375 05/15/27
7,249
0
65
65
0.050
 
T 02.250 08/15/27
6,228
0
33
33
0.050
 
T 02.250 11/15/27
3,126
320
1,071
1,071
0.068
 
T 09.125 05/15/18
3,500
14
8
8
0.050
 
T 09.000 11/15/18
3,457
3
3
3
0.050
 
T 08.875 02/15/19
6,747
52
53
53
0.050
 
T 08.750 05/15/20
4,775
7
8
8
0.050
 
T 07.875 02/15/21
1,020
35
122
122
0.050
 
T 08.125 08/15/21
5,988
116
116
116
0.050
 
T 08.000 11/15/21
1,031
0
43
43
0.050
 
T 07.250 08/15/22
5,123
63
64
64
0.050
 
T 07.625 11/15/22
4,450
78
386
386
0.050
 
T 07.125 02/15/23
9,941
2
2
2
0.050
 
T 06.250 08/15/23
14,274
10
10
10
0.050
 
T 07.500 11/15/24
4,825
2
2
2
0.050
 
T 06.875 08/15/25
6,550
80
62
62
0.050
 
T 06.750 08/15/26
4,471
10
15
15
0.050
 
T 06.500 11/15/26
2,269
0
10
10
0.050
 
T 06.625 02/15/27
5,414
611
697
697
0.050
 
T 06.375 08/15/27
4,755
317
333
333
0.050
 
T 05.500 08/15/28
4,687
0
4
4
0.050
 
T 05.250 11/15/28
2,329
6
51
51
0.050
 
T 05.250 02/15/29
1,890
339
330
330
0.050
 
T 06.125 08/15/29
5,626
77
82
82
0.050
 
T 06.250 05/15/30
7,881
548
375
375
0.050
 
T 05.375 02/15/31
2,578
577
620
620
0.050
 
T 04.500 02/15/36
10,694
896
946
946
0.050
 
T 04.750 02/15/37
10,433
71
130
130
0.050
 
T 05.000 05/15/37
2,971
114
110
110
0.050
 
T 04.375 02/15/38
14,125
998
1,146
1,146
0.050
 
T 04.500 05/15/38
16,064
917
985
985
0.050
 
T 03.500 02/15/39
990
0
15
15
0.050
 
T 04.250 05/15/39
24,430
57
142
142
0.050
 
T 04.500 08/15/39
26,100
65
69
69
0.050
 
T 04.375 11/15/39
10,231
1
23
23
0.050
 
T 04.625 02/15/40
12,372
6
20
20
0.050
 
T 04.375 05/15/40
1,636
0
10
10
0.050
 
T 03.875 08/15/40
24,257
0
20
20
0.050
 
T 04.250 11/15/40
23,154
0
18
18
0.050
 
T 04.375 05/15/41
24,623
0
25
25
0.050
 
T 03.125 02/15/42
26,001
63
41
41
0.050
 
T 02.750 08/15/42
1,096
2
17
17
0.050
 
T 02.500 02/15/46
1,136
1
1
1
0.050
 
T 02.750 08/15/47
4,061
55
635
635
0.050
 
T 02.750 11/15/47
1,998
0
25
25
0.060
 
TII 02.125 01/15/19
1,598
31
26
26
0.050
 
TII 01.375 01/15/20
881
0
9
9
0.050
 
TII 00.375 01/15/27
3,131
0
5
5
0.050
 
TII 02.375 01/15/27
2,744
0
15
15
0.050
 
TII 00.875 02/15/47
1,533
41
25
25
0.050
 
TF 00.190 04/30/18
3,565
421
418
418
0.050
 
TF 00.140 01/31/19
2,272
2
2
2
0.050
 
TF 00.070 04/30/19
3,264
0
5
5
0.050
 
TF 00.060 07/31/19
1,372
0
4
4
0.050
 
Total:
21,992
21,950
 
January 18, 2018
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 02.750 02/28/18
15,641
0
20
20
0.050
 
