| 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. | ||
|
||
|
||
|
||
November
6, 2009 |
| Security |
Pre-Auction |
Auction
Results |
|||||
| Actual Avail to Borrow2 |
Outstanding Loans3 |
PAR Submitted4 |
PAR Accepted5 |
Wtd Avg Rate6 |
|||
T 05.750 08/15/10 |
2,335 |
2 |
1 |
1 |
0.050 |
||
T 04.500 11/15/10 |
1,978 |
0 |
3 |
3 |
0.050 |
||
T 04.250 01/15/11 |
45 |
0 |
50 |
11 |
0.050 |
||
T 00.875 05/31/11 |
7,104 |
47 |
1,132 |
1,132 |
0.050 |
||
T 05.125 06/30/11 |
2,025 |
0 |
7 |
7 |
0.050 |
||
T 01.000 07/31/11 |
946 |
0 |
28 |
28 |
0.050 |
||
T 04.875 07/31/11 |
1,706 |
0 |
5 |
5 |
0.050 |
||
T 04.500 09/30/11 |
2,396 |
51 |
176 |
176 |
0.050 |
||
T 01.000 10/31/11 |
976 |
0 |
982 |
975 |
0.058 |
||
T 04.750 01/31/12 |
1,937 |
0 |
5 |
5 |
0.050 |
||
T 01.375 04/15/12 |
9,289 |
10 |
8 |
8 |
0.050 |
||
T 04.500 04/30/12 |
2,788 |
0 |
2 |
2 |
0.050 |
||
T 01.875 06/15/12 |
7,649 |
50 |
224 |
224 |
0.050 |
||
T 01.500 07/15/12 |
6,003 |
283 |
598 |
598 |
0.050 |
||
T 01.375 10/15/12 |
274 |
0 |
351 |
273 |
0.080 |
||
T 03.875 10/31/12 |
3,122 |
0 |
54 |
54 |
0.050 |
||
T 02.875 01/31/13 |
1,711 |
0 |
83 |
83 |
0.050 |
||
T 03.875 02/15/13 |
2,821 |
0 |
10 |
10 |
0.050 |
||
T 02.500 03/31/13 |
3,426 |
0 |
1 |
1 |
0.050 |
||
T 03.125 04/30/13 |
2,170 |
5 |
100 |
100 |
0.050 |
||
T 03.500 05/31/13 |
2,748 |
0 |
19 |
19 |
0.050 |
||
T 02.250 05/31/14 |
7,224 |
0 |
48 |
48 |
0.050 |
||
T 04.250 08/15/14 |
2,561 |
0 |
6 |
6 |
0.050 |
||
T 04.000 02/15/15 |
4,015 |
0 |
13 |
13 |
0.050 |
||
T 03.250 06/30/16 |
6,868 |
0 |
50 |
50 |
0.050 |
||
T 03.250 07/31/16 |
4,908 |
0 |
3 |
3 |
0.050 |
||
T 04.875 08/15/16 |
5,670 |
0 |
1 |
1 |
0.050 |
||
T 04.750 08/15/17 |
8,820 |
0 |
1 |
1 |
0.050 |
||
T 09.125 05/15/18 |
1,717 |
633 |
900 |
900 |
0.050 |
||
T 09.000 11/15/18 |
2,259 |
0 |
34 |
34 |
0.050 |
||
T 08.875 02/15/19 |
4,115 |
0 |
43 |
43 |
0.050 |
||
T 05.500 08/15/28 |
2,325 |
0 |
10 |
10 |
0.050 |
||
T 05.250 02/15/29 |
1,944 |
0 |
18 |
18 |
0.050 |
||
T 05.000 05/15/37 |
6,734 |
0 |
1 |
1 |
0.050 |
||
T 04.500 05/15/38 |
5,159 |
0 |
3 |
3 |
0.050 |
||
T 04.250 05/15/39 |
4,825 |
0 |
32 |
32 |
0.050 |
||
TII 01.250 04/15/14 |
249 |
0 |
5 |
5 |
0.050 |
||
TII 02.125 01/15/19 |
681 |
0 |
141 |
141 |
0.050 |
||
