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Home > Markets > Securities Lending
Securities Lending Activity
Securities loans are awarded to primary dealers based on competitive bidding in an auction held each business day at noon. Loaned securities that are not returned on the maturity date prior to the close of Fedwire will be extended for an additional business day and repriced at a rate determined by the FRBNY1. The data below summarizes the results of the New York Fed's Daily Securities Lending Activity for the current business day.
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Auction Results*
June 19, 2013
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
11
11
0.050
  
 
T 04.250 08/15/15
962
0
18
18
0.050
  
 
T 02.625 02/29/16
9,522
0
218
218
0.050
  
 
T 02.250 03/31/16
13,096
0
78
78
0.050
  
 
T 02.375 03/31/16
8,132
0
10
10
0.050
  
 
T 02.000 04/30/16
12,415
0
1
1
0.050
  
 
T 05.125 05/15/16
7,557
9
9
9
0.050
  
 
T 03.250 06/30/16
8,739
0
3
3
0.050
  
 
T 04.875 08/15/16
5,715
0
5
5
0.050
  
 
T 03.000 09/30/16
5,163
0
2
2
0.050
  
 
T 03.125 10/31/16
4,678
4
4
4
0.050
  
 
T 00.875 01/31/17
1,134
0
1
1
0.050
  
 
T 03.125 01/31/17
5,485
9
8
8
0.050
  
 
T 03.125 04/30/17
11,151
13
14
14
0.050
  
 
T 04.500 05/15/17
11,903
1
1
1
0.050
  
 
T 02.750 05/31/17
10,351
567
541
541
0.050
  
 
T 02.500 06/30/17
9,418
192
258
258
0.050
  
 
T 04.750 08/15/17
11,046
0
21
21
0.050
  
 
T 01.875 09/30/17
5,666
16
16
16
0.050
  
 
T 00.750 12/31/17
2,385
17
62
62
0.050
  
 
T 02.750 12/31/17
11,892
2
2
2
0.050
  
 
T 02.625 01/31/18
12,220
17
17
17
0.050
  
 
T 03.500 02/15/18
13,853
0
3
3
0.050
  
 
T 00.750 03/31/18
4,113
0
20
20
0.050
  
 
T 02.875 03/31/18
13,336
6
2
2
0.050
  
 
T 00.625 04/30/18
1,424
0
443
443
0.058
  
 
T 02.625 04/30/18
16,645
0
1
1
0.050
  
 
T 03.875 05/15/18
19,281
0
10
10
0.050
  
 
T 02.250 07/31/18
17,577
0
2
2
0.050
  
 
T 04.000 08/15/18
20,345
0
10
10
0.050
  
 
T 01.500 08/31/18
12,172
0
55
55
0.050
  
 
T 01.375 11/30/18
14,620
0
161
161
0.050
  
 
T 01.250 01/31/19
5,107
100
118
118
0.050
  
 
T 02.750 02/15/19
28,830
0
22
22
0.050
  
 
T 01.250 04/30/19
17,459
0
18
18
0.050
  
 
T 03.125 05/15/19
27,863
19
22
22
0.050
  
 
T 01.125 05/31/19
13,350
0
31
31
0.050
  
 
T 00.875 07/31/19
8,541
0
121
121
0.050
  
 
T 03.625 08/15/19
33,765
0
3
3
0.050
  
 
T 01.000 08/31/19
5,402
0
2
2
0.050
  
 
T 01.250 10/31/19
10,815
3,704
3,899
3,899
0.050
  
 
T 03.375 11/15/19
31,068
2,690
2,500
2,500
0.050
  
 
T 01.000 11/30/19
3,255
599
771
771
0.050
  
 
T 01.125 12/31/19
5,574
4
142
142
0.050
  
 
T 01.375 01/31/20
3,642
0
142
142
0.050
  
 
T 03.625 02/15/20
24,969
500
1,331
1,331
0.050
  
 
T 01.250 02/29/20
4,688
17
17
17
0.050
  
 
T 01.125 03/31/20
7,445
274
441
441
0.050
  
 
T 01.125 04/30/20
2,046
140
472
472
0.050
  
 
T 03.500 05/15/20
32,959
1,781
1,881
1,881
0.050
  
 
T 01.375 05/31/20
1,967
0
514
514
0.052
  
 
T 02.625 11/15/20
8,519
0
1
1
0.050
  
 
