Securities Lending Activity
Auction Results and Extensions History*
January 20, 2017
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 04.625 02/15/17
6,442
8
50
50
0.050
 
T 00.875 02/28/17
1,529
0
325
325
0.050
 
T 03.000 02/28/17
10,327
120
196
196
0.050
 
T 01.000 03/31/17
2,635
3
2
2
0.050
 
T 03.250 03/31/17
9,568
0
11
11
0.050
 
T 00.875 04/30/17
1,365
38
60
60
0.050
 
T 03.125 04/30/17
11,151
125
151
151
0.050
 
T 00.625 05/31/17
365
43
93
48
0.050
 
T 02.750 05/31/17
10,351
2
31
31
0.050
 
T 00.750 06/30/17
2,097
0
291
291
0.050
 
T 02.500 06/30/17
9,499
12
41
41
0.050
 
T 00.500 07/31/17
3,797
0
90
90
0.050
 
T 02.375 07/31/17
6,817
1
28
28
0.050
 
T 04.750 08/15/17
11,259
130
114
114
0.050
 
T 00.625 08/31/17
242
0
39
39
0.050
 
T 04.250 11/15/17
9,907
354
495
495
0.050
 
T 00.875 01/31/18
11,790
3
4
4
0.050
 
T 03.500 02/15/18
14,906
3
3
3
0.050
 
T 02.875 03/31/18
13,595
6
6
6
0.050
 
T 02.625 04/30/18
17,584
11
10
10
0.050
 
T 03.875 05/15/18
19,616
6
6
6
0.050
 
T 00.875 05/31/18
5,967
111
120
120
0.050
 
T 02.375 05/31/18
18,395
0
18
18
0.050
 
T 00.625 06/30/18
3,413
159
246
246
0.050
 
T 01.375 06/30/18
9,774
94
208
208
0.050
 
T 02.375 06/30/18
14,219
4
4
4
0.050
 
T 00.750 07/31/18
1,634
0
113
113
0.050
 
T 01.000 08/15/18
434
0
25
25
0.050
 
T 04.000 08/15/18
20,327
7
12
12
0.050
 
T 00.750 08/31/18
1,386
392
382
8
0.050
 
T 00.750 09/30/18
1,372
212
342
342
0.050
 
T 01.375 09/30/18
15,679
0
206
206
0.050
 
T 00.750 10/31/18
1,414
110
318
318
0.050
 
T 01.250 10/31/18
3,187
13
6
6
0.050
 
T 01.750 10/31/18
16,031
5
5
5
0.050
 
T 03.750 11/15/18
27,305
0
96
96
0.050
 
T 01.000 11/30/18
2,014
753
1,005
1,005
0.052
 
T 01.250 11/30/18
5,086
8
8
8
0.050
 
T 01.250 12/31/18
3,111
0
145
145
0.050
 
T 01.375 12/31/18
11,425
5
9
9
0.050
 
T 01.500 12/31/18
1,851
158
172
172
0.050
 
T 01.250 01/31/19
5,259
0
25
25
0.050
 
T 01.500 01/31/19
3,755
0
17
17
0.050
 
T 01.375 02/28/19
5,684
50
25
25
0.050
 
T 01.500 02/28/19
2,346
0
12
12
0.050
 
T 01.500 03/31/19
16,401
0
95
95
0.050
 
T 01.250 04/30/19
17,912
0
221
221
0.050
 
T 01.625 04/30/19
4,200
0
175
175
0.050
 
T 00.875 05/15/19
4,884
50
118
118
0.050
 
T 01.125 05/31/19
15,177
0
56
56
0.050
 
T 01.500 05/31/19
58
0
9
9
0.050
 
T 00.875 07/31/19
1,012
71
131
131
0.050
 
T 01.625 07/31/19
561
0
115
115
0.080
 
T 00.750 08/15/19
2,212
36
49
49
0.050
 
T 01.000 08/31/19
12,471
0
235
235
0.050
 
T 01.000 11/15/19
4,728
0
161
161
0.050
 
T 03.375 11/15/19
31,068
1
1
1
0.050
 
T 01.000 11/30/19
6,284
237
276
276
0.050
 
T 01.125 12/31/19
6,373
245
455
455
0.050
 
T 01.375 01/15/20
1,196
0
22
22
0.050
 
T 01.375 01/31/20
5,413
0
15
15
0.050
 
T 01.125 04/30/20
4,649
0
56
56
0.050
 
T 01.875 06/30/20
11,581
0
6
6
0.050
 
T 02.625 08/15/20
1,000
0
1
1
0.050
 
T 02.125 08/31/20
2,574
0
13
13
0.050
 
T 01.750 10/31/20
958
0
1
1
0.050
 
T 02.125 01/31/21
3,480
0
141
141
0.050
 
T 03.625 02/15/21
6,927
0
50
50
0.050
 
T 02.000 02/28/21
3,055
0
25
25
0.050
 
T 02.250 03/31/21
3,316
80
120
120
0.050
 
T 01.375 04/30/21
2,149
0
244
244
0.050
 
T 03.125 05/15/21