T 00.750 03/31/18
8,910
0
14
14
0.050
 
T 00.875 03/31/18
5,575
139
382
382
0.050
 
T 00.625 04/30/18
3,520
0
97
97
0.050
 
T 00.750 04/30/18
6,218
317
436
436
0.050
 
T 02.625 04/30/18
17,584
0
4
4
0.050
 
T 01.000 05/31/18
1,268
0
192
192
0.050
 
T 01.375 06/30/18
9,774
49
154
154
0.050
 
T 00.750 07/31/18
1,634
0
23
23
0.050
 
T 01.375 07/31/18
5,643
0
1
1
0.050
 
T 02.250 07/31/18
18,338
40
62
62
0.050
 
T 01.000 08/15/18
434
0
9
9
0.050
 
T 01.500 08/31/18
17,238
0
14
14
0.050
 
T 01.375 09/30/18
15,679
0
5
5
0.050
 
T 03.750 11/15/18
27,305
0
16
16
0.050
 
T 01.375 11/30/18
14,847
0
96
96
0.050
 
T 01.500 01/31/19
3,755
0
6
6
0.050
 
T 02.750 02/15/19
30,727
18
32
32
0.050
 
T 00.875 04/15/19
152
15
98
98
0.050
 
T 01.250 04/30/19
21,106
342
413
413
0.050
 
T 01.125 05/31/19
15,177
196
291
291
0.050
 
T 01.250 06/30/19
2,844
107
279
279
0.050
 
T 00.875 07/31/19
13,064
46
21
21
0.050
 
T 01.375 07/31/19
2,379
0
68
68
0.050
 
T 00.750 08/15/19
2,212
0
22
22
0.050
 
T 01.000 08/31/19
12,471
745
645
645
0.050
 
T 01.250 08/31/19
733
0
5
5
0.050
 
T 01.000 09/30/19
8,775
33
100
100
0.050
 
T 01.250 10/31/19
13,191
101
231
231
0.050
 
T 03.375 11/15/19
31,068
0
5
5
0.050
 
T 01.000 11/30/19
6,284
224
231
231
0.050
 
T 01.750 11/30/19
1,050
360
660
660
0.074
 
T 01.125 12/31/19
6,373
32
30
30
0.050
 
T 01.875 12/31/19
3,058
183
759
759
0.053
 
T 01.375 01/15/20
1,096
233
243
243
0.050
 
T 01.375 01/31/20
5,413
230
209
209
0.050
 
T 01.375 02/15/20
2,493
184
477
477
0.050
 
T 01.250 02/29/20
8,675
64
34
34
0.050
 
T 01.125 04/30/20
1,000
0
55
55
0.050
 
T 01.500 05/15/20
7,136
0
100
100
0.050
 
T 01.875 06/30/20
1,000
0
9
9
0.050
 
T 01.500 07/15/20
460
87
141
141
0.055
 
T 02.000 07/31/20
1,024
0
9
9
0.050
 
T 01.500 08/15/20
5,615
1,606
1,645
1,645
0.053
 
T 01.750 11/15/20
2,369
549
1,329
1,329
0.053
 
T 02.000 01/15/21
731
0
65
65
0.050
 
T 01.375 01/31/21
573
0
8
8
0.050
 
T 02.250 03/31/21
3,316
0
10
10
0.050
 
T 01.375 04/30/21
1,020
0
131
131
0.050
 
T 02.250 04/30/21
1,000
0
68
68
0.050
 
T 02.000 05/31/21
996
4
4
4
0.050
 
T 02.125 06/30/21
1,764
11
33
33
0.050
 
T 01.125 09/30/21
1,865
0
1
1
0.050
 
T 02.000 11/15/21
11,060
205
76
76
0.050
 
T 01.750 11/30/21
3,256
0
284
284
0.050
 
T 01.875 02/28/22
4,243
0
15
15
0.050
 
T 01.750 04/30/22
95
1
1
1
0.050
 
T 01.750 05/15/22
38,982
31
15
15
0.050
 
T 01.750 05/31/22
3,681
0
33
33
0.050
 
T 01.750 06/30/22
3,719
85
171
171
0.050
 
T 01.625 08/15/22
39,296
0
2
2
0.050
 
T 01.625 08/31/22
959
0
1
1
0.050
 
T 02.000 10/31/22
765
30
212
212
0.050
 
T 02.000 11/30/22
1,673
0
64
64
0.050
 
