Securities Lending Operations
Auction Results and Extensions History*
October 11, 2019
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
B 11/14/19
1,809
0
182
182
0.050
 
B 02/06/20
747
0
1
1
0.050
 
B 09/10/20
1,066
0
50
50
0.050
 
T 01.250 10/31/19
13,191
1,081
898
898
0.050
 
T 01.500 10/31/19
585
0
5
5
0.050
 
T 01.000 11/15/19
4,728
94
95
95
0.050
 
T 03.375 11/15/19
31,068
930
1,105
1,105
0.050
 
T 01.000 11/30/19
6,284
304
417
417
0.050
 
T 01.750 11/30/19
1,789
2
169
169
0.050
 
T 01.125 12/31/19
6,445
103
109
109
0.050
 
T 01.625 12/31/19
225
10
10
10
0.050
 
T 01.875 12/31/19
3,157
0
115
115
0.050
 
T 01.375 01/15/20
1,196
120
283
283
0.050
 
T 01.250 01/31/20
165
0
45
45
0.050
 
T 01.375 01/31/20
4,086
1,929
2,006
2,006
0.050
 
T 02.000 01/31/20
3,009
1,112
1,476
1,476
0.052
 
T 01.375 02/15/20
2,493
3
7
7
0.050
 
T 03.625 02/15/20
24,969
104
154
154
0.050
 
T 01.250 02/29/20
8,720
870
1,532
1,532
0.050
 
T 02.250 02/29/20
6,143
116
141
141
0.050
 
T 01.125 03/31/20
10,213
72
75
75
0.050
 
T 02.250 03/31/20
4,627
657
894
894
0.050
 
T 01.500 04/15/20
177
5
127
127
0.135
 
T 01.125 04/30/20
5,640
0
28
28
0.050
 
T 01.375 04/30/20
182
12
47
47
0.055
 
T 02.375 04/30/20
3,833
0
45
45
0.050
 
T 01.375 05/31/20
4,279
0
10
10
0.050
 
T 01.500 07/15/20
493
0
1
1
0.050
 
T 02.000 07/31/20
5,423
1
1
1
0.050
 
T 01.500 08/15/20
6,499
0
9
9
0.050
 
T 01.750 11/15/20
2,754
0
8
8
0.050
 
T 02.000 11/30/20
5,069
0
218
218
0.050
 
T 01.375 01/31/21
573
0
3
3
0.050
 
T 02.500 02/28/21
2,490
0
310
310
0.050
 
T 02.375 04/15/21
78
6
6
6
0.050
 
T 01.750 07/31/21
1,430
139
81
81
0.050
 
T 01.500 08/31/21
4,674
0
29
29
0.050
 
T 01.500 09/30/21
3,739
0
10
10
0.050
 
T 02.000 10/31/21
36
0
30
9
0.050
 
T 01.750 05/31/22
1,102
0
59
59
0.050
 
T 01.750 06/30/22
1,000
0
35
35
0.050
 
T 01.875 07/31/22
2,371
1
1
1
0.050
 
T 01.500 08/15/22
22,317
578
1,120
1,120
0.051
 
T 02.000 10/31/22
796
0
1
1
0.050
 
T 02.000 11/30/22
2,286
0
15
15
0.050
 
T 02.375 01/31/23
1,000
0
6
6
0.050
 
T 01.375 06/30/23
1,017
3
9
9
0.050
 
T 01.250 07/31/23
1,000
0
5
5
0.050
 
T 01.625 10/31/23
1,703
0
7
7
0.050
 
T 02.250 12/31/23
1,005
0
1
1
0.050
 
T 02.250 01/31/24
1,000
0
5
5
0.050
 
T 02.375 02/29/24
1,865
0
128
128
0.050
 
T 02.500 05/15/24
1,559
5
3
3
0.050
 
T 01.750 06/30/24
2,110
0
54
54
0.050
 
T 01.750 07/31/24
1,465
65
385
385
0.050
 
T 01.250 08/31/24
4,791
0
14
14
0.050
 
T 02.125 09/30/24
3,177
0
118
118
0.050
 
T 02.875 05/31/25
4,980
0
9
9
0.050
 
T 01.875 07/31/26
1,144
0
2
2
0.050
 
T 01.625 09/30/26
2,991
0
14
14
0.050
 
T 02.875 08/15/28
3,896
0
6
6
0.050
 
T 03.125 11/15/28
5,528
0
4
4
0.050
 
T 01.625 08/15/29
13,293
4,325
6,351
6,351
0.054
 
T 08.750 05/15/20
4,775
5
3
3
0.050
 
T 07.875 02/15/21
6,347
0
53
53
0.050
 
T 08.125 05/15/21
6,341
16
17
17
0.050
 
T 08.125 08/15/21
5,988
123
108
108
0.050
 
T 07.250 08/15/22
5,152
39
44
44
0.051
 
T 07.625 11/15/22
969
38
63
63
0.050
 
T 06.250 08/15/23
1,000
8
8
8
0.050
 
T 07.625 02/15/25
1,000
1
1
1
0.050
 
T 06.750 08/15/26
4,471
1
1
1
0.050
 
T 06.500 11/15/26
5,163
10
10
10
0.050
 
T 06.625 02/15/27
5,422
4
8
8
0.050
 
T 06.375 08/15/27
4,755
345
450
450
0.051
 
T 06.125 11/15/27
1,024
0
40
40
0.050
 
T 06.125 08/15/29
5,680
50
151
151
0.053
 
T 06.250 05/15/30
7,937
73
205
205
0.050
 
T 05.375 02/15/31
2,843
215
215
215
0.050
 
T 04.500 02/15/36
10,694
319
441
441
0.050
 
T 04.500 05/15/38
975
262
260
260
0.050
 
T 03.500 02/15/39
12,217
20
22
22
0.050
 
T 04.500 08/15/39
18,733
0
15
15
0.050
 
T 03.000 05/15/42
1,018
2
2
2
0.050
 
T 02.750 08/15/47
1,015
0
5
5
0.050
 
T 02.750 11/15/47
1,998
0
36
36
0.050
 
T 03.000 02/15/49
4,136
0
14
14
0.050
 
T 02.875 05/15/49
6,046
545
919
915
0.050
 
T 02.250 08/15/49
8,696
3,702
5,537
5,537
0.055
 
TII 01.375 01/15/20
881
0
2
2
0.050
 
TII 00.500 04/15/24
195
0
90
83
0.050
 
TII 00.250 07/15/29
1,622
0
100
100
0.050
 
TF 00.033 04/30/20
1,964
1
1
1
0.050
 
TF 00.043 07/31/20
1,958
1
32
32
0.050
 
TF 00.045 10/31/20
1,427
0
9
9
0.050
 
TF 00.115 01/31/21
15
0
1
1
0.050
 
TF 00.220 07/31/21
1,436
0
40
40
0.050
 
Total:
27,987
27,955
 
October 10, 2019
Auction 2
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 01.250 10/31/19
13,191
1,095
1,281
1,281
0.050
 