2,009
0
1
1
0.050
 
T 01.375 05/31/21
7,803
180
362
362
0.050
 
T 02.000 05/31/21
1,002
0
1
1
0.050
 
T 01.125 06/30/21
1,000
0
1
1
0.050
 
T 02.125 08/15/21
15,175
0
4
4
0.050
 
T 01.125 08/31/21
2,092
0
4
4
0.050
 
T 01.250 10/31/21
1,849
0
202
202
0.050
 
T 01.750 11/30/21
3,256
143
1,175
1,175
0.054
 
T 02.000 12/31/21
4,069
318
1,602
1,602
0.068
 
T 02.000 02/15/22
2,455
0
16
16
0.050
 
T 01.875 10/31/22
18
1
1
1
0.050
 
T 01.625 11/15/22
28,746
0
17
17
0.050
 
T 01.500 03/31/23
1,568
0
5
5
0.050
 
T 01.750 05/15/23
5,199
0
35
35
0.050
 
T 01.375 06/30/23
3,685
0
64
64
0.050
 
T 01.250 07/31/23
1,759
0
41
41
0.050
 
T 01.375 09/30/23
1,536
0
192
192
0.050
 
T 01.625 10/31/23
1,523
0
110
110
0.050
 
T 02.125 11/30/23
2,682
0
20
20
0.050
 
T 02.250 12/31/23
3,350
0
8
8
0.050
 
T 01.625 02/15/26
1,716
0
72
72
0.050
 
T 01.625 05/15/26
5,763
0
1
1
0.050
 
T 02.000 11/15/26
5,529
0
649
649
0.050
 
T 08.750 05/15/17
6,531
4
29
29
0.050
 
T 08.875 08/15/17
5,530
38
50
50
0.050
 
T 09.125 05/15/18
3,500
17
17
17
0.050
 
T 09.000 11/15/18
3,457
239
299
299
0.050
 
T 08.875 02/15/19
6,747
48
146
146
0.050
 
T 08.500 02/15/20
5,969
38
50
50
0.050
 
T 08.750 05/15/20
4,775
70
70
70
0.050
 
T 08.125 05/15/21
6,341
4
68
68
0.050
 
T 08.125 08/15/21
5,988
115
133
133
0.050
 
T 07.250 08/15/22
5,123
164
165
165
0.050
 
T 07.625 11/15/22
4,518
1
111
111
0.050
 
T 07.125 02/15/23
9,941
35
35
35
0.050
 
T 07.500 11/15/24
4,825
255
175
175
0.050
 
T 07.625 02/15/25
5,179
60
64
64
0.050
 
T 06.875 08/15/25
6,550
279
283
283
0.050
 
T 06.750 08/15/26
4,471
15
12
12
0.050
 
T 06.500 11/15/26
5,163
9
4
4
0.050
 
T 06.625 02/15/27
5,422
152
172
172
0.050
 
T 06.375 08/15/27
4,755
110
109
109
0.050
 
T 06.125 11/15/27
1,000
0
23
23
0.050
 
T 05.500 08/15/28
4,687
0
3
3
0.050
 
T 05.250 02/15/29
4,738
50
50
50
0.050
 
T 06.250 05/15/30
7,881
267
210
210
0.050
 
T 05.375 02/15/31
2,840
237
463
463
0.050
 
T 04.500 02/15/36
10,694
16
201
201
0.050
 
T 04.750 02/15/37
10,433
9
19
19
0.050
 
T 05.000 05/15/37
13,490
0
26
26
0.050
 
T 04.375 02/15/38
14,170
274
310
310
0.050
 
T 04.500 05/15/38
16,064
37
38
38
0.050
 
T 04.375 11/15/39
19,657
0
25
25
0.050
 
T 04.375 05/15/40
22,255
0
123
123
0.050
 
T 03.750 08/15/41
1,000
0
50
50
0.050
 
T 03.125 02/15/42
26,037
5
20
20
0.050
 
T 03.000 05/15/42
9,561
52
52
52
0.050
 
T 02.250 08/15/46
1,382
150
1,469
1,380
0.141
 
TII 01.375 07/15/18
876
0
106
106
0.050
 
TII 02.125 01/15/19
1,598
13
14
14
0.050
 
TII 01.375 01/15/20
881
20
3
3
0.050
 
TII 01.125 01/15/21
4,215
3
4
4
0.050
 
TII 00.625 07/15/21
764
0
13
13
0.050
 
TII 00.625 01/15/26
4,883
0
18
18
0.050
 
TII 02.375 01/15/27
2,744
0
25
25
0.050
 
TII 02.125 02/15/40
6,813
0
7
7
0.050
 
TII 02.125 02/15/41
12,771
0
7
7
0.050
 
TII 01.000 02/15/46
3,039
0
5
5
0.050
 
TF 00.190 04/30/18
3,587
10
17
17
0.050
 
FHLMC 05.000 04/18/17
1,350
44
44
44
0.050
 
FHLMC 06.250 07/15/32
191
3
3
3
0.050
 
Total:
18,279
17,771
 
January 19, 2017
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 04.625 02/15/17
6,442
180
208
208
0.050
 