FHLB 01.625 09/26/12 |
621 |
0 |
40 |
40 |
0.050 |
||
FHLB 01.625 11/21/12 |
246 |
8 |
89 |
89 |
0.050 |
||
FHLB 03.875 06/14/13 |
132 |
100 |
92 |
92 |
0.075 |
||
FHLB 04.000 09/06/13 |
1,347 |
0 |
8 |
8 |
0.050 |
||
FHLB 04.500 09/16/13 |
504 |
3 |
3 |
3 |
0.050 |
||
FHLB 05.500 08/13/14 |
488 |
77 |
77 |
77 |
0.050 |
||
FHLB 05.375 05/18/16 |
1,800 |
24 |
47 |
47 |
0.050 |
||
FHLB 05.000 11/17/17 |
366 |
0 |
60 |
60 |
0.050 |
||
FHLMC 01.625 04/26/11 |
1,578 |
0 |
91 |
91 |
0.050 |
||
FHLMC 01.125 12/15/11 |
377 |
44 |
80 |
80 |
0.050 |
||
FHLMC 02.125 09/21/12 |
1,975 |
371 |
503 |
503 |
0.050 |
||
FHLMC 02.500 01/07/14 |
1,283 |
30 |
30 |
30 |
0.050 |
||
FHLMC 04.500 01/15/14 |
635 |
0 |
5 |
5 |
0.050 |
||
FHLMC 04.500 01/15/15 |
638 |
50 |
100 |
100 |
0.050 |
||
FNMA 01.000 11/23/11 |
148 |
42 |
16 |
16 |
0.050 |
||
FNMA 01.875 04/20/12 |
538 |
44 |
40 |
40 |
0.050 |
||
FNMA 07.250 05/15/30 |
229 |
9 |
9 |
9 |
0.050 |
||
|
Total: |
6,438 |
6,314 |
|
||||
November
5, 2009 |
| Security |
Pre-Auction |
Auction
Results |
|||||
| Actual Avail to Borrow2 |
Outstanding Loans3 |
PAR Submitted4 |
PAR Accepted5 |
Wtd Avg Rate6 |
|||
T 02.125 04/30/10 |
2,476 |
0 |
150 |
150 |
0.050 |
||
T 05.750 08/15/10 |
2,335 |
0 |
2 |
2 |
0.050 |
||
T 04.250 10/15/10 |
522 |
0 |
3 |
3 |
0.050 |
||
T 00.875 12/31/10 |
4,466 |
0 |
9 |
9 |
0.050 |
||
T 00.875 05/31/11 |
7,104 |
300 |
1,584 |
1,584 |
0.050 |
||
T 05.125 06/30/11 |
2,025 |
0 |
6 |
6 |
0.050 |
||
T 04.875 07/31/11 |
1,706 |
0 |
5 |
5 |
0.050 |
||
T 05.000 08/15/11 |
1,984 |
0 |
10 |
10 |
0.050 |
||
T 01.000 09/30/11 |
685 |
0 |
171 |
171 |
0.050 |
||
T 04.500 09/30/11 |
2,396 |
0 |
114 |
114 |
0.050 |
||
T 01.000 10/31/11 |
976 |
0 |
52 |
52 |
0.050 |
||
T 01.125 12/15/11 |
2,173 |
0 |
139 |
139 |
0.050 |
||
T 04.625 12/31/11 |
1,711 |
0 |
50 |
50 |
0.050 |
||
T 01.375 04/15/12 |
9,289 |
11 |
10 |
10 |
0.050 |
||
T 01.875 06/15/12 |
7,649 |
0 |
50 |
50 |
0.050 |
||
T 01.500 07/15/12 |
6,003 |
475 |
568 |
568 |
0.050 |
||
T 01.375 10/15/12 |
274 |
0 |
195 |
136 |
0.055 |
||
T 03.125 04/30/13 |
2,170 |
0 |
55 |
55 |
0.050 |
||
T 01.875 04/30/14 |
6,456 |
0 |
4 |
4 |
0.050 |
||
T 04.250 08/15/14 |
2,561 |
0 |
7 |
7 |
0.050 |
||
T 02.375 09/30/14 |
934 |
0 |
233 |
233 |
0.060 |
||
