| Home > Markets > Securities Lending |
| Securities Lending Activity |
||
| Securities loans are awarded to primary dealers based on competitive bidding in an auction held each business day at noon. Loaned securities that are not returned on the maturity date prior to the close of Fedwire will be extended for an additional business day and repriced at a rate determined by the FRBNY1. The data below summarizes the results of the New York Fed's Daily Securities Lending Activity for the current business day. | ||
|
||
|
||
|
||
November
20, 2009 |
| Security |
Pre-Auction |
Auction
Results |
|||||
| Actual Avail to Borrow2 |
Outstanding Loans3 |
PAR Submitted4 |
PAR Accepted5 |
Wtd Avg Rate6 |
|||
T 03.500 12/15/09 |
358 |
0 |
26 |
26 |
0.050 |
||
T 01.000 08/31/11 |
1,137 |
0 |
14 |
14 |
0.050 |
||
T 04.625 08/31/11 |
1,917 |
0 |
78 |
78 |
0.050 |
||
T 01.000 09/30/11 |
685 |
0 |
95 |
95 |
0.050 |
||
T 01.000 10/31/11 |
940 |
144 |
1,581 |
939 |
0.099 |
||
T 01.750 11/15/11 |
4,958 |
0 |
1 |
1 |
0.050 |
||
T 04.625 12/31/11 |
1,711 |
5 |
5 |
5 |
0.050 |
||
T 01.500 07/15/12 |
6,003 |
370 |
1,411 |
1,411 |
0.050 |
||
T 03.625 12/31/12 |
2,699 |
0 |
10 |
10 |
0.050 |
||
T 03.125 04/30/13 |
2,170 |
0 |
40 |
40 |
0.050 |
||
T 01.875 04/30/14 |
6,456 |
0 |
100 |
100 |
0.050 |
||
T 02.250 05/31/14 |
7,224 |
0 |
15 |
15 |
0.050 |
||
T 02.375 09/30/14 |
934 |
0 |
143 |
143 |
0.050 |
||
T 04.500 11/15/15 |
1,998 |
0 |
28 |
28 |
0.050 |
||
T 03.250 05/31/16 |
8,469 |
110 |
175 |
175 |
0.050 |
||
T 03.250 06/30/16 |
6,868 |
0 |
16 |
16 |
0.050 |
||
T 03.250 07/31/16 |
4,908 |
34 |
53 |
53 |
0.050 |
||
T 03.000 08/31/16 |
1,338 |
0 |
1 |
1 |
0.050 |
||
T 03.000 09/30/16 |
462 |
0 |
51 |
51 |
0.050 |
||
T 04.750 08/15/17 |
8,820 |
0 |
10 |
10 |
0.050 |
||
T 04.250 11/15/17 |
6,148 |
1 |
1 |
1 |
0.050 |
||
T 11.250 02/15/15 |
3,313 |
0 |
22 |
22 |
0.050 |
||
T 07.500 11/15/16 |
5,916 |
0 |
6 |
6 |
0.050 |
||
T 08.750 05/15/17 |
4,900 |
0 |
25 |
25 |
0.050 |
||
T 09.125 05/15/18 |
1,628 |
722 |
791 |
791 |
0.050 |
||
T 09.000 11/15/18 |
2,259 |
0 |
50 |
50 |
0.050 |
||
T 08.875 02/15/19 |
4,115 |
25 |
166 |
166 |
0.050 |
||
T 05.375 02/15/31 |
2,156 |
0 |
80 |
80 |
0.050 |
||
T 04.750 02/15/37 |
2,624 |
0 |
40 |
40 |
0.050 |
||
T 04.500 05/15/38 |
5,159 |
0 |
3 |
3 |
0.050 |
||
TII 02.125 01/15/19 |
681 |