T 02.125 12/31/22
4,031
10
173
173
0.050
 
T 02.125 11/30/23
2,682
0
50
50
0.050
 
T 02.750 02/15/24
14,563
0
1
1
0.050
 
T 02.000 06/30/24
3,063
0
7
7
0.050
 
T 02.250 10/31/24
630
0
1
1
0.050
 
T 02.250 12/31/24
3,294
50
55
55
0.050
 
T 02.125 05/15/25
502
0
75
75
0.050
 
T 02.250 08/15/27
6,228
0
150
150
0.050
 
T 02.250 11/15/27
3,126
0
2,706
2,706
0.064
 
T 09.125 05/15/18
3,500
7
15
15
0.050
 
T 09.000 11/15/18
3,457
3
3
3
0.050
 
T 08.875 02/15/19
6,747
52
52
52
0.050
 
T 08.125 08/15/19
11,932
1
1
1
0.050
 
T 08.500 02/15/20
5,969
0
47
47
0.050
 
T 08.750 05/15/20
4,775
5
7
7
0.050
 
T 07.875 02/15/21
1,020
35
35
35
0.050
 
T 08.125 08/15/21
5,988
120
116
116
0.050
 
T 07.250 08/15/22
5,123
0
63
63
0.050
 
T 07.625 11/15/22
4,450
3
78
78
0.050
 
T 07.125 02/15/23
9,941
2
2
2
0.050
 
T 06.250 08/15/23
14,274
9
10
10
0.050
 
T 07.500 11/15/24
4,825
2
2
2
0.050
 
T 06.875 08/15/25
6,550
97
89
89
0.050
 
T 06.750 08/15/26
4,471
10
10
10
0.050
 
T 06.500 11/15/26
2,261
8
8
8
0.050
 
T 06.625 02/15/27
5,398
627
611
611
0.050
 
T 06.375 08/15/27
4,755
287
317
317
0.050
 
T 06.125 11/15/27
11,346
44
42
42
0.050
 
T 05.250 11/15/28
2,329
6
6
6
0.050
 
T 05.250 02/15/29
1,877
352
339
339
0.050
 
T 06.125 08/15/29
5,626
480
455
455
0.050
 
T 06.250 05/15/30
7,881
538
550
550
0.050
 
T 05.375 02/15/31
2,752
403
577
577
0.050
 
T 04.500 02/15/36
10,694
1,078
1,025
1,025
0.050
 
T 04.750 02/15/37
10,433
121
204
204
0.050
 
T 05.000 05/15/37
2,946
139
171
171
0.050
 
T 04.375 02/15/38
14,125
904
998
998
0.050
 
T 04.500 05/15/38
16,064
967
917
917
0.050
 
T 04.250 05/15/39
24,430
73
57
57
0.050
 
T 04.500 08/15/39
26,100
50
144
144
0.050
 
T 04.375 11/15/39
10,232
0
1
1
0.050
 
T 04.625 02/15/40
12,372
6
6
6
0.050
 
T 04.750 02/15/41
5,174
0
41
41
0.050
 
T 03.125 02/15/42
26,001
53
128
128
0.050
 
T 02.750 08/15/42
1,098
0
2
2
0.050
 
T 03.625 08/15/43
6,863
0
56
56
0.050
 
T 02.500 02/15/46
1,136
0
1
1
0.050
 
T 03.000 02/15/47
1,647
0
26
26
0.050
 
T 02.750 08/15/47
4,061
50
279
279
0.050
 
TII 02.125 01/15/19
1,598
0
31
31
0.050
 
TII 00.125 04/15/22
394
0
50
50
0.050
 
TII 00.125 07/15/22
319
0
9
9
0.050
 
TII 00.375 01/15/27
3,131
0
100
100
0.050
 
TII 00.875 02/15/47
1,533
0
41
41
0.050
 
TF 00.190 04/30/18
3,561
425
421
421
0.050
 
TF 00.170 10/31/18
816
6
23
23
0.050
 
TF 00.140 01/31/19
2,272
2
2
2
0.050
 
TF 00.070 04/30/19
3,264
5
5
5
0.050
 
TF 00.060 07/31/19
1,372
4
8
8
0.050
 
TF 00.048 10/31/19
337
0
3
3
0.050
 
Total:
22,268
22,268
 
January 17, 2018
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 00.875 01/31/18
11,790
15
300
300
0.050
 