T 02.125 08/15/21
20,663
3
2
2
0.050
  
 
T 01.750 05/15/22
28,891
8
8
8
0.050
  
 
T 01.625 11/15/22
10,097
0
5
5
0.050
  
 
T 02.000 02/15/23
4,516
340
619
619
0.050
  
 
T 10.625 08/15/15
195
0
12
12
0.050
  
 
T 09.250 02/15/16
2,166
0
16
16
0.050
  
 
T 08.750 05/15/17
6,531
60
60
60
0.050
  
 
T 08.875 08/15/17
5,519
31
46
46
0.050
  
 
T 09.125 05/15/18
3,171
8
8
8
0.050
  
 
T 09.000 11/15/18
3,312
253
265
265
0.050
  
 
T 08.875 02/15/19
6,715
253
258
258
0.050
  
 
T 08.125 08/15/19
11,527
0
41
41
0.050
  
 
T 08.500 02/15/20
5,969
41
41
41
0.050
  
 
T 08.125 08/15/21
5,988
160
200
200
0.050
  
 
T 07.250 08/15/22
4,197
151
126
126
0.050
  
 
T 07.625 11/15/22
3,383
0
29
29
0.050
  
 
T 07.125 02/15/23
9,446
93
92
92
0.050
  
 
T 06.250 08/15/23
8,426
0
3
3
0.050
  
 
T 07.500 11/15/24
4,158
200
205
205
0.050
  
 
T 07.625 02/15/25
4,585
1
44
44
0.050
  
 
T 06.875 08/15/25
5,697
0
25
25
0.050
  
 
T 06.500 11/15/26
4,914
0
1
1
0.050
  
 
T 06.125 08/15/29
5,608
0
17
17
0.050
  
 
T 05.375 02/15/31
2,538
23
178
178
0.050
  
 
T 05.000 05/15/37
13,490
0
5
5
0.050
  
 
T 04.375 02/15/38
13,068
3
5
5
0.050
  
 
T 03.500 02/15/39
8,610
0
5
5
0.050
  
 
T 04.250 05/15/39
23,057
5
17
17
0.050
  
 
T 04.625 02/15/40
19,425
0
4
4
0.050
  
 
T 04.375 05/15/40
17,023
0
1
1
0.050
  
 
T 03.875 08/15/40
17,580
0
3
3
0.050
  
 
T 04.250 11/15/40
16,428
20
1
1
0.050
  
 
T 04.750 02/15/41
21,229
0
9
9
0.050
  
 
T 04.375 05/15/41
21,545
0
23
23
0.050
  
 
T 03.125 11/15/41
9,620
3
7
7
0.050
  
 
T 03.000 05/15/42
14,135
0
3
3
0.050
  
 
T 02.750 08/15/42
2,880
0
8
8
0.050
  
 
TII 01.375 07/15/18
876
0
15
15
0.050
  
 
TII 02.125 01/15/19
1,598
0
6
6
0.050
  
 
TII 01.125 01/15/21
4,215
0
1
1
0.050
  
 
TII 00.625 07/15/21
764
0
37
37
0.050
  
 
TII 03.625 04/15/28
5,805
3
3
3
0.050
  
 
TII 00.625 02/15/43
2,345
230
318
318
0.050
  
 
FHLB 05.125 08/14/13
727
0
16
16
0.050
  
 
FHLB 05.500 08/13/14
508
16
11
11
0.050
  
 
FHLB 04.875 05/17/17
1,350
1
1
1
0.050
  
 
FHLB 05.000 11/17/17
830
42
42
42
0.050
  
 
FHLMC 02.500 01/07/14
1,407
37
37
37
0.050
  
 
FHLMC 04.500 01/15/14
671
0
3
3
0.050
  
 
FHLMC 03.000 07/28/14
470
7
7
7
0.050
  
 
FHLMC 04.500 01/15/15
980
7
7
7
0.050
  
 
FHLMC 04.750 01/19/16
1,463
66
116
116
0.050
  
 
FHLMC 05.500 07/18/16
1,373
196
191
191
0.050
  
 
FHLMC 05.125 10/18/16
1,799
2
2
2
0.050
  
 
FHLMC 05.000 02/16/17
1,350
65
95
95
0.050
  
 
FHLMC 05.500 08/23/17
1,206
8
8
8
0.050
  
 
FHLMC 05.125 11/17/17
1,298
60
42
42
0.050
  
 
FHLMC 04.875 06/13/18
1,764
218
223
223
0.050
  
 
FNMA 02.875 12/11/13
1,035
9
9
9
0.050
  
 
FNMA 02.750 03/13/14
3,661
1
1
1
0.050
  
 
FNMA 04.125 04/15/14
674
0
7
7
0.050
  
 
FNMA 04.875 12/15/16
939
61
57
57
0.050
  
 
FNMA 05.375 06/12/17
663
0
1
1
0.050
  
 
FNMA 07.125 01/15/30
598
18
18
18
0.050
  
 
Total:
18,121
18,121
 
  
Show last 10 operations ››  
* 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.
 
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