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Securities Lending Operations
Auction Results*
May 14, 2021
Security
Pre-Auction
Auction Results
Actual Avail to
Borrow2
Outstanding
Loans3
PAR
Submitted4
PAR
Accepted5
Wtd Avg
Rate6
 
B 06/08/21
5,638
0
48
48
0.050
 
B 06/10/21
8,594
0
11
11
0.050
 
B 06/15/21
2,971
41
87
87
0.050
 
B 06/22/21
2,448
0
103
103
0.050
 
B 06/24/21
3,608
0
22
22
0.050
 
B 07/06/21
2,872
0
166
166
0.050
 
B 07/15/21
15,328
0
4
4
0.050
 
B 08/05/21
13,275
0
52
52
0.050
 
B 08/19/21
6,049
100
316
316
0.050
 
B 09/02/21
6,158
204
694
694
0.051
 
B 09/09/21
7,624
0
40
40
0.050
 
B 09/16/21
4,146
525
587
587
0.051
 
B 09/23/21
1,728
165
573
573
0.050
 
B 09/30/21
5,845
0
97
97
0.050
 
B 10/14/21
5,323
0
7
7
0.050
 
B 10/21/21
5,731
0
386
386
0.050
 
B 10/28/21
5,241
0
2
2
0.050
 
B 11/04/21
11,556
0
50
50
0.050
 
B 12/02/21
3,711
1,275
1,561
1,560
0.050
 
B 12/30/21
5,157
0
4
4
0.050
 
B 01/27/22
3,871
764
866
866
0.051
 
B 04/21/22
3,608
0
2
2
0.050
 
T 02.000 05/31/21
4,662
0
20
20
0.050
 
T 02.625 06/15/21
9,928
0
50
50
0.050
 
T 01.125 08/31/21
5,787
15
1
1
0.050
 
T 01.125 09/30/21
9,392
0
28
28
0.050
 
T 01.250 10/31/21
5,085
0
50
50
0.050
 
T 01.750 11/30/21
7,253
0
83
83
0.050
 
T 02.125 12/31/21
2,591
50
51
51
0.050
 
T 01.500 01/31/22
4,048
8
12
12
0.050
 
T 02.500 02/15/22
17,246
0
5
5
0.050
 
T 01.125 02/28/22
10,092
0
1
1
0.050
 
T 00.375 03/31/22
9,619
0
1
1
0.050
 
T 01.875 03/31/22
13,754
0
18
18
0.050
 
T 01.875 04/30/22
9,116
0
2
2
0.050
 
T 01.875 05/31/22
1,697
0
3
3
0.050
 
T 00.125 07/31/22
10,221
0
68
68
0.050
 
T 00.125 08/31/22
9,167
0
39
39
0.050
 
T 00.125 09/30/22
11,279
0
3
3
0.050
 
T 00.125 11/30/22
8,780
0
1
1
0.050
 
T 00.125 12/31/22
9,563
0
2
2
0.050
 
T 01.500 03/31/23
7,868
0
1
1
0.050
 
T 00.250 04/15/23
2,895
1
14
14
0.050
 
T 00.125 05/15/23
25,551
0
50
50
0.050
 
T 00.125 07/15/23
11,382
0
8
8
0.050
 
T 01.250 07/31/23
3,657
0
220
220
0.050
 
T 01.375 08/31/23
3,143
0
194
194
0.050
 
T 00.125 10/15/23
1,138
66
151
151
0.050
 
T 00.250 11/15/23
18,635
0
10
10
0.050
 
T 02.750 11/15/23
9,083
0
7
7
0.050
 
T 00.125 02/15/24
16,746
4,295
7,537
7,537
0.050
 
T 02.375 02/29/24
2,067
0
1
1
0.050
 
T 00.250 03/15/24
3,042
552
1,006
1,006
0.052
 
T 00.375 04/15/24
8,013
0
1
1
0.050
 
T 02.250 04/30/24
4,476
377
497
497
0.050
 
T 01.750 06/30/24
8,571
7
55
55
0.050
 
T 01.750 07/31/24
7,939
45
10
10
0.050
 
T 01.250 08/31/24
1,000
0
61
61
0.050
 
T 01.500 09/30/24
893
132
67
67
0.050
 
T 02.000 02/15/25
1,000
0
12
12
0.050
 
T 00.375 04/30/25