0 |
129 |
129 |
0.050 |
||
FHLB 01.625 11/21/12 |
197 |
77 |
80 |
80 |
0.052 |
||
FHLB 03.875 06/14/13 |
185 |
47 |
57 |
57 |
0.073 |
||
FHLB 04.000 09/06/13 |
1,347 |
1 |
1 |
1 |
0.050 |
||
FHLB 05.500 08/13/14 |
508 |
47 |
60 |
60 |
0.050 |
||
FHLMC 01.625 04/26/11 |
1,655 |
73 |
78 |
78 |
0.050 |
||
FHLMC 01.125 12/15/11 |
378 |
36 |
73 |
73 |
0.067 |
||
FHLMC 01.750 06/15/12 |
951 |
0 |
2 |
2 |
0.050 |
||
FHLMC 02.125 09/21/12 |
2,110 |
236 |
248 |
248 |
0.055 |
||
FHLMC 02.500 01/07/14 |
1,283 |
8 |
9 |
9 |
0.050 |
||
FHLMC 05.000 04/18/17 |
1,350 |
79 |
94 |
94 |
0.050 |
||
FHLMC 05.500 08/23/17 |
1,088 |
20 |
12 |
12 |
0.050 |
||
FNMA 02.750 04/11/11 |
709 |
0 |
30 |
30 |
0.050 |
||
FNMA 03.625 08/15/11 |
1,592 |
7 |
5 |
5 |
0.050 |
||
FNMA 01.000 11/23/11 |
171 |
0 |
1 |
1 |
0.050 |
||
FNMA 02.625 11/20/14 |
830 |
28 |
133 |
133 |
0.050 |
||
FNMA 07.250 05/15/30 |
229 |
2 |
2 |
2 |
0.050 |
||
|
Total: |
6,051 |
5,409 |
|
||||
November
19, 2009 |
| Security |
Pre-Auction |
Auction
Results |
|||||
| Actual Avail to Borrow2 |
Outstanding Loans3 |
PAR Submitted4 |
PAR Accepted5 |
Wtd Avg Rate6 |
|||
T 03.250 12/31/09 |
3,147 |
0 |
28 |
28 |
0.050 |
||
T 04.000 04/15/10 |
1,827 |
0 |
15 |
15 |
0.050 |
||
T 02.875 06/30/10 |
2,894 |
0 |
25 |
25 |
0.050 |
||
T 00.875 12/31/10 |
4,466 |
0 |
76 |
76 |
0.050 |
||
T 04.750 03/31/11 |
1,756 |
0 |
20 |
20 |
0.050 |
||
T 01.000 08/31/11 |
1,137 |
0 |
7 |
7 |
0.050 |
||
T 01.000 09/30/11 |
685 |
0 |
206 |
206 |
0.050 |
||
T 04.500 09/30/11 |
2,396 |
150 |
145 |
145 |
0.050 |
||
T 01.000 10/31/11 |
976 |
0 |
794 |
538 |
0.055 |
||
T 01.750 11/15/11 |
4,958 |
0 |
70 |
70 |
0.050 |
||
T 04.500 11/30/11 |
3,296 |
0 |
12 |
12 |
0.050 |
||
T 01.125 12/15/11 |
2,173 |
0 |
25 |
25 |
0.050 |
||
T 04.625 12/31/11 |
1,711 |
0 |
5 |
5 |
0.050 |
||
T 01.875 06/15/12 |
7,649 |
65 |
52 |
52 |
0.050 |
||
T 01.500 07/15/12 |
5,179 |
1,491 |
1,226 |
1,226 |
0.050 |
||
T 01.750 08/15/12 |
9,799 |
0 |
37 |
37 |
0.050 |
||
T 04.250 09/30/12 |
3,301 |
50 |
25 |
25 |
0.050 |
||
T 01.375 10/15/12 |
274 |
0 |
302 |
274 |
0.124 |
||
T 01.375 11/15/12 |
4,475 |
0 |
9 |
9 |
0.050 |
||
T 02.500 03/31/13 |
3,426 |
0 |
159 |
159 |
0.050 |
||
T 03.125 04/30/13 |
2,170 |
29 |
14 |
14 |
0.050 |
||
T 03.500 05/31/13 |
2,748 |
0 |
60 |
60 |
0.050 |
||
T 01.875 04/30/14 |
6,456 |
