Securities Lending Activity
Auction Results*
July 31, 2014
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
 
T 02.250 03/31/16
8,771
0
119
119
0.050
 
T 00.250 04/15/16
0
0
166
0
N/A
 
T 01.500 07/31/16
937
0
34
34
0.050
 
T 03.250 07/31/16
5,522
86
86
86
0.050
 
T 04.875 08/15/16
5,715
17
17
17
0.050
 
T 01.000 08/31/16
963
0
296
296
0.050
 
T 01.000 09/30/16
980
12
73
73
0.050
 
T 00.875 12/31/16
1,020
0
5
5
0.050
 
T 03.125 01/31/17
5,485
0
4
4
0.050
 
T 04.625 02/15/17
6,442
34
34
34
0.050
 
T 03.125 04/30/17
11,151
2
2
2
0.050
 
T 02.750 05/31/17
10,351
1
148
148
0.050
 
T 00.500 07/31/17
3,797
0
79
79
0.050
 
T 02.375 07/31/17
6,817
0
4
4
0.050
 
T 04.750 08/15/17
10,735
9
144
144
0.050
 
T 04.250 11/15/17
9,907
0
75
75
0.050
 
T 02.250 11/30/17
7,018
0
103
103
0.050
 
T 02.875 03/31/18
8,532
0
6
6
0.050
 
T 03.875 05/15/18
19,616
0
12
12
0.050
 
T 01.000 05/31/18
1,268
0
16
16
0.050
 
T 02.375 05/31/18
8,936
0
9
9
0.050
 
T 02.375 06/30/18
8,176
2
2
2
0.050
 
T 02.250 07/31/18
8,692
190
385
385
0.050
 
T 04.000 08/15/18
20,345
265
590
590
0.050
 
T 01.750 10/31/18
15,770
0
1
1
0.050
 
T 01.500 12/31/18
572
0
11
11
0.050
 
T 01.250 01/31/19
5,259
0
50
50
0.050
 
T 01.500 02/28/19
1,819
0
90
90
0.050
 
T 01.500 03/31/19
16,166
0
45
45
0.050
 
T 01.250 04/30/19
17,935
0
187
187
0.050
 
T 01.500 05/31/19
58
0
9
9
0.050
 
T 00.875 07/31/19
12,597
0
60
60
0.050
 
T 01.250 10/31/19
12,908
1,749
1,875
1,875
0.050
 
T 03.625 02/15/20
8,713
0
30
30
0.050
 
T 01.250 02/29/20
8,667
42
78
78
0.050
 
T 01.125 03/31/20
10,066
0
202
202
0.050
 
T 01.125 04/30/20
4,624
0
3
3
0.050
 
T 02.000 07/31/20
5,423
0
20
20
0.050
 
T 02.625 11/15/20
9,864
0
12
12
0.050
 
T 02.000 02/15/22
8,844
0
1
1
0.050
 
T 01.625 08/15/22
7,962
179
638
638
0.050
 
T 01.625 11/15/22
28,189
0
21
21
0.050
 
T 02.500 08/15/23
19,952
0
28
28
0.050
 
T 02.750 11/15/23
7,432
0
126
126
0.050
 
T 02.750 02/15/24
12,140
0
2
2
0.050
 
T 10.625 08/15/15
158
59
79
31
0.050
 
T 09.250 02/15/16
2,166
19
44
44
0.050
 
T 08.750 05/15/17
6,531
0
1
1
0.050
 
T 08.875 08/15/17
5,530
1
45
45
0.050
 
T 09.125 05/15/18
3,500
177
177
177
0.050
 
T 09.000 11/15/18
3,457
252
252
252
0.050
 
T 08.875 02/15/19
6,747
22
22
22
0.050
 
T 08.125 08/15/19
8,010
35
6
6
0.050
 
T 07.875 02/15/21
6,347
68
68
68
0.050
 
T 08.125 08/15/21
5,988
5
10
10
0.050
 
T 07.250 08/15/22
5,038
20
31
31
0.050
 
T 07.625 11/15/22
4,424
418
653
653
0.050
 
T 07.125 02/15/23
9,941
17
10
10
0.050
 
T 06.250 08/15/23
8,930
36
39
39
0.050
 
T 07.500 11/15/24
4,743
659
657
657
0.050
 
T 07.625 02/15/25
5,174
79
165
165
0.050
 
T 06.875 08/15/25
6,555
170
270
270
0.050
 
T 06.750 08/15/26
4,444
6
6
6
0.050
 
T 06.625 02/15/27
5,379
4
18
18
0.050
 
T 06.125 11/15/27
8,273
0
19
19
0.050
 
T 05.250 11/15/28
2,294
284
398
398
0.050
 
T 05.250 02/15/29
4,641
0
5
5
0.050
 
T 06.125 08/15/29
5,617
438
523
523
0.050
 
T 06.250 05/15/30
7,880
142
139
139
0.050
 
T 05.375 02/15/31
2,827
0
4
4
0.050
 
T 04.500 02/15/36
10,409
0
10
10
0.050
 
T 04.500 05/15/38
8,900
0
10
10
0.050
 
T 04.250 05/15/39
24,430
45
40
40
0.050
 
T 04.375 11/15/39
27,137
0
1
1
0.050
 
T 04.375 05/15/41
24,590
0
200
200
0.050
 
T 03.125 11/15/41
9,089
81
109
109
0.050
 
TII 00.125 04/15/17
386
0
1
1
0.050
 
TII 02.625 07/15/17
974
1
1
1
0.050
 
TII 00.125 04/15/19
9
0
5
2
0.100
 
TII 01.250 07/15/20
4,043
0
12
12
0.050
 
TII 00.125 07/15/24
4
0
68
1
0.050
 
FHLB 04.750 12/16/16
1,142
35
34
34
0.050
 
FHLB 05.000 11/17/17
830
2
2
2
0.050
 
FHLMC 04.750 11/17/15
1,081
56
56
56
0.050
 
FHLMC 04.750 01/19/16
1,450
176
132
132
0.050
 
FHLMC 05.500 07/18/16
1,412
78
79
79
0.050
 
FHLMC 05.125 10/18/16
1,799
79
79
79
0.050
 
FHLMC 05.000 02/16/17
1,350
12
12
12
0.050
 
FHLMC 05.500 08/23/17
1,206
25
31
31
0.050
 
FHLMC 04.875 06/13/18
1,642
340
387
387
0.050
 
FNMA 04.875 12/15/16
939
84
84
84
0.050
 
FNMA 07.250 05/15/30
254
31
11
11
0.050
 
Total:
10,903
10,619
 
* 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.