| Home > Markets > Securities Lending |
| Securities Lending Activity |
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| 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. | ||
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March
19, 2010 |
| Security |
Pre-Auction |
Auction
Results |
|||||
| Actual Avail to Borrow2 |
Outstanding Loans3 |
PAR Submitted4 |
PAR Accepted5 |
Wtd Avg Rate6 |
|||
T 04.125 08/15/10 |
1,653 |
119 |
196 |
196 |
0.050 |
||
T 04.250 01/15/11 |
45 |
0 |
36 |
11 |
0.050 |
||
T 00.875 01/31/11 |
2,008 |
0 |
75 |
75 |
0.050 |
||
T 00.875 04/30/11 |
3,545 |
0 |
2 |
2 |
0.050 |
||
T 01.125 06/30/11 |
1,045 |
38 |
6 |
6 |
0.050 |
||
T 04.875 07/31/11 |
1,706 |
0 |
7 |
7 |
0.050 |
||
T 01.000 10/31/11 |
976 |
0 |
32 |
32 |
0.050 |
||
T 04.625 12/31/11 |
1,711 |
0 |
81 |
81 |
0.050 |
||
T 00.875 02/29/12 |
973 |
0 |
486 |
486 |
0.070 |
||
T 04.875 06/30/12 |
5,008 |
91 |
291 |
291 |
0.050 |
||
T 01.500 07/15/12 |
6,003 |
0 |
2 |
2 |
0.050 |
||
T 01.750 08/15/12 |
9,799 |
0 |
119 |
119 |
0.050 |
||
T 04.250 09/30/12 |
3,301 |
176 |
281 |
281 |
0.050 |
||
T 03.375 11/30/12 |
3,198 |
7 |
7 |
7 |
0.050 |
||
T 03.625 12/31/12 |
2,699 |
0 |
12 |
12 |
0.050 |
||
T 02.875 01/31/13 |
1,711 |
0 |
3 |
3 |
0.050 |
||
T 02.500 03/31/13 |
3,426 |
0 |
71 |
71 |
0.050 |
||
T 03.375 07/31/13 |
4,244 |
29 |
79 |
79 |
0.050 |
||
T 02.250 01/31/15 |
615 |
0 |
12 |
12 |
0.050 |
||
T 02.375 02/28/15 |
929 |
0 |
232 |
232 |
0.060 |
||
T 03.250 06/30/16 |
6,868 |
0 |
3 |
3 |
0.050 |
||
T 04.875 08/15/16 |
5,670 |
0 |
20 |
20 |
0.050 |
||
T 07.250 05/15/16 |
3,842 |
0 |
12 |
12 |
0.050 |
||
T 08.750 05/15/17 |
4,900 |
0 |
7 |
7 |
0.050 |
||
T 09.125 05/15/18 |
1,897 |
453 |
488 |
488 |
0.050 |
||
T 09.000 11/15/18 |
2,259 |
5 |
39 |
39 |
0.050 |
||
T 08.875 02/15/19 |
4,115 |
0 |
5 |
5 |
0.050 |
||
T 08.125 05/15/21 |
3,167 |
0 |
2 |
2 |
0.050 |
||
T 05.500 08/15/28 |
2,325 |
0 |
32 |
32 |
0.050 |
||
T 06.125 08/15/29 |
2,616 |
0 |
11 |
11 |
0.050 |
||
TII 00.625 04/15/13 |
899 |
0 |
4 |
4 |
0.050 |
||
TII 02.000 01/15/14 |
658 |
0 |
13 |
13 |
0.050 |
||
TII 01.625 01/15/15 |
121 |
0 |
46 |
30 |
0.050 |
||
TII 01.625 01/15/18 |
2,170 |
0 |
45 |
45 |
0.050 |
||
TII 02.125 01/15/19 |
681 |
7 |
210 |
210 |
0.050 |
||
FHLB 02.250 04/13/12 |
1,150 |
46 |
40 |
40 |
0.050 |
||
FHLB 05.750 05/15/12 |
364 |
39 |
27 |
27 |
0.050 |
||
FHLB 01.625 09/26/12 |
1,054 |
10 |
10 |
10 |
0.050 |
||
FHLB 01.500 01/16/13 |
96 |