0 |
6 |
6 |
0.050 |
||
T 02.250 05/31/14 |
7,224 |
0 |
19 |
19 |
0.050 |
||
T 02.375 09/30/14 |
934 |
19 |
78 |
78 |
0.050 |
||
T 02.375 10/31/14 |
909 |
0 |
4 |
4 |
0.050 |
||
T 04.250 08/15/15 |
5,284 |
0 |
15 |
15 |
0.050 |
||
T 02.375 03/31/16 |
4,198 |
0 |
50 |
50 |
0.050 |
||
T 05.125 05/15/16 |
5,740 |
0 |
15 |
15 |
0.050 |
||
T 03.250 05/31/16 |
8,469 |
0 |
110 |
110 |
0.050 |
||
T 03.250 07/31/16 |
4,908 |
0 |
234 |
234 |
0.050 |
||
T 04.875 08/15/16 |
5,670 |
0 |
242 |
242 |
0.050 |
||
T 03.000 09/30/16 |
462 |
0 |
11 |
11 |
0.050 |
||
T 04.750 08/15/17 |
8,820 |
0 |
3 |
3 |
0.050 |
||
T 04.250 11/15/17 |
6,148 |
0 |
1 |
1 |
0.050 |
||
T 09.875 11/15/15 |
1,719 |
0 |
16 |
16 |
0.050 |
||
T 08.750 05/15/17 |
4,900 |
0 |
100 |
100 |
0.050 |
||
T 09.125 05/15/18 |
1,651 |
699 |
823 |
823 |
0.050 |
||
T 08.875 02/15/19 |
4,115 |
57 |
33 |
33 |
0.050 |
||
T 08.000 11/15/21 |
7,443 |
0 |
5 |
5 |
0.050 |
||
TII 02.125 01/15/19 |
681 |
0 |
28 |
28 |
0.050 |
||
FHLB 01.625 11/21/12 |
171 |
103 |
40 |
40 |
0.057 |
||
FHLB 03.875 06/14/13 |
175 |
57 |
48 |
48 |
0.078 |
||
FHLB 04.000 09/06/13 |
1,347 |
1 |
1 |
1 |
0.050 |
||
FHLB 05.500 08/13/14 |
501 |
64 |
47 |
47 |
0.050 |
||
FHLB 05.000 11/17/17 |
505 |
0 |
5 |
5 |
0.050 |
||
FHLMC 01.625 04/26/11 |
1,655 |
0 |
73 |
73 |
0.050 |
||
FHLMC 01.125 12/15/11 |
375 |
46 |
36 |
36 |
0.050 |
||
FHLMC 02.125 09/21/12 |
2,040 |
306 |
337 |
337 |
0.050 |
||
FHLMC 02.500 01/07/14 |
1,283 |
11 |
8 |
8 |
0.050 |
||
FHLMC 04.500 01/15/15 |
842 |
0 |
40 |
40 |
0.050 |
||
FHLMC 05.000 04/18/17 |
1,350 |
0 |
79 |
79 |
0.050 |
||
FHLMC 05.500 08/23/17 |
1,088 |
8 |
20 |
20 |
0.050 |
||
FNMA 02.750 04/11/11 |
709 |
0 |
25 |
25 |
0.050 |
||
FNMA 03.625 08/15/11 |
1,592 |
9 |
7 |
7 |
0.050 |
||
FNMA 02.625 11/20/14 |
830 |
28 |
43 |
43 |
0.050 |
||
FNMA 05.375 07/15/16 |
929 |
17 |
3 |
3 |
0.050 |
||
FNMA 05.000 05/11/17 |
1,312 |
0 |
20 |
20 |
0.050 |
||
FNMA 07.250 05/15/30 |
229 |
0 |
2 |
2 |
0.050 |
||
|
Total: |
5,939 |
5,655 |
|
||||
| Security |
Extensions7 |
||
| FHLB 01.625 11/21/12 |
56 |
||
| FHLMC 01.125 12/15/11 |
5 |
||
| FHLMC 02.125 09/21/12 |
15 |
||
| Total: |
76 |
||
November
18, 2009 |
| Security |
Pre-Auction |
Auction
Results |
|||||
| Actual Avail to Borrow2 |
Outstanding Loans3 |
PAR Submitted4 |
PAR Accepted5 |
Wtd Avg Rate6 |
|||