T 03.250 07/31/16 |
4,908 |
0 |
361 |
361 |
0.050 |
||
T 04.875 08/15/16 |
5,670 |
0 |
256 |
256 |
0.050 |
||
T 03.000 08/31/16 |
1,338 |
0 |
2 |
2 |
0.050 |
||
T 11.250 02/15/15 |
3,313 |
5 |
5 |
5 |
0.050 |
||
T 07.250 05/15/16 |
3,842 |
0 |
8 |
8 |
0.050 |
||
T 09.125 05/15/18 |
1,734 |
616 |
937 |
937 |
0.050 |
||
T 09.000 11/15/18 |
2,259 |
0 |
1 |
1 |
0.050 |
||
T 08.750 08/15/20 |
5,373 |
0 |
24 |
24 |
0.050 |
||
T 04.375 02/15/38 |
7,011 |
0 |
110 |
110 |
0.050 |
||
TII 02.125 01/15/19 |
681 |
0 |
8 |
8 |
0.050 |
||
FHLB 01.375 05/16/11 |
864 |
0 |
5 |
5 |
0.050 |
||
FHLB 01.625 11/21/12 |
172 |
102 |
104 |
44 |
0.050 |
||
FHLB 03.875 06/14/13 |
149 |
83 |
92 |
92 |
0.087 |
||
FHLB 04.500 09/16/13 |
504 |
3 |
3 |
3 |
0.050 |
||
FHLB 05.500 08/13/14 |
488 |
77 |
77 |
77 |
0.050 |
||
FHLB 05.375 05/18/16 |
1,800 |
36 |
35 |
35 |
0.050 |
||
FHLMC 01.125 12/15/11 |
378 |
0 |
94 |
94 |
0.050 |
||
FHLMC 02.125 09/21/12 |
1,904 |
442 |
471 |
471 |
0.050 |
||
FHLMC 02.500 01/07/14 |
1,283 |
30 |
30 |
30 |
0.050 |
||
FHLMC 04.500 01/15/14 |
635 |
0 |
5 |
5 |
0.050 |
||
FHLMC 04.500 01/15/15 |
638 |
40 |
100 |
100 |
0.050 |
||
FHLMC 03.750 03/27/19 |
55 |
0 |
13 |
13 |
0.050 |
||
FNMA 01.375 04/28/11 |
655 |
0 |
9 |
9 |
0.050 |
||
FNMA 03.625 08/15/11 |
1,583 |
0 |
5 |
5 |
0.050 |
||
FNMA 01.000 11/23/11 |
171 |
0 |
51 |
42 |
0.050 |
||
FNMA 01.875 04/20/12 |
538 |
50 |
44 |
44 |
0.050 |
||
FNMA 03.000 09/16/14 |
893 |
0 |
35 |
35 |
0.050 |
||
FNMA 05.000 05/11/17 |
1,067 |
0 |
1 |
1 |
0.050 |
||
FNMA 07.250 05/15/30 |
229 |
9 |
9 |
9 |
0.050 |
||
|
Total: |
6,312 |
6,184 |
|
||||
| Security |
Extensions7 |
||
| FHLB 03.875 06/14/13 |
30 |
||
| Total: |
30 |
||
November
4, 2009 |
| Security |
Pre-Auction |
Auction
Results |
|||||
| Actual Avail to Borrow2 |
Outstanding Loans3 |
PAR Submitted4 |
PAR Accepted5 |
Wtd Avg Rate6 |
|||
T 03.125 11/30/09 |
3,189 |
2 |
52 |
52 |
0.050 |
||
T 00.875 05/31/11 |
7,104 |
170 |
983 |
983 |
0.050 |
||
T 01.000 07/31/11 |
946 |
0 |
25 |
25 |
0.050 |
||
T 04.500 09/30/11 |
2,396 |
0 |
192 |
192 |
0.050 |
||
T 01.000 10/31/11 |
976 |
0 |
178 |
178 |
0.054 |
||
T 04.625 10/31/11 |
2,650 |
36 |
67 |
67 |
0.050 |
||
T 01.750 11/15/11 |
4,958 |
0 |
3 |
3 |
0.050 |
||
T 01.375 03/15/12 |
9,204 |
0 |
70 |