T 02.625 01/31/18
12,600
0
10
10
0.050
 
T 03.500 02/15/18
14,906
0
5
5
0.050
 
T 02.750 02/28/18
15,641
0
126
126
0.050
 
T 00.750 03/31/18
8,910
50
33
33
0.050
 
T 00.875 03/31/18
5,575
206
191
191
0.050
 
T 00.625 04/30/18
3,520
0
9
9
0.050
 
T 00.750 04/30/18
6,218
267
317
317
0.050
 
T 01.000 05/15/18
488
0
75
75
0.050
 
T 02.375 05/31/18
18,395
0
5
5
0.050
 
T 01.375 06/30/18
9,774
53
49
49
0.050
 
T 02.375 06/30/18
14,219
0
6
6
0.050
 
T 01.375 07/31/18
5,643
0
56
56
0.050
 
T 02.250 07/31/18
18,338
25
51
51
0.050
 
T 04.000 08/15/18
20,327
18
25
25
0.050
 
T 00.750 08/31/18
1,600
0
2
2
0.050
 
T 01.500 08/31/18
17,238
0
1
1
0.050
 
T 01.250 11/15/18
110
0
1
1
0.050
 
T 01.000 11/30/18
2,490
0
245
245
0.050
 
T 01.250 12/31/18
3,111
15
14
14
0.050
 
T 01.500 12/31/18
1,851
0
4
4
0.050
 
T 01.500 01/31/19
3,755
1
12
12
0.050
 
T 02.750 02/15/19
30,727
0
18
18
0.050
 
T 01.500 02/28/19
2,346
0
8
8
0.050
 
T 00.875 04/15/19
152
0
57
57
0.054
 
T 01.250 04/30/19
21,106
218
342
342
0.050
 
T 01.125 05/31/19
15,177
372
321
321
0.050
 
T 01.250 05/31/19
2,815
0
35
35
0.050
 
T 01.250 06/30/19
2,844
0
162
162
0.050
 
T 00.750 07/15/19
1,406
0
2
2
0.050
 
T 00.875 07/31/19
13,064
98
119
119
0.050
 
T 01.375 07/31/19
2,379
0
5
5
0.050
 
T 03.625 08/15/19
35,188
1
63
63
0.050
 
T 01.000 08/31/19
12,471
484
895
895
0.050
 
T 01.250 08/31/19
733
0
142
142
0.050
 
T 01.000 09/30/19
8,775
83
234
234
0.050
 
T 01.375 09/30/19
2,910
0
30
30
0.050
 
T 01.250 10/31/19
13,191
256
376
376
0.050
 
T 01.500 10/31/19
585
0
4
4
0.050
 
T 01.000 11/15/19
4,728
42
99
99
0.050
 
T 01.000 11/30/19
6,284
13
224
224
0.050
 
T 01.750 11/30/19
1,160
250
821
821
0.050
 
T 01.125 12/31/19
6,373
7
34
34
0.050
 
T 01.875 12/31/19
3,058
5
383
383
0.050
 
T 01.375 01/15/20
1,196
73
471
471
0.050
 
T 01.375 01/31/20
5,413
101
584
584
0.050
 
T 01.375 02/15/20
2,493
174
284
284
0.050
 
T 01.250 02/29/20
8,675
0
264
264
0.050
 
T 01.125 03/31/20
3,879
0
19
19
0.050
 
T 01.500 05/15/20
7,136
0
250
250
0.050
 
T 01.500 07/15/20
493
0
323
323
0.053
 
T 02.000 07/31/20
1,024
0
16
16
0.050
 
T 01.500 08/15/20
5,671
1,550
1,706
1,706
0.053
 
T 01.750 11/15/20
2,626
20
1,422
1,422
0.053
 
T 02.000 02/28/21
3,055
0
1
1
0.050
 
T 01.375 04/30/21
1,020
0
14
14
0.050
 
T 03.125 05/15/21
1,004
0
3
3
0.050
 
T 02.000 05/31/21
1,000
0
22
22
0.050
 
T 02.125 06/30/21
1,764
0
11
11
0.050
 
T 01.250 10/31/21
1,000
0
15
15
0.050
 
T 02.000 11/15/21
11,265
0
255
255
0.050
 
T 01.875 03/31/22
3,704
0
2
2
0.050
 
T 01.750 04/30/22
95
0
1
1
0.050
 
T 01.750 05/15/22
38,982
0
131
131
0.050
 
T 01.750 05/31/22
3,681
0
1
1
0.050
 
T 01.750 06/30/22
3,719
11
142
142
0.050
 
T 01.875 10/31/22
18
0
