Securities Lending Activity
Auction Results*
April 23, 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
0
4
4
0.050
 
T 04.125 05/15/15
1,301
92
111
111
0.050
 
T 00.250 02/29/16
79
10
33
33
0.050
 
T 02.250 03/31/16
13,096
0
161
161
0.050
 
T 02.000 04/30/16
12,415
0
4
4
0.050
 
T 03.250 06/30/16
8,739
8
8
8
0.050
 
T 03.250 07/31/16
5,522
1
1
1
0.050
 
T 04.875 08/15/16
5,715
65
41
41
0.050
 
T 01.000 09/30/16
980
27
30
30
0.050
 
T 01.000 10/31/16
1,197
0
10
10
0.050
 
T 03.250 03/31/17
9,568
5
5
5
0.050
 
T 01.875 10/31/17
3,079
0
13
13
0.050
 
T 02.750 02/28/18
15,641
1
1
1
0.050
 
T 00.750 03/31/18
8,910
0
21
21
0.050
 
T 02.625 04/30/18
8,179
0
57
57
0.050
 
T 02.375 05/31/18
8,032
2
2
2
0.050
 
T 02.375 06/30/18
14,219
47
47
47
0.050
 
T 04.000 08/15/18
8,416
0
290
290
0.050
 
T 01.375 11/30/18
14,887
0
217
217
0.050
 
T 01.500 01/31/19
1,454
0
48
48
0.050
 
T 01.375 02/28/19
4,466
0
27
27
0.050
 
T 01.500 02/28/19
1,295
0
70
70
0.076
 
T 01.500 03/31/19
16,166
0
2
2
0.050
 
T 01.000 08/31/19
10,904
0
1
1
0.050
 
T 01.250 10/31/19
12,902
1,755
1,786
1,786
0.050
 
T 01.125 12/31/19
6,327
48
48
48
0.050
 
T 03.625 02/15/20
24,969
0
9
9
0.050
 
T 01.250 02/29/20
8,667
140
188
188
0.050
 
T 03.500 05/15/20
8,000
0
4
4
0.050
 
T 01.375 05/31/20
4,279
0
28
28
0.050
 
T 02.000 07/31/20
5,423
20
50
50
0.050
 
T 01.625 08/15/22
8,973
0
20
20
0.050
 
T 01.625 11/15/22
9,842
10
12
12
0.050
 
T 02.000 02/15/23
12,600
144
149
149
0.050
 
T 10.625 08/15/15
195
0
37
37
0.050
 
T 09.250 02/15/16
2,166
108
128
128
0.050
 
T 07.250 05/15/16
5,061
30
28
28
0.050
 
T 07.500 11/15/16
7,709
0
23
23
0.050
 
T 08.750 05/15/17
6,531
43
14
14
0.050
 
T 09.125 05/15/18
3,500
101
106
106
0.050
 
T 09.000 11/15/18
3,455
387
424
424
0.050
 
T 08.875 02/15/19
6,747
396
555
555
0.050
 
T 07.875 02/15/21
6,347
0
39
39
0.050
 
T 08.125 05/15/21
6,341
1
22
22
0.050
 
T 08.125 08/15/21
5,988
0
9
9
0.050
 
T 07.250 08/15/22
4,981
16
69
69
0.050
 
T 07.625 11/15/22
4,377
343
467
467
0.050
 
T 07.125 02/15/23
9,941
2
2
2
0.050
 
T 07.500 11/15/24
4,530
809
809
809
0.050
 
T 07.625 02/15/25
4,875
241
382
382
0.050
 
T 06.875 08/15/25
6,488
306
319
319
0.050
 
T 06.500 11/15/26
5,121
1
1
1
0.050
 
T 06.625 02/15/27
5,274
16
16
16
0.050
 
T 06.125 11/15/27
10,501
75
75
75
0.050
 
T 05.500 08/15/28
4,459
14
14
14
0.050
 
T 05.250 11/15/28
2,284
294
403
403
0.050
 
T 06.125 08/15/29
4,958
1,284
1,440
1,440
0.050
 
T 06.250 05/15/30
7,791
42
17
17
0.050
 
T 05.375 02/15/31
2,779
34
92
92
0.050
 
T 04.500 02/15/36
10,387
0
5
5
0.050
 
T 04.750 02/15/37
10,433
34
34
34
0.050
 
T 05.000 05/15/37
13,490
16
16
16
0.050
 
T 04.375 02/15/38
14,170
0
90
90
0.050
 
T 04.500 05/15/38
16,064
1
21
21
0.050
 
T 03.500 02/15/39
12,025
75
62
62
0.050
 
T 04.250 05/15/39
8,049
11
11
11
0.050
 
T 04.375 11/15/39
9,984
12
102
102
0.050
 
T 04.625 02/15/40
8,068
0
3
3
0.050
 
T 03.875 08/15/40
23,247
1
26
26
0.050
 
T 04.250 11/15/40
21,464
0
64
64
0.050
 
T 04.375 05/15/41
8,600
0
41
41
0.050
 
T 03.125 11/15/41
16,086
0
89
89
0.050
 
T 03.125 02/15/42
11,753
0
60
60
0.050
 
T 03.000 05/15/42
9,847
0
9
9
0.050
 
TII 02.375 01/15/17
2,331
5
4
4
0.050
 
TII 01.375 07/15/18
876
0
110
110
0.050
 
TII 02.500 01/15/29
302
0
22
22
0.050
 
TII 02.125 02/15/41
12,658
0
8
8
0.050
 
TII 01.375 02/15/44
872
0
21
21
0.050
 
FHLMC 04.750 11/17/15
1,081
0
1
1
0.050
 
FHLMC 04.750 01/19/16
1,463
153
173
173
0.050
 
FHLMC 05.500 07/18/16
1,412
141
172
172
0.050
 
FHLMC 05.125 10/18/16
1,799
88
73
73
0.050
 
FHLMC 05.000 02/16/17
1,350
130
172
172
0.050
 
FHLMC 05.000 04/18/17
1,350
0
34
34
0.050
 
FHLMC 05.500 08/23/17
1,206
21
34
34
0.050
 
FHLMC 05.125 11/17/17
1,298
51
78
78
0.050
 
FHLMC 04.875 06/13/18
1,783
103
234
234
0.050
 
FNMA 05.375 07/15/16
931
30
30
30
0.050
 
FNMA 04.875 12/15/16
939
102
182
182
0.050
 
FNMA 06.625 11/15/30
343
25
25
25
0.050
 
Total:
10,995
10,995
 
* 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.