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Securities Lending Activity
Auction Results and Extensions History*
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