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Securities Lending Activity
Auction Results and Extensions History*
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