0 |
2 |
2 |
0.050 |
||
FHLB 03.625 05/29/13 |
730 |
4 |
3 |
3 |
0.050 |
||
FHLB 03.875 06/14/13 |
154 |
78 |
53 |
53 |
0.050 |
||
FHLB 05.125 08/14/13 |
727 |
67 |
75 |
75 |
0.050 |
||
FHLB 05.250 06/18/14 |
380 |
10 |
9 |
9 |
0.050 |
||
FHLB 05.500 08/13/14 |
334 |
231 |
202 |
202 |
0.050 |
||
FHLB 05.375 05/18/16 |
1,800 |
89 |
94 |
94 |
0.050 |
||
FHLB 04.750 12/16/16 |
1,142 |
93 |
93 |
93 |
0.050 |
||
FHLB 04.875 05/17/17 |
1,350 |
23 |
23 |
23 |
0.050 |
||
FHLMC 06.000 06/15/11 |
655 |
4 |
4 |
4 |
0.050 |
||
FHLMC 04.750 03/05/12 |
912 |
0 |
10 |
10 |
0.050 |
||
FHLMC 02.125 09/21/12 |
2,268 |
39 |
38 |
38 |
0.050 |
||
FHLMC 02.500 01/07/14 |
1,407 |
25 |
25 |
25 |
0.050 |
||
FHLMC 04.500 01/15/15 |
980 |
29 |
36 |
36 |
0.050 |
||
FHLMC 03.750 03/27/19 |
55 |
5 |
5 |
5 |
0.050 |
||
FNMA 02.750 04/11/11 |
717 |
12 |
12 |
12 |
0.050 |
||
FNMA 00.875 01/12/12 |
142 |
2 |
36 |
35 |
0.050 |
||
FNMA 05.000 02/16/12 |
612 |
4 |
4 |
4 |
0.050 |
||
FNMA 01.875 04/20/12 |
566 |
28 |
25 |
25 |
0.050 |
||
FNMA 01.750 08/10/12 |
1,735 |
0 |
38 |
38 |
0.050 |
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FNMA 02.625 11/20/14 |
920 |
70 |
73 |
73 |
0.050 |
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|
Total: |
3,904 |
3,862 |
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March
18, 2010 |
| Security |
Pre-Auction |
Auction
Results |
|||||
| Actual Avail to Borrow2 |
Outstanding Loans3 |
PAR Submitted4 |
PAR Accepted5 |
Wtd Avg Rate6 |
|||
T 04.500 05/15/10 |
3,545 |
0 |
86 |
86 |
0.050 |
||
T 04.125 08/15/10 |
1,653 |
86 |
219 |
219 |
0.050 |
||
T 04.875 04/30/11 |
2,076 |
0 |
34 |
34 |
0.050 |
||
T 01.125 06/30/11 |
1,045 |
0 |
80 |
80 |
0.050 |
||
T 04.875 07/31/11 |
1,706 |
0 |
60 |
60 |
0.050 |
||
T 05.000 08/15/11 |
1,984 |
0 |
20 |
20 |
0.050 |
||
T 04.500 11/30/11 |
3,296 |
0 |
32 |
32 |
0.050 |
||
T 00.875 02/29/12 |
973 |
43 |
1,172 |
973 |
0.097 |
||
T 04.625 02/29/12 |
4,167 |
0 |
25 |
25 |
0.050 |
||
T 04.500 03/31/12 |
2,246 |
0 |
50 |
50 |
0.050 |
||
T 04.875 06/30/12 |
5,008 |
107 |
455 |
455 |
0.050 |
||
T 01.750 08/15/12 |
9,799 |
0 |
116 |
116 |
0.050 |
||
T 04.250 09/30/12 |
3,301 |
0 |
231 |
231 |
0.050 |
||
T 03.375 11/30/12 |
3,198 |
0 |
7 |
7 |
0.050 |
||
T 02.875 01/31/13 |
1,711 |
0 |
3 |
3 |
0.050 |
||
T 03.125 04/30/13 |
2,170 |
0 |
15 |
15 |
0.050 |
||
T 03.500 05/31/13 |
2,748 |
0 |
42 |
42 |
0.050 |
||
T 03.375 07/31/13 |
4,244 |
0 |
79 |
79 |
0.050 |
||
T 04.250 08/15/14 |