T 02.875 06/30/10 |
2,894 |
0 |
73 |
73 |
0.050 |
||
T 03.875 07/15/10 |
20 |
0 |
1 |
1 |
0.050 |
||
T 01.000 08/31/11 |
1,137 |
0 |
134 |
134 |
0.050 |
||
T 01.000 09/30/11 |
685 |
0 |
21 |
21 |
0.050 |
||
T 04.500 09/30/11 |
2,396 |
0 |
170 |
170 |
0.050 |
||
T 01.000 10/31/11 |
976 |
97 |
408 |
408 |
0.055 |
||
T 01.125 12/15/11 |
2,173 |
5 |
90 |
90 |
0.050 |
||
T 01.375 03/15/12 |
9,204 |
0 |
110 |
110 |
0.050 |
||
T 01.375 04/15/12 |
9,289 |
0 |
5 |
5 |
0.050 |
||
T 01.875 06/15/12 |
7,649 |
115 |
340 |
340 |
0.050 |
||
T 01.500 07/15/12 |
5,128 |
1,542 |
2,460 |
2,168 |
0.052 |
||
T 04.250 09/30/12 |
3,301 |
0 |
219 |
219 |
0.050 |
||
T 01.375 10/15/12 |
274 |
0 |
29 |
29 |
0.050 |
||
T 01.375 11/15/12 |
4,475 |
0 |
65 |
65 |
0.050 |
||
T 03.125 04/30/13 |
2,170 |
0 |
29 |
29 |
0.050 |
||
T 03.500 05/31/13 |
2,748 |
0 |
71 |
71 |
0.050 |
||
T 01.875 04/30/14 |
6,456 |
0 |
35 |
35 |
0.050 |
||
T 02.375 08/31/14 |
1,191 |
0 |
10 |
10 |
0.050 |
||
T 02.375 09/30/14 |
934 |
0 |
204 |
204 |
0.050 |
||
T 04.500 11/15/15 |
1,998 |
3 |
3 |
3 |
0.050 |
||
T 03.250 05/31/16 |
8,469 |
0 |
42 |
42 |
0.050 |
||
T 03.250 07/31/16 |
4,908 |
0 |
6 |
6 |
0.050 |
||
T 04.875 08/15/16 |
5,670 |
0 |
2 |
2 |
0.050 |
||
T 03.000 09/30/16 |
462 |
0 |
1 |
1 |
0.050 |
||
T 03.625 08/15/19 |
3,375 |
0 |
447 |
447 |
0.050 |
||
T 09.125 05/15/18 |
1,620 |
730 |
898 |
898 |
0.050 |
||
T 09.000 11/15/18 |
2,259 |
25 |
35 |
35 |
0.050 |
||
T 08.875 02/15/19 |
4,115 |
0 |
97 |
97 |
0.050 |
||
T 07.875 02/15/21 |
1,738 |
0 |
90 |
90 |
0.050 |
||
T 07.125 02/15/23 |
4,970 |
0 |
33 |
33 |
0.050 |
||
T 06.500 11/15/26 |
3,420 |
1 |
1 |
1 |
0.050 |
||
T 05.250 02/15/29 |
1,944 |
0 |
15 |
15 |
0.050 |
||
T 04.500 05/15/38 |
5,159 |
3 |
3 |
3 |
0.050 |
||
TII 00.625 04/15/13 |
899 |
29 |
50 |
50 |
0.050 |
||
TII 02.000 01/15/16 |
301 |
0 |
215 |
75 |
0.050 |
||
TII 01.625 01/15/18 |
2,170 |
19 |
19 |
19 |
0.050 |
||
TII 02.125 01/15/19 |
681 |
0 |
79 |
79 |
0.050 |
||
FHLB 01.625 11/21/12 |
132 |
142 |
91 |
30 |
0.059 |
||
FHLB 03.875 06/14/13 |
175 |
57 |
57 |
57 |
0.073 |
||
FHLB 04.000 09/06/13 |
1,347 |
0 |
1 |
1 |
0.050 |
||
FHLB 05.500 08/13/14 |
491 |
74 |
64 |
64 |
0.050 |
||
FHLB 05.375 05/18/16 |
1,800 |
0 |
15 |
15 |
0.050 |
||
FHLMC 01.125 12/15/11 |
378 |
0 |
46 |
46 |
0.050 |
||
FHLMC 02.125 09/21/12 |
1,953 |
