Securities Lending Activity
Auction Results*
October 1, 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
9
9
0.050
 
T 02.125 02/29/16
19,051
25
28
28
0.050
 
T 02.250 03/31/16
13,096
0
1
1
0.050
 
T 02.375 03/31/16
8,132
0
68
68
0.050
 
T 05.125 05/15/16
7,557
3
3
3
0.050
 
T 03.250 05/31/16
9,511
0
115
115
0.050
 
T 00.500 07/31/16
8
0
2
2
0.050
 
T 03.250 07/31/16
5,522
125
91
91
0.050
 
T 01.000 09/30/16
949
140
85
85
0.050
 
T 01.000 10/31/16
1,197
38
119
119
0.050
 
T 03.125 10/31/16
4,678
0
200
200
0.050
 
T 03.250 03/31/17
9,568
0
61
61
0.050
 
T 00.875 04/30/17
1,365
1
1
1
0.050
 
T 03.125 04/30/17
11,151
3
26
26
0.050
 
T 04.500 05/15/17
11,903
10
10
10
0.050
 
T 02.750 05/31/17
10,351
51
67
67
0.050
 
T 02.500 06/30/17
9,499
0
20
20
0.050
 
T 00.500 07/31/17
3,797
0
32
32
0.050
 
T 04.750 08/15/17
11,259
168
111
111
0.050
 
T 01.875 08/31/17
2,635
0
18
18
0.050
 
T 04.250 11/15/17
9,907
35
7
7
0.050
 
T 02.750 12/31/17
11,955
0
2
2
0.050
 
T 02.625 01/31/18
12,600
5
5
5
0.050
 
T 03.500 02/15/18
14,906
0
9
9
0.050
 
T 02.625 04/30/18
17,584
16
144
144
0.050
 
T 02.375 05/31/18
18,426
16
15
15
0.050
 
T 01.375 09/30/18
8,000
0
2
2
0.050
 
T 01.750 10/31/18
7,999
1
1
1
0.050
 
T 03.750 11/15/18
8,000
0
3
3
0.050
 
T 01.500 03/31/19
16,166
2
2
2
0.050
 
T 01.625 03/31/19
907
85
102
102
0.050
 
T 01.250 04/30/19
17,935
44
47
47
0.050
 
T 01.500 05/31/19
58
0
149
14
0.050
 
T 01.625 06/30/19
135
0
25
25
0.100
 
T 00.875 07/31/19
13,011
0
8
8
0.050
 
T 01.000 08/31/19
12,113
0
5
5
0.050
 
T 01.000 09/30/19
8,206
0
182
182
0.050
 
T 01.250 10/31/19
12,953
1,704
1,613
1,613
0.050
 
T 03.375 11/15/19
8,841
0
6
6
0.050
 
T 03.625 02/15/20
24,969
0
226
226
0.050
 
T 01.250 02/29/20
8,675
106
363
363
0.050
 
T 01.125 03/31/20
10,168
1,092
1,016
1,016
0.050
 
T 01.125 04/30/20
4,649
203
168
168
0.050
 
T 02.000 09/30/20
7,785
0
45
45
0.050
 
T 02.000 11/30/20
4,959
0
2
2
0.050
 
T 02.375 12/31/20
5,181
68
5
5
0.050
 
T 03.625 02/15/21
7,920
80
80
80
0.050
 
T 03.125 05/15/21
8,475
0
3
3
0.050
 
T 01.625 08/15/22
8,141
0
195
195
0.050
 
T 01.625 11/15/22
27,804
525
527
527
0.050
 
T 02.000 02/15/23
13,743
0
204
204
0.050
 
T 02.500 08/15/23
8,000
0
110
110
0.050
 
T 02.750 11/15/23
7,522
0
328
328
0.050
 
T 02.500 05/15/24
971
0
123
123
0.050
 
T 10.625 08/15/15
195
9
7
7
0.050
 
T 09.875 11/15/15
292
0
1
1
0.050
 
T 08.750 05/15/17
6,531
0
2
2
0.050
 
T 08.875 08/15/17
5,530
337
313
313
0.050
 
T 09.125 05/15/18
3,500
115
114
114
0.050
 
T 09.000 11/15/18
3,457
337
328
328
0.050
 
T 08.875 02/15/19
6,747