T 03.000 02/28/17
10,327
143
171
171
0.050
 
T 01.000 03/31/17
2,635
0
3
3
0.050
 
T 03.250 03/31/17
9,568
0
1
1
0.050
 
T 00.875 04/30/17
1,365
0
88
88
0.050
 
T 03.125 04/30/17
11,151
116
125
125
0.050
 
T 00.625 05/31/17
367
0
43
43
0.050
 
T 02.750 05/31/17
10,351
2
12
12
0.050
 
T 02.500 06/30/17
9,499
1
14
14
0.050
 
T 00.500 07/31/17
3,797
1
16
16
0.050
 
T 02.375 07/31/17
6,817
18
1
1
0.050
 
T 04.750 08/15/17
11,259
86
130
130
0.050
 
T 00.625 09/30/17
3,771
0
115
115
0.050
 
T 01.875 09/30/17
6,080
13
163
163
0.050
 
T 00.875 11/15/17
31
0
2
2
0.050
 
T 04.250 11/15/17
9,907
446
505
505
0.050
 
T 00.625 11/30/17
63
0
2
2
0.050
 
T 00.750 01/31/18
425
0
104
104
0.050
 
T 00.875 01/31/18
11,790
3
3
3
0.050
 
T 03.500 02/15/18
14,906
3
3
3
0.050
 
T 00.750 02/28/18
13,201
44
45
45
0.050
 
T 02.875 03/31/18
13,595
6
6
6
0.050
 
T 02.625 04/30/18
17,584
1
20
20
0.050
 
T 03.875 05/15/18
19,616
6
6
6
0.050
 
T 00.875 05/31/18
5,967
103
211
211
0.050
 
T 01.000 05/31/18
1,268
0
10
10
0.050
 
T 02.375 05/31/18
18,395
0
3
3
0.050
 
T 00.625 06/30/18
3,413
197
516
516
0.050
 
T 01.375 06/30/18
9,774
89
94
94
0.050
 
T 02.375 06/30/18
14,219
4
4
4
0.050
 
T 02.250 07/31/18
18,338
0
13
13
0.050
 
T 04.000 08/15/18
20,327
0
44
44
0.050
 
T 00.750 08/31/18
1,600
0
392
392
0.050
 
T 01.500 08/31/18
17,238
0
2
2
0.050
 
T 00.750 09/30/18
1,425
159
295
295
0.050
 
T 00.750 10/31/18
1,379
192
347
347
0.050
 
T 01.250 10/31/18
3,187
3
17
17
0.050
 
T 01.750 10/31/18
16,031
5
5
5
0.050
 
T 01.250 11/15/18
110
0
11
11
0.070
 
T 03.750 11/15/18
27,305
28
3
3
0.050
 
T 01.000 11/30/18
2,071
696
903
903
0.057
 
T 01.250 11/30/18
5,086
9
20
20
0.050
 
T 01.250 12/31/18
3,111
0
319
319
0.050
 
T 01.375 12/31/18
11,425
59
43
43
0.050
 
T 01.500 12/31/18
1,851
36
160
160
0.050
 
T 01.500 01/31/19
3,755
0
1
1
0.050
 
T 00.750 02/15/19
1,696
0
34
34
0.050
 
T 01.375 02/28/19
5,684
40
50
50
0.050
 
T 00.875 04/15/19
152
0
8
8
0.050
 
T 01.625 04/30/19
4,200
0
187
187
0.050
 
T 00.875 05/15/19
4,884
194
216
216
0.050
 
T 01.000 06/30/19
16,336
0
156
156
0.050
 
T 01.625 06/30/19
122
28
86
17
0.050
 
T 00.875 07/31/19
1,000
83
71
71
0.050
 
T 00.750 08/15/19
2,212
28
36
36
0.050
 
T 01.000 09/30/19
8,775
0
4
4
0.050
 
T 01.250 10/31/19
13,191
0
54
54
0.050
 
T 03.375 11/15/19
31,068
1
18
18
0.050
 
T 01.000 11/30/19
6,284
269
304
304
0.050
 
T 01.125 12/31/19
6,373
302
345
345
0.050
 
T 01.375 01/31/20
5,413
0
43
43
0.050
 
T 01.125 03/31/20
10,168
0
85
85
0.050
 
T 01.125 04/30/20
4,649
0
7
7
0.050
 
T 01.750 10/31/20
958
0
7
7
0.050
 
T 02.250 03/31/21
3,316
65
80
80
0.050
 
T 01.375 04/30/21
2,149
0
81
81
0.050
 
T 01.375 05/31/21
7,803
91
480
480
0.050
 
T 01.250 10/31/21
1,849
0
250
250
0.050
 
T 01.750 11/30/21
2,576
1,042
1,263
1,263
0.053
 
T 02.000 12/31/21
4,069
110
1,248
1,248
0.067
 
T 01.750 05/15/22
39,014
0
3
3
0.050
 
T 01.625 08/15/22
39,296
0
20
20
0.050
 
T 01.875 10/31/22
18
1
1
1
0.050
 
T 02.000 02/15/23
6,936
0
200
200
0.050
 
T 01.750 05/15/23
3,457
0
75
75
0.050
 
T 01.375 06/30/23
3,685
15
61
61
0.050
 
T 01.375 08/31/23
1,723
0
95
95
0.050
 
T 01.625 10/31/23
1,523
89
466
466
0.050
 
T 02.750 11/15/23
7,663
47
131
131
0.050
 
T 02.125 11/30/23
2,682
0
25
25
0.050
 
T 02.250 12/31/23
3,350
0
150
150
0.050
 
T 02.250 11/15/24
28
0
5
5
0.050
 
T 02.000 11/15/26
5,529
0
65
65
0.050
 
T 08.750 05/15/17
6,531
4
4
4
0.050
 
T 08.875 08/15/17
5,530
40
38
38
0.050
 
T 09.125 05/15/18
3,500
12
17
17
0.050
 
T 09.000 11/15/18
3,457
74
240
240
0.050
 
T 08.875 02/15/19
6,747
42
71
71
0.050
 
T 08.125 08/15/19
11,932
0
5
5
0.050
 
T 08.500 02/15/20
5,969
38
44
44
0.050
 
T 08.750 05/15/20
4,775
58
77
77
0.050
 
T 08.125 05/15/21
6,341
6
5
5
0.050
 
T 08.125 08/15/21
5,988
86
115
115
0.050
 
T 08.000 11/15/21
19,297
0
8
8
0.050
 
T 07.250 08/15/22
5,123
115
227
227
0.050
 
T 07.625 11/15/22
4,518
0
1
1
0.050
 
T 07.125 02/15/23
9,941
34
35
35
0.050
 
T 07.500 11/15/24
4,825
204
258
258
0.050
 
T 07.625 02/15/25
5,179
70
60
60
0.050
 
T 06.875 08/15/25
6,550
259
279
279
0.050
 
T 06.750 08/15/26
4,471
15
21
21
0.050
 
T 06.500 11/15/26
5,163
9
9
9
0.050
 
T 06.625 02/15/27
5,422
125
186
186
0.050
 
T 06.375 08/15/27
4,755
110
110
110
0.050
 
T 05.250 11/15/28
2,329
0
15
15
0.050
 
T 05.250 02/15/29
4,738
80
100
100
0.050
 
T 06.125 08/15/29
5,626
0
65
65
0.050
 
T 06.250 05/15/30
7,881
129
267
267
0.050
 
T 05.375 02/15/31
2,703
452
254
254
0.050
 
T 04.500 02/15/36
10,694
74
120
120
0.050
 
T 04.750 02/15/37
10,433
36
41
41
0.050
 
T 04.375 02/15/38
14,170
194
302
302
0.050
 
T 04.500 05/15/38
16,064
50
37
37
0.050
 
T 04.250 05/15/39
24,430
3
3
3
0.050
 
T 04.500 08/15/39
26,100
0
18
18
0.050
 
T 04.250 11/15/40
23,154
15
5
5
0.050
 
T 04.750 02/15/41
21,678
0
38
38
0.050
 
T 04.375 05/15/41
24,604
0
20
20
0.050
 
T 03.750 08/15/41
1,000
0
15
15
0.050
 
T 03.125 02/15/42
26,037
5
5
5
0.050
 
T 03.000 05/15/42
9,497
116
58
58
0.050
 
T 03.625 02/15/44
232
0
2
2
0.050
 
T 02.500 02/15/46
1,136
0
1
1
0.050
 
T 02.250 08/15/46
1,382
50
1,484
1,380
0.132
 
TII 01.375 07/15/18
876
11
51
51
0.050
 
TII 02.125 01/15/19
1,598
13
13
13
0.050
 
TII 01.375 01/15/20
881
0
20
20
0.050
 
TII 01.125 01/15/21
4,215
0
3
3
0.050
 
TII 00.125 07/15/26
1,657
100
178
178
0.050
 
TII 00.625 02/15/43
8,682
0
40
40
0.050
 
TII 01.000 02/15/46
3,039
0
32
32
0.050
 
TF 00.190 04/30/18
3,587
10
10
10
0.050
 
FHLMC 05.000 04/18/17
1,350
44
44
44
0.050
 
FHLMC 06.250 07/15/32
191
3
3
3
0.050
 
FNMA 05.000 05/11/17
1,345
1
1
1
0.050
 
Total:
16,664
16,491
 
January 18, 2017
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 04.625 02/15/17
6,442
306
281
281
0.050
 