393 |
301 |
301 |
0.053 |
||
FHLMC 02.500 01/07/14 |
1,283 |
11 |
11 |
11 |
0.050 |
||
FHLMC 04.500 01/15/14 |
660 |
0 |
30 |
30 |
0.050 |
||
FHLMC 04.500 01/15/15 |
842 |
0 |
40 |
40 |
0.050 |
||
FHLMC 05.500 08/23/17 |
1,088 |
0 |
8 |
8 |
0.050 |
||
FHLMC 03.750 03/27/19 |
55 |
0 |
7 |
7 |
0.050 |
||
FNMA 02.750 04/11/11 |
709 |
0 |
25 |
25 |
0.050 |
||
FNMA 06.000 05/15/11 |
2,915 |
0 |
9 |
9 |
0.050 |
||
FNMA 03.625 08/15/11 |
1,592 |
0 |
9 |
9 |
0.050 |
||
FNMA 02.625 11/20/14 |
830 |
34 |
28 |
28 |
0.050 |
||
FNMA 05.375 07/15/16 |
929 |
0 |
17 |
17 |
0.050 |
||
FNMA 05.000 05/11/17 |
1,312 |
0 |
50 |
50 |
0.050 |
||
FNMA 07.250 05/15/30 |
229 |
3 |
3 |
3 |
0.050 |
||
|
Total: |
7,322 |
6,829 |
|
||||
| Security |
Extensions7 |
||
| FHLB 01.625 11/21/12 |
84 |
||
| FHLMC 02.125 09/21/12 |
20 |
||
| Total: |
104 |
||
November
17, 2009 |
| Security |
Pre-Auction |
Auction
Results |
|||||
| Actual Avail to Borrow2 |
Outstanding Loans3 |
PAR Submitted4 |
PAR Accepted5 |
Wtd Avg Rate6 |
|||
T 03.875 07/15/10 |
20 |
0 |
55 |
10 |
0.050 |
||
T 01.000 08/31/11 |
1,137 |
0 |
5 |
5 |
0.050 |
||
T 04.500 09/30/11 |
2,396 |
0 |
43 |
43 |
0.050 |
||
T 01.000 10/31/11 |
976 |
0 |
1,302 |
975 |
0.149 |
||
T 01.750 11/15/11 |
4,958 |
75 |
316 |
316 |
0.050 |
||
T 01.125 12/15/11 |
2,173 |
0 |
5 |
5 |
0.050 |
||
T 04.500 04/30/12 |
2,788 |
0 |
9 |
9 |
0.050 |
||
T 01.875 06/15/12 |
7,649 |
145 |
370 |
370 |
0.050 |
||
T 01.500 07/15/12 |
5,821 |
849 |
1,767 |
1,767 |
0.050 |
||
T 04.375 08/15/12 |
3,188 |
0 |
525 |
525 |
0.050 |
||
T 01.375 09/15/12 |
3,235 |
0 |
1 |
1 |
0.050 |
||
T 04.250 09/30/12 |
3,301 |
40 |
40 |
40 |
0.050 |
||
T 01.375 10/15/12 |
274 |
0 |
247 |
247 |
0.058 |
||
T 03.375 11/30/12 |
3,198 |
0 |
6 |
6 |
0.050 |
||
T 02.875 01/31/13 |
1,711 |
0 |
8 |
8 |
0.050 |
||
T 02.375 09/30/14 |
934 |
0 |
148 |
148 |
0.050 |
||
T 04.500 11/15/15 |
1,998 |
3 |
48 |
48 |
0.050 |
||
T 03.250 06/30/16 |
6,868 |
0 |
2 |
2 |
0.050 |
||
T 03.250 07/31/16 |
4,908 |
0 |
160 |
160 |
0.050 |
||
T 04.875 08/15/16 |
5,670 |
0 |
83 |
83 |
0.050 |
||
T 03.000 08/31/16 |
1,338 |
0 |
2 |
2 |
0.050 |
||
T 03.125 10/31/16 |
687 |
0 |
13 |
13 |
0.050 |
||
T 03.750 11/15/18 |
4,823 |
0 |
126 |
126 |
0.050 |
||
T 02.750 02/15/19 |
2,408 |
0 |
171 |
171 |
0.050 |
||
T 11.250 02/15/15 |
3,313 |
3 |
8 |
8 |
0.050 |