70 |
0.050 |
||
T 01.375 04/15/12 |
9,289 |
0 |
11 |
11 |
0.050 |
||
T 01.875 06/15/12 |
7,649 |
0 |
81 |
81 |
0.050 |
||
T 04.875 06/30/12 |
5,008 |
0 |
29 |
29 |
0.050 |
||
T 01.500 07/15/12 |
6,003 |
306 |
1,560 |
1,560 |
0.050 |
||
T 01.375 09/15/12 |
3,235 |
0 |
25 |
25 |
0.050 |
||
T 01.375 10/15/12 |
274 |
0 |
77 |
77 |
0.050 |
||
T 02.875 01/31/13 |
1,711 |
0 |
23 |
23 |
0.050 |
||
T 03.125 04/30/13 |
2,170 |
0 |
30 |
30 |
0.050 |
||
T 03.375 07/31/13 |
4,244 |
0 |
30 |
30 |
0.050 |
||
T 02.375 09/30/14 |
934 |
5 |
711 |
711 |
0.081 |
||
T 03.250 05/31/16 |
8,469 |
0 |
55 |
55 |
0.050 |
||
T 03.250 06/30/16 |
6,868 |
0 |
2 |
2 |
0.050 |
||
T 04.875 08/15/16 |
5,670 |
0 |
6 |
6 |
0.050 |
||
T 11.250 02/15/15 |
3,313 |
76 |
81 |
81 |
0.050 |
||
T 09.125 05/15/18 |
1,686 |
664 |
745 |
745 |
0.051 |
||
T 09.000 11/15/18 |
2,259 |
19 |
20 |
20 |
0.050 |
||
T 08.875 02/15/19 |
4,115 |
213 |
132 |
132 |
0.050 |
||
T 06.250 05/15/30 |
2,549 |
15 |
5 |
5 |
0.050 |
||
T 04.250 05/15/39 |
4,825 |
0 |
21 |
21 |
0.050 |
||
FHLB 01.625 09/26/12 |
621 |
0 |
35 |
35 |
0.050 |
||
FHLB 01.625 11/21/12 |
246 |
6 |
111 |
102 |
0.050 |
||
FHLB 03.875 06/14/13 |
130 |
102 |
111 |
111 |
0.085 |
||
FHLB 04.500 09/16/13 |
504 |
3 |
3 |
3 |
0.050 |
||
FHLB 05.500 08/13/14 |
488 |
77 |
77 |
77 |
0.050 |
||
FHLB 05.375 05/18/16 |
1,800 |
17 |
56 |
56 |
0.050 |
||
FHLB 05.000 11/17/17 |
366 |
0 |
20 |
20 |
0.050 |
||
FHLMC 01.625 04/26/11 |
1,578 |
22 |
22 |
22 |
0.050 |
||
FHLMC 05.500 09/15/11 |
124 |
0 |
6 |
6 |
0.050 |
||
FHLMC 01.125 12/15/11 |
353 |
68 |
70 |
70 |
0.050 |
||
FHLMC 02.125 09/21/12 |
1,954 |
392 |
607 |
607 |
0.050 |
||
FHLMC 02.500 01/07/14 |
1,283 |
0 |
30 |
30 |
0.050 |
||
FHLMC 04.500 01/15/14 |
635 |
0 |
3 |
3 |
0.050 |
||
FHLMC 04.500 01/15/15 |
638 |
0 |
90 |
90 |
0.050 |
||
FHLMC 04.750 11/17/15 |
973 |
0 |
25 |
25 |
0.050 |
||
FHLMC 05.125 11/17/17 |
1,182 |
0 |
25 |
25 |
0.050 |
||
FNMA 01.875 04/20/12 |
538 |
27 |
78 |
78 |
0.050 |
||
FNMA 03.000 09/16/14 |
893 |
0 |
100 |
100 |
0.050 |
||
FNMA 05.000 04/15/15 |
666 |
0 |
8 |
8 |
0.050 |
||
FNMA 07.250 05/15/30 |
229 |
7 |
9 |
9 |
0.050 |
||
|
Total: |
6,700 |
6,691 |
|
||||
November
3, 2009 |
| Security |
Pre-Auction |
Auction
Results |
|||||
| Actual Avail to Borrow2 |