2,561 |
0 |
35 |
35 |
0.050 |
||
T 02.375 09/30/14 |
934 |
0 |
25 |
25 |
0.050 |
||
T 02.250 01/31/15 |
615 |
0 |
220 |
153 |
0.050 |
||
T 09.250 02/15/16 |
1,710 |
0 |
13 |
13 |
0.050 |
||
T 09.125 05/15/18 |
1,872 |
478 |
603 |
603 |
0.050 |
||
T 09.000 11/15/18 |
2,259 |
67 |
5 |
5 |
0.050 |
||
T 07.875 02/15/21 |
1,738 |
0 |
63 |
63 |
0.050 |
||
T 06.500 11/15/26 |
3,420 |
0 |
21 |
21 |
0.050 |
||
T 05.250 02/15/29 |
1,944 |
0 |
2 |
2 |
0.050 |
||
T 06.250 05/15/30 |
2,549 |
0 |
288 |
288 |
0.050 |
||
T 05.375 02/15/31 |
2,156 |
0 |
211 |
211 |
0.050 |
||
T 04.500 05/15/38 |
5,159 |
0 |
68 |
68 |
0.050 |
||
TII 01.250 04/15/14 |
249 |
0 |
60 |
60 |
0.050 |
||
TII 01.625 01/15/15 |
121 |
0 |
59 |
59 |
0.050 |
||
TII 02.375 01/15/17 |
2,047 |
0 |
50 |
50 |
0.050 |
||
TII 01.625 01/15/18 |
2,170 |
0 |
23 |
23 |
0.050 |
||
TII 01.375 07/15/18 |
876 |
0 |
82 |
82 |
0.050 |
||
TII 02.125 01/15/19 |
681 |
66 |
222 |
183 |
0.050 |
||
FHLB 02.250 04/13/12 |
1,150 |
60 |
34 |
34 |
0.050 |
||
FHLB 05.750 05/15/12 |
364 |
16 |
47 |
47 |
0.050 |
||
FHLB 01.625 09/26/12 |
1,054 |
10 |
10 |
10 |
0.050 |
||
FHLB 03.625 05/29/13 |
730 |
13 |
11 |
11 |
0.050 |
||
FHLB 03.875 06/14/13 |
166 |
66 |
53 |
53 |
0.050 |
||
FHLB 05.125 08/14/13 |
727 |
48 |
67 |
67 |
0.050 |
||
FHLB 05.250 06/18/14 |
380 |
0 |
13 |
13 |
0.050 |
||
FHLB 05.500 08/13/14 |
343 |
222 |
230 |
230 |
0.050 |
||
FHLB 05.375 05/18/16 |
1,800 |
89 |
89 |
89 |
0.050 |
||
FHLB 04.750 12/16/16 |
1,142 |
93 |
93 |
93 |
0.050 |
||
FHLB 04.875 05/17/17 |
1,350 |
23 |
23 |
23 |
0.050 |
||
FHLMC 06.000 06/15/11 |
655 |
4 |
4 |
4 |
0.050 |
||
FHLMC 02.125 09/21/12 |
2,268 |
39 |
39 |
39 |
0.050 |
||
FHLMC 02.500 01/07/14 |
1,407 |
33 |
33 |
33 |
0.050 |
||
FHLMC 04.500 01/15/15 |
980 |
28 |
29 |
29 |
0.050 |
||
FHLMC 02.875 02/09/15 |
639 |
0 |
17 |
17 |
0.050 |
||
FHLMC 05.000 04/18/17 |
1,350 |
5 |
5 |
5 |
0.050 |
||
FHLMC 03.750 03/27/19 |
55 |
5 |
5 |
5 |
0.050 |
||
FNMA 02.750 04/11/11 |
717 |
12 |
12 |
12 |
0.050 |
||
FNMA 00.875 01/12/12 |
142 |
0 |
2 |
2 |
0.050 |
||
FNMA 05.000 02/16/12 |
612 |
0 |
4 |
4 |
0.050 |
||
FNMA 01.875 04/20/12 |
566 |
28 |
28 |
28 |
0.050 |
||
FNMA 02.500 05/15/14 |
794 |
0 |
41 |
41 |
0.050 |
||
FNMA 03.000 09/16/14 |
1,400 |
0 |
18 |
18 |
0.050 |
||
FNMA 02.625 11/20/14 |
920 |
70 |
70 |
70 |
0.050 |
||
FNMA 05.250 09/15/16 |
1,800 |
0 |
2 |
2 |
0.050 |
||
FNMA 05.000 02/13/17 |
1,215 |
0 |
1 |
1 |
0.050 |
||
|
Total: |
5,756 |