3,804
0
8
8
0.050
 
T 00.250 09/30/25
7,200
48
51
51
0.050
 
T 02.250 11/15/25
6,185
0
3
3
0.050
 
T 00.500 02/28/26
11,893
0
50
50
0.050
 
T 02.500 02/28/26
5,873
10
10
10
0.050
 
T 00.750 03/31/26
9,858
20
250
250
0.050
 
T 02.250 03/31/26
4,227
0
79
79
0.050
 
T 00.750 04/30/26
10,484
0
1,116
1,116
0.050
 
T 01.625 09/30/26
1,077
0
12
12
0.050
 
T 01.750 12/31/26
10,619
32
177
177
0.050
 
T 01.500 01/31/27
12,339
14
5
5
0.050
 
T 00.625 03/31/27
1,000
0
79
79
0.050
 
T 00.375 07/31/27
4,860
0
21
21
0.050
 
T 00.625 11/30/27
10,417
0
50
50
0.050
 
T 01.125 02/29/28
12,088
0
268
268
0.050
 
T 01.250 04/30/28
10,656
0
364
364
0.050
 
T 02.875 08/15/28
1,000
0
161
161
0.050
 
T 01.625 08/15/29
42,333
0
2
2
0.050
 
T 01.750 11/15/29
49,110
0
50
50
0.050
 
T 01.500 02/15/30
1,533
0
15
15
0.050
 
T 00.625 08/15/30
23,428
0
6
6
0.050
 
T 00.875 11/15/30
15,181
1,703
3,511
3,511
0.050
 
T 01.125 02/15/31
20,756
856
2,794
2,794
0.050
 
T 08.125 08/15/21
5,988
2
15
15
0.050
 
T 08.000 11/15/21
19,297
1
1
1
0.050
 
T 07.250 08/15/22
5,552
6
13
13
0.050
 
T 07.625 11/15/22
4,584
1
1
1
0.050
 
T 07.500 11/15/24
5,462
18
18
18
0.050
 
T 07.625 02/15/25
5,557
5
5
5
0.050
 
T 06.750 08/15/26
4,540
1
6
6
0.050
 
T 06.500 11/15/26
5,685
73
113
113
0.050
 
T 06.125 08/15/29
6,266
1
3
3
0.050
 
T 05.375 02/15/31
7,408
329
414
414
0.050
 
T 04.500 02/15/36
16,217
1,179
1,416
1,416
0.050
 
T 04.750 02/15/37
10,451
0
114
114
0.050
 
T 04.375 11/15/39
28,074
0
34
34
0.050
 
T 01.875 02/15/41
13,267
0
29
29
0.050
 
T 04.750 02/15/41
26,423
9
16
16
0.050
 
T 03.125 02/15/42
29,747
25
69
69
0.050
 
T 02.500 02/15/45
6,638
0
1
1
0.050
 
T 02.750 08/15/47
981
19
4
4
0.050
 
T 02.000 02/15/50
5,948
0
58
58
0.050
 
T 01.375 08/15/50
19,213
0
1
1
0.050
 
T 01.625 11/15/50
16,693
47
1,014
1,014
0.050
 
T 01.875 02/15/51
12,626
2,340
5,139
5,139
0.050
 
TII 00.125 07/15/22
8,275
3
15
15
0.050
 
TII 00.625 04/15/23
10,236
0
1
1
0.050
 
TII 00.375 07/15/23
1,960
0
32
32
0.050
 
TII 00.125 10/15/25
2,053
0
2
2
0.050
 
TII 00.375 01/15/27
9,978
0
1
1
0.050
 
TII 00.125 01/15/31
3,322
220
965
965
0.050
 
TII 02.375 01/15/25
9,233
8
8
8
0.050
 
TII 01.750 01/15/28
3,924
6
7
7
0.050
 
TII 03.875 04/15/29
8,054
0
6
6
0.050
 
TII 02.125 02/15/41
13,507
0
4
4
0.050
 
TII 01.000 02/15/48
8,240
0
3
3
0.050
 
TII 00.250 02/15/50
1,940
0
34
34
0.050
 
TII 00.125 02/15/51
514
0
54
54
0.050
 
TF 00.220 07/31/21
1,483
15
25
25
0.050
 
TF 00.034 04/30/23
4,812
0
1
1
0.050
 
Total:
34,742
34,741
 
* 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.