Securities Lending Activity
Auction Results*
December 17, 2014
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
 
T 02.000 04/30/16
12,415
2
1
1
0.050
 
T 03.250 05/31/16
9,511
0
75
75
0.050
 
T 03.250 07/31/16
5,522
113
138
138
0.050
 
T 01.000 10/31/16
1,197
0
1
1
0.050
 
T 03.125 10/31/16
4,678
75
132
132
0.050
 
T 04.625 11/15/16
4,506
15
107
107
0.050
 
T 00.875 11/30/16
1,427
4
21
21
0.050
 
T 00.875 12/31/16
1,020
0
73
73
0.050
 
T 03.125 01/31/17
5,485
3
14
14
0.050
 
T 00.875 02/28/17
1,529
0
38
38
0.050
 
T 01.000 03/31/17
2,635
0
76
76
0.050
 
T 03.250 03/31/17
9,568
8
8
8
0.050
 
T 03.125 04/30/17
11,151
120
105
105
0.050
 
T 00.625 05/31/17
367
0
53
53
0.050
 
T 02.750 05/31/17
10,351
0
96
96
0.050
 
T 00.750 06/30/17
2,097
0
1
1
0.050
 
T 02.375 07/31/17
6,817
5
5
5
0.050
 
T 04.750 08/15/17
11,259
12
37
37
0.050
 
T 00.625 08/31/17
242
0
26
26
0.050
 
T 01.875 10/31/17
3,079
4
4
4
0.050
 
T 04.250 11/15/17
9,907
139
170
170
0.050
 
T 02.750 12/31/17
11,955
0
22
22
0.050
 
T 00.875 01/31/18
11,790
72
127
127
0.050
 
T 03.500 02/15/18
14,906
6
6
6
0.050
 
T 03.875 05/15/18
19,616
60
211
211
0.050
 
T 02.375 05/31/18
7,993
7
7
7
0.050
 
T 02.250 07/31/18
18,365
50
90
90
0.050
 
T 01.750 10/31/18
16,031
0
3
3
0.050
 
T 03.750 11/15/18
27,310
0
1
1
0.050
 
T 01.375 11/30/18
14,887
4
4
4
0.050
 
T 01.375 12/31/18
11,425
2
2
2
0.050
 
T 01.500 03/31/19
8,002
0
1
1
0.050
 
T 01.250 04/30/19
17,935
22
48
48
0.050
 
T 01.125 05/31/19
15,177
279
335
335
0.050
 
T 01.500 05/31/19
58
3
3
3
0.050
 
T 00.875 07/31/19
13,064
0
2
2
0.050
 
T 01.250 10/31/19
13,191
1,111
1,231
1,231
0.050
 
T 03.375 11/15/19
7,995
5
10
10
0.050
 
T 01.000 11/30/19
6,284
0
25
25
0.050
 
T 01.125 12/31/19
6,373
131
266
266
0.050
 
T 01.375 01/31/20
5,413
8
199
199
0.050
 
T 01.250 02/29/20
8,675
141
212
212
0.050
 
T 01.125 03/31/20
10,168
707
617
617
0.050
 
T 01.125 04/30/20
4,649
0
147
147
0.050
 
T 01.875 06/30/20
11,581
0
9
9
0.050
 
T 02.125 08/31/20
2,574
0
3
3
0.050
 
T 02.375 12/31/20
5,184
0
51
51
0.050
 
T 03.625 02/15/21
19,794
0
30
30
0.050
 
T 03.125 05/15/21
8,217
0
5
5
0.050
 
T 02.000 05/31/21
1,434
0
5
5
0.050
 
T 01.750 05/15/22
8,001
4
105
105
0.050
 
T 02.500 08/15/23
20,112
0
223
223
0.050
 
T 02.750 02/15/24
8,054
0
39
39
0.050
 
T 10.625 08/15/15
195
8
23
23
0.050
 
T 09.250 02/15/16
2,166
125
130
130
0.050
 
T 07.500 11/15/16
7,709
1
1
1
0.050
 
T 08.750 05/15/17
6,531
6
45
45
0.050
 
T 08.875 08/15/17
5,530
239
242
242
0.050
 
