Securities Lending Activity
Auction Results*
April 16, 2014
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
 
T 04.125 05/15/15
1,301
119
258
206
0.050
 
T 00.250 02/29/16
80
0
20
20
0.050
 
T 02.625 02/29/16
9,522
14
77
77
0.050
 
T 02.000 04/30/16
12,415
0
4
4
0.050
 
T 03.250 06/30/16
8,739
38
27
27
0.050
 
T 03.250 07/31/16
5,522
1
1
1
0.050
 
T 04.875 08/15/16
5,715
122
168
168
0.050
 
T 01.000 09/30/16
980
100
125
125
0.050
 
T 03.250 03/31/17
9,568
5
5
5
0.050
 
T 00.875 04/30/17
1,365
0
100
100
0.050
 
T 04.750 08/15/17
11,259
68
67
67
0.050
 
T 02.750 02/28/18
15,641
1
1
1
0.050
 
T 00.625 04/30/18
3,520
0
27
27
0.050
 
T 02.625 04/30/18
8,179
0
25
25
0.050
 
T 02.375 05/31/18
8,032
2
2
2
0.050
 
T 02.375 06/30/18
14,219
50
62
62
0.050
 
T 04.000 08/15/18
8,351
65
15
15
0.050
 
T 01.375 11/30/18
14,887
0
317
317
0.050
 
T 01.500 03/31/19
16,166
0
2
2
0.050
 
T 01.250 04/30/19
17,935
0
90
90
0.050
 
T 01.125 05/31/19
8,241
9
59
59
0.050
 
T 00.875 07/31/19
12,543
0
2
2
0.050
 
T 01.000 08/31/19
10,904
0
2
2
0.050
 
T 01.250 10/31/19
12,935
1,722
1,772
1,772
0.050
 
T 01.125 12/31/19
6,239
0
32
32
0.050
 
T 01.250 02/29/20
8,667
240
250
250
0.050
 
T 02.000 07/31/20
5,423
96
91
91
0.050
 
T 02.000 11/15/21
8,000
0
174
174
0.050
 
T 01.625 08/15/22
8,968
5
11
11
0.050
 
T 01.625 11/15/22
9,801
51
70
70
0.050
 
T 02.000 02/15/23
12,600
112
88
88
0.050
 
T 10.625 08/15/15
195
2
2
2
0.050
 
T 09.250 02/15/16
2,166
31
33
33
0.050
 
T 07.250 05/15/16
5,061
33
72
72
0.050
 
T 07.500 11/15/16
7,709
22
22
22
0.050
 
T 08.750 05/15/17
6,531
5
5
5
0.050
 
T 09.125 05/15/18
3,500
106
106
106
0.050
 
T 09.000 11/15/18
3,457
220
220
220
0.050
 
T 08.875 02/15/19
6,747
331
357
357
0.050
 
T 08.125 08/15/19
11,932
0
17
17
0.050
 
T 08.500 02/15/20
5,969
0
5
5
0.050
 
T 08.750 05/15/20
4,775
0
45
45
0.050
 
T 08.125 05/15/21
6,341
0
1
1
0.050
 
T 08.125 08/15/21
5,988
50
40
40
0.050
 
T 07.250 08/15/22
4,981
35
25
25
0.050
 
T 07.625 11/15/22
4,377
384
359
359
0.050
 
T 07.125 02/15/23
9,941
2
52
52
0.050
 
T 07.500 11/15/24
4,650
689
677
677
0.050
 
T 07.625 02/15/25
4,875
216
236
236
0.050
 
T 06.875 08/15/25
6,488
355
330
330
0.050
 
T 06.000 02/15/26
4,161
20
17
17
0.050
 
T 06.500 11/15/26
5,121
6
1
1
0.050
 
T 06.625 02/15/27
5,274
26
78
78
0.050
 
T 05.500 08/15/28
4,459
25
14
14
0.050
 
T 05.250 11/15/28
2,269
309
538
538
0.050
 
T 05.250 02/15/29
4,260
32
43
43
0.050
 
T 06.125 08/15/29
5,414
828
930
930
0.050
 
T 05.375 02/15/31
2,779
50
192
192
0.050
 
T 04.500 02/15/36
10,371
0
6
6
0.050
 
T 04.500 05/15/38
16,064
0
1
1
0.050
 
T 03.500 02/15/39
12,025
86
233
233
0.050
 
T 04.375 11/15/39
9,957
0
1
1
0.050
 
T 04.375 05/15/40
8,127
108
108
108
0.050
 
T 04.375 05/15/41
8,571
29
29
29
0.050
 
T 03.125 11/15/41
15,866
1
1
1
0.050
 
T 02.750 11/15/42
8,529
0
30
30
0.050
 
T 03.125 02/15/43
8,843
0
75
75
0.050
 
TII 02.375 01/15/17
2,331
5
5
5
0.050
 
TII 01.625 01/15/18
2,367
63
185
185
0.050
 
TII 01.375 07/15/18
876
0
34
34
0.050
 
TII 00.125 01/15/22
2,247
0
2
2
0.050
 
TII 03.625 04/15/28
6,513
0
39
39
0.050
 
TII 00.625 02/15/43
8,682
0
2
2
0.050
 
TII 01.375 02/15/44
872
0
21
21
0.050
 
FHLB 04.875 05/17/17
1,350
4
4
4
0.050
 
FHLMC 04.750 11/17/15
1,081
11
11
11
0.050
 
FHLMC 04.750 01/19/16
1,418
208
229
229
0.050
 
FHLMC 05.500 07/18/16
1,412
148
152
152
0.050
 
FHLMC 05.125 10/18/16
1,799
75
140
140
0.050
 
FHLMC 05.000 02/16/17
1,350
147
205
205
0.050
 
FHLMC 05.000 04/18/17
1,350
25
25
25
0.050
 
FHLMC 05.500 08/23/17
1,206
21
21
21
0.050
 
FHLMC 05.125 11/17/17
1,298
49
99
99
0.050
 
FHLMC 04.875 06/13/18
1,783
192
226
226
0.050
 
FNMA 05.375 07/15/16
931
53
53
53
0.050
 
FNMA 04.875 12/15/16
927
117
197
197
0.050
 
FNMA 07.250 05/15/30
256
9
9
9
0.050
 
Total:
10,504
10,452
 
* 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.