Outstanding Loans3 |
PAR Submitted4 |
PAR Accepted5 |
Wtd Avg Rate6 |
|||
T 03.125 11/30/09 |
3,189 |
0 |
2 |
2 |
0.050 |
||
T 02.000 09/30/10 |
2,835 |
0 |
5 |
5 |
0.050 |
||
T 04.250 10/15/10 |
522 |
0 |
5 |
5 |
0.050 |
||
T 04.500 02/28/11 |
2,137 |
0 |
10 |
10 |
0.050 |
||
T 00.875 05/31/11 |
7,104 |
239 |
1,298 |
1,298 |
0.050 |
||
T 01.125 06/30/11 |
1,045 |
0 |
52 |
52 |
0.050 |
||
T 01.000 07/31/11 |
946 |
0 |
64 |
64 |
0.050 |
||
T 01.000 08/31/11 |
1,137 |
2 |
284 |
284 |
0.050 |
||
T 01.000 09/30/11 |
685 |
0 |
60 |
60 |
0.050 |
||
T 04.500 09/30/11 |
2,396 |
0 |
1 |
1 |
0.050 |
||
T 01.000 10/31/11 |
976 |
44 |
371 |
371 |
0.069 |
||
T 04.625 10/31/11 |
2,650 |
50 |
286 |
286 |
0.050 |
||
T 01.375 03/15/12 |
9,204 |
0 |
170 |
170 |
0.050 |
||
T 04.500 03/31/12 |
2,246 |
0 |
10 |
10 |
0.050 |
||
T 01.875 06/15/12 |
7,649 |
60 |
49 |
49 |
0.050 |
||
T 04.875 06/30/12 |
5,008 |
0 |
10 |
10 |
0.050 |
||
T 01.500 07/15/12 |
6,003 |
70 |
726 |
726 |
0.050 |
||
T 01.375 09/15/12 |
3,235 |
0 |
6 |
6 |
0.050 |
||
T 01.375 10/15/12 |
274 |
0 |
73 |
73 |
0.054 |
||
T 02.500 03/31/13 |
3,426 |
0 |
100 |
100 |
0.050 |
||
T 03.125 04/30/13 |
2,170 |
50 |
2 |
2 |
0.050 |
||
T 04.250 08/15/13 |
5,013 |
0 |
125 |
125 |
0.050 |
||
T 01.875 04/30/14 |
6,456 |
0 |
2 |
2 |
0.050 |
||
T 02.375 09/30/14 |
934 |
0 |
251 |
251 |
0.069 |
||
T 04.000 02/15/15 |
4,015 |
0 |
9 |
9 |
0.050 |
||
T 03.000 08/31/16 |
1,338 |
10 |
10 |
10 |
0.050 |
||
T 04.500 05/15/17 |
7,499 |
0 |
17 |
17 |
0.050 |
||
T 11.250 02/15/15 |
3,313 |
0 |
126 |
126 |
0.050 |
||
T 08.750 05/15/17 |
4,900 |
0 |
40 |
40 |
0.050 |
||
T 09.125 05/15/18 |
1,726 |
624 |
715 |
715 |
0.050 |
||
T 09.000 11/15/18 |
2,259 |
19 |
49 |
49 |
0.050 |
||
T 08.875 02/15/19 |
4,115 |
49 |
213 |
213 |
0.050 |
||
T 06.250 05/15/30 |
2,549 |
0 |
15 |
15 |
0.050 |
||
T 05.375 02/15/31 |
2,156 |
0 |
25 |
25 |
0.050 |
||
TII 02.000 04/15/12 |
2,961 |
0 |
2 |
2 |
0.050 |
||
TII 01.625 01/15/15 |
121 |
0 |
29 |
29 |
0.050 |
||
TII 02.125 01/15/19 |
681 |
16 |
65 |
65 |
0.050 |
||
FHLB 04.500 11/15/12 |
623 |
4 |
2 |
2 |
0.050 |
||
FHLB 01.625 11/21/12 |
192 |
82 |
6 |
6 |
0.050 |
||
FHLB 03.875 06/14/13 |
135 |
97 |
102 |
102 |
0.093 |
||
FHLB 05.125 08/14/13 |
619 |
0 |
1 |
1 |
