Securities Lending Activity
Auction Results*
July 29, 2014
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
 
T 02.500 04/30/15
404
16
41
41
0.050
 
T 02.125 02/29/16
8,625
0
1
1
0.050
 
T 05.125 05/15/16
7,557
9
9
9
0.050
 
T 03.250 07/31/16
5,522
6
19
19
0.050
 
T 04.875 08/15/16
5,715
48
73
73
0.050
 
T 01.000 08/31/16
963
0
23
23
0.050
 
T 01.000 09/30/16
980
15
15
15
0.050
 
T 01.000 10/31/16
1,197
0
10
10
0.050
 
T 04.625 11/15/16
4,506
20
20
20
0.050
 
T 00.875 11/30/16
1,427
0
7
7
0.050
 
T 03.125 01/31/17
5,485
6
31
31
0.050
 
T 04.625 02/15/17
6,442
84
84
84
0.050
 
T 01.000 03/31/17
2,635
0
1
1
0.050
 
T 03.125 04/30/17
11,151
2
2
2
0.050
 
T 00.625 05/31/17
367
0
1
1
0.050
 
T 02.750 05/31/17
10,351
3
1
1
0.050
 
T 00.750 06/30/17
2,097
0
79
79
0.050
 
T 02.500 06/30/17
9,499
0
26
26
0.050
 
T 02.375 07/31/17
6,817
0
4
4
0.050
 
T 04.750 08/15/17
10,653
91
6
6
0.050
 
T 04.250 11/15/17
9,907
0
87
87
0.050
 
T 02.375 06/30/18
8,176
2
2
2
0.050
 
T 02.250 07/31/18
8,717
165
166
166
0.050
 
T 04.000 08/15/18
20,345
590
540
540
0.050
 
T 01.250 04/30/19
17,935
250
80
80
0.050
 
T 01.625 04/30/19
4,168
0
235
235
0.050
 
T 01.500 05/31/19
58
0
4
4
0.050
 
T 01.250 10/31/19
12,883
1,774
2,017
2,017
0.050
 
T 01.375 01/31/20
5,413
0
3
3
0.050
 
T 03.625 02/15/20
8,713
0
163
163
0.050
 
T 01.250 02/29/20
8,667
92
92
92
0.050
 
T 01.125 04/30/20
4,624
0
2
2
0.050
 
T 01.375 05/31/20
4,279
0
100
100
0.050
 
T 02.000 07/31/20
5,423
0
4
4
0.050
 
T 02.125 08/31/20
2,570
0
7
7
0.050
 
T 03.625 02/15/21
8,380
7
69
69
0.050
 
T 02.125 06/30/21
31
0
41
7
0.050
 
T 02.000 02/15/22
8,844
0
5
5
0.050
 
T 01.625 08/15/22
8,132
9
9
9
0.050
 
T 02.750 11/15/23
7,432
0
9
9
0.050
 
T 02.500 05/15/24
608
0
6
6
0.050
 
T 09.250 02/15/16
2,166
70
70
70
0.050
 
T 07.500 11/15/16
7,709
59
87
87
0.050
 
T 08.750 05/15/17
6,531
10
10
10
0.050
 
T 08.875 08/15/17
5,530
1
31
31
0.050
 
T 09.125 05/15/18
3,500
176
177
177
0.050
 
T 09.000 11/15/18
3,457
253
252
252
0.050
 
T 08.875 02/15/19
6,747
92
101
101
0.050
 
T 08.125 08/15/19
8,027
18
1
1
0.050
 
T 07.875 02/15/21
6,347
46
46
46
0.050
 
T 08.000 11/15/21
10,827
0
12
12
0.050
 
T 07.250 08/15/22
5,038
57
43
43
0.050
 
T 07.625 11/15/22
4,424
446
451
451
0.050
 
T 07.125 02/15/23
9,941
10
26
26
0.050
 
T 06.250 08/15/23
8,916
50
36
36
0.050
 
T 07.500 11/15/24
4,708
694
679
679
0.050
 
T 07.625 02/15/25
5,174
29
129
129
0.050
 
T 06.875 08/15/25
6,555
297
320
320
0.050
 
T 06.750 08/15/26
4,444
6
6
6
0.050
 
T 06.625 02/15/27
5,379
4
4
4
0.050
 
T 06.125 11/15/27
8,163
10
55
55
0.050
 
T 05.500 08/15/28
4,569
0
2
2
0.050
 
T 05.250 11/15/28
2,215
363
344
344
0.050
 
T 06.125 08/15/29
5,617
419
455
455
0.050
 
T 06.250 05/15/30
7,880
142
266
266
0.050
 
T 05.375 02/15/31
2,827
0
1
1
0.050
 
T 04.500 02/15/36
10,409
0
20
20
0.050
 
T 03.500 02/15/39
8,525
0
13
13
0.050
 
T 04.250 05/15/39
24,430
0
56
56
0.050
 
T 04.375 11/15/39
27,137
10
13
13
0.050
 
T 03.875 08/15/40
9,095
0
177
177
0.050
 
T 04.250 11/15/40
9,353
0
82
82
0.050
 
T 04.375 05/15/41
24,590
0
109
109
0.050
 
T 03.750 08/15/41
9,117
0
29
29
0.050
 
T 03.125 11/15/41
9,170
0
54
54
0.050
 
T 03.750 11/15/43
189
0
136
47
0.050
 
TII 02.625 07/15/17
974
1
1
1
0.050
 
TII 01.625 01/15/18
2,367
172
322
322
0.050
 
TII 02.125 01/15/19
1,598
0
1
1
0.050
 
TII 01.250 07/15/20
4,043
10
40
40
0.050
 
TII 03.625 04/15/28
6,763
0
75
75
0.050
 
TII 00.625 02/15/43
8,682
0
16
16
0.050
 
FHLB 04.750 12/16/16
1,142
35
35
35
0.050
 
FHLB 05.000 11/17/17
830
2
2
2
0.050
 
FHLMC 04.750 11/17/15
1,081
56
56
56
0.050
 
FHLMC 04.750 01/19/16
1,463
136
138
138
0.050
 
FHLMC 05.500 07/18/16
1,412
75
79
79
0.050
 
FHLMC 05.125 10/18/16
1,799
79
84
84
0.050
 
FHLMC 05.000 02/16/17
1,350
27
27
27
0.050
 
FHLMC 05.500 08/23/17
1,206
23
25
25
0.050
 
FHLMC 04.875 06/13/18
1,637
345
318
318
0.050
 
FHLMC 03.750 03/27/19
55
5
5
5
0.050
 
FNMA 04.625 10/15/14
275
0
8
8
0.050
 
FNMA 04.875 12/15/16
939
85
106
106
0.050
 
FNMA 07.250 05/15/30
256
6
27
27
0.050
 
Total:
9,752
9,629
 
* 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.