Securities Lending Activity
Auction Results*
September 2, 2014
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
 
T 00.250 03/31/15
0
0
1
0
N/A
 
T 02.625 02/29/16
9,522
7
17
17
0.050
 
T 05.125 05/15/16
7,557
9
9
9
0.050
 
T 03.250 05/31/16
9,511
0
11
11
0.050
 
T 01.500 06/30/16
3,470
2
22
22
0.050
 
T 03.250 06/30/16
8,739
0
12
12
0.050
 
T 00.500 07/31/16
7
2
2
2
0.050
 
T 01.000 08/31/16
963
1
8
8
0.050
 
T 01.000 09/30/16
980
50
58
58
0.050
 
T 03.125 10/31/16
4,678
1
1
1
0.050
 
T 00.875 12/31/16
1,020
68
32
32
0.050
 
T 00.625 05/31/17
367
0
17
17
0.050
 
T 02.750 05/31/17
10,351
25
25
25
0.050
 
T 02.500 06/30/17
9,499
0
82
82
0.050
 
T 04.750 08/15/17
10,744
0
30
30
0.050
 
T 01.875 08/31/17
2,635
0
50
50
0.050
 
T 01.875 09/30/17
6,080
0
96
96
0.050
 
T 02.750 12/31/17
8,594
2
2
2
0.050
 
T 03.500 02/15/18
14,906
0
2
2
0.050
 
T 00.625 04/30/18
3,520
0
81
81
0.050
 
T 02.375 05/31/18
8,936
0
39
39
0.050
 
T 02.375 06/30/18
8,172
6
6
6
0.050
 
T 02.250 07/31/18
8,823
59
135
135
0.050
 
T 01.500 01/31/19
3,754
0
13
13
0.050
 
T 01.250 04/30/19
17,935
150
50
50
0.050
 
T 01.625 04/30/19
4,168
0
10
10
0.050
 
T 01.000 09/30/19
8,206
50
100
100
0.050
 
T 01.250 10/31/19
13,162
1,495
1,602
1,602
0.050
 
T 01.125 12/31/19
6,328
4
4
4
0.050
 
T 01.250 02/29/20
8,667
25
17
17
0.050
 
T 01.125 03/31/20
10,082
0
39
39
0.050
 
T 01.125 04/30/20
4,624
0
7
7
0.050
 
T 03.125 05/15/21
8,475
0
5
5
0.050
 
T 01.625 08/15/22
7,928
213
361
361
0.050
 
T 02.000 02/15/23
13,431
0
45
45
0.050
 
T 02.750 11/15/23
7,522
16
11
11
0.050
 
T 10.625 08/15/15
195
0
20
20
0.050
 
T 09.250 02/15/16
2,166
1
8
8
0.050
 
T 07.500 11/15/16
7,709
4
4
4
0.050
 
T 08.750 05/15/17
6,531
10
66
66
0.050
 
T 08.875 08/15/17
5,530
42
120
120
0.050
 
T 09.125 05/15/18
3,500
146
186
186
0.050
 
T 09.000 11/15/18
3,457
213
213
213
0.050
 
T 08.875 02/15/19
6,747
29
147
147
0.050
 
T 08.125 08/15/19
8,025
20
45
45
0.050
 
T 07.875 02/15/21
6,347
0
40
40
0.050
 
T 08.125 08/15/21
5,988
35
35
35
0.050
 
T 07.250 08/15/22
5,121
98
243
243
0.050
 
T 07.625 11/15/22
4,486
526
579
579
0.050
 
T 07.125 02/15/23
9,941
41
41
41
0.050
 
T 06.250 08/15/23
9,348
65
87
87
0.050
 
T 07.500 11/15/24
4,767
635
630
630
0.050
 
T 07.625 02/15/25
5,174
242
366
366
0.050
 
T 06.875 08/15/25
6,555
297
218
218
0.050
 
T 06.000 02/15/26
4,309
14
6
6
0.050
 
T 06.750 08/15/26
4,444
13
36
36
0.050
 
T 06.500 11/15/26
5,161
14
5
5
0.050
 
T 06.625 02/15/27
5,418
42
153
153
0.050
 
T 06.375 08/15/27
4,745
10
10
10
0.050
 
T 05.250 11/15/28
2,191
387
533
533
0.050
 
T 05.250 02/15/29
4,650
0
2
2
0.050
 
T 06.125 08/15/29
5,617
233
258
258
0.050
 
T 06.250 05/15/30
7,880
48
74
74
0.050
 
T 05.375 02/15/31
2,827
31
82
82
0.050
 
T 04.500 02/15/36
10,418
63
113
113
0.050
 
T 04.750 02/15/37
10,433
19
27
27
0.050
 
T 05.000 05/15/37
8,728
1
5
5
0.050
 
T 04.375 02/15/38
8,150
0
39
39
0.050
 
T 04.250 05/15/39
24,430
197
186
186
0.050
 
T 04.375 11/15/39
28,002
34
163
163
0.050
 
T 04.625 02/15/40
8,044
0
200
200
0.050
 
T 04.375 05/15/40
8,550
0
136
136
0.050
 
T 03.875 08/15/40
23,779
47
47
47
0.050
 
T 04.375 05/15/41
24,602
19
54
54
0.050
 
T 03.125 02/15/42
25,730
0
2
2
0.050
 
T 02.750 11/15/42
11,510
0
29
29
0.050
 
T 03.625 08/15/43
4,610
9
1
1
0.050
 
TII 02.625 07/15/17
974
29
22
22
0.050
 
TII 01.625 01/15/18
2,367
0
5
5
0.050
 
TII 00.125 01/15/23
12
0
65
3
0.050
 
TII 00.125 07/15/24
4
0
1
1
0.050
 
TII 02.000 01/15/26
3,211
0
9
9
0.050
 
TII 03.375 04/15/32
364
0
4
4
0.050
 
FHLMC 04.750 11/17/15
1,081
69
68
68
0.050
 
FHLMC 04.750 01/19/16
1,454
172
167
167
0.050
 
FHLMC 05.500 07/18/16
1,412
83
83
83
0.050
 
FHLMC 05.125 10/18/16
1,799
97
92
92
0.050
 
FHLMC 05.000 02/16/17
1,350
12
12
12
0.050
 
FHLMC 05.500 08/23/17
1,206
76
51
51
0.050
 
FHLMC 04.875 06/13/18
1,694
288
351
351
0.050
 
FNMA 04.875 12/15/16
939
62
104
104
0.050
 
Total:
9,245
9,182
 
* 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.