T 01.000 11/15/19
4,728
94
94
94
0.050
 
T 03.375 11/15/19
31,068
1,080
1,155
1,155
0.050
 
T 01.000 11/30/19
6,284
249
464
464
0.050
 
T 01.750 11/30/19
1,678
309
222
222
0.050
 
T 01.125 12/31/19
6,445
242
194
194
0.050
 
T 01.625 12/31/19
225
10
10
10
0.050
 
T 01.875 12/31/19
3,157
0
100
100
0.050
 
T 01.375 01/15/20
1,196
91
120
120
0.050
 
T 01.250 01/31/20
117
67
53
53
0.050
 
T 01.375 01/31/20
4,061
1,954
1,979
1,979
0.050
 
T 02.000 01/31/20
2,976
1,145
1,412
1,412
0.050
 
T 01.375 02/15/20
2,493
1
3
3
0.050
 
T 03.625 02/15/20
24,969
151
104
104
0.050
 
T 01.250 02/29/20
8,720
919
847
847
0.050
 
T 02.250 02/29/20
6,143
84
116
116
0.050
 
T 01.125 03/31/20
10,213
95
427
427
0.050
 
T 01.375 03/31/20
135
0
2
2
0.050
 
T 02.250 03/31/20
4,756
497
707
707
0.050
 
T 01.500 04/15/20
177
10
66
66
0.074
 
T 01.375 04/30/20
182
12
26
26
0.055
 
T 02.375 04/30/20
3,833
0
1
1
0.050
 
T 01.375 05/31/20
4,279
1
1
1
0.050
 
T 01.625 06/30/20
90
1
3
3
0.050
 
T 01.625 07/31/20
993
1
21
21
0.050
 
T 02.000 07/31/20
5,423
1
12
12
0.050
 
T 01.500 08/15/20
6,499
7
3
3
0.050
 
T 02.625 08/15/20
30,256
0
11
11
0.050
 
T 02.375 12/31/20
5,184
0
5
5
0.050
 
T 01.375 01/31/21
573
0
35
35
0.050
 
T 02.250 02/15/21
4,422
0
3
3
0.050
 
T 02.375 04/15/21
78
6
6
6
0.050
 
T 03.125 05/15/21
32,782
0
13
13
0.050
 
T 01.750 07/31/21
1,430
0
189
189
0.050
 
T 02.250 04/15/22
302
26
27
27
0.050
 
T 01.750 06/30/22
985
15
20
20
0.050
 
T 01.875 07/31/22
2,372
0
1
1
0.050
 
T 01.500 08/15/22
22,317
310
1,628
1,628
0.050
 
T 02.000 10/31/22
796
0
3
3
0.050
 
T 01.375 06/30/23
1,020
0
3
3
0.050
 
T 02.500 08/15/23
1,000
0
14
14
0.050
 
T 02.375 02/29/24
1,865
0
13
13
0.050
 
T 02.250 04/30/24
471
0
3
3
0.050
 
T 02.500 05/15/24
1,559
6
5
5
0.050
 
T 01.750 07/31/24
1,465
74
236
236
0.050
 
T 01.250 08/31/24
4,791
0
61
61
0.050
 
T 02.000 02/15/25
134
0
2
2
0.050
 
T 02.125 05/31/26
3,152
0
5
5
0.050
 
T 01.625 09/30/26
2,991
0
26
26
0.050
 
T 02.625 02/15/29
6,058
0
60
60
0.050
 
T 01.625 08/15/29
13,910
3,708
5,645
5,645
0.052
 
T 08.750 05/15/20
4,775
5
5
5
0.050
 
T 08.750 08/15/20
10,746
0
2
2
0.050
 
T 08.125 05/15/21
6,341
16
16
16
0.050
 
T 08.125 08/15/21
5,988
80
123
123
0.050
 
T 08.000 11/15/21
19,297
0
42
42
0.050
 
T 07.250 08/15/22
5,152
38
49
49
0.050
 
T 07.625 11/15/22
916
91
66
66
0.050
 
T 06.250 08/15/23
1,000
8
8
8
0.050
 
T 07.625 02/15/25
1,000
1
2
2
0.050
 
T 06.750 08/15/26
4,471
1
1
1
0.050
 
T 06.500 11/15/26
5,163
10
20
20
0.050
 
T 06.625 02/15/27
5,422
4
10
10
0.050
 
T 06.375 08/15/27
4,755
398
395
395
0.050
 
T 06.125 08/15/29
5,680
101
153
153
0.050
 
T 06.250 05/15/30
7,937
78
78
78
0.050
 
T 05.375 02/15/31
2,843
219
215
215
0.050
 
T 04.500 02/15/36
10,694
415
363
363
0.050
 
T 05.000 05/15/37
1,111
10
10
10
0.050
 
T 04.500 05/15/38
975
262
274
274
0.050
 
T 03.500 02/15/39
12,217
20
20
20
0.050
 
T 04.250 05/15/39
11,218
4
4
4
0.050
 
T 04.500 08/15/39
18,733
0
40
40
0.050
 
T 03.875 08/15/40
24,289
0
1
1
0.050
 
T 03.750 08/15/41
12,707
36
36
36
0.050
 
T 03.000 05/15/42
1,020
0
2
2
0.050
 
T 02.750 08/15/42
995
5
5
5
0.050
 
T 02.500 02/15/46
1,042
0
6
6
0.050
 
T 02.875 05/15/49
6,046
376
782
782
0.050
 
T 02.250 08/15/49
9,852
2,546
4,392
4,368
0.050
 
TII 01.375 01/15/20
881
0
1
1
0.050
 
TII 00.625 07/15/21
765
1
1
1
0.050
 
TII 00.125 04/15/22
440
1
1
1
0.050
 
TII 00.500 04/15/24
195
0
45
45
0.050
 
TII 00.375 01/15/27
3,131
0
1
1
0.050
 
TII 00.875 01/15/29
1,039
0
1
1
0.050
 
TII 00.250 07/15/29
1,622
0
48
48
0.050
 
TII 03.625 04/15/28
6,942
1
1
1
0.050
 
TII 00.625 02/15/43
8,711
1
1
1
0.050
 
TII 01.000 02/15/48
1,646
1
1
1
0.050
 
TII 01.000 02/15/49
346
5
5
5
0.050
 
TF 00.048 10/31/19
337
0
5
5
0.050
 
TF 00.033 04/30/20
1,964
1
1
1
0.050
 
TF 00.043 07/31/20
1,958
1
28
28
0.050
 
TF 00.045 10/31/20
1,427
0
4
4
0.050
 
TF 00.115 01/31/21
15
1
1
1
0.050
 
TF 00.220 07/31/21
1,436
0
153
153
0.050
 
Total:
24,855
24,831
 
Auction 1
 
Security
Extensions7
 
 
T 01.250 02/29/20
23
 
 
Total:
23
 
October 9, 2019
Auction 1
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
B 11/14/19
1,809
0
55
55
0.050
 