5,451 |
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| Security |
Extensions7 |
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| FHLB 02.250 04/13/12 |
12 |
||
| FHLB 03.875 06/14/13 |
25 |
||
| FHLB 05.500 08/13/14 |
1 |
||
| Total: |
38 |
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March
17, 2010 |
| Security |
Pre-Auction |
Auction
Results |
|||||
| Actual Avail to Borrow2 |
Outstanding Loans3 |
PAR Submitted4 |
PAR Accepted5 |
Wtd Avg Rate6 |
|||
T 04.125 08/15/10 |
1,653 |
0 |
86 |
86 |
0.050 |
||
T 00.875 12/31/10 |
4,466 |
0 |
165 |
165 |
0.050 |
||
T 05.000 08/15/11 |
1,984 |
0 |
5 |
5 |
0.050 |
||
T 00.875 02/29/12 |
973 |
0 |
1,460 |
973 |
0.106 |
||
T 04.875 06/30/12 |
5,008 |
139 |
207 |
207 |
0.050 |
||
T 01.750 08/15/12 |
9,799 |
0 |
250 |
250 |
0.050 |
||
T 04.125 08/31/12 |
3,920 |
0 |
50 |
50 |
0.050 |
||
T 04.250 09/30/12 |
3,301 |
150 |
383 |
383 |
0.050 |
||
T 03.875 10/31/12 |
3,122 |
0 |
110 |
110 |
0.050 |
||
T 03.625 12/31/12 |
2,699 |
209 |
207 |
207 |
0.050 |
||
T 02.875 01/31/13 |
1,711 |
0 |
52 |
52 |
0.050 |
||
T 03.500 05/31/13 |
2,748 |
17 |
149 |
149 |
0.050 |
||
T 03.375 07/31/13 |
4,244 |
0 |
79 |
79 |
0.050 |
||
T 03.125 09/30/13 |
2,945 |
0 |
1 |
1 |
0.050 |
||
T 02.375 09/30/14 |
934 |
0 |
1 |
1 |
0.050 |
||
T 02.625 12/31/14 |
1,120 |
0 |
1 |
1 |
0.050 |
||
T 04.000 02/15/15 |
4,015 |
0 |
20 |
20 |
0.050 |
||
T 02.375 02/28/15 |
929 |
0 |
987 |
929 |
0.082 |
||
T 03.250 07/31/16 |
4,908 |
0 |
69 |
69 |
0.050 |
||
T 03.625 02/15/20 |
2,750 |
0 |
39 |
39 |
0.050 |
||
T 10.625 08/15/15 |
1,266 |
0 |
23 |
23 |
0.050 |
||
T 09.875 11/15/15 |
1,719 |
0 |
24 |
24 |
0.050 |
||
T 09.250 02/15/16 |
1,710 |
0 |
13 |
13 |
0.050 |
||
T 08.750 05/15/17 |
4,900 |
2 |
7 |
7 |
0.050 |
||
T 09.125 05/15/18 |
1,945 |
405 |
538 |
538 |
0.050 |
||
T 09.000 11/15/18 |
2,259 |
67 |
67 |
67 |
0.050 |
||
T 08.875 02/15/19 |
4,115 |
0 |
3 |
3 |
0.050 |
||
T 08.125 05/15/21 |
3,167 |
2 |
2 |
2 |
0.050 |
||
T 07.625 02/15/25 |
1,847 |
0 |
1 |
1 |
0.050 |
||
T 04.250 05/15/39 |
4,825 |
0 |
15 |
15 |
0.050 |
||
T 04.625 02/15/40 |
1,755 |
0 |
37 |
37 |
0.050 |
||
TII 02.000 01/15/14 |
658 |
0 |
22 |
22 |
0.050 |
||
TII 01.250 04/15/14 |
249 |
0 |
15 |
15 |
0.050 |
||
TII 02.125 01/15/19 |
681 |
50 |
166 |
166 |
0.050 |
||
FHLB 03.375 06/24/11 |
684 |
0 |
2 |
2 |
0.050 |
||
FHLB 02.250 04/13/12 |
1,150 |
49 |
110 |
110 |
0.050 |
||
FHLB 05.750 05/15/12 |
364 |
13 |
16 |
16 |
0.050 |
