Securities Lending Activity
Auction Results*
August 22, 2014
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
 
T 02.500 04/30/15
404
0
16
16
0.050
 
T 05.125 05/15/16
7,557
9
9
9
0.050
 
T 01.750 05/31/16
8,819
0
18
18
0.050
 
T 03.250 06/30/16
8,739
0
12
12
0.050
 
T 03.250 07/31/16
5,522
160
150
150
0.050
 
T 01.000 08/31/16
963
0
1
1
0.050
 
T 01.000 09/30/16
980
0
2
2
0.050
 
T 03.125 10/31/16
4,678
1
1
1
0.050
 
T 04.625 11/15/16
4,506
0
28
28
0.050
 
T 00.875 11/30/16
1,427
1
1
1
0.050
 
T 00.875 12/31/16
1,020
5
5
5
0.050
 
T 00.875 01/31/17
1,134
0
39
39
0.050
 
T 04.625 02/15/17
6,442
130
100
100
0.050
 
T 00.625 05/31/17
367
0
11
11
0.050
 
T 00.750 06/30/17
2,097
63
163
163
0.050
 
T 02.500 06/30/17
9,499
30
30
30
0.050
 
T 02.875 03/31/18
8,532
0
21
21
0.050
 
T 03.875 05/15/18
19,616
0
30
30
0.050
 
T 02.375 05/31/18
8,936
0
22
22
0.050
 
T 02.375 06/30/18
8,172
6
6
6
0.050
 
T 02.250 07/31/18
8,448
434
417
417
0.050
 
T 01.500 05/31/19
58
0
14
14
0.050
 
T 01.250 10/31/19
13,191
1,277
1,362
1,362
0.050
 
T 01.125 12/31/19
6,328
45
49
49
0.050
 
T 03.625 02/15/20
24,969
0
50
50
0.050
 
T 01.125 03/31/20
10,082
0
10
10
0.050
 
T 03.500 05/15/20
7,999
1
1
1
0.050
 
T 02.000 02/28/21
2,673
0
27
27
0.050
 
T 02.250 03/31/21
2,949
8
8
8
0.050
 
T 01.750 05/15/22
8,703
0
17
17
0.050
 
T 01.625 08/15/22
7,923
218
299
299
0.050
 
T 01.625 11/15/22
28,274
96
127
127
0.050
 
T 01.750 05/15/23
11,046
0
8
8
0.050
 
T 02.500 05/15/24
622
0
15
15
0.050
 
T 10.625 08/15/15
195
21
21
21
0.050
 
T 09.250 02/15/16
2,166
0
104
104
0.050
 
T 07.500 11/15/16
7,709
4
4
4
0.050
 
T 08.750 05/15/17
6,531
1
28
28
0.050
 
T 08.875 08/15/17
5,530
5
71
71
0.050
 
T 09.125 05/15/18
3,500
171
163
163
0.050
 
T 09.000 11/15/18
3,457
223
428
428
0.050
 
T 08.875 02/15/19
6,747
109
119
119
0.050
 
T 08.125 08/15/19
8,045
0
96
96
0.050
 
T 08.500 02/15/20
5,969
0
51
51
0.050
 
T 08.125 08/15/21
5,988
5
5
5
0.050
 
T 07.250 08/15/22
5,121
103
207
207
0.050
 
T 07.625 11/15/22
4,510
385
525
525
0.050
 
T 07.125 02/15/23
9,941
10
56
56
0.050
 
T 06.250 08/15/23
9,256
7
224
224
0.050
 
T 07.500 11/15/24
4,855
547
537
537
0.050
 
T 07.625 02/15/25
5,174
167
192
192
0.050
 
T 06.875 08/15/25
6,555
150
282
282
0.050
 
T 06.000 02/15/26
4,309
4
29
29
0.050
 
T 06.750 08/15/26
4,444
14
14
14
0.050
 
T 06.625 02/15/27
5,418
49
33
33
0.050
 
T 06.375 08/15/27
4,745
9
9
9
0.050
 
T 05.500 08/15/28
4,645
13
38
38
0.050
 
T 05.250 11/15/28
2,092
486
495
495
0.050
 
T 05.250 02/15/29
4,650
0
68
68
0.050
 
T 06.125 08/15/29
5,617
65
92
92
0.050
 
T 06.250 05/15/30
7,880
0
32
32
0.050
 
T 05.375 02/15/31
2,827
49
19
19
0.050
 
T 04.500 02/15/36
10,411
51
52
52
0.050
 
T 04.750 02/15/37
10,433
10
15
15
0.050
 
T 04.375 02/15/38
8,150
0
62
62
0.050
 
T 04.250 05/15/39
24,430
174
392
392
0.050
 
T 04.375 11/15/39
27,998
56
172
172
0.050
 
T 04.375 05/15/40
8,545
3
139
139
0.050
 
T 04.250 11/15/40
22,339
47
97
97
0.050
 
T 04.375 05/15/41
24,602
23
18
18
0.050
 
T 03.750 08/15/41
9,431
0
55
55
0.050
 
T 03.125 02/15/42
25,728
12
15
15
0.050
 
T 03.000 05/15/42
25,355
0
17
17
0.050
 
T 02.750 11/15/42
11,489
0
5
5
0.050
 
T 02.875 05/15/43
442
0
57
57
0.050
 
TII 02.625 07/15/17
974
37
44
44
0.050
 
TII 01.625 01/15/18
2,367
27
156
156
0.050
 
TII 01.375 07/15/18
876
1
1
1
0.050
 
TII 02.125 01/15/19
1,598
0
46
46
0.050
 
TII 00.125 04/15/19
9
0
2
2
0.050
 
TII 01.875 07/15/19
475
0
5
5
0.050
 
TII 00.125 07/15/24
4
0
38
1
0.050
 
TII 02.000 01/15/26
3,211
0
9
9
0.050
 
TII 02.500 01/15/29
302
0
35
35
0.050
 
TII 01.375 02/15/44
2,047
0
5
5
0.050
 
FHLB 05.000 11/17/17
830
2
2
2
0.050
 
FHLMC 04.750 11/17/15
1,081
71
69
69
0.050
 
FHLMC 04.750 01/19/16
1,463
127
127
127
0.050
 
FHLMC 05.500 07/18/16
1,412
99
74
74
0.050
 
FHLMC 05.125 10/18/16
1,799
50
87
87
0.050
 
FHLMC 05.000 02/16/17
1,350
12
12
12
0.050
 
FHLMC 05.500 08/23/17
1,206
50
48
48
0.050
 
FHLMC 04.875 06/13/18
1,702
280
376
376
0.050
 
FNMA 04.875 12/15/16
939
56
69
69
0.050
 
Total:
9,312
9,275
 
* 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.