Securities Lending Activity
Auction Results*
October 31, 2014
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
 
T 00.375 11/15/14
0
0
49
0
N/A
 
T 04.250 08/15/15
962
0
15
15
0.050
 
T 05.125 05/15/16
7,557
5
5
5
0.050
 
T 03.250 05/31/16
9,511
0
5
5
0.050
 
T 03.250 06/30/16
8,739
0
13
13
0.050
 
T 04.875 08/15/16
5,715
15
5
5
0.050
 
T 00.500 08/31/16
1
0
1
0
N/A
 
T 03.000 08/31/16
5,313
32
33
33
0.050
 
T 01.000 09/30/16
980
0
119
119
0.050
 
T 01.000 10/31/16
1,089
241
228
228
0.050
 
T 04.625 11/15/16
4,506
94
100
100
0.050
 
T 02.750 11/30/16
8,055
0
2
2
0.050
 
T 00.875 01/31/17
1,134
7
10
10
0.050
 
T 04.625 02/15/17
6,442
2
2
2
0.050
 
T 01.000 03/31/17
2,635
0
156
156
0.050
 
T 00.875 04/30/17
1,365
0
18
18
0.050
 
T 03.125 04/30/17
11,151
77
126
126
0.050
 
T 00.875 05/15/17
0
0
8
0
N/A
 
T 02.750 05/31/17
10,351
21
75
75
0.050
 
T 00.750 06/30/17
2,097
0
7
7
0.050
 
T 00.500 07/31/17
3,797
0
18
18
0.050
 
T 04.750 08/15/17
11,259
25
25
25
0.050
 
T 00.625 08/31/17
242
0
29
29
0.050
 
T 00.750 10/31/17
4,752
0
75
75
0.050
 
T 04.250 11/15/17
9,907
10
65
65
0.050
 
T 00.625 11/30/17
63
0
44
15
0.050
 
T 02.750 12/31/17
11,955
0
27
27
0.050
 
T 00.750 02/28/18
5,358
0
5
5
0.050
 
T 00.625 04/30/18
3,520
5
5
5
0.050
 
T 02.375 06/30/18
14,219
2
2
2
0.050
 
T 01.375 07/31/18
5,643
0
7
7
0.050
 
T 03.750 11/15/18
8,000
0
2
2
0.050
 
T 01.500 12/31/18
1,851
0
2
2
0.050
 
T 01.500 02/28/19
2,346
0
6
6
0.050
 
T 01.500 03/31/19
16,432
0
6
6
0.050
 
T 01.250 04/30/19
17,935
110
95
95
0.050
 
T 01.625 04/30/19
4,200
97
24
24
0.050
 
T 01.125 05/31/19
15,177
11
158
158
0.050
 
T 01.000 09/30/19
8,775
89
167
167
0.050
 
T 01.750 09/30/19
0
0
38
0
N/A
 
T 01.250 10/31/19
13,120
1,537
1,628
1,628
0.050
 
T 01.000 11/30/19
6,284
25
8
8
0.050
 
T 01.250 02/29/20
8,675
90
401
401
0.050
 
T 01.125 03/31/20
10,168
721
675
675
0.050
 
T 03.500 05/15/20
8,000
0
2
2
0.050
 
T 01.875 06/30/20
11,581
2
13
13
0.050
 
T 02.625 08/15/20
8,435
0
25
25
0.050
 
T 02.000 09/30/20
7,787
0
7
7
0.050
 
T 02.000 02/15/22
39,717
113
85
85
0.050
 
T 01.625 08/15/22
39,296
0
102
102
0.050
 
T 01.625 11/15/22
28,495
10
12
12
0.050
 
T 02.000 02/15/23
13,883
0
3
3
0.050
 
T 02.750 11/15/23
7,663
0
7
7
0.050
 
T 09.875 11/15/15
292
0
1
1
0.050
 
T 09.250 02/15/16
2,166
84
155
155
0.050
 
T 07.500 11/15/16
7,709
2
2
2
0.050
 
T 08.750 05/15/17
6,531
1
1
1
0.050
 
T 08.875 08/15/17
5,530
166
190
190
0.050
 
T 09.125 05/15/18
3,500
175
183
183
0.050
 
T 09.000 11/15/18
3,457
213
394
394
0.050
 
T 08.875 02/15/19
6,747
143
85
85
0.050
 
T 08.125 08/15/19
11,932
1
81
81
0.050
 
T 08.500 02/15/20
5,969
2
1
1
0.050
 
T 07.250 08/15/22
5,123
40
52
52
0.050
 
T 07.625 11/15/22
4,518
286
507
507
0.050
 
T 07.500 11/15/24
4,821
581
569
569
0.050
 
T 06.875 08/15/25
6,555
0
149
149
0.050
 
T 06.750 08/15/26
4,471
3
7
7
0.050
 
T 06.625 02/15/27
5,418
154
159
159
0.050
 
T 05.500 08/15/28
4,650
1
1
1
0.050
 
T 05.250 11/15/28
2,320
105
264
264
0.050
 
T 05.250 02/15/29
4,650
82
55
55
0.050
 
T 06.125 08/15/29
5,617
104
3
3
0.050
 
T 06.250 05/15/30
7,880
152
321
321
0.050
 
T 04.500 02/15/36
10,694
2
80
80
0.050
 
T 04.750 02/15/37
10,433
3
8
8
0.050
 
T 04.500 05/15/38
8,008
0
21
21
0.050
 
T 04.250 05/15/39
24,430
0
3
3
0.050
 
T 04.625 02/15/40
20,372
0
3
3
0.050
 
T 04.750 02/15/41
21,678
50
15
15
0.050
 
T 03.125 11/15/41
26,965
0
2
2
0.050
 
T 03.125 02/15/42
8,342
0
5
5
0.050
 
T 02.750 11/15/42
11,660
0
2
2
0.050
 
T 03.625 08/15/43
6,863
0
1
1
0.050
 
TII 02.375 01/15/17
2,331
5
5
5
0.050
 
TII 00.125 04/15/19
9
0
2
2
0.050
 
TII 00.375 07/15/23
10
0
2
2
0.050
 
TII 00.125 07/15/24
4
0
1
1
0.050
 
TII 02.125 02/15/41
12,771
0
8
8
0.050
 
TF 00.045 01/31/16
0
0
113
0
N/A
 
TF 00.069 04/30/16
0
0
6
0
N/A
 
FHLMC 04.500 01/15/15
980
51
51
51
0.050
 
FHLMC 04.750 11/17/15
1,081
71
64
64
0.050
 
FHLMC 04.750 01/19/16
1,463
129
129
129
0.050
 
FHLMC 05.500 07/18/16
1,412
47
45
45
0.050
 
FHLMC 05.125 10/18/16
1,799
35
45
45
0.050
 
FHLMC 05.000 02/16/17
1,350
25
25
25
0.050
 
FHLMC 05.500 08/23/17
1,206
34
34
34
0.050
 
FHLMC 05.125 11/17/17
1,298
3
3
3
0.050
 
FHLMC 04.875 06/13/18
1,783
187
187
187
0.050
 
FHLMC 06.750 03/15/31
284
1
1
1
0.050
 
FNMA 04.375 10/15/15
852
0
75
75
0.050
 
FNMA 04.875 12/15/16
939
55
61
61
0.050
 
FNMA 06.625 11/15/30
343
2
2
2
0.050
 
Total:
8,924
8,680
 
* 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.