Securities Lending Activity
Auction Results*
July 22, 2014
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
 
T 02.125 02/29/16
8,615
10
10
10
0.050
 
T 02.625 02/29/16
9,522
0
5
5
0.050
 
T 02.250 03/31/16
8,771
0
111
111
0.050
 
T 05.125 05/15/16
7,557
9
9
9
0.050
 
T 04.875 08/15/16
5,715
0
14
14
0.050
 
T 01.000 08/31/16
963
0
3
3
0.050
 
T 01.000 09/30/16
980
14
101
101
0.050
 
T 01.000 10/31/16
1,197
3
1
1
0.050
 
T 04.625 11/15/16
4,506
266
251
251
0.050
 
T 00.875 12/31/16
1,020
0
5
5
0.050
 
T 04.625 02/15/17
6,442
62
40
40
0.050
 
T 00.875 02/28/17
1,529
0
398
382
0.050
 
T 03.125 04/30/17
11,151
2
2
2
0.050
 
T 04.500 05/15/17
8,712
0
39
39
0.050
 
T 00.625 05/31/17
367
0
12
12
0.050
 
T 02.750 05/31/17
10,351
37
37
37
0.050
 
T 00.750 06/30/17
2,097
0
13
13
0.050
 
T 00.500 07/31/17
3,797
0
36
36
0.050
 
T 02.375 07/31/17
6,817
0
4
4
0.050
 
T 04.750 08/15/17
10,738
6
6
6
0.050
 
T 01.875 09/30/17
6,080
0
4
4
0.050
 
T 02.250 11/30/17
7,018
0
322
322
0.050
 
T 00.875 01/31/18
11,790
9
8
8
0.050
 
T 02.625 01/31/18
8,336
1
1
1
0.050
 
T 03.500 02/15/18
14,906
0
70
70
0.050
 
T 02.750 02/28/18
9,362
2
2
2
0.050
 
T 02.375 06/30/18
8,176
2
20
20
0.050
 
T 01.375 07/31/18
5,643
0
4
4
0.050
 
T 02.250 07/31/18
8,692
190
225
225
0.050
 
T 04.000 08/15/18
8,251
165
265
265
0.050
 
T 01.375 12/31/18
11,425
5
5
5
0.050
 
T 01.250 04/30/19
17,935
364
557
557
0.050
 
T 01.000 08/31/19
12,029
0
2
2
0.050
 
T 01.250 10/31/19
13,094
1,563
2,025
2,025
0.050
 
T 01.125 12/31/19
6,327
0
50
50
0.050
 
T 01.250 02/29/20
8,667
73
128
128
0.050
 
T 03.500 05/15/20
8,000
0
17
17
0.050
 
T 03.625 02/15/21
8,384
3
55
55
0.050
 
T 02.000 02/28/21
2,673
0
1
1
0.050
 
T 02.125 08/15/21
23,600
0
19
19
0.050
 
T 01.625 11/15/22
12,197
4
4
4
0.050
 
T 02.000 02/15/23
13,189
0
138
138
0.050
 
T 09.250 02/15/16
2,166
51
120
120
0.050
 
T 07.250 05/15/16
5,061
47
72
72
0.050
 
T 07.500 11/15/16
7,709
42
34
34
0.050
 
T 08.750 05/15/17
6,531
0
10
10
0.050
 
T 08.875 08/15/17
5,530
51
31
31
0.050
 
T 09.125 05/15/18
3,500
177
185
185
0.050
 
T 09.000 11/15/18
3,424
418
418
418
0.050
 
T 08.875 02/15/19
6,747
298
509
509
0.050
 
T 08.125 08/15/19
8,022
23
18
18
0.050
 
T 07.250 08/15/22
5,036
74
149
149
0.050
 
T 07.625 11/15/22
4,424
413
425
425
0.050
 
T 07.125 02/15/23
9,941
10
10
10
0.050
 
T 07.500 11/15/24
4,578
824
874
874
0.050
 
T 07.625 02/15/25
5,174
139
156
156
0.050
 
T 06.875 08/15/25
6,555
297
359
359
0.050
 
T 06.000 02/15/26
4,309
96
26
26
0.050
 
T 06.750 08/15/26
4,444
6
6
6
0.050
 
T 06.625 02/15/27
5,379
17
14
14
0.050
 
T 05.500 08/15/28
4,569
11
11
11
0.050
 
T 05.250 11/15/28
2,246
332
370
370
0.050
 
T 05.250 02/15/29
4,465
0
8
8
0.050
 
T 06.125 08/15/29
5,617
373
533
533
0.050
 
T 06.250 05/15/30
7,880
103
155
155
0.050
 
T 05.375 02/15/31
2,827
0
43
43
0.050
 
T 04.375 02/15/38
8,150
0
62
62
0.050
 
T 03.500 02/15/39
8,523
2
12
12
0.050
 
T 04.375 05/15/40
8,537
0
49
49
0.050
 
T 04.750 02/15/41
8,212
0
10
10
0.050
 
T 04.375 05/15/41
24,590
107
82
82
0.050
 
T 03.125 02/15/42
13,964
2
2
2
0.050
 
T 03.625 08/15/43
3,942
1
1
1
0.050
 
TII 02.625 07/15/17
974
1
1
1
0.050
 
TII 01.625 01/15/18
2,367
0
72
72
0.050
 
TII 00.625 07/15/21
764
0
10
10
0.050
 
TII 00.125 01/15/22
2,247
3
3
3
0.050
 
TII 03.375 04/15/32
364
0
9
9
0.050
 
FHLB 04.750 12/16/16
1,142
35
35
35
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
1,462
164
189
189
0.050
 
FHLMC 05.500 07/18/16
1,412
130
141
141
0.050
 
FHLMC 05.125 10/18/16
1,799
54
90
90
0.050
 
FHLMC 05.000 02/16/17
1,350
28
28
28
0.050
 
FHLMC 05.500 08/23/17
1,206
55
44
44
0.050
 
FHLMC 05.125 11/17/17
1,298
8
5
5
0.050
 
FHLMC 04.875 06/13/18
1,656
326
318
318
0.050
 
FHLMC 03.750 03/27/19
55
4
4
4
0.050
 
FNMA 05.375 07/15/16
931
6
4
4
0.050
 
FNMA 05.250 09/15/16
1,800
0
1
1
0.050
 
FNMA 04.875 12/15/16
904
140
111
111
0.050
 
FNMA 05.000 02/13/17
1,215
0
17
17
0.050
 
FNMA 07.250 05/15/30
256
11
11
11
0.050
 
Total:
10,924
10,908
 
* 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.