||
T 08.750 05/15/17 |
4,900 |
0 |
35 |
35 |
0.050 |
||
T 09.125 05/15/18 |
1,649 |
701 |
801 |
801 |
0.050 |
||
T 09.000 11/15/18 |
2,259 |
0 |
25 |
25 |
0.050 |
||
T 08.875 02/15/19 |
4,115 |
53 |
6 |
6 |
0.050 |
||
T 06.500 11/15/26 |
3,420 |
1 |
1 |
1 |
0.050 |
||
T 05.375 02/15/31 |
2,156 |
0 |
54 |
54 |
0.050 |
||
T 04.750 02/15/37 |
2,624 |
0 |
200 |
200 |
0.050 |
||
T 04.375 02/15/38 |
7,011 |
0 |
150 |
150 |
0.050 |
||
T 04.500 05/15/38 |
5,159 |
3 |
3 |
3 |
0.050 |
||
TII 02.375 04/15/11 |
2,629 |
0 |
22 |
22 |
0.050 |
||
TII 00.625 04/15/13 |
899 |
0 |
29 |
29 |
0.050 |
||
TII 01.625 01/15/18 |
2,170 |
0 |
19 |
19 |
0.050 |
||
TII 02.125 01/15/19 |
681 |
0 |
116 |
116 |
0.050 |
||
FHLB 01.625 11/21/12 |
120 |
154 |
18 |
18 |
0.064 |
||
FHLB 03.875 06/14/13 |
175 |
57 |
57 |
57 |
0.073 |
||
FHLB 05.500 08/13/14 |
492 |
73 |
74 |
74 |
0.050 |
||
FHLMC 01.625 04/26/11 |
1,655 |
0 |
90 |
90 |
0.050 |
||
FHLMC 01.125 12/15/11 |
372 |
49 |
60 |
50 |
0.050 |
||
FHLMC 02.125 09/21/12 |
1,906 |
440 |
435 |
435 |
0.053 |
||
FHLMC 02.500 01/07/14 |
1,283 |
0 |
11 |
11 |
0.050 |
||
FHLMC 04.500 01/15/14 |
660 |
0 |
30 |
30 |
0.050 |
||
FHLMC 04.500 01/15/15 |
842 |
0 |
40 |
40 |
0.050 |
||
FNMA 02.750 04/11/11 |
709 |
0 |
20 |
20 |
0.050 |
||
FNMA 06.000 05/15/11 |
2,915 |
20 |
20 |
20 |
0.050 |
||
FNMA 03.875 07/12/13 |
2,039 |
0 |
5 |
5 |
0.050 |
||
FNMA 02.625 11/20/14 |
830 |
5 |
34 |
34 |
0.050 |
||
FNMA 07.250 05/15/30 |
229 |
3 |
3 |
3 |
0.050 |
||
|
Total: |
7,818 |
7,436 |
|
||||
| Security |
Extensions7 |
||
| FHLB 01.625 11/21/12 |
126 |
||
| FHLMC 02.125 09/21/12 |
8 |
||
| Total: |
134 |
||
November
16, 2009 |
| Security |
Pre-Auction |
Auction
Results |
|||||
| Actual Avail to Borrow2 |
Outstanding Loans3 |
PAR Submitted4 |
PAR Accepted5 |
Wtd Avg Rate6 |
|||
B 12/10/09 |
2,176 |
0 |
32 |
32 |
0.050 |
||
T 03.250 12/31/09 |
3,147 |
0 |
121 |
121 |
0.050 |
||
T 04.875 07/31/11 |
1,706 |
0 |
300 |
300 |
0.050 |
||
T 01.000 09/30/11 |
685 |
0 |
29 |
29 |
0.050 |
||
T 04.500 09/30/11 |
2,396 |
0 |
1 |
1 |
0.050 |
||
T 01.000 10/31/11 |
956 |
128 |
345 |
345 |
0.050 |
||
T 01.750 11/15/11 |
4,958 |
0 |
175 |
175 |
0.050 |
||
T 04.500 11/30/11 |
3,296 |
0 |
160 |
160 |
0.050 |
||
T 04.625 02/29/12 |
4,167 |
0 |
95 |
95 |
0.050 |
||
T 01.375 03/15/12 |
9,204 |
0 |
35 |
35 |
0.050 |