0.050 |
||
FHLB 04.500 09/16/13 |
504 |
0 |
3 |
3 |
0.050 |
||
FHLB 05.500 08/13/14 |
480 |
84 |
77 |
77 |
0.050 |
||
FHLB 05.375 05/18/16 |
1,800 |
25 |
40 |
40 |
0.050 |
||
FHLMC 02.875 11/23/10 |
734 |
1 |
1 |
1 |
0.050 |
||
FHLMC 01.625 04/26/11 |
1,578 |
22 |
22 |
22 |
0.050 |
||
FHLMC 01.125 12/15/11 |
373 |
48 |
68 |
68 |
0.050 |
||
FHLMC 02.125 09/21/12 |
1,990 |
356 |
442 |
442 |
0.050 |
||
FHLMC 05.125 11/17/17 |
1,182 |
2 |
18 |
18 |
0.050 |
||
FNMA 03.625 08/15/11 |
1,583 |
0 |
1 |
1 |
0.050 |
||
FNMA 01.000 11/23/11 |
145 |
45 |
20 |
20 |
0.050 |
||
FNMA 01.875 04/20/12 |
538 |
0 |
27 |
27 |
0.050 |
||
FNMA 07.250 05/15/30 |
229 |
7 |
7 |
7 |
0.050 |
||
|
Total: |
6,114 |
6,114 |
|
||||
| Security |
Extensions7 |
||
| FHLB 01.625 11/21/12 |
22 |
||
| FHLB 05.375 05/18/16 |
2 |
||
| FHLMC 05.125 11/17/17 |
1 |
||
| Total: |
25 |
||
November
2, 2009 |
| Security |
Pre-Auction |
Auction
Results |
|||||
| Actual Avail to Borrow2 |
Outstanding Loans3 |
PAR Submitted4 |
PAR Accepted5 |
Wtd Avg Rate6 |
|||
B 11/27/09 |
3,403 |
200 |
300 |
300 |
0.055 |
||
T 02.875 06/30/10 |
2,894 |
0 |
26 |
26 |
0.050 |
||
T 04.250 10/15/10 |
522 |
5 |
5 |
5 |
0.050 |
||
T 04.500 02/28/11 |
2,137 |
0 |
5 |
5 |
0.050 |
||
T 00.875 05/31/11 |
7,104 |
0 |
1,105 |
1,105 |
0.050 |
||
T 01.000 07/31/11 |
946 |
0 |
12 |
12 |
0.050 |
||
T 01.000 08/31/11 |
1,137 |
0 |
4 |
4 |
0.050 |
||
T 01.000 09/30/11 |
685 |
0 |
10 |
10 |
0.050 |
||
T 04.500 09/30/11 |
2,396 |
0 |
1 |
1 |
0.050 |
||
T 01.000 10/31/11 |
976 |
0 |
755 |
755 |
0.053 |
||
T 04.625 10/31/11 |
2,650 |
71 |
140 |
140 |
0.050 |
||
T 01.750 11/15/11 |
4,958 |
0 |
14 |
14 |
0.050 |
||
T 01.125 12/15/11 |
2,173 |
0 |
34 |
34 |
0.050 |
||
T 01.875 06/15/12 |
7,649 |
50 |
190 |
190 |
0.050 |
||
T 01.500 07/15/12 |
6,003 |
9 |
1,075 |
1,075 |
0.050 |
||
T 04.250 09/30/12 |
3,301 |
0 |
10 |
10 |
0.050 |
||
T 01.375 10/15/12 |
274 |
1 |
182 |
182 |
0.059 |
||
T 03.875 02/15/13 |
2,821 |
0 |
48 |
48 |
0.050 |
||
T 03.125 04/30/13 |
2,170 |
0 |
200 |
200 |
0.050 |
||
T 03.125 08/31/13 |
1,672 |
0 |
9 |
9 |
0.050 |
||
T 01.500 12/31/13 |
2,081 |
0 |
2 |
2 |
0.050 |
||
T 02.250 05/31/14 |
7,224 |
0 |
10 |
10 |
0.050 |
||
T 04.250 08/15/14 |
2,561 |
0 |
140 |
140 |
0.050 |
||
T 02.375 09/30/14 |