B 12/03/19
42
0
3
3
0.050
 
B 02/06/20
747
0
21
21
0.050
 
T 01.250 10/31/19
13,191
1,042
1,195
1,195
0.050
 
T 01.500 10/31/19
585
14
12
12
0.050
 
T 01.000 11/15/19
4,728
94
95
95
0.050
 
T 03.375 11/15/19
31,068
1,045
1,360
1,360
0.050
 
T 01.000 11/30/19
6,284
455
509
509
0.050
 
T 01.750 11/30/19
1,789
27
369
369
0.050
 
T 01.125 12/31/19
6,445
278
292
292
0.050
 
T 01.625 12/31/19
225
10
10
10
0.050
 
T 01.875 12/31/19
3,157
0
23
23
0.050
 
T 01.375 01/15/20
1,188
141
171
171
0.050
 
T 01.250 01/31/20
131
53
67
67
0.050
 
T 01.375 01/31/20
4,066
1,949
2,004
2,004
0.050
 
T 02.000 01/31/20
2,672
1,449
1,648
1,648
0.053
 
T 01.375 02/15/20
2,493
1
1
1
0.050
 
T 03.625 02/15/20
24,969
76
391
391
0.050
 
T 01.250 02/29/20
8,720
655
1,319
1,319
0.050
 
T 02.250 02/29/20
6,143
186
184
184
0.050
 
T 01.125 03/31/20
10,213
79
96
96
0.050
 
T 02.250 03/31/20
4,756
387
597
597
0.050
 
T 01.500 04/15/20
177
0
10
10
1.550
 
T 01.125 04/30/20
5,640
0
15
15
0.050
 
T 01.375 04/30/20
182
16
80
80
0.052
 
T 01.500 05/15/20
7,136
0
66
66
0.050
 
T 03.500 05/15/20
33,004
0
2
2
0.050
 
T 01.375 05/31/20
4,279
1
1
1
0.050
 
T 01.625 06/30/20
90
1
1
1
0.050
 
T 01.875 06/30/20
11,601
0
11
11
0.050
 
T 02.500 06/30/20
3,810
0
1
1
0.050
 
T 01.625 07/31/20
993
1
1
1
0.050
 
T 02.000 07/31/20
5,423
2
51
51
0.050
 
T 01.500 08/15/20
6,499
0
27
27
0.050
 
T 02.000 09/30/20
7,787
2
2
2
0.050
 
T 02.000 11/30/20
5,069
344
326
326
0.050
 
T 02.125 01/31/21
3,480
0
32
32
0.050
 
T 02.500 02/28/21
2,490
0
29
29
0.050
 
T 02.250 03/31/21
4,103
0
28
28
0.050
 
T 02.375 04/15/21
78
6
6
6
0.050
 
T 02.625 05/15/21
6,725
0
25
25
0.050
 
T 01.625 06/30/21
2,148
1
1
1
0.050
 
T 01.125 07/31/21
2,136
0
15
15
0.050
 
T 01.750 07/31/21
1,430
0
159
159
0.050
 
T 01.250 10/31/21
1,849
0
1
1
0.050
 
T 02.000 12/31/21
4,159
0
1
1
0.050
 
T 01.875 02/28/22
4,989
0
14
14
0.050
 
T 02.250 04/15/22
302
0
26
26
0.050
 
T 01.750 05/15/22
1,150
0
25
25
0.050
 
T 01.750 05/31/22
1,102
0
44
44
0.050
 
T 01.750 06/30/22
1,000
0
15
15
0.050
 
T 01.875 07/31/22
2,372
0
4
4
0.050
 
T 01.500 08/15/22
22,317
474
1,215
1,215
0.050
 
T 01.625 08/15/22
39,298
0
5
5
0.050
 
T 01.750 09/30/22
429
0
4
4
0.050
 
T 02.000 10/31/22
796
0
1
1
0.050
 
T 01.500 02/28/23
8,490
0
17
17
0.050
 
T 01.375 08/31/23
1,723
0
5
5
0.050
 
T 01.625 10/31/23
1,703
0
15
15
0.050
 
T 02.250 12/31/23
955
50
70