T 03.000 02/28/17
10,327
171
193
193
0.050
 
T 03.250 03/31/17
9,568
0
2
2
0.050
 
T 00.500 04/30/17
85
0
5
5
0.050
 
T 03.125 04/30/17
11,151
136
116
116
0.050
 
T 02.750 05/31/17
10,351
43
21
21
0.050
 
T 00.750 06/30/17
2,097
0
125
125
0.050
 
T 02.500 06/30/17
9,499
0
1
1
0.050
 
T 00.500 07/31/17
3,797
0
1
1
0.050
 
T 02.375 07/31/17
6,817
18
18
18
0.050
 
T 04.750 08/15/17
11,259
75
86
86
0.050
 
T 00.625 08/31/17
242
0
25
25
0.050
 
T 01.875 09/30/17
6,080
0
13
13
0.050
 
T 01.875 10/31/17
3,079
0
3
3
0.050
 
T 04.250 11/15/17
9,907
0
546
546
0.050
 
T 00.750 01/31/18
425
48
235
235
0.050
 
T 00.875 01/31/18
11,790
0
3
3
0.050
 
T 02.625 01/31/18
12,600
0
15
15
0.050
 
T 03.500 02/15/18
14,906
0
3
3
0.050
 
T 00.750 02/28/18
13,201
0
48
48
0.050
 
T 02.750 02/28/18
15,641
0
6
6
0.050
 
T 00.875 03/31/18
5,575
0
49
49
0.050
 
T 02.875 03/31/18
13,595
0
6
6
0.050
 
T 02.625 04/30/18
17,584
0
1
1
0.050
 
T 03.875 05/15/18
19,616
12
17
17
0.050
 
T 00.875 05/31/18
5,967
150
103
103
0.050
 
T 00.625 06/30/18
3,413
147
247
247
0.050
 
T 01.375 06/30/18
9,774
78
103
103
0.050
 
T 02.375 06/30/18
14,219
0
4
4
0.050
 
T 01.000 08/15/18
434
0
1
1
0.050
 
T 04.000 08/15/18
20,327
7
77
77
0.050
 
T 01.500 08/31/18
17,238
2
2
2
0.050
 
T 00.750 09/30/18
1,426
129
164
164
0.064
 
T 01.375 09/30/18
15,679
0
80
80
0.050
 
T 00.750 10/31/18
1,414
59
382
382
0.053
 
T 01.250 10/31/18
3,187
0
3
3
0.050
 
T 01.750 10/31/18
16,031
0
5
5
0.050
 
T 03.750 11/15/18
27,305
53
30
30
0.050
 
T 01.000 11/30/18
2,306
461
1,060
1,060
0.051
 
T 01.250 11/30/18
5,086
0
59
59
0.050
 
T 01.250 12/31/18
3,111
150
325
325
0.050
 
T 01.375 12/31/18
11,425
63
65
65
0.050
 
T 01.500 12/31/18
1,851
32
36
36
0.050
 
T 00.750 02/15/19
1,696
132
131
131
0.050
 
T 01.375 02/28/19
5,684
90
90
90
0.050
 
T 01.500 03/31/19
16,401
195
271
271
0.050
 
T 01.250 04/30/19
17,912
0
33
33
0.050
 
T 01.625 04/30/19
4,200
34
234
234
0.050
 
T 00.875 05/15/19
4,884
100
194
194
0.050
 
T 01.125 05/31/19
15,177
0
1
1
0.050
 
T 01.500 05/31/19
58
0
1
1
0.050
 
T 01.000 06/30/19
16,336
0
1
1
0.050
 
T 01.625 06/30/19
135
0
28
28
0.050
 
T 00.875 07/31/19
13,064
71
83
83
0.050
 
T 00.750 08/15/19
2,212
0
36
36
0.050
 
T 01.000 08/31/19
12,471
185
310
310
0.050
 
T 01.250 10/31/19
1,230
1
1
1
0.050
 
T 01.000 11/15/19
4,728
0
98
98
0.050
 
T 03.375 11/15/19
31,068
1
1
1
0.050
 
T 01.000 11/30/19
6,284
319
319
319
0.050
 
T 01.125 12/31/19
6,373
327
302
302
0.050
 
T 01.375 01/15/20
1,196
0
12
12
0.050
 
T 01.125 04/30/20
4,649
87
85
85
0.050
 
T 02.000 09/30/20
7,787
0
7
7
0.050
 
T 02.125 01/31/21
3,480
21
71
71
0.050
 
T 03.625 02/15/21
6,915
12
58
58
0.050
 
T 01.125 02/28/21
4,984
0
17
17
0.050
 
T 02.000 02/28/21
3,055
0
34
34
0.050
 
T 01.250 03/31/21
7,290
0
1
1
0.050
 
T 02.250 03/31/21
3,316
80
115
115
0.050
 
T 01.375 04/30/21
8,131
0
165
165
0.050
 
T 01.375 05/31/21
7,803
0
356
356
0.050
 
T 02.125 06/30/21
1,764
0
26
26
0.050
 
T 02.125 08/15/21
15,175
0
48
48
0.050
 
T 01.125 08/31/21
2,092
0
41
41
0.050
 
T 01.125 09/30/21
1,865
0
159
159
0.050
 
T 01.250 10/31/21
1,849
30
394
394
0.050
 
T 01.750 11/30/21
3,084
534
1,629
1,629
0.059
 
T 02.000 12/31/21
4,069
200
610
610