934 |
0 |
285 |
285 |
0.058 |
||
T 04.125 05/15/15 |
8,564 |
0 |
40 |
40 |
0.050 |
||
T 04.500 11/15/15 |
1,998 |
0 |
30 |
30 |
0.050 |
||
T 03.250 05/31/16 |
8,469 |
0 |
56 |
56 |
0.050 |
||
T 03.000 08/31/16 |
1,338 |
0 |
10 |
10 |
0.050 |
||
T 03.000 09/30/16 |
462 |
0 |
19 |
19 |
0.050 |
||
T 03.750 11/15/18 |
4,823 |
0 |
13 |
13 |
0.050 |
||
T 11.250 02/15/15 |
3,313 |
29 |
30 |
30 |
0.050 |
||
T 07.250 05/15/16 |
3,842 |
22 |
72 |
72 |
0.050 |
||
T 09.125 05/15/18 |
1,700 |
650 |
759 |
759 |
0.050 |
||
T 09.000 11/15/18 |
2,259 |
22 |
19 |
19 |
0.050 |
||
T 08.875 02/15/19 |
4,115 |
100 |
114 |
114 |
0.050 |
||
T 07.500 11/15/24 |
1,782 |
0 |
67 |
67 |
0.050 |
||
T 04.375 02/15/38 |
7,011 |
0 |
150 |
150 |
0.050 |
||
T 04.250 05/15/39 |
4,825 |
0 |
5 |
5 |
0.050 |
||
TII 01.875 07/15/13 |
263 |
0 |
8 |
8 |
0.050 |
||
TII 02.125 01/15/19 |
681 |
0 |
16 |
16 |
0.050 |
||
TII 01.875 07/15/19 |
170 |
0 |
1 |
1 |
0.050 |
||
FHLB 01.375 05/16/11 |
864 |
0 |
5 |
5 |
0.050 |
||
FHLB 01.625 09/26/12 |
621 |
0 |
60 |
60 |
0.050 |
||
FHLB 04.500 11/15/12 |
623 |
0 |
4 |
4 |
0.050 |
||
FHLB 01.625 11/21/12 |
194 |
80 |
21 |
21 |
0.050 |
||
FHLB 03.875 06/14/13 |
136 |
96 |
89 |
89 |
0.097 |
||
FHLB 05.500 08/13/14 |
479 |
86 |
77 |
77 |
0.050 |
||
FHLB 05.375 05/18/16 |
1,800 |
31 |
25 |
25 |
0.050 |
||
FHLB 05.000 11/17/17 |
366 |
0 |
1 |
1 |
0.050 |
||
FHLMC 02.875 11/23/10 |
734 |
0 |
1 |
1 |
0.050 |
||
FHLMC 01.625 04/26/11 |
1,578 |
22 |
22 |
22 |
0.050 |
||
FHLMC 05.500 09/15/11 |
124 |
0 |
2 |
2 |
0.050 |
||
FHLMC 01.125 12/15/11 |
327 |
94 |
95 |
95 |
0.050 |
||
FHLMC 02.125 09/21/12 |
2,016 |
330 |
501 |
501 |
0.050 |
||
FHLMC 02.500 01/07/14 |
1,283 |
3 |
4 |
4 |
0.050 |
||
FHLMC 04.500 01/15/14 |
635 |
0 |
5 |
5 |
0.050 |
||
FHLMC 04.500 01/15/15 |
638 |
21 |
60 |
60 |
0.050 |
||
FHLMC 04.750 11/17/15 |
973 |
0 |
25 |
25 |
0.050 |
||
FHLMC 05.125 11/17/17 |
1,182 |
0 |
120 |
120 |
0.089 |
||
FHLMC 06.750 03/15/31 |
278 |
0 |
5 |
5 |
0.050 |
||
FNMA 01.750 03/23/11 |
6,749 |
0 |
15 |
15 |
0.050 |
||
FNMA 05.000 10/15/11 |
432 |
0 |
10 |
10 |
0.050 |
||
FNMA 01.000 11/23/11 |
170 |
20 |
45 |
45 |
0.050 |
||
FNMA 01.875 04/20/12 |
538 |
0 |
5 |
5 |
0.050 |
||
FNMA 03.000 09/16/14 |
893 |
0 |
9 |
9 |
0.050 |
||