70
0.050
 
T 02.750 02/15/24
14,563
1
1
1
0.050
 
T 02.250 04/30/24
471
0
14
14
0.050
 
T 02.500 05/15/24
1,559
0
6
6
0.050
 
T 01.750 06/30/24
2,110
0
79
79
0.050
 
T 01.750 07/31/24
1,462
166
511
511
0.050
 
T 01.625 09/30/26
2,991
0
11
11
0.050
 
T 03.125 11/15/28
5,528
0
4
4
0.050
 
T 02.625 02/15/29
6,058
0
195
195
0.050
 
T 02.375 05/15/29
8,461
0
12
12
0.050
 
T 01.625 08/15/29
13,930
3,688
5,498
5,498
0.051
 
T 08.500 02/15/20
5,969
0
7
7
0.050
 
T 08.750 05/15/20
4,775
2
5
5
0.050
 
T 07.875 02/15/21
6,347
1
3
3
0.050
 
T 08.125 05/15/21
6,341
15
16
16
0.050
 
T 08.125 08/15/21
5,988
83
80
80
0.050
 
T 07.250 08/15/22
5,152
38
57
57
0.050
 
T 07.625 11/15/22
944
63
159
159
0.050
 
T 07.125 02/15/23
9,941
6
6
6
0.050
 
T 06.250 08/15/23
1,000
8
8
8
0.050
 
T 07.625 02/15/25
1,000
1
1
1
0.050
 
T 06.750 08/15/26
4,471
1
1
1
0.050
 
T 06.500 11/15/26
5,163
10
10
10
0.050
 
T 06.625 02/15/27
5,422
4
20
20
0.050
 
T 06.375 08/15/27
4,755
429
508
508
0.050
 
T 06.125 08/15/29
5,680
226
226
226
0.050
 
T 06.250 05/15/30
7,937
0
78
78
0.050
 
T 05.375 02/15/31
2,843
274
271
271
0.050
 
T 04.500 02/15/36
10,694
342
415
415
0.050
 
T 04.750 02/15/37
10,437
0
5
5
0.050
 
T 05.000 05/15/37
1,111
10
10
10
0.050
 
T 04.500 05/15/38
975
262
264
264
0.050
 
T 03.500 02/15/39
12,217
0
20
20
0.050
 
T 04.250 05/15/39
11,218
4
4
4
0.050
 
T 04.500 08/15/39
18,733
0
15
15
0.050
 
T 04.750 02/15/41
21,700
0
27
27
0.050
 
T 03.750 08/15/41
12,732
11
36
36
0.050
 
T 02.750 08/15/42
996
4
11
11
0.050
 
T 03.625 08/15/43
6,953
26
19
19
0.050
 
T 02.875 08/15/45
297
1
1
1
0.050
 
T 02.875 05/15/49
6,046
283
1,237
1,237
0.050
 
T 02.250 08/15/49
10,089
2,309
3,323
3,323
0.054
 
TII 00.625 07/15/21
765
1
1
1
0.050
 
TII 00.125 04/15/22
440
1
1
1
0.050
 
TII 00.500 04/15/24
195
0
44
44
0.058
 
TII 00.875 01/15/29
1,039
0
1
1
0.050
 
TII 00.250 07/15/29
1,622
0
27
27
0.050
 
TII 03.625 04/15/28
6,942
1
1
1
0.050
 
TII 03.875 04/15/29
7,438
0
1
1
0.050
 
TII 00.625 02/15/43
8,711
1
1
1
0.050
 
TII 01.000 02/15/48
1,646
1
1
1
0.050
 
TII 01.000 02/15/49
346
0
40
40
0.050
 
TF 00.048 10/31/19
331
44
34
34
0.050
 
TF 00.033 04/30/20
1,964
1
1
1
0.050
 
TF 00.043 07/31/20
1,958
49
78
78
0.050
 
TF 00.115 01/31/21
15
0
1
1
0.050
 
Total:
26,179
26,179
 
October 8, 2019
Auction 2
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
B 05/21/20
180
1
1
1
0.050
 