64
143
143
0.050
 
T 08.125 08/15/19
11,932
15
20
20
0.050
 
T 08.750 05/15/20
4,775
0
5
5
0.050
 
T 08.750 08/15/20
10,746
0
17
17
0.050
 
T 08.125 08/15/21
5,988
24
24
24
0.050
 
T 07.250 08/15/22
5,121
252
356
356
0.050
 
T 07.625 11/15/22
4,274
743
769
769
0.050
 
T 07.125 02/15/23
9,941
28
36
36
0.050
 
T 06.250 08/15/23
14,132
131
248
248
0.050
 
T 07.500 11/15/24
4,860
542
588
588
0.050
 
T 07.625 02/15/25
5,174
41
202
202
0.050
 
T 06.875 08/15/25
6,555
156
187
187
0.050
 
T 06.000 02/15/26
4,309
81
138
138
0.050
 
T 06.750 08/15/26
4,444
7
7
7
0.050
 
T 06.500 11/15/26
5,161
0
9
9
0.050
 
T 06.625 02/15/27
5,418
106
142
142
0.050
 
T 06.375 08/15/27
4,745
18
18
18
0.050
 
T 05.500 08/15/28
4,645
3
3
3
0.050
 
T 05.250 11/15/28
2,206
372
503
503
0.050
 
T 05.250 02/15/29
4,650
35
234
234
0.050
 
T 06.125 08/15/29
5,617
206
192
192
0.050
 
T 06.250 05/15/30
7,880
101
334
334
0.050
 
T 05.375 02/15/31
2,827
18
68
68
0.050
 
T 04.500 02/15/36
10,567
157
174
174
0.050
 
T 04.750 02/15/37
10,433
50
38
38
0.050
 
T 03.500 02/15/39
12,028
0
23
23
0.050
 
T 04.250 05/15/39
24,430
73
141
141
0.050
 
T 04.375 11/15/39
28,039
0
14
14
0.050
 
T 03.875 08/15/40
8,178
59
58
58
0.050
 
T 04.250 11/15/40
22,999
4
2
2
0.050
 
T 04.750 02/15/41
21,678
0
110
110
0.050
 
T 04.375 05/15/41
24,602
6
59
59
0.050
 
T 03.750 08/15/41
23,568
0
25
25
0.050
 
T 03.125 11/15/41
9,501
31
27
27
0.050
 
T 03.125 02/15/42
8,090
50
5
5
0.050
 
T 03.000 05/15/42
7,967
49
40
40
0.050
 
T 02.750 08/15/42
16,264
0
1
1
0.050
 
T 03.625 08/15/43
6,302
0
76
76
0.050
 
T 03.625 02/15/44
98
0
2
2
0.050
 
TII 01.625 01/15/15
0
0
14
0
N/A
 
TII 02.500 07/15/16
2,765
2
4
4
0.050
 
TII 02.625 07/15/17
974
0
19
19
0.050
 
TII 01.375 07/15/18
876
0
9
9
0.050
 
TII 02.125 01/15/19
1,598
0
5
5
0.050
 
TII 00.375 07/15/23
10
0
1
1
0.050
 
TII 02.500 01/15/29
302
0
18
18
0.050
 
TII 03.375 04/15/32
364
13
12
12
0.050
 
TII 01.375 02/15/44
2,136
0
15
15
0.050
 
FHLB 05.000 11/17/17
830
0
1
1
0.050
 
FHLMC 04.750 11/17/15
1,081
74
74
74
0.050
 
FHLMC 04.750 01/19/16
1,463
148
148
148
0.050
 
FHLMC 05.500 07/18/16
1,412
96
96
96
0.060
 
FHLMC 05.125 10/18/16
1,799
47
47
47
0.050
 
FHLMC 05.000 02/16/17
1,350
5
5
5
0.050
 
FHLMC 05.500 08/23/17
1,206
11
68
68
0.050
 
FHLMC 05.125 11/17/17
1,298
16
16
16
0.050
 
FHLMC 04.875 06/13/18
1,730
252
256
256
0.051
 
FNMA 04.875 12/15/16
939
14
14
14
0.050
 
FNMA 07.250 05/15/30
256
0
53
53
0.050
 
FNMA 06.625 11/15/30
343
1
26
26
0.050
 
Total:
13,493
13,344
 
* 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.