0.051
 
T 02.000 02/15/22
999
1
7
7
0.050
 
T 01.875 10/31/22
18
1
1
1
0.050
 
T 01.750 01/31/23
522
0
39
39
0.050
 
T 01.625 04/30/23
1,000
0
5
5
0.050
 
T 01.375 06/30/23
3,685
0
65
65
0.050
 
T 01.250 07/31/23
1,759
17
17
17
0.050
 
T 01.375 08/31/23
1,723
0
171
171
0.050
 
T 01.625 10/31/23
1,351
341
225
225
0.056
 
T 02.750 11/15/23
7,663
111
433
433
0.050
 
T 02.125 11/30/23
2,682
0
526
526
0.050
 
T 02.250 12/31/23
3,350
0
85
85
0.050
 
T 01.625 02/15/26
1,716
0
38
38
0.050
 
T 01.500 08/15/26
1,926
0
689
689
0.050
 
T 02.000 11/15/26
5,529
0
230
230
0.050
 
T 08.750 05/15/17
6,531
4
4
4
0.050
 
T 08.875 08/15/17
5,530
28
40
40
0.050
 
T 09.125 05/15/18
3,500
12
70
70
0.050
 
T 09.000 11/15/18
3,457
89
124
124
0.050
 
T 08.875 02/15/19
6,747
48
42
42
0.050
 
T 08.500 02/15/20
5,969
38
38
38
0.050
 
T 08.750 05/15/20
4,775
33
83
83
0.050
 
T 07.875 02/15/21
6,347
3
3
3
0.050
 
T 08.125 05/15/21
6,341
6
6
6
0.050
 
T 08.125 08/15/21
5,988
52
105
105
0.050
 
T 07.250 08/15/22
5,123
124
168
168
0.050
 
T 07.625 11/15/22
988
20
22
22
0.050
 
T 07.125 02/15/23
9,941
18
34
34
0.050
 
T 07.500 11/15/24
4,825
187
204
204
0.050
 
T 07.625 02/15/25
5,179
0
70
70
0.050
 
T 06.875 08/15/25
6,550
284
259
259
0.050
 
T 06.750 08/15/26
4,471
11
15
15
0.050
 
T 06.500 11/15/26
1,000
0
14
14
0.050
 
T 06.625 02/15/27
5,422
166
140
140
0.050
 
T 06.375 08/15/27
4,755
110
110
110
0.050
 
T 06.125 11/15/27
977
23
23
23
0.050
 
T 05.250 02/15/29
4,738
0
80
80
0.050
 
T 06.125 08/15/29
5,626
30
5
5
0.050
 
T 06.250 05/15/30
7,881
72
129
129
0.050
 
T 05.375 02/15/31
2,765
390
453
453
0.050
 
T 04.500 02/15/36
10,694
154
278
278
0.050
 
T 04.750 02/15/37
6,072
24
86
86
0.050
 
T 05.000 05/15/37
13,490
1
30
30
0.050
 
T 04.375 02/15/38
14,170
225
199
199
0.050
 
T 04.500 05/15/38
16,064
26
108
108
0.050
 
T 03.500 02/15/39
3,568
3
3
3
0.050
 
T 04.250 05/15/39
24,430
5
4
4
0.050
 
T 04.500 08/15/39
26,100
0
33
33
0.050
 
T 04.375 11/15/39
1,010
0
80
80
0.050
 
T 04.625 02/15/40
20,372
0
48
48
0.050
 
T 04.375 05/15/40
22,255
2
5
5
0.050
 
T 03.875 08/15/40
1,029
0
49
49
0.050
 
T 04.250 11/15/40
23,154
0
20
20
0.050
 
T 04.750 02/15/41
21,678
0
20
20
0.050
 
T 04.375 05/15/41
24,604
32
27
27
0.050
 
T 03.125 11/15/41
1,000
0
23
23
0.050
 
T 03.125 02/15/42
26,037
0
5
5
0.050
 
T 03.000 05/15/42
25,648
154
166
166
0.050
 
T 03.625 02/15/44
232
0
16
16
0.050
 
T 03.000 05/15/45
325
0
102
102
0.050
 
T 02.500 02/15/46
1,136
0
33
33
0.050
 
T 02.500 05/15/46
3,756
0
59
59
0.050
 
T 02.250 08/15/46
1,382
117
961
961
0.188
 
T 02.875 11/15/46
3,553
0
29
29
0.050
 
TII 01.375 07/15/18
876
0
11
11
0.050
 
TII 02.125 01/15/19
1,598
3
13
13
0.050
 
TII 00.125 07/15/26
1,657
150
100
100
0.050
 
TII 03.625 04/15/28
6,931
0
1
1
0.050
 
TII 02.125 02/15/40
6,813
0
8
8
0.050
 
TII 02.125 02/15/41
12,771
13
13
13
0.050
 
TF 00.190 04/30/18
3,587
10
10
10
0.050
 
FHLMC 05.000 04/18/17
1,350
44
44
44
0.050
 
FHLMC 06.250 07/15/32
191
3
3
3
0.050
 
FNMA 05.000 02/13/17
1,215
1
1
1
0.050
 
FNMA 05.000 05/11/17
1,345
1
1
1
0.050
 
Total:
17,888
17,888
 
January 17, 2017
Auction 2
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 03.125 01/31/17
5,485
33
251
251
0.050
 