3
3
0.050
 
T 02.000 10/31/22
765
0
80
80
0.050
 
T 02.000 11/30/22
1,673
0
300
300
0.050
 
T 02.125 12/31/22
4,031
50
452
452
0.050
 
T 01.375 06/30/23
3,685
0
4
4
0.050
 
T 02.000 06/30/24
3,063
0
7
7
0.050
 
T 01.875 08/31/24
789
0
35
35
0.050
 
T 02.250 12/31/24
3,294
75
106
106
0.050
 
T 02.000 08/15/25
528
0
6
6
0.050
 
T 02.375 05/15/27
7,249
0
100
100
0.050
 
T 02.250 08/15/27
6,228
0
6
6
0.050
 
T 02.250 11/15/27
3,085
389
390
390
0.056
 
T 09.125 05/15/18
3,500
6
13
13
0.050
 
T 09.000 11/15/18
3,457
5
3
3
0.050
 
T 08.875 02/15/19
6,747
51
55
55
0.050
 
T 08.125 08/15/19
11,932
0
1
1
0.050
 
T 08.500 02/15/20
5,969
0
1
1
0.050
 
T 08.750 05/15/20
4,775
10
5
5
0.050
 
T 07.875 02/15/21
1,025
30
60
60
0.050
 
T 08.125 08/15/21
5,988
120
120
120
0.050
 
T 07.625 11/15/22
4,450
18
18
18
0.050
 
T 07.125 02/15/23
9,941
2
2
2
0.050
 
T 06.250 08/15/23
14,274
9
9
9
0.050
 
T 07.500 11/15/24
4,825
2
2
2
0.050
 
T 06.875 08/15/25
6,550
0
104
104
0.050
 
T 06.750 08/15/26
4,471
20
15
15
0.050
 
T 06.500 11/15/26
2,261
8
8
8
0.050
 
T 06.625 02/15/27
5,396
629
627
627
0.050
 
T 06.375 08/15/27
4,755
327
287
287
0.050
 
T 06.125 11/15/27
11,346
0
46
46
0.050
 
T 05.250 11/15/28
2,329
1
6
6
0.050
 
T 05.250 02/15/29
1,917
312
352
352
0.050
 
T 06.125 08/15/29
5,626
430
630
630
0.050
 
T 06.250 05/15/30
7,881
540
589
589
0.050
 
T 05.375 02/15/31
2,741
414
403
403
0.050
 
T 04.500 02/15/36
10,694
1,172
1,478
1,478
0.050
 
T 04.750 02/15/37
10,433
83
121
121
0.050
 
T 05.000 05/15/37
2,921
164
139
139
0.050
 
T 04.375 02/15/38
14,125
951
1,004
1,004
0.050
 
T 04.500 05/15/38
16,064
845
967
967
0.050
 
T 04.250 05/15/39
24,430
117
73
73
0.050
 
T 04.500 08/15/39
26,100
27
100
100
0.050
 
T 04.625 02/15/40
12,378
0
6
6
0.050
 
T 04.375 05/15/40
1,636
0
8
8
0.050
 
T 03.125 02/15/42
26,001
51
103
103
0.050
 
T 03.000 05/15/42
1,000
0
8
8
0.050
 
T 02.750 08/15/42
1,098
0
10
10
0.050
 
T 03.625 08/15/43
6,863
0
2
2
0.050
 
T 03.000 02/15/47
1,647
0
25
25
0.050
 
T 03.000 05/15/47
4,706
0
58
58
0.050
 
T 02.750 08/15/47
4,061
190
625
625
0.050
 
T 02.750 11/15/47
1,998
0
124
124
0.050
 
TII 02.125 01/15/19
1,598
0
24
24
0.050
 
TII 01.875 07/15/19
475
0
5
5
0.050
 
TII 01.375 01/15/20
881
0
8
8
0.050
 
TII 00.375 01/15/27
3,131
0
75
75
0.050
 
TII 01.000 02/15/46
3,039
0
26
26
0.050
 
TF 00.272 01/31/18
245
7
4
4
0.050
 
TF 00.190 04/30/18
3,557
429
425
425
0.050
 
TF 00.170 10/31/18
816
6
6
6
0.050
 
TF 00.140 01/31/19
2,272
0
2
2
0.050
 
TF 00.070 04/30/19
3,264
5
5
5
0.050
 
TF 00.060 07/31/19
1,372
0
4
4
0.050
 
Total:
22,128
22,128
 
January 16, 2018
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 00.750 01/31/18
425
0
121
121
0.050
 
