Securities Lending Activity
Auction Results*
July 28, 2015
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
 
T 02.375 03/31/16
8,132
252
355
355
0.050
 
T 05.125 05/15/16
7,557
95
193
193
0.050
 
T 03.250 07/31/16
5,522
49
145
145
0.050
 
T 01.000 08/31/16
963
0
28
28
0.050
 
T 03.000 09/30/16
5,163
113
113
113
0.050
 
T 04.625 02/15/17
6,442
5
9
9
0.050
 
T 01.000 03/31/17
2,635
1
5
5
0.050
 
T 04.500 05/15/17
11,903
2
2
2
0.050
 
T 04.750 08/15/17
11,259
111
223
223
0.050
 
T 00.625 09/30/17
3,771
0
3
3
0.050
 
T 00.750 10/31/17
4,752
0
14
14
0.050
 
T 02.250 11/30/17
7,018
125
78
78
0.050
 
T 00.750 12/31/17
3,798
90
240
240
0.050
 
T 02.750 12/31/17
11,955
0
1
1
0.050
 
T 00.875 01/31/18
11,790
314
314
314
0.050
 
T 00.750 02/28/18
5,358
4
4
4
0.050
 
T 03.875 05/15/18
19,616
385
470
470
0.050
 
T 01.000 05/31/18
1,268
0
1
1
0.050
 
T 02.375 06/30/18
14,219
0
4
4
0.050
 
T 02.250 07/31/18
18,365
166
121
121
0.050
 
T 04.000 08/15/18
7,499
501
546
546
0.050
 
T 01.750 10/31/18
8,055
0
9
9
0.050
 
T 03.750 11/15/18
27,310
0
3
3
0.050
 
T 01.375 02/28/19
5,684
0
3
3
0.050
 
T 01.500 03/31/19
16,432
166
98
98
0.050
 
T 01.250 04/30/19
17,935
618
828
828
0.050
 
T 03.125 05/15/19
7,998
2
2
2
0.050
 
T 01.125 05/31/19
7,875
430
525
525
0.050
 
T 01.000 06/30/19
16,336
412
408
408
0.050
 
T 01.625 06/30/19
135
0
33
33
0.050
 
T 01.000 08/31/19
12,471
2
2
2
0.050
 
T 01.125 12/31/19
6,373
12
38
38
0.050
 
T 03.625 02/15/20
8,003
0
6
6
0.050
 
T 01.125 03/31/20
10,168
0
6
6
0.050
 
T 02.125 06/30/21
1,764
0
2
2
0.050
 
T 02.000 11/15/21
26,143
0
7
7
0.050
 
T 01.625 11/15/22
28,746
2
2
2
0.050
 
T 10.625 08/15/15
185
32
32
32
0.050
 
T 09.875 11/15/15
292
7
7
7
0.050
 
T 09.250 02/15/16
2,166
5
4
4
0.050
 
T 08.750 05/15/17
6,531
17
42
42
0.050
 
T 08.875 08/15/17
5,530
200
209
209
0.050
 
T 09.125 05/15/18
3,500
13
15
15
0.050
 
T 09.000 11/15/18
3,457
66
57
57
0.050
 
T 08.875 02/15/19
6,747
188
205
205
0.050
 
T 08.125 08/15/19
11,932
111
189
189
0.050
 
T 08.500 02/15/20
5,969
33
33
33
0.050
 
T 08.750 05/15/20
4,775
35
67
67
0.050
 
T 07.875 02/15/21
6,347
23
23
23
0.050
 
T 08.125 05/15/21
6,341
31
31
31
0.050
 
T 08.000 11/15/21
19,297
8
8
8
0.050
 
T 07.250 08/15/22
5,123
193
193
193
0.050
 
T 07.625 11/15/22
4,518
182
249
249
0.050
 
T 06.250 08/15/23
14,274
19
19
19
0.050
 
T 07.500 11/15/24
4,861
386
330
330
0.050
 
T 07.625 02/15/25
5,179
82
162
162
0.050
 
T 06.875 08/15/25
6,555
75
45
45
0.050
 
T 06.000 02/15/26
4,331
78
78
78
0.050
 
T 06.750 08/15/26
4,471
172
228
228
0.050
 
T 06.500 11/15/26
5,161
64
35
35
0.050
 
T 06.625 02/15/27
5,418
52
57
57
0.050
 
T 05.500 08/15/28
4,650
106
126
126
0.050
 
T 05.250 11/15/28
2,320
0
20
20
0.050
 
T 05.250 02/15/29
4,535
632
604
604
0.050
 
T 06.125 08/15/29
5,617
204
50
50
0.050
 
T 06.250 05/15/30
7,517
1,238
1,213
1,213
0.050
 
T 05.375 02/15/31
2,811
330
450
450
0.050
 
T 04.500 02/15/36
10,694
179
246
246
0.050
 
T 05.000 05/15/37
13,490
878
962
962
0.050
 
T 04.375 02/15/38
14,170
54
54
54
0.050
 
T 04.500 05/15/38
16,064
0
11
11
0.050
 
T 03.500 02/15/39
12,028
7
7
7
0.050
 
T 04.250 05/15/39
24,430
1
22
22
0.050
 
T 04.375 11/15/39
28,064
1
7
7
0.050
 
T 04.375 05/15/40
11,230
0
8
8
0.050
 
T 03.125 11/15/41
8,000
0
15
15
0.050
 
T 03.000 05/15/42
25,648
82
82
82
0.050
 
T 03.000 05/15/45
325
0
15
15
0.050
 
TII 02.500 07/15/16
2,765
0
13
13
0.050
 
TII 02.625 07/15/17
974
0
32
32
0.050
 
TII 01.625 01/15/18
2,367
36
40
40
0.050
 
TII 02.125 01/15/19
1,598
10
10
10
0.050
 
TII 01.875 07/15/19
475
0
15
15
0.050
 
TII 00.125 07/15/22
319
0
97
79
0.050
 
TII 02.375 01/15/25
5,919
30
30
30
0.050
 
TII 00.625 02/15/43
8,682
0
2
2
0.050
 
FHLB 05.375 05/18/16
1,800
2
2
2
0.050
 
FHLMC 04.750 01/19/16
1,463
55
55
55
0.050
 
FHLMC 05.125 11/17/17
1,298
22
21
21
0.050
 
Total:
11,368
11,350
 
* 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.