T 01.250 10/31/19
13,191
1,034
1,042
1,042
0.050
 
T 01.500 10/31/19
585
14
14
14
0.050
 
T 01.000 11/15/19
4,728
94
94
94
0.050
 
T 03.375 11/15/19
31,068
1,025
1,095
1,095
0.050
 
T 01.000 11/30/19
6,284
614
1,074
1,074
0.050
 
T 01.750 11/30/19
1,789
2
27
27
0.050
 
T 01.125 12/31/19
6,445
145
338
338
0.050
 
T 01.625 12/31/19
225
10
10
10
0.050
 
T 01.375 01/15/20
1,188
141
141
141
0.050
 
T 01.250 01/31/20
165
4
63
63
0.066
 
T 01.375 01/31/20
4,001
2,014
2,199
2,199
0.050
 
T 02.000 01/31/20
2,760
1,361
1,699
1,699
0.050
 
T 01.375 02/15/20
2,493
3
3
3
0.050
 
T 03.625 02/15/20
24,969
76
76
76
0.050
 
T 01.250 02/29/20
8,254
1,435
755
755
0.050
 
T 02.250 02/29/20
6,143
234
236
236
0.050
 
T 01.125 03/31/20
10,213
440
449
449
0.050
 
T 01.375 03/31/20
135
1
1
1
0.050
 
T 02.250 03/31/20
4,756
421
437
437
0.050
 
T 01.500 04/15/20
29
168
127
27
1.500
 
T 01.375 04/30/20
182
7
26
26
0.053
 
T 02.375 04/30/20
3,833
0
147
147
0.050
 
T 01.375 05/31/20
4,279
1
1
1
0.050
 
T 01.625 06/30/20
90
1
1
1
0.050
 
T 01.625 07/31/20
993
1
1
1
0.050
 
T 02.000 07/31/20
5,423
1
2
2
0.050
 
T 02.000 09/30/20
7,787
2
2
2
0.050
 
T 02.000 11/30/20
5,069
399
399
399
0.050
 
T 02.375 04/15/21
78
7
6
6
0.050
 
T 02.250 04/30/21
3,192
0
3
3
0.050
 
T 01.625 06/30/21
2,148
0
1
1
0.050
 
T 02.125 06/30/21
1,764
0
6
6
0.050
 
T 01.125 07/31/21
2,136
0
4
4
0.050
 
T 01.750 07/31/21
1,430
0
10
10
0.050
 
T 02.875 11/15/21
6,790
0
1
1
0.050
 
T 01.750 04/30/22
95
0
4
4
0.050
 
T 01.875 04/30/22
1,094
6
1
1
0.050
 
T 01.500 08/15/22
22,317
481
1,206
1,206
0.050
 
T 01.625 08/31/22
1,168
0
4
4
0.050
 
T 02.000 10/31/22
796
0
1
1
0.050
 
T 01.625 11/15/22
28,832
0
1
1
0.050
 
T 02.000 11/30/22
2,286
0
65
65
0.050
 
T 02.125 12/31/22
1,000
0
2
2
0.050
 
T 01.500 02/28/23
1,001
0
17
17
0.050
 
T 01.500 03/31/23
6,086
0
159
159
0.050
 
T 02.500 08/15/23
1,000
0
7
7
0.050
 
T 01.375 08/31/23
1,723
0
5
5
0.050
 
T 02.250 12/31/23
1,005
0
50
50
0.050
 
T 02.750 02/15/24
14,563
0
1
1
0.050
 
T 02.000 04/30/24
3,439
0
15
15
0.050
 
T 01.750 06/30/24
2,110
0
106
106
0.050
 
T 01.750 07/31/24
1,361
267
1,017
1,017
0.056
 
T 01.250 08/31/24
4,791
52
64
64
0.050
 
T 01.500 09/30/24
3,833
0
1
1
0.050
 
T 02.125 09/30/24
3,177
0
64
64
0.050
 
T 02.750 02/28/25
2,800
0
2
2
0.050
 
T 02.250 11/15/25
110
0
15
15
0.050
 