T 00.875 01/31/18
11,790
0
15
15
0.050
 
T 02.750 02/28/18
15,641
1
21
21
0.050
 
T 00.750 03/31/18
8,910
79
100
100
0.050
 
T 00.875 03/31/18
5,575
97
606
606
0.050
 
T 00.625 04/30/18
3,520
0
11
11
0.050
 
T 00.750 04/30/18
6,218
298
450
450
0.050
 
T 01.000 05/15/18
488
34
16
16
0.050
 
T 02.375 05/31/18
18,395
86
225
225
0.050
 
T 01.375 06/30/18
9,774
64
376
376
0.050
 
T 02.375 06/30/18
14,219
0
25
25
0.050
 
T 00.750 07/31/18
1,634
51
9
9
0.050
 
T 01.375 07/31/18
5,643
0
2
2
0.050
 
T 02.250 07/31/18
18,338
0
25
25
0.050
 
T 01.000 08/15/18
434
0
8
8
0.050
 
T 04.000 08/15/18
20,327
50
59
59
0.050
 
T 01.500 08/31/18
17,238
0
1
1
0.050
 
T 01.250 12/31/18
3,111
0
15
15
0.050
 
T 01.250 01/31/19
5,259
0
39
39
0.050
 
T 01.500 01/31/19
3,755
0
1
1
0.050
 
T 00.875 04/15/19
152
0
95
95
0.057
 
T 01.250 04/30/19
21,106
0
218
218
0.050
 
T 01.125 05/31/19
15,177
278
626
626
0.050
 
T 01.250 05/31/19
2,815
0
1
1
0.050
 
T 01.500 05/31/19
58
0
28
28
0.050
 
T 01.250 06/30/19
2,844
0
64
64
0.050
 
T 00.875 07/31/19
13,064
196
198
198
0.050
 
T 01.375 07/31/19
2,379
0
10
10
0.050
 
T 01.625 07/31/19
561
0
5
5
0.050
 
T 00.750 08/15/19
2,212
0
40
40
0.050
 
T 03.625 08/15/19
35,188
0
1
1
0.050
 
T 01.000 08/31/19
12,471
479
495
495
0.050
 
T 01.250 08/31/19
733
0
191
191
0.050
 
T 01.000 09/30/19
8,775
233
172
172
0.050
 
T 01.250 10/31/19
13,191
352
306
306
0.050
 
T 01.500 10/31/19
585
0
10
10
0.050
 
T 01.000 11/15/19
4,728
0
192
192
0.050
 
T 01.000 11/30/19
6,284
25
35
35
0.050
 
T 01.750 11/30/19
1,050
360
389
389
0.050
 
T 01.125 12/31/19
6,373
7
7
7
0.050
 
T 01.875 12/31/19
3,058
0
155
155
0.050
 
T 01.375 01/15/20
1,148
181
338
338
0.050
 
T 01.375 01/31/20
5,413
110
171
171
0.050
 
T 01.375 02/15/20
2,493
0
384
384
0.050
 
T 01.250 02/29/20
8,675
89
85
85
0.050
 
T 01.500 05/15/20
7,136
50
24
24
0.050
 
T 01.500 07/15/20
453
94
123
123
0.050
 
T 02.000 07/31/20
1,024
0
9
9
0.050
 
T 01.500 08/15/20
5,725
1,496
1,900
1,900
0.056
 
T 01.750 11/15/20
2,543
375
124
124
0.050
 
T 01.375 01/31/21
573
0
100
100
0.050
 
T 02.125 01/31/21
3,480
0
2
2
0.050
 
T 03.625 02/15/21
1,187
0
5
5
0.050
 
T 02.000 02/28/21
3,055
97
74
74
0.050
 
T 02.250 04/30/21
957
43
48
48
0.050
 
T 03.125 05/15/21
19,139
0
4
4
0.050
 
T 02.125 06/30/21
1,764
0
70
70
0.050
 
T 01.125 07/31/21
1,000
0
3
3
0.050
 
T 01.875 02/28/22
4,243
0
15
15
0.050
 
T 01.875 04/30/22
1,000
0
4
4
0.050
 