FNMA 05.375 06/12/17 |
367 |
0 |
25 |
25 |
0.050 |
||
FNMA 07.250 05/15/30 |
229 |
7 |
7 |
7 |
0.050 |
||
|
Total: |
7,209 |
7,209 |
|
||||
| Security |
Extensions7 |
||
| FHLB 01.625 11/21/12 |
61 |
||
| FHLB 03.875 06/14/13 |
30 |
||
| FHLB 05.500 08/13/14 |
7 |
||
| Total: |
98 |
||
October
30, 2009 |
| Security |
Pre-Auction |
Auction
Results |
|||||
| Actual Avail to Borrow2 |
Outstanding Loans3 |
PAR Submitted4 |
PAR Accepted5 |
Wtd Avg Rate6 |
|||
B 11/27/09 |
3,403 |
0 |
410 |
410 |
0.069 |
||
T 03.125 11/30/09 |
3,189 |
27 |
17 |
17 |
0.050 |
||
T 02.875 06/30/10 |
2,894 |
0 |
1 |
1 |
0.050 |
||
T 04.250 10/15/10 |
522 |
0 |
5 |
5 |
0.050 |
||
T 00.875 05/31/11 |
7,104 |
50 |
335 |
335 |
0.050 |
||
T 05.000 08/15/11 |
1,984 |
200 |
544 |
544 |
0.050 |
||
T 01.000 09/30/11 |
685 |
0 |
572 |
528 |
0.053 |
||
T 04.625 10/31/11 |
2,650 |
0 |
121 |
121 |
0.050 |
||
T 01.125 12/15/11 |
2,173 |
0 |
7 |
7 |
0.050 |
||
T 04.750 01/31/12 |
1,937 |
0 |
5 |
5 |
0.050 |
||
T 01.375 03/15/12 |
9,204 |
0 |
6 |
6 |
0.050 |
||
T 01.375 04/15/12 |
9,289 |
0 |
20 |
20 |
0.050 |
||
T 01.375 05/15/12 |
7,551 |
0 |
10 |
10 |
0.050 |
||
T 01.875 06/15/12 |
7,649 |
0 |
214 |
214 |
0.050 |
||
T 01.500 07/15/12 |
6,003 |
594 |
273 |
273 |
0.050 |
||
T 01.375 10/15/12 |
274 |
0 |
313 |
151 |
0.052 |
||
T 03.625 12/31/12 |
2,699 |
0 |
45 |
45 |
0.050 |
||
T 03.500 05/31/13 |
2,748 |
0 |
2 |
2 |
0.050 |
||
T 01.875 04/30/14 |
6,456 |
0 |
6 |
6 |
0.050 |
||
T 04.750 05/15/14 |
2,891 |
0 |
200 |
200 |
0.050 |
||
T 02.250 05/31/14 |
7,224 |
0 |
12 |
12 |
0.050 |
||
T 02.375 09/30/14 |
934 |
0 |
228 |
228 |
0.166 |
||
T 03.250 07/31/16 |
4,908 |
35 |
40 |
40 |
0.050 |
||
T 03.000 09/30/16 |
462 |
0 |
115 |
115 |
0.050 |
||
T 04.625 11/15/16 |
3,302 |
2 |
2 |
2 |
0.050 |
||
T 04.500 05/15/17 |
7,499 |
0 |
40 |
40 |
0.050 |
||
T 11.250 02/15/15 |
3,313 |
50 |
29 |
29 |
0.050 |
||
T 09.875 11/15/15 |
1,719 |
0 |
60 |
60 |
0.050 |
||
T 07.250 05/15/16 |
3,842 |
72 |
72 |
72 |
0.050 |
||
T 09.125 05/15/18 |
1,719 |
631 |
710 |
710 |
0.050 |
||
T 09.000 11/15/18 |
2,259 |
27 |
22 |
22 |
0.050 |
||
T 08.875 02/15/19 |
4,115 |
150 |
300 |
300 |
0.050 |
||
T 05.250 02/15/29 |
1,944 |
0 |
12 |
12 |
0.050 |
||
T 06.250 05/15/30 |
2,549 |
0 |
10 |
10 |
0.050 |
||