||
FHLB 01.625 09/26/12 |
1,054 |
10 |
10 |
10 |
0.050 |
||
FHLB 03.625 05/29/13 |
730 |
0 |
13 |
13 |
0.050 |
||
FHLB 03.875 06/14/13 |
164 |
68 |
39 |
39 |
0.050 |
||
FHLB 05.125 08/14/13 |
727 |
56 |
55 |
55 |
0.050 |
||
FHLB 05.250 06/18/14 |
380 |
34 |
34 |
34 |
0.050 |
||
FHLB 05.500 08/13/14 |
335 |
230 |
235 |
235 |
0.050 |
||
FHLB 05.375 05/18/16 |
1,800 |
98 |
90 |
90 |
0.050 |
||
FHLB 04.750 12/16/16 |
1,142 |
94 |
93 |
93 |
0.050 |
||
FHLB 04.875 05/17/17 |
1,350 |
23 |
23 |
23 |
0.050 |
||
FHLB 05.000 11/17/17 |
830 |
0 |
8 |
8 |
0.050 |
||
FHLMC 06.000 06/15/11 |
655 |
4 |
4 |
4 |
0.050 |
||
FHLMC 01.125 12/15/11 |
1,091 |
75 |
75 |
75 |
0.050 |
||
FHLMC 02.125 09/21/12 |
2,268 |
0 |
39 |
39 |
0.050 |
||
FHLMC 01.375 01/09/13 |
379 |
0 |
26 |
26 |
0.050 |
||
FHLMC 04.500 07/15/13 |
155 |
0 |
11 |
11 |
0.050 |
||
FHLMC 02.500 01/07/14 |
1,407 |
25 |
33 |
33 |
0.050 |
||
FHLMC 04.500 01/15/15 |
980 |
1 |
28 |
28 |
0.050 |
||
FHLMC 05.000 04/18/17 |
1,350 |
0 |
5 |
5 |
0.050 |
||
FHLMC 03.750 03/27/19 |
55 |
5 |
5 |
5 |
0.050 |
||
FNMA 02.750 04/11/11 |
717 |
12 |
12 |
12 |
0.050 |
||
FNMA 00.875 01/12/12 |
142 |
0 |
35 |
35 |
0.050 |
||
FNMA 01.875 04/20/12 |
530 |
99 |
113 |
113 |
0.050 |
||
FNMA 04.375 09/15/12 |
87 |
20 |
4 |
4 |
0.050 |
||
FNMA 01.750 02/22/13 |
389 |
0 |
10 |
10 |
0.050 |
||
FNMA 02.625 11/20/14 |
920 |
70 |
70 |
70 |
0.050 |
||
|
Total: |
6,452 |
5,907 |
|
||||
| Security |
Extensions7 |
||
| FHLB 03.875 06/14/13 |
27 |
||
| Total: |
27 |
||
March
16, 2010 |
| Security |
Pre-Auction |
Auction
Results |
|||||
| Actual Avail to Borrow2 |
Outstanding Loans3 |
PAR Submitted4 |
PAR Accepted5 |
Wtd Avg Rate6 |
|||
T 02.375 08/31/10 |
2,401 |
0 |
18 |
18 |
0.050 |
||
T 01.250 11/30/10 |
3,510 |
0 |
98 |
98 |
0.050 |
||
T 00.875 05/31/11 |
7,104 |
0 |
6 |
6 |
0.050 |
||
T 04.875 07/31/11 |
1,706 |
0 |
3 |
3 |
0.050 |
||
T 04.625 10/31/11 |
2,650 |
0 |
16 |
16 |
0.050 |
||
T 04.625 12/31/11 |
1,711 |
0 |
9 |
9 |
0.050 |
||
T 01.375 02/15/12 |
5,399 |
0 |
12 |
12 |
0.050 |
||
T 00.875 02/29/12 |
973 |
0 |
243 |
243 |
0.050 |
||
T 04.500 03/31/12 |
2,246 |
0 |
60 |
60 |
0.050 |
||
T 04.750 05/31/12 |
4,396 |
0 |
3 |
3 |
0.050 |
||
T 04.875 06/30/12 |
5,008 |
171 |
289 |
289 |
0.050 |
||
T 01.500 07/15/12 |
6,003 |
80 |
38 |
38 |
0.050 |
||
T 01.750 08/15/12 |
9,799 |
43 |
142 |
142 |
0.050 |
||
T 04.250 09/30/12 |
3,301 |
54 |
426 |
426 |
0.050 |
||
T 03.875 10/31/12 |
3,122 |
0 |
62 |
62 |