||
T 01.875 06/15/12 |
7,649 |
64 |
321 |
321 |
0.050 |
||
T 01.500 07/15/12 |
5,445 |
1,225 |
1,114 |
1,114 |
0.050 |
||
T 04.250 09/30/12 |
3,301 |
0 |
46 |
46 |
0.050 |
||
T 01.375 10/15/12 |
274 |
0 |
3 |
3 |
0.050 |
||
T 02.875 01/31/13 |
1,711 |
0 |
8 |
8 |
0.050 |
||
T 03.625 05/15/13 |
3,415 |
0 |
5 |
5 |
0.050 |
||
T 03.375 07/31/13 |
4,244 |
2 |
2 |
2 |
0.050 |
||
T 02.250 05/31/14 |
7,224 |
0 |
15 |
15 |
0.050 |
||
T 02.625 06/30/14 |
5,799 |
0 |
23 |
23 |
0.050 |
||
T 04.250 08/15/14 |
2,561 |
0 |
94 |
94 |
0.050 |
||
T 02.375 09/30/14 |
934 |
15 |
31 |
31 |
0.050 |
||
T 04.500 11/15/15 |
1,998 |
0 |
19 |
19 |
0.050 |
||
T 03.250 05/31/16 |
8,469 |
0 |
25 |
25 |
0.050 |
||
T 03.250 07/31/16 |
4,908 |
200 |
188 |
188 |
0.050 |
||
T 04.500 05/15/17 |
7,499 |
18 |
45 |
45 |
0.050 |
||
T 03.125 05/15/19 |
3,972 |
0 |
2 |
2 |
0.050 |
||
T 11.250 02/15/15 |
3,313 |
33 |
74 |
74 |
0.050 |
||
T 07.500 11/15/16 |
5,916 |
0 |
6 |
6 |
0.050 |
||
T 09.125 05/15/18 |
1,603 |
747 |
845 |
845 |
0.050 |
||
T 08.875 02/15/19 |
4,115 |
0 |
109 |
109 |
0.050 |
||
T 06.500 11/15/26 |
3,420 |
1 |
1 |
1 |
0.050 |
||
T 04.500 05/15/38 |
5,159 |
0 |
3 |
3 |
0.050 |
||
TII 00.875 04/15/10 |
3,124 |
0 |
33 |
33 |
0.050 |
||
TII 02.125 01/15/19 |
681 |
65 |
66 |
66 |
0.050 |
||
FHLB 04.375 09/17/10 |
372 |
0 |
1 |
1 |
0.050 |
||
FHLB 01.625 11/21/12 |
110 |
164 |
115 |
54 |
0.059 |
||
FHLB 03.875 06/14/13 |
175 |
57 |
85 |
85 |
0.066 |
||
FHLB 05.500 08/13/14 |
492 |
73 |
73 |
73 |
0.050 |
||
FHLB 05.375 05/18/16 |
1,800 |
0 |
25 |
25 |
0.050 |
||
FHLB 05.000 11/17/17 |
366 |
0 |
25 |
25 |
0.050 |
||
FHLMC 01.125 12/15/11 |
340 |
81 |
139 |
139 |
0.054 |
||
FHLMC 02.125 09/21/12 |
1,890 |
456 |
504 |
504 |
0.052 |
||
FHLMC 04.500 07/15/13 |
149 |
0 |
2 |
2 |
0.050 |
||
FHLMC 02.500 01/07/14 |
1,283 |
25 |
11 |
11 |
0.050 |
||
FHLMC 03.000 07/28/14 |
435 |
0 |
6 |
6 |
0.050 |
||
FHLMC 04.500 01/15/15 |
842 |
0 |
40 |
40 |
0.050 |
||
FHLMC 03.750 03/27/19 |
55 |
5 |
5 |
5 |
0.050 |
||
FNMA 02.750 04/11/11 |
709 |
0 |
25 |
25 |
0.050 |
||
FNMA 06.000 05/15/11 |
2,915 |
20 |
20 |
20 |
0.050 |
||
FNMA 01.875 04/20/12 |
538 |
1 |
1 |
1 |
0.050 |
||
FNMA 03.000 09/16/14 |
1,049 |
0 |
10 |
10 |
0.050 |
||
FNMA 02.625 11/20/14 |
830 |
0 |
5 |
5 |
0.050 |
||
FNMA 07.250 05/15/30 |
229 |
3 |
3 |
3 |
0.050 |
||
|