T 04.625 02/15/17
6,442
306
306
306
0.050
 
T 00.875 02/28/17
1,529
0
3
3
0.050
 
T 03.000 02/28/17
10,327
545
823
823
0.050
 
T 01.000 03/31/17
2,635
0
1
1
0.050
 
T 00.500 04/30/17
85
0
5
5
0.050
 
T 03.125 04/30/17
11,151
95
136
136
0.050
 
T 04.500 05/15/17
11,903
0
3
3
0.050
 
T 02.750 05/31/17
10,351
19
43
43
0.050
 
T 00.750 06/30/17
2,097
100
319
319
0.050
 
T 02.500 06/30/17
9,499
0
33
33
0.050
 
T 02.375 07/31/17
6,817
18
18
18
0.050
 
T 04.750 08/15/17
11,259
75
75
75
0.050
 
T 01.875 09/30/17
6,080
0
63
63
0.050
 
T 00.750 12/31/17
3,798
0
7
7
0.050
 
T 00.750 01/31/18
425
0
48
48
0.050
 
T 00.750 02/28/18
13,201
0
4
4
0.050
 
T 00.750 03/31/18
8,910
0
1
1
0.050
 
T 00.875 03/31/18
5,575
0
96
96
0.050
 
T 01.000 05/15/18
488
1
1
1
0.050
 
T 03.875 05/15/18
19,616
6
12
12
0.050
 
T 00.875 05/31/18
5,967
108
273
273
0.050
 
T 00.625 06/30/18
3,413
147
147
147
0.050
 
T 01.375 06/30/18
9,774
20
78
78
0.050
 
T 04.000 08/15/18
20,327
0
57
57
0.050
 
T 01.500 08/31/18
17,238
0
2
2
0.050
 
T 00.750 09/30/18
1,426
75
206
206
0.050
 
T 00.750 10/31/18
1,414
0
155
155
0.053
 
T 03.750 11/15/18
27,305
0
53
53
0.050
 
T 01.000 11/30/18
2,490
157
532
532
0.068
 
T 01.250 11/30/18
5,086
0
7
7
0.050
 
T 01.375 11/30/18
14,847
0
50
50
0.050
 
T 01.250 12/31/18
3,111
0
383
383
0.053
 
T 01.375 12/31/18
11,425
1
63
63
0.050
 
T 01.500 12/31/18
1,851
62
32
32
0.050
 
T 01.250 01/31/19
5,259
0
5
5
0.050
 
T 00.750 02/15/19
1,696
0
232
232
0.050
 
T 01.375 02/28/19
5,684
65
90
90
0.050
 
T 01.500 03/31/19
16,401
195
195
195
0.050
 
T 01.250 04/30/19
17,912
0
1
1
0.050
 
T 01.625 04/30/19
4,200
0
34
34
0.050
 
T 00.875 05/15/19
4,884
0
127
127
0.050
 
T 01.500 05/31/19
58
0
1
1
0.050
 
T 01.000 06/30/19
16,336
50
68
68
0.050
 
T 01.625 06/30/19
135
0
28
28
0.050
 
T 00.875 07/31/19
13,064
71
71
71
0.050
 
T 01.000 08/31/19
12,471
135
485
485
0.050
 
T 01.250 10/31/19
1,231
0
1
1
0.050
 
T 03.375 11/15/19
31,068
1
1
1
0.050
 
T 01.000 11/30/19
6,284
329
327
327
0.050
 
T 01.125 12/31/19
6,373
176
327
327
0.050
 
T 01.125 04/30/20
4,649
12
87
87
0.050
 
T 01.750 10/31/20
958
7
7
7
0.050
 
T 02.125 01/31/21
3,480
0
76
76
0.050
 
T 03.625 02/15/21
6,927
0
12
12
0.050
 
T 01.125 02/28/21
4,984
0
12
12
0.050
 
T 02.000 02/28/21
3,055
0
11
11
0.050
 
T 02.250 03/31/21
3,316
60
130
130
0.050
 
T 01.375 04/30/21
8,131
0
245
245
0.050
 
T 02.250 04/30/21
2,095
0
5
5
0.050
 
T 01.375 05/31/21
7,803
100
623
623
0.050
 
T 02.125 08/15/21
15,175
0
2
2
0.050
 
T 01.125 09/30/21
1,865
0
125
125
0.050
 
T 01.250 10/31/21
1,849
50
572
572
0.050
 
T 02.000 11/15/21
1,000
0
9
9
0.050
 
T 01.750 11/30/21
3,256
305
1,134
1,134
0.055
 
T 02.000 12/31/21
4,069
0
610
610
0.059
 
T 02.000 02/15/22
999
1
1
1
0.050
 
T 01.625 08/15/22
39,296
68
368
368
0.050
 
T 01.875 10/31/22
18
0
1
1
0.050
 
T 01.250 07/31/23
1,759
15
17
17
0.050
 
T 01.375 09/30/23
1,536
0
52
52
0.050
 
T 01.625 10/31/23
1,523
105
721
721
