Securities Lending Activity
Auction Results*
August 21, 2014
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
 
T 04.250 11/15/14
78
0
26
19
0.050
 
T 00.250 02/29/16
80
0
20
20
0.050
 
T 02.125 02/29/16
8,576
49
5
5
0.050
 
T 05.125 05/15/16
7,557
9
9
9
0.050
 
T 03.250 07/31/16
5,522
235
260
260
0.050
 
T 01.000 10/31/16
1,197
0
3
3
0.050
 
T 03.125 10/31/16
4,678
1
1
1
0.050
 
T 00.875 11/30/16
1,427
1
1
1
0.050
 
T 00.875 12/31/16
1,020
5
5
5
0.050
 
T 04.625 02/15/17
6,442
130
130
130
0.050
 
T 00.750 06/30/17
2,097
63
77
77
0.050
 
T 02.500 06/30/17
9,499
30
30
30
0.050
 
T 00.625 08/31/17
242
0
3
3
0.050
 
T 00.750 03/31/18
8,910
0
1
1
0.050
 
T 02.875 03/31/18
8,532
0
46
46
0.050
 
T 03.875 05/15/18
19,616
3
30
30
0.050
 
T 02.375 06/30/18
8,178
0
6
6
0.050
 
T 02.250 07/31/18
8,505
377
434
434
0.050
 
T 01.000 08/31/19
12,113
0
4
4
0.050
 
T 01.000 09/30/19
8,206
0
8
8
0.050
 
T 01.250 10/31/19
13,191
1,211
1,403
1,403
0.050
 
T 01.125 12/31/19
6,328
45
45
45
0.050
 
T 01.250 02/29/20
8,667
26
26
26
0.050
 
T 01.125 04/30/20
4,624
48
24
24
0.050
 
T 03.500 05/15/20
7,999
1
1
1
0.050
 
T 02.250 03/31/21
2,949
0
8
8
0.050
 
T 03.125 05/15/21
8,300
175
232
232
0.050
 
T 01.750 05/15/22
8,454
0
61
61
0.050
 
T 01.625 08/15/22
7,982
159
500
500
0.050
 
T 01.625 11/15/22
28,199
46
201
201
0.050
 
T 10.625 08/15/15
186
31
23
23
0.050
 
T 07.500 11/15/16
7,709
4
4
4
0.050
 
T 08.750 05/15/17
6,531
0
1
1
0.050
 
T 08.875 08/15/17
5,530
3
37
37
0.050
 
T 09.125 05/15/18
3,500
171
171
171
0.050
 
T 09.000 11/15/18
3,457
194
223
223
0.050
 
T 08.875 02/15/19
6,747
109
109
109
0.050
 
T 08.125 08/15/21
5,988
5
5
5
0.050
 
T 07.250 08/15/22
5,040
103
103
103
0.050
 
T 07.625 11/15/22
4,444
400
416
416
0.050
 
T 07.125 02/15/23
9,941
10
10
10
0.050
 
T 06.250 08/15/23
9,159
33
7
7
0.050
 
T 07.500 11/15/24
4,800
602
613
613
0.050
 
T 07.625 02/15/25
5,174
192
167
167
0.050
 
T 06.875 08/15/25
6,555
340
250
250
0.050
 
T 06.000 02/15/26
4,309
0
4
4
0.050
 
T 06.750 08/15/26
4,444
14
14
14
0.050
 
T 06.625 02/15/27
5,418
33
49
49
0.050
 
T 06.375 08/15/27
4,745
9
9
9
0.050
 
T 05.500 08/15/28
4,645
0
13
13
0.050
 
T 05.250 11/15/28
2,097
481
579
579
0.050
 
T 05.250 02/15/29
4,650
0
15
15
0.050
 
T 06.125 08/15/29
5,617
267
235
235
0.050
 
T 05.375 02/15/31
2,827
87
123
123
0.050
 
T 04.500 02/15/36
10,411
17
51
51
0.050
 
T 04.750 02/15/37
10,433
10
10
10
0.050
 
T 04.250 05/15/39
24,430
90
174
174
0.050
 
T 04.375 11/15/39
27,998
148
56
56
0.050
 
T 04.375 05/15/40
8,521
27
53
53
0.050
 
T 04.250 11/15/40
22,339
41
47
47
0.050
 
T 04.375 05/15/41
24,602
0
73
73
0.050
 
T 03.125 02/15/42
25,728
10
12
12
0.050
 
TII 02.625 07/15/17
974
44
37
37
0.050
 
TII 01.625 01/15/18
2,367
0
77
77
0.050
 
TII 01.375 07/15/18
876
0
13
13
0.050
 
TII 00.125 04/15/19
9
0
223
2
0.050
 
TII 00.625 02/15/43
8,682
4
2
2
0.050
 
FHLB 05.000 11/17/17
830
2
2
2
0.050
 
FHLMC 04.750 11/17/15
1,081
71
71
71
0.050
 
FHLMC 04.750 01/19/16
1,463
127
127
127
0.050
 
FHLMC 05.500 07/18/16
1,412
99
99
99
0.050
 
FHLMC 05.125 10/18/16
1,799
82
50
50
0.050
 
FHLMC 05.000 02/16/17
1,350
12
12
12
0.050
 
FHLMC 05.500 08/23/17
1,206
26
50
50
0.050
 
FHLMC 04.875 06/13/18
1,687
295
281
281
0.050
 
FNMA 04.875 12/15/16
939
32
56
56
0.050
 
Total:
8,356
8,128
 
* All par amounts in millions of dollars

1 The 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.