T 02.500 02/28/26
1,630
0
88
88
0.050
 
T 01.625 05/15/26
5,914
0
1
1
0.050
 
T 01.875 07/31/26
1,144
20
20
20
0.050
 
T 01.375 08/31/26
4,155
23
23
23
0.050
 
T 01.625 08/15/29
12,772
4,846
6,500
6,500
0.051
 
T 08.500 02/15/20
5,969
11
11
11
0.050
 
T 08.750 05/15/20
4,775
2
2
2
0.050
 
T 07.875 02/15/21
6,347
1
1
1
0.050
 
T 08.125 05/15/21
6,341
15
15
15
0.050
 
T 08.125 08/15/21
5,988
67
83
83
0.050
 
T 08.000 11/15/21
19,297
43
17
17
0.050
 
T 07.250 08/15/22
5,152
40
38
38
0.050
 
T 07.625 11/15/22
951
56
66
66
0.050
 
T 07.125 02/15/23
9,941
8
6
6
0.050
 
T 06.250 08/15/23
14,274
8
8
8
0.050
 
T 07.625 02/15/25
5,179
1
1
1
0.050
 
T 06.750 08/15/26
4,471
1
1
1
0.050
 
T 06.500 11/15/26
5,163
12
10
10
0.050
 
T 06.625 02/15/27
5,422
4
4
4
0.050
 
T 06.375 08/15/27
4,755
419
430
430
0.050
 
T 06.125 08/15/29
5,680
155
276
276
0.050
 
T 06.250 05/15/30
7,937
105
140
140
0.050
 
T 05.375 02/15/31
2,843
236
375
375
0.050
 
T 04.500 02/15/36
10,694
375
436
436
0.050
 
T 05.000 05/15/37
1,109
12
10
10
0.050
 
T 04.500 05/15/38
986
251
262
262
0.050
 
T 04.250 05/15/39
11,218
4
4
4
0.050
 
T 04.500 08/15/39
15,618
0
7
7
0.050
 
T 03.875 08/15/40
24,289
0
2
2
0.050
 
T 04.250 11/15/40
1,562
0
14
14
0.050
 
T 04.750 02/15/41
21,700
0
9
9
0.050
 
T 03.750 08/15/41
12,743
0
11
11
0.050
 
T 02.750 08/15/42
996
4
4
4
0.050
 
T 03.625 08/15/43
6,953
21
26
26
0.050
 
T 03.000 11/15/44
19
0
1
1
0.050
 
T 02.875 08/15/45
297
0
1
1
0.050
 
T 02.875 05/15/49
6,046
262
933
933
0.050
 
T 02.250 08/15/49
10,138
2,260
3,052
3,052
0.050
 
TII 01.375 01/15/20
881
1
1
1
0.050
 
TII 01.250 07/15/20
4,043
0
18
18
0.050
 
TII 00.625 07/15/21
765
1
1
1
0.050
 
TII 00.125 04/15/22
440
1
1
1
0.050
 
TII 00.500 04/15/24
195
0
39
39
0.054
 
TII 00.375 01/15/27
3,131
1
1
1
0.050
 
TII 03.625 04/15/28
6,942
1
1
1
0.050
 
TII 00.625 02/15/43
8,711
1
1
1
0.050
 
TII 01.000 02/15/46
4,084
0
71
71
0.050
 
TII 01.000 02/15/48
1,646
1
1
1
0.050
 
TF 00.048 10/31/19
337
20
49
49
0.050
 
TF 00.033 04/30/20
1,964
1
1
1
0.050
 
TF 00.043 07/31/20
1,958
0
49
49
0.050
 
Total:
26,420
26,320
 
Auction 1
 
Security
Extensions7
 
 
T 01.250 02/29/20
50
 
 
T 01.500 04/15/20
34
 
 
T 01.625 08/15/29
50
 
 
Total:
134
 
October 7, 2019
Auction 2
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
B 03/12/20
157
1
1
1
0.050
 