T 09.125 05/15/18
3,500
46
58
58
0.050
 
T 09.000 11/15/18
3,457
384
347
347
0.050
 
T 08.875 02/15/19
6,747
190
210
210
0.050
 
T 08.125 08/15/19
11,932
26
53
53
0.050
 
T 08.750 08/15/20
10,746
4
4
4
0.050
 
T 08.000 11/15/21
19,297
2
2
2
0.050
 
T 07.250 08/15/22
5,123
150
173
173
0.050
 
T 07.625 11/15/22
4,499
521
520
520
0.050
 
T 07.125 02/15/23
9,941
17
17
17
0.050
 
T 06.250 08/15/23
14,274
50
49
49
0.050
 
T 07.500 11/15/24
4,532
870
893
893
0.050
 
T 07.625 02/15/25
5,179
150
151
151
0.050
 
T 06.875 08/15/25
6,555
58
33
33
0.050
 
T 06.500 11/15/26
5,161
0
4
4
0.050
 
T 06.625 02/15/27
5,418
88
132
132
0.050
 
T 06.375 08/15/27
4,745
11
11
11
0.050
 
T 05.500 08/15/28
4,650
2
2
2
0.050
 
T 05.250 11/15/28
2,320
74
86
86
0.050
 
T 05.250 02/15/29
4,650
42
20
20
0.050
 
T 06.125 08/15/29
5,617
222
277
277
0.050
 
T 06.250 05/15/30
7,880
189
241
241
0.050
 
T 05.375 02/15/31
2,827
273
315
315
0.050
 
T 04.500 02/15/36
10,694
547
591
591
0.050
 
T 04.750 02/15/37
10,433
0
2
2
0.050
 
T 03.500 02/15/39
12,028
49
112
112
0.050
 
T 04.250 05/15/39
24,054
1
2
2
0.050
 
T 03.875 08/15/40
24,257
0
10
10
0.050
 
T 04.250 11/15/40
22,496
37
43
43
0.050
 
T 04.750 02/15/41
8,000
0
50
50
0.050
 
T 04.375 05/15/41
8,002
30
30
30
0.050
 
T 03.125 02/15/42
26,037
0
2
2
0.050
 
T 02.750 11/15/42
11,660
0
2
2
0.050
 
T 03.125 02/15/43
11,294
0
2
2
0.050
 
T 02.875 05/15/43
465
0
40
40
0.050
 
TII 02.500 07/15/16
2,765
49
72
72
0.050
 
TII 02.375 01/15/17
2,331
8
8
8
0.050
 
TII 02.625 07/15/17
974
29
104
104
0.050
 
TII 01.625 01/15/18
2,367
80
96
96
0.050
 
TII 01.375 07/15/18
876
78
51
51
0.050
 
TII 02.125 01/15/19
1,598
0
20
20
0.050
 
TII 01.125 01/15/21
4,215
0
4
4
0.050
 
TII 00.625 07/15/21
764
0
154
154
0.050
 
TII 00.125 01/15/23
12
0
1
1
0.050
 
TII 02.000 01/15/26
3,211
5
5
5
0.050
 
TII 03.625 04/15/28
6,931
0
40
40
0.050
 
TII 03.375 04/15/32
364
3
32
32
0.050
 
TII 02.125 02/15/41
12,771
0
20
20
0.050
 
TII 00.625 02/15/43
8,682
66
44
44
0.050
 
FHLB 05.000 11/17/17
830
45
38
38
0.050
 
FHLMC 04.500 01/15/15
980
29
29
29
0.060
 
FHLMC 04.750 01/19/16
1,463
123
123
123
0.050
 
FHLMC 05.500 07/18/16
1,412
47
48
48
0.050
 
FHLMC 05.000 02/16/17
1,350
30
30
30
0.050
 
FHLMC 05.500 08/23/17
1,206
34
34
34
0.050
 
FHLMC 05.125 11/17/17
1,298
29
29
29
0.050
 
FHLMC 04.875 06/13/18
1,783
173
173
173
0.050
 
FNMA 04.875 12/15/16
926
118
136
136
0.054
 
Total:
11,436
11,436
 
* 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.