Securities Lending Activity
Auction Results*
July 24, 2014
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
 
T 00.250 02/29/16
80
0
9
9
0.050
 
T 02.625 02/29/16
9,522
2
18
18
0.050
 
T 02.250 03/31/16
8,771
0
115
115
0.050
 
T 05.125 05/15/16
7,557
9
9
9
0.050
 
T 01.500 06/30/16
3,470
0
47
47
0.050
 
T 03.250 06/30/16
8,739
0
95
95
0.050
 
T 03.250 07/31/16
5,522
0
6
6
0.050
 
T 04.875 08/15/16
5,715
73
54
54
0.050
 
T 01.000 08/31/16
963
0
3
3
0.050
 
T 01.000 09/30/16
980
50
39
39
0.050
 
T 01.000 10/31/16
1,197
2
2
2
0.050
 
T 04.625 11/15/16
4,506
195
43
43
0.050
 
T 03.125 01/31/17
5,485
0
19
19
0.050
 
T 04.625 02/15/17
6,442
0
12
12
0.050
 
T 03.125 04/30/17
11,151
2
2
2
0.050
 
T 02.500 06/30/17
9,499
0
16
16
0.050
 
T 02.375 07/31/17
6,817
0
4
4
0.050
 
T 04.750 08/15/17
10,738
6
6
6
0.050
 
T 00.625 08/31/17
242
0
12
12
0.050
 
T 02.875 03/31/18
8,457
75
42
42
0.050
 
T 01.375 06/30/18
9,774
0
115
115
0.050
 
T 02.375 06/30/18
8,178
0
3
3
0.050
 
T 02.250 07/31/18
8,842
40
115
115
0.050
 
T 04.000 08/15/18
20,345
165
280
280
0.050
 
T 01.250 11/30/18
5,086
0
6
6
0.050
 
T 01.500 03/31/19
16,166
0
4
4
0.050
 
T 01.250 04/30/19
17,935
327
424
424
0.050
 
T 03.625 08/15/19
9,386
0
43
43
0.050
 
T 01.250 10/31/19
12,968
1,689
1,769
1,769
0.050
 
T 01.250 02/29/20
8,667
53
214
214
0.050
 
T 03.500 05/15/20
32,959
0
17
17
0.050
 
T 02.000 07/31/20
5,423
0
7
7
0.050
 
T 01.625 08/15/22
8,141
0
125
125
0.050
 
T 02.500 08/15/23
19,952
0
2
2
0.050
 
T 10.625 08/15/15
195
0
19
19
0.050
 
T 09.250 02/15/16
2,166
50
26
26
0.050
 
T 07.250 05/15/16
5,061
19
19
19
0.050
 
T 07.500 11/15/16
7,709
48
59
59
0.050
 
T 08.875 08/15/17
5,530
30
30
30
0.050
 
T 09.125 05/15/18
3,500
177
186
186
0.050
 
T 09.000 11/15/18
3,457
233
223
223
0.050
 
T 08.875 02/15/19
6,747
274
236
236
0.050
 
T 08.125 08/15/19
8,044
1
18
18
0.050
 
T 07.250 08/15/22
5,038
72
101
101
0.050
 
T 07.625 11/15/22
4,424
450
454
454
0.050
 
T 07.125 02/15/23
9,941
7
10
10
0.050
 
T 06.250 08/15/23
8,962
4
8
8
0.050
 
T 07.500 11/15/24
4,613
789
788
788
0.050
 
T 07.625 02/15/25
5,174
92
129
129
0.050
 
T 06.875 08/15/25
6,555
310
274
274
0.050
 
T 06.000 02/15/26
4,309
66
32
32
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 05.250 11/15/28
2,244
334
362
362
0.050
 
T 06.125 08/15/29
5,617
534
460
460
0.050
 
T 06.250 05/15/30
7,880
99
137
137
0.050
 
T 03.500 02/15/39
8,517
8
13
13
0.050
 
T 04.250 05/15/39
24,430
0
4
4
0.050
 
T 04.250 11/15/40
9,338
0
2
2
0.050
 
T 04.750 02/15/41
8,212
0
22
22
0.050
 
T 04.375 05/15/41
24,590
57
107
107
0.050
 
T 03.125 11/15/41
9,160
0
23
23
0.050
 
T 03.125 02/15/42
25,460
2
2
2
0.050
 
T 03.625 08/15/43
3,942
0
1
1
0.050
 
TII 00.125 04/15/16
330
11
8
8
0.050
 
TII 02.625 07/15/17
974
1
1
1
0.050
 
TII 01.250 07/15/20
4,043
0
11
11
0.050
 
TII 00.125 01/15/22
2,247
0
168
168
0.050
 
TII 03.375 04/15/32
364
0
1
1
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
162
162
162
0.050
 
FHLMC 05.500 07/18/16
1,412
112
106
106
0.050
 
FHLMC 05.125 10/18/16
1,799
65
87
87
0.050
 
FHLMC 05.000 02/16/17
1,350
27
27
27
0.050
 
FHLMC 05.500 08/23/17
1,206
81
56
56
0.050
 
FHLMC 04.875 06/13/18
1,671
311
320
320
0.050
 
FHLMC 03.750 03/27/19
55
5
5
5
0.050
 
FNMA 04.625 10/15/14
275
0
10
10
0.050
 
FNMA 05.375 07/15/16
931
4
4
4
0.050
 
FNMA 04.875 12/15/16
939
61
62
62
0.050
 
FNMA 05.375 06/12/17
663
0
25
25
0.050
 
FNMA 07.250 05/15/30
256
11
11
11
0.050
 
Total:
8,589
8,589
 
* 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.