B 05/21/20
180
0
1
1
0.050
 
T 01.250 10/31/19
13,191
1,075
1,434
1,434
0.050
 
T 01.500 10/31/19
585
36
14
14
0.050
 
T 01.000 11/15/19
4,728
144
144
144
0.050
 
T 03.375 11/15/19
31,068
1,415
1,475
1,475
0.050
 
T 01.000 11/30/19
6,284
600
664
664
0.050
 
T 01.750 11/30/19
1,789
100
2
2
0.050
 
T 01.125 12/31/19
6,445
172
145
145
0.050
 
T 01.625 12/31/19
225
10
10
10
0.050
 
T 01.875 12/31/19
3,157
20
51
51
0.050
 
T 01.375 01/15/20
1,189
140
208
208
0.050
 
T 01.250 01/31/20
165
1
46
46
0.050
 
T 01.375 01/31/20
4,085
1,930
2,154
2,154
0.050
 
T 02.000 01/31/20
2,867
1,254
1,461
1,461
0.054
 
T 01.375 02/15/20
2,493
10
10
10
0.050
 
T 03.625 02/15/20
24,969
78
76
76
0.050
 
T 01.250 02/29/20
8,407
1,282
1,707
1,707
0.050
 
T 02.250 02/29/20
6,143
194
234
234
0.050
 
T 01.125 03/31/20
10,213
332
494
494
0.050
 
T 01.375 03/31/20
135
1
1
1
0.050
 
T 02.250 03/31/20
4,756
357
471
471
0.050
 
T 01.500 04/15/20
10
187
75
10
0.600
 
T 01.125 04/30/20
5,640
3
22
22
0.050
 
T 01.375 04/30/20
182
9
22
22
0.053
 
T 01.375 05/31/20
4,279
1
1
1
0.050
 
T 01.625 06/30/20
90
1
1
1
0.050
 
T 01.625 07/31/20
993
1
1
1
0.050
 
T 02.000 07/31/20
5,423
52
8
8
0.050
 
T 02.000 09/30/20
7,787
2
9
9
0.050
 
T 02.000 11/30/20
5,069
194
423
423
0.050
 
T 02.375 12/31/20
5,184
0
4
4
0.050
 
T 02.500 02/28/21
2,486
4
1
1
0.050
 
T 02.375 04/15/21
78
0
7
7
0.050
 
T 02.500 02/15/22
5,995
0
25
25
0.050
 
T 02.250 04/15/22
302
0
18
18
0.050
 
T 01.875 04/30/22
1,099
1
8
8
0.050
 
T 01.500 08/15/22
22,317
238
1,424
1,424
0.050
 
T 01.625 08/15/22
39,298
0
7
7
0.050
 
T 01.625 08/31/22
1,168
0
5
5
0.050
 
T 01.500 03/31/23
6,086
0
7
7
0.050
 
T 01.375 09/30/23
1,536
0
3
3
0.050
 
T 02.125 11/30/23
1,100
0
1
1
0.050
 
T 02.750 02/15/24
14,563
0
4
4
0.050
 
T 02.250 04/30/24
471
0
2
2
0.050
 
T 01.750 07/31/24
1,465
0
468
468
0.050
 
T 01.250 08/31/24
4,791
62
75
75
0.050
 
T 02.875 05/31/25
4,980
0
2
2
0.050
 
T 02.625 01/31/26
270
0
19
19
0.050
 
T 02.250 03/31/26
1
0
8
0
N/A
 
T 01.875 07/31/26
1,144
20
22
22
0.050
 
T 01.375 08/31/26
4,155
23
23
23
0.050
 
T 01.625 09/30/26
2,991
0
120
120
0.050
 
T 02.000 11/15/26
5,592
0
105
105
0.050
 
T 02.375 05/15/29
8,461
0
8
8
0.050
 
T 01.625 08/15/29
13,022
4,596
6,585
6,585
0.058
 
T 08.500 02/15/20
5,969
11
11
11
0.050
 
T 08.750 05/15/20
4,775
2
2
2
0.050
 
T 07.875 02/15/21
6,347
4
29
29
0.050
 
T 08.125 05/15/21
6,341
15
15
15
0.050
 
T 08.125 08/15/21
5,988
59
82
82
0.050
 
T 08.000 11/15/21
19,297
0
43
43
0.050
 
T 07.250 08/15/22
5,152
40
40
40
0.050
 
T 07.625 11/15/22
969
38
56
56
0.050
 
T 07.125 02/15/23
9,941
9
8
8
0.050
 
T 06.250 08/15/23
14,274
8
8
8
0.050
 
T 07.625 02/15/25
5,179
1
1
1
0.050
 
T 06.750 08/15/26
4,471
1
1
1
0.050
 
T 06.500 11/15/26
5,163
8
12
12
0.050
 
T 06.625 02/15/27
5,422
4
4
4
0.050
 
T 06.375 08/15/27
4,755
392
545
545
0.050
 
T 06.125 08/15/29
5,680
125
155
155
0.050
 
T 06.250 05/15/30
7,937
136
105
105
0.050
 
T 05.375 02/15/31
2,802
357
314
314
0.050
 
T 04.500 02/15/36
10,694
382
525
525
0.050
 
T 05.000 05/15/37
1,105
16
12
12
0.050
 
T 04.500 05/15/38
1,183
54
251
251
0.050
 
T 03.500 02/15/39
12,217
0
32
32
0.050
 
T 04.250 05/15/39
11,218
4
4
4
0.050
 
T 04.500 08/15/39
15,618
0
2
2
0.050
 
T 04.750 02/15/41
21,700
13
38
38
0.050
 
T 03.125 02/15/42
1,000
0
3
3
0.050
 
T 02.750 08/15/42
995
5
4
4
0.050
 
T 03.625 08/15/43
6,953
26
21
21
0.050
 
T 02.750 08/15/47
1,015
0
21
21
0.050
 
T 03.000 02/15/48
2,741
0
197
197
0.050
 
T 02.875 05/15/49
6,046
355
1,476
1,476
0.050
 
T 02.250 08/15/49
10,463
1,935
2,871
2,871
0.050
 
TII 01.375 01/15/20
881
1
1
1
0.050
 
TII 00.625 07/15/21
765
1
1
1
0.050
 
TII 00.125 04/15/22
440
1
1
1
0.050
 
TII 00.500 04/15/24
195
0
93
93
0.050
 
TII 00.375 01/15/27
3,131
1
1
1
0.050
 
TII 03.625 04/15/28
6,931
1
1
1
0.050
 
TII 00.625 02/15/43
8,682
1
1
1
0.050
 
TII 01.375 02/15/44
2,331
0
54
54
0.050
 
TII 01.000 02/15/48
1,535
1
1
1
0.050
 
TII 01.000 02/15/49
346
0
102
102
0.050
 
TF 00.048 10/31/19
337
20
20
20
0.053
 
TF 00.033 04/30/20
1,964
143
155
155
0.050
 
TF 00.115 01/31/21
15
0
3
3
0.050
 
Total:
27,638
27,565
 
Auction 1
 
Security
Extensions7
 
 
T 01.500 04/15/20
158
 
 
Total:
158
 
October 4, 2019
Auction 2
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
B 01/23/20
45
0
7
7
0.060
 