Total: |
5,466 |
5,405 |
|
||||
| Security |
Extensions7 |
||
| FHLB 01.625 11/21/12 |
111 |
||
| FHLMC 01.125 12/15/11 |
5 |
||
| Total: |
116 |
||
November
13, 2009 |
| Security |
Pre-Auction |
Auction
Results |
|||||
| Actual Avail to Borrow2 |
Outstanding Loans3 |
PAR Submitted4 |
PAR Accepted5 |
Wtd Avg Rate6 |
|||
T 00.875 05/31/11 |
7,104 |
0 |
29 |
29 |
0.050 |
||
T 01.000 08/31/11 |
1,137 |
56 |
195 |
195 |
0.050 |
||
T 01.000 09/30/11 |
685 |
0 |
466 |
460 |
0.071 |
||
T 04.500 09/30/11 |
2,396 |
0 |
317 |
317 |
0.050 |
||
T 01.000 10/31/11 |
976 |
0 |
622 |
622 |
0.059 |
||
T 01.125 12/15/11 |
2,173 |
0 |
5 |
5 |
0.050 |
||
T 01.375 03/15/12 |
9,204 |
0 |
313 |
313 |
0.050 |
||
T 01.875 06/15/12 |
7,649 |
242 |
69 |
69 |
0.050 |
||
T 01.500 07/15/12 |
5,954 |
716 |
1,744 |
1,744 |
0.050 |
||
T 01.750 08/15/12 |
9,799 |
0 |
64 |
64 |
0.050 |
||
T 04.125 08/31/12 |
3,920 |
0 |
40 |
40 |
0.050 |
||
T 01.375 10/15/12 |
274 |
0 |
241 |
240 |
0.056 |
||
T 03.375 07/31/13 |
4,244 |
0 |
2 |
2 |
0.050 |
||
T 02.375 09/30/14 |
903 |
135 |
448 |
448 |
0.060 |
||
T 04.500 11/15/15 |
1,998 |
0 |
50 |
50 |
0.050 |
||
T 03.250 06/30/16 |
6,868 |
22 |
180 |
180 |
0.050 |
||
T 03.250 07/31/16 |
4,908 |
31 |
553 |
553 |
0.050 |
||
T 04.500 05/15/17 |
7,499 |
0 |
43 |
43 |
0.050 |
||
T 11.250 02/15/15 |
3,313 |
0 |
33 |
33 |
0.050 |
||
T 09.125 05/15/18 |
1,575 |
775 |
859 |
859 |
0.050 |
||
T 08.875 02/15/19 |
4,115 |
0 |
94 |
94 |
0.050 |
||
T 06.500 11/15/26 |
3,420 |
1 |
1 |
1 |
0.050 |
||
T 05.375 02/15/31 |
2,156 |
0 |
26 |
26 |
0.050 |
||
T 04.500 02/15/36 |
2,343 |
0 |
155 |
155 |
0.050 |
||
T 04.750 02/15/37 |
2,624 |
0 |
60 |
60 |
0.050 |
||
T 04.250 05/15/39 |
4,825 |
0 |
20 |
20 |
0.050 |
||
TII 02.000 01/15/16 |
301 |
0 |
18 |
18 |
0.050 |
||
TII 01.625 01/15/18 |
2,170 |
0 |
8 |
8 |
0.050 |
||
TII 02.125 01/15/19 |
681 |
10 |
92 |
92 |
0.050 |
||
FHLB 01.625 11/21/12 |
127 |
147 |
89 |
89 |
0.084 |
||
FHLB 03.875 06/14/13 |
175 |
57 |
57 |
57 |
0.073 |
||
FHLB 05.500 08/13/14 |
508 |
51 |
73 |
73 |
0.050 |
||
FHLB 05.375 05/18/16 |
1,800 |
14 |
34 |
34 |
0.050 |
||
FHLB 05.000 11/17/17 |
366 |
0 |
15 |
15 |
0.050 |
||
FHLMC 01.625 04/26/11 |
1,655 |
0 |
30 |
30 |
0.050 |
||
FHLMC 01.125 12/15/11 |
304 |
117 |
142 |
142 |
0.052 |
||
FHLMC 02.125 09/21/12 |
1,838 |
508 |
618 |
618 |
|||