T 01.750 05/31/22
3,681
0
6
6
0.050
 
T 01.750 06/30/22
3,719
0
11
11
0.050
 
T 01.875 07/31/22
1,011
0
11
11
0.050
 
T 01.625 08/31/22
959
0
183
183
0.050
 
T 01.875 09/30/22
3,806
0
2
2
0.050
 
T 02.000 10/31/22
765
0
15
15
0.050
 
T 02.125 12/31/22
4,031
25
255
255
0.050
 
T 01.375 08/31/23
1,723
0
103
103
0.050
 
T 01.625 10/31/23
1,523
4
29
29
0.050
 
T 02.000 06/30/24
3,063
0
7
7
0.050
 
T 02.125 11/30/24
1,367
0
48
48
0.050
 
T 02.250 12/31/24
3,294
0
96
96
0.050
 
T 02.250 08/15/27
6,228
0
100
100
0.050
 
T 02.250 11/15/27
3,126
41
1,884
1,884
0.067
 
T 09.125 05/15/18
3,500
0
7
7
0.050
 
T 09.000 11/15/18
3,457
5
5
5
0.050
 
T 08.875 02/15/19
6,747
49
61
61
0.050
 
T 08.500 02/15/20
1,001
47
57
57
0.050
 
T 08.750 05/15/20
4,775
5
12
12
0.050
 
T 08.750 08/15/20
10,746
0
1
1
0.050
 
T 07.875 02/15/21
1,025
30
30
30
0.050
 
T 08.125 08/15/21
5,988
120
120
120
0.050
 
T 07.250 08/15/22
5,123
13
13
13
0.050
 
T 07.625 11/15/22
4,450
18
18
18
0.050
 
T 07.125 02/15/23
1,587
2
2
2
0.050
 
T 06.250 08/15/23
14,274
9
9
9
0.050
 
T 07.500 11/15/24
4,825
1
2
2
0.050
 
T 07.625 02/15/25
5,179
0
3
3
0.050
 
T 06.750 08/15/26
4,471
15
20
20
0.050
 
T 06.500 11/15/26
2,261
8
8
8
0.050
 
T 06.625 02/15/27
5,366
659
629
629
0.050
 
T 06.375 08/15/27
4,755
386
427
427
0.050
 
T 05.250 11/15/28
2,329
0
1
1
0.050
 
T 05.250 02/15/29
1,996
233
312
312
0.050
 
T 06.125 08/15/29
5,626
380
430
430
0.050
 
T 06.250 05/15/30
7,881
515
540
540
0.050
 
T 05.375 02/15/31
2,840
269
672
672
0.050
 
T 04.500 02/15/36
10,694
668
1,223
1,223
0.050
 
T 04.750 02/15/37
10,433
0
226
226
0.050
 
T 05.000 05/15/37
13,490
89
185
185
0.050
 
T 04.375 02/15/38
14,125
913
1,051
1,051
0.050
 
T 04.500 05/15/38
16,064
816
945
945
0.050
 
T 04.250 05/15/39
24,430
17
127
127
0.050
 
T 04.500 08/15/39
26,100
0
27
27
0.050
 
T 03.875 08/15/40
24,257
0
8
8
0.050
 
T 03.750 08/15/41
12,946
0
16
16
0.050
 
T 03.125 11/15/41
2,360
0
45
45
0.050
 
T 03.125 02/15/42
7,123
51
93
93
0.050
 
T 02.250 08/15/46
854
127
153
153
0.050
 
T 03.000 02/15/47
1,647
0
5
5
0.050
 
T 03.000 05/15/47
4,706
0
16
16
0.050
 
T 02.750 08/15/47
4,061
175
297
297
0.050
 
T 02.750 11/15/47
1,998
0
67
67
0.050
 
TII 01.375 01/15/20
881
0
4
4
0.050
 
TII 00.375 07/15/27
1,726
0
50
50
0.050
 
TII 02.375 01/15/27
2,744
0
25
25
0.050
 
TF 00.272 01/31/18
245
7
7
7
0.050
 
TF 00.190 04/30/18
3,587
75
429
429
0.050
 
TF 00.170 10/31/18
816
0
6
6
0.050