B 03/05/20
266
0
10
10
0.050
 
B 03/12/20
157
0
1
1
0.050
 
T 01.250 10/31/19
13,191
1,099
1,479
1,479
0.050
 
T 01.500 10/31/19
585
36
36
36
0.050
 
T 01.000 11/15/19
4,728
160
219
219
0.050
 
T 03.375 11/15/19
31,068
1,571
1,737
1,737
0.050
 
T 01.000 11/30/19
6,284
612
700
700
0.050
 
T 01.750 11/30/19
1,789
162
100
100
0.050
 
T 01.125 12/31/19
6,445
280
372
372
0.050
 
T 01.625 12/31/19
225
10
11
11
0.050
 
T 01.875 12/31/19
3,157
0
73
73
0.050
 
T 01.375 01/15/20
1,189
140
140
140
0.050
 
T 01.250 01/31/20
117
67
42
42
0.050
 
T 01.375 01/31/20
4,157
1,858
1,955
1,955
0.050
 
T 02.000 01/31/20
2,689
1,432
1,513
1,513
0.053
 
T 01.375 02/15/20
2,493
20
37
37
0.050
 
T 03.625 02/15/20
24,969
76
78
78
0.050
 
T 01.250 02/29/20
8,418
1,271
1,282
1,282
0.052
 
T 02.250 02/29/20
6,143
194
209
209
0.050
 
T 01.125 03/31/20
10,213
146
332
332
0.050
 
T 01.375 03/31/20
135
1
1
1
0.050
 
T 02.250 03/31/20
4,756
324
957
957
0.057
 
T 01.500 04/15/20
108
89
189
108
0.113
 
T 01.125 04/30/20
5,640
28
3
3
0.050
 
T 01.375 04/30/20
182
4
44
44
0.050
 
T 02.375 04/30/20
3,833
27
277
277
0.050
 
T 01.375 05/31/20
4,279
1
1
1
0.050
 
T 01.625 06/30/20
90
1
1
1
0.050
 
T 02.500 06/30/20
3,810
0
190
190
0.050
 
T 01.500 07/15/20
493
1
1
1
0.050
 
T 01.625 07/31/20
993
0
1
1
0.050
 
T 02.000 07/31/20
5,423
1
52
52
0.050
 
T 02.625 07/31/20
2,227
1
1
1
0.050
 
T 02.625 08/31/20
2,283
0
1
1
0.050
 
T 02.000 09/30/20
7,787
2
28
28
0.050
 
T 02.000 11/30/20
5,069
94
194
194
0.050
 
T 02.500 02/28/21
2,485
5
4
4
0.050
 
T 01.625 06/30/21
2,148
1
1
1
0.050
 
T 02.125 06/30/21
1,764
0
10
10
0.050
 
T 02.125 08/15/21
1,010
0
2
2
0.050
 
T 01.500 08/31/21
4,674
0
1
1
0.050
 
T 01.500 09/30/21
3,739
0
58
58
0.050
 
T 01.750 11/30/21
3,301
0
40
40
0.050
 
T 02.000 12/31/21
1,100
0
1
1
0.050
 
T 02.500 02/15/22
5,974
21
28
28
0.050
 
T 01.875 04/30/22
1,100
0
1
1
0.050
 
T 01.875 07/31/22
2,372
0
1
1
0.050
 
T 01.500 08/15/22
22,317
562
719
719
0.050
 
T 01.625 08/15/22
39,298
58
20
20
0.050
 
T 01.750 09/30/22
429
21
20
20
0.050
 
T 01.500 02/28/23
1,001
0
142
142
0.050
 
T 01.500 03/31/23
6,086
0
8
8
0.050
 
T 02.750 05/31/23
5,342
0
3
3
0.050
 
T 01.750 07/31/24
1,465
0
546
546
0.050
 
T 01.250 08/31/24
4,791
0
115
115
0.050
 
T 01.875 07/31/26
1,144
0
20
20
0.050
 
T 01.375 08/31/26
4,155
0
43
43
0.050
 
T 03.125 11/15/28
5,528
0
4
4
0.050
 
T 01.625 08/15/29
12,984
4,634
7,343
7,343
0.067
 
T 08.500 02/15/20
5,969
11
11
11
0.050
 
T 08.750 05/15/20
4,775
2
2
2
0.050
 
T 07.875 02/15/21
6,347
4
13
13
0.050
 
T 08.125 05/15/21
6,341
15
15
15
0.050
 
T 08.125 08/15/21
5,988
122
62
62
0.050
 
T 08.000 11/15/21
19,297
0
50
50
0.050
 
T 07.250 08/15/22
5,152
40
70
70
0.050
 
T 07.625 11/15/22
919
88
91
91
0.050
 
T 07.125 02/15/23
9,941
9
9
9
0.050
 
T 06.250 08/15/23
14,274
8
8
8
0.050
 
T 07.625 02/15/25
5,179
1
2
2
0.050
 
T 06.750 08/15/26
4,471
1
1
1
0.050
 
T 06.500 11/15/26
5,163
8
13
13
0.050
 
T 06.625 02/15/27
5,422
4
4
4
0.050
 
T 06.375 08/15/27
4,755
432
392
392
0.050
 
T 06.125 11/15/27
1,024
0
48
48
0.050
 
T 06.125 08/15/29
5,680
50
150
150
0.050
 
T 06.250 05/15/30
7,937
233
236
236
0.050
 
T 05.375 02/15/31
2,843
215
411
411
0.050
 
T 04.500 02/15/36
10,694
250
825
825
0.050
 
T 05.000 05/15/37
1,105
16
16
16
0.050
 
T 04.500 05/15/38
1,237
0
54
54
0.050
 
T 03.500 02/15/39
12,217
0
1
1
0.050
 
T 04.250 05/15/39
11,222
0
4
4
0.050
 
T 04.500 08/15/39
15,618
0
3
3
0.050
 
T 04.375 11/15/39
28,074
0
19
19
0.050
 
T 04.250 11/15/40
1,549
13
14
14
0.050
 
T 04.750 02/15/41
21,700
0
13
13
0.050
 
T 02.750 08/15/42
1,000
0
5
5
0.050
 
T 03.625 08/15/43
6,953
0
26
26
0.050
 
T 02.875 08/15/45
297
0
4
4
0.050
 
T 02.500 02/15/46
1,042
0
17
17
0.050
 
T 02.750 11/15/47
1,998
0
22
22
0.050
 
T 03.000 02/15/49
4,136
0
325
325
0.050
 
T 02.875 05/15/49
6,046
350
691
691
0.050
 
T 02.250 08/15/49
10,801
1,597
3,036
3,036
0.050
 
TII 01.375 01/15/20
881
1
1
1
0.050
 
TII 00.625 07/15/21
765
1
1
1
0.050
 
TII 00.125 04/15/22
440
1
1
1
0.050
 
TII 00.625 04/15/23
2,730
0
2
2
0.050
 
TII 00.500 04/15/24
195
0
15
15
0.050
 
TII 00.375 01/15/27
3,131
1
1
1
0.050
 
TII 00.500 01/15/28
3,416
0
26
26
0.050
 
TII 00.250 07/15/29
1,622
0
25
25
0.050
 
TII 03.625 04/15/28
6,931
1
1
1
0.050
 
TII 00.625 02/15/43
8,682
1
1
1
0.050
 
TII 01.000 02/15/46
3,039
0
2
2
0.050
 
TII 01.000 02/15/48
1,535
1
1
1
0.050
 
TF 00.048 10/31/19
337
20
20
20
0.100
 
TF 00.033 04/30/20
1,964
127
143
143
0.050
 
TF 00.045 10/31/20
1,427
0
2
2
0.050
 
Total:
28,309
28,228
 
Auction 1
 
Security
Extensions7
 
 
T 01.375 01/31/20
25
 
 
T 01.500 04/15/20
79
 
 
Total:
104
 
* 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.

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