0.050
 
T 02.750 11/15/23
7,663
68
196
196
0.050
 
T 02.125 11/30/23
2,682
0
250
250
0.050
 
T 02.250 12/31/23
3,350
0
132
132
0.050
 
T 02.500 05/15/24
1,000
0
5
5
0.050
 
T 01.625 02/15/26
1,716
0
3
3
0.050
 
T 01.625 05/15/26
5,763
0
4
4
0.050
 
T 01.500 08/15/26
1,926
100
415
415
0.050
 
T 02.000 11/15/26
5,035
0
49
49
0.050
 
T 08.750 05/15/17
6,531
4
4
4
0.050
 
T 08.875 08/15/17
5,530
28
39
39
0.050
 
T 09.125 05/15/18
3,500
12
12
12
0.050
 
T 09.000 11/15/18
3,457
288
295
295
0.050
 
T 08.875 02/15/19
6,747
59
48
48
0.050
 
T 08.500 02/15/20
5,969
44
44
44
0.050
 
T 08.750 05/15/20
4,775
26
33
33
0.050
 
T 07.875 02/15/21
6,347
3
3
3
0.050
 
T 08.125 05/15/21
6,341
5
6
6
0.050
 
T 08.125 08/15/21
5,988
86
96
96
0.050
 
T 08.000 11/15/21
19,297
3
3
3
0.050
 
T 07.250 08/15/22
5,123
115
195
195
0.050
 
T 07.625 11/15/22
964
44
72
72
0.050
 
T 07.125 02/15/23
9,941
11
18
18
0.050
 
T 07.500 11/15/24
4,825
156
237
237
0.050
 
T 07.625 02/15/25
5,179
10
10
10
0.050
 
T 06.875 08/15/25
6,550
328
284
284
0.050
 
T 06.750 08/15/26
4,471
11
101
101
0.050
 
T 06.500 11/15/26
995
5
5
5
0.050
 
T 06.625 02/15/27
5,422
177
186
186
0.050
 
T 06.375 08/15/27
4,755
111
111
111
0.050
 
T 06.125 11/15/27
977
23
73
73
0.050
 
T 05.250 11/15/28
1,334
0
3
3
0.050
 
T 06.125 08/15/29
5,626
0
30
30
0.050
 
T 06.250 05/15/30
7,881
118
72
72
0.050
 
T 05.375 02/15/31
2,650
505
489
489
0.050
 
T 04.500 02/15/36
10,694
75
261
261
0.050
 
T 04.750 02/15/37
6,022
74
41
41
0.050
 
T 05.000 05/15/37
13,490
1
1
1
0.050
 
T 04.375 02/15/38
14,170
308
275
275
0.050
 
T 04.500 05/15/38
16,064
26
26
26
0.050
 
T 03.500 02/15/39
3,571
0
3
3
0.050
 
T 04.250 05/15/39
24,430
5
4
4
0.050
 
T 04.375 05/15/40
22,255
57
52
52
0.050
 
T 03.875 08/15/40
979
50
83
83
0.050
 
T 04.750 02/15/41
21,678
8
8
8
0.050
 
T 04.375 05/15/41
24,604
44
32
32
0.050
 
T 03.125 11/15/41
1,000
0
14
14
0.050
 
T 03.125 02/15/42
26,037
0
54
54
0.050
 
T 03.000 05/15/42
25,648
344
263
263
0.050
 
T 02.750 08/15/42
1,985
0
2
2
0.050
 
T 02.250 08/15/46
1,382
100
2,138
1,382
0.198
 
T 02.875 11/15/46
3,283
0
40
40
0.050
 
TII 01.625 01/15/18
2,367
0
25
25
0.050
 
TII 01.375 07/15/18
876
0
18
18
0.050
 
TII 02.125 01/15/19
1,598
3
3
3
0.050
 
TII 00.125 07/15/26
1,657
71
225
225
0.050
 
TII 02.000 01/15/26
3,211
0
4
4
0.050
 
TII 02.375 01/15/27
2,744
0
31
31
0.050
 
TII 02.125 02/15/41
12,771
0
13
13
0.050
 
TII 00.625 02/15/43
8,682
0
13
13
0.050
 
TII 01.000 02/15/46
3,039
25
85
85
0.050
 
TF 00.190 04/30/18
3,587
10
10
10
0.050
 
FHLMC 05.000 04/18/17
1,350
44
44
44
0.050
 
FHLMC 06.250 07/15/32
191
3
3
3
0.050
 
FNMA 05.000 02/13/17
1,215
1
1
1
0.050
 
FNMA 05.000 05/11/17
1,345
1
1
1
0.050
 
Total:
18,395
17,639
 
Auction 1
 
Security
Extensions7
 
 
T 04.250 05/15/39
1
 
 
Total:
1
 
January 16, 2017
Holiday
January 13, 2017
Auction 1
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
T 03.125 01/31/17
5,485
82
241
241
0.050
 
