Securities Lending Activity
 
Due to technical difficulties, today’s operation results are accessible through the following link:

August 26, 2014 Operation Results
 
Auction Results*
October 22, 2014
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
 
T 02.125 02/29/16
19,051
0
22
22
0.050
 
T 02.375 03/31/16
8,132
54
87
87
0.050
 
T 02.000 04/30/16
12,415
0
27
27
0.050
 
T 05.125 05/15/16
7,557
5
5
5
0.050
 
T 00.500 06/15/16
0
0
13
0
N/A
 
T 01.000 08/31/16
963
0
1
1
0.050
 
T 01.000 10/31/16
1,197
36
21
21
0.050
 
T 04.625 11/15/16
4,506
126
126
126
0.050
 
T 00.875 12/31/16
1,020
34
194
194
0.050
 
T 00.875 01/31/17
1,134
0
3
3
0.050
 
T 04.625 02/15/17
6,442
120
96
96
0.050
 
T 01.000 03/31/17
2,635
0
184
184
0.050
 
T 00.875 04/30/17
1,365
0
2
2
0.050
 
T 03.125 04/30/17
11,151
219
184
184
0.050
 
T 02.750 05/31/17
10,351
0
349
349
0.050
 
T 04.750 08/15/17
11,259
170
175
175
0.050
 
T 02.250 11/30/17
7,018
0
3
3
0.050
 
T 02.750 12/31/17
11,955
2
2
2
0.050
 
T 00.875 01/31/18
11,790
0
125
125
0.050
 
T 04.000 08/15/18
19,427
0
2
2
0.050
 
T 01.750 10/31/18
7,998
2
3
3
0.050
 
T 03.750 11/15/18
8,000
0
45
45
0.050
 
T 01.625 03/31/19
907
0
11
11
0.050
 
T 01.125 05/31/19
15,177
8
91
91
0.050
 
T 01.625 06/30/19
135
0
86
33
0.050
 
T 01.750 09/30/19
0
0
48
0
N/A
 
T 01.250 10/31/19
13,191
1,434
1,254
1,254
0.050
 
T 01.000 11/30/19
6,284
43
59
59
0.050
 
T 01.250 02/29/20
8,675
25
50
50
0.050
 
T 01.125 03/31/20
10,168
1,107
1,243
1,243
0.050
 
T 01.125 04/30/20
4,649
5
170
170
0.050
 
T 01.875 06/30/20
11,581
8
8
8
0.050
 
T 02.625 08/15/20
8,000
0
3
3
0.050
 
T 03.625 02/15/21
7,916
84
154
154
0.050
 
T 02.250 04/30/21
1,801
0
35
35
0.050
 
T 01.750 05/15/22
39,014
97
207
207
0.050
 
T 01.625 11/15/22
28,455
0
39
39
0.050
 
T 09.250 02/15/16
2,166
100
137
137
0.050
 
T 07.250 05/15/16
5,061
24
10
10
0.050
 
T 07.500 11/15/16
7,709
2
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
234
269
269
0.050
 
T 09.125 05/15/18
3,500
190
193
193
0.050
 
T 09.000 11/15/18
3,457
153
328
328
0.050
 
T 08.875 02/15/19
6,747
180
185
185
0.050
 
T 08.125 08/15/19
11,932
52
63
63
0.050
 
T 08.500 02/15/20
5,969
2
2
2
0.050
 
T 08.125 08/15/21
5,988
0
8
8
0.050
 
T 07.250 08/15/22
5,123
119
119
119
0.050
 
T 07.625 11/15/22
4,380
640
670
670
0.050
 
T 06.250 08/15/23
14,274
100
100
100
0.050
 
T 07.500 11/15/24
4,844
558
584
584
0.050
 
T 06.875 08/15/25
6,555
220
285
285
0.050
 
T 06.625 02/15/27
5,418
51
126
126
0.050
 
T 05.250 11/15/28
2,235
343
345
345
0.050
 
T 05.250 02/15/29
4,650
173
173
173
0.050
 
T 06.125 08/15/29
5,617
123
133
133
0.050
 
T 06.250 05/15/30
7,880
354
530
530
0.050
 
T 05.375 02/15/31
2,827
48
73
73
0.050
 
T 04.500 02/15/36
10,689
170
201
201
0.050
 
T 04.375 11/15/39
28,064
0
8
8
0.050
 
T 04.625 02/15/40
20,372
2
2
2
0.050
 
T 04.750 02/15/41
21,678
0
86
86
0.050
 
T 03.125 11/15/41
26,830
0
3
3
0.050
 
T 03.125 02/15/42
8,260
0
2
2
0.050
 
T 03.625 02/15/44
229
0
2
2
0.050
 
TII 02.500 07/15/16
2,765
0
11
11
0.050
 
TII 02.375 01/15/17
2,331
0
5
5
0.050
 
TII 02.625 07/15/17
974
0
6
6
0.050
 
TII 01.250 07/15/20
4,043
0
5
5
0.050
 
TII 00.125 01/15/22
2,247
0
1
1
0.050
 
TII 00.125 07/15/24
4
0
1
1
0.050
 
TII 03.375 04/15/32
364
5
54
54
0.050
 
TII 01.375 02/15/44
2,277
0
15
15
0.050
 
FHLMC 04.500 01/15/15
980
52
52
52
0.050
 
FHLMC 04.750 11/17/15
1,081
72
72
72
0.050
 
FHLMC 04.750 01/19/16
1,463
129
129
129
0.050
 
FHLMC 05.500 07/18/16
1,412
47
47
47
0.050
 
FHLMC 05.125 10/18/16
1,799
22
22
22
0.050
 
FHLMC 05.000 02/16/17
1,350
25
25
25
0.050
 
FHLMC 05.500 08/23/17
1,206
34
34
34
0.050
 
FHLMC 05.125 11/17/17
1,298
5
2
2
0.050
 
FHLMC 04.875 06/13/18
1,783
190
190
190
0.050
 
FHLMC 06.750 03/15/31
284
1
1
1
0.050
 
FNMA 04.875 12/15/16
939
56
80
80
0.050
 
FNMA 05.000 02/13/17
1,215
0
1
1
0.050
 
FNMA 06.625 11/15/30
343
2
2
2
0.050
 
Total:
10,524
10,410
 
* 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.