T 04.625 02/15/17
6,442
305
306
306
0.050
 
T 00.875 02/28/17
1,529
0
1
1
0.050
 
T 03.000 02/28/17
10,327
662
796
796
0.050
 
T 01.000 03/31/17
2,635
0
1
1
0.050
 
T 03.250 03/31/17
9,568
3
1
1
0.050
 
T 03.125 04/30/17
11,151
101
95
95
0.050
 
T 02.750 05/31/17
10,351
0
19
19
0.050
 
T 00.750 06/30/17
2,097
81
157
157
0.050
 
T 00.500 07/31/17
3,797
0
16
16
0.050
 
T 02.375 07/31/17
6,817
0
18
18
0.050
 
T 04.750 08/15/17
11,259
75
139
139
0.050
 
T 00.625 08/31/17
242
0
9
9
0.050
 
T 00.750 10/31/17
4,752
0
2
2
0.050
 
T 00.875 11/15/17
31
0
5
5
0.050
 
T 02.750 12/31/17
11,955
2
11
11
0.050
 
T 00.875 03/31/18
5,575
0
3
3
0.050
 
T 02.625 04/30/18
17,584
11
76
76
0.050
 
T 01.000 05/15/18
488
1
1
1
0.050
 
T 03.875 05/15/18
19,616
6
6
6
0.050
 
T 00.875 05/31/18
5,967
98
108
108
0.050
 
T 00.625 06/30/18
3,413
147
147
147
0.050
 
T 01.375 06/30/18
9,774
39
20
20
0.050
 
T 02.375 06/30/18
14,219
4
4
4
0.050
 
T 00.750 09/30/18
1,426
112
300
300
0.053
 
T 00.750 10/31/18
1,414
18
402
402
0.053
 
T 01.000 11/30/18
2,490
105
432
432
0.050
 
T 01.375 12/31/18
11,425
1
1
1
0.050
 
T 01.500 12/31/18
1,851
0
471
462
0.050
 
T 01.375 02/28/19
5,684
65
65
65
0.050
 
T 01.500 02/28/19
2,346
0
135
135
0.050
 
T 01.500 03/31/19
16,401
195
195
195
0.050
 
T 01.625 04/30/19
4,200
100
50
50
0.050
 
T 01.000 06/30/19
16,336
50
50
50
0.050
 
T 00.875 07/31/19
13,064
71
71
71
0.050
 
T 01.000 08/31/19
12,471
0
135
135
0.050
 
T 01.000 11/15/19
4,728
50
102
102
0.050
 
T 03.375 11/15/19
31,068
0
1
1
0.050
 
T 01.000 11/30/19
6,284
239
329
329
0.050
 
T 01.125 12/31/19
6,373
0
176
176
0.050
 
T 01.125 04/30/20
4,649
0
12
12
0.050
 
T 01.750 10/31/20
958
8
7
7
0.050
 
T 02.125 01/31/21
3,480
0
50
50
0.050
 
T 01.125 02/28/21
4,984
0
50
50
0.050
 
T 01.250 03/31/21
7,290
0
30
30
0.050
 
T 02.250 03/31/21
3,316
0
110
110
0.050
 
T 02.250 04/30/21
2,095
10
10
10
0.050
 
T 01.375 05/31/21
7,803
108
250
250
0.050
 
T 02.125 06/30/21
1,764
0
32
32
0.050
 
T 01.250 10/31/21
1,849
31
104
104
0.050
 
T 01.750 11/30/21
3,256
90
832
832
0.051
 
T 02.000 12/31/21
4,069
0
940
940
0.053
 
T 02.000 02/15/22
971
29
4
4
0.050
 
T 01.625 08/15/22
39,296
368
368
368
0.050
 
T 01.375 06/30/23
3,685
7
30
30
0.050
 
T 01.250 07/31/23
1,759
0
15
15
0.050
 
T 01.375 08/31/23
1,723
0
79
79
0.050
 
T 01.375 09/30/23
1,536
0
43
43
0.050
 
T 01.625 10/31/23
1,523
0
350
350
0.050
 
T 02.750 11/15/23
7,663
355
289
289
0.050
 
T 02.125 11/30/23
2,682
50
214
214
0.052
 
T 02.250 12/31/23
3,350
0
10
10
0.050
 
T 01.500 08/15/26
1,926
50
254
254
0.050
 
T 02.000 11/15/26
3,910
1,125
3,467
3,467
0.066
 
T 08.750 05/15/17
6,531
4
4
4
0.050
 
T 08.875 08/15/17
5,530
23
41
41
0.050
 
T 09.125 05/15/18
3,500
17
17
17
0.050
 
T 09.000 11/15/18
3,457
262
288
288
0.050
 
T 08.875 02/15/19
6,747
104
87
87
0.050
 
T 08.500 02/15/20
5,969
44
44
44
0.050
 
T 08.750 05/15/20
4,775
50
38
38
0.050
 
T 07.875 02/15/21
6,347
3
12
12
0.050
 
T 08.125 05/15/21
6,341
5
5
5
0.050
 
T 08.125 08/15/21
5,988
77
111
111
0.050
 
T 08.000 11/15/21
19,297
0
3
3
0.050
 
T 07.250 08/15/22
5,123
132
128
128
0.050
 
T 07.625 11/15/22
1,005
3
47
47
0.050
 
T 07.125 02/15/23
9,941
19
19
19
0.050
 
T 07.500 11/15/24
4,825
225
156
156
0.050
 
T 07.625 02/15/25
5,179
36
36
36
0.050
 
T 06.875 08/15/25
6,550
181
333
333
0.050
 
T 06.750 08/15/26
4,471
8
17
17
0.050
 
T 06.500 11/15/26
1,000
0
5
5
0.050
 
T 06.625 02/15/27