0.050 |
||
T 04.000 11/15/12 |
949 |
0 |
13 |
13 |
0.050 |
||
T 03.375 11/30/12 |
3,198 |
0 |
1 |
1 |
0.050 |
||
T 03.625 12/31/12 |
2,699 |
84 |
259 |
259 |
0.050 |
||
T 02.875 01/31/13 |
1,711 |
0 |
28 |
28 |
0.050 |
||
T 03.125 04/30/13 |
2,170 |
0 |
80 |
80 |
0.050 |
||
T 03.500 05/31/13 |
2,748 |
0 |
209 |
209 |
0.050 |
||
T 03.125 08/31/13 |
1,672 |
0 |
2 |
2 |
0.050 |
||
T 04.250 08/15/14 |
2,561 |
0 |
39 |
39 |
0.050 |
||
T 02.375 09/30/14 |
934 |
0 |
1 |
1 |
0.050 |
||
T 02.125 11/30/14 |
1,135 |
0 |
170 |
170 |
0.050 |
||
T 02.250 01/31/15 |
615 |
0 |
76 |
76 |
0.050 |
||
T 02.375 02/28/15 |
929 |
0 |
88 |
88 |
0.050 |
||
T 03.250 07/31/16 |
4,908 |
5 |
111 |
111 |
0.050 |
||
T 04.875 08/15/16 |
5,670 |
0 |
12 |
12 |
0.050 |
||
T 04.625 11/15/16 |
3,302 |
0 |
125 |
125 |
0.050 |
||
T 03.625 02/15/20 |
2,750 |
0 |
2 |
2 |
0.050 |
||
T 11.250 02/15/15 |
3,313 |
0 |
1 |
1 |
0.050 |
||
T 07.250 05/15/16 |
3,842 |
0 |
17 |
17 |
0.050 |
||
T 08.750 05/15/17 |
4,900 |
2 |
32 |
32 |
0.050 |
||
T 09.125 05/15/18 |
1,820 |
530 |
483 |
483 |
0.050 |
||
T 09.000 11/15/18 |
2,259 |
18 |
67 |
67 |
0.050 |
||
T 08.125 05/15/21 |
3,167 |
0 |
2 |
2 |
0.050 |
||
T 05.250 02/15/29 |
1,944 |
0 |
2 |
2 |
0.050 |
||
T 05.375 02/15/31 |
2,156 |
0 |
8 |
8 |
0.050 |
||
T 04.500 02/15/36 |
2,343 |
0 |
21 |
21 |
0.050 |
||
T 03.500 02/15/39 |
1,619 |
0 |
16 |
16 |
0.050 |
||
TII 02.000 01/15/14 |
658 |
0 |
23 |
23 |
0.050 |
||
TII 01.625 01/15/18 |
2,170 |
0 |
36 |
36 |
0.050 |
||
TII 01.375 07/15/18 |
876 |
0 |
39 |
39 |
0.050 |
||
TII 02.125 01/15/19 |
680 |
77 |
77 |
77 |
0.050 |
||
FHLB 01.375 05/16/11 |
889 |
55 |
55 |
55 |
0.050 |
||
FHLB 02.250 04/13/12 |
1,150 |
3 |
79 |
79 |
0.050 |
||
FHLB 05.750 05/15/12 |
364 |
11 |
14 |
14 |
0.050 |
||
FHLB 01.625 09/26/12 |
1,054 |
10 |
10 |
10 |
0.050 |
||
FHLB 01.500 01/16/13 |
96 |
9 |
9 |
9 |
0.050 |
||
FHLB 01.625 03/20/13 |
368 |
17 |
41 |
41 |
0.050 |
||
FHLB 03.875 06/14/13 |
191 |
41 |
68 |
68 |
0.050 |
||
FHLB 05.125 08/14/13 |
727 |
42 |
56 |
56 |
0.050 |
||
FHLB 05.250 06/18/14 |
380 |
34 |
34 |
34 |
0.050 |
||
FHLB 05.500 08/13/14 |
357 |
208 |
230 |
230 |
0.050 |
||
FHLB 05.375 05/18/16 |
1,800 |
97 |
98 |
98 |
0.050 |
||
FHLB 04.750 12/16/16 |
1,142 |
0 |
94 |
94 |
0.050 |
||
FHLB 04.875 05/17/17 |
1,350 |
23 |
23 |
23 |
0.050 |
||
FHLMC 06.000 06/15/11 |
655 |
0 |
5 |
5 |
0.050 |
||
FHLMC 01.125 12/15/11 |
1,091 |
0 |
75 |
75 |
0.050 |
||
FHLMC 02.125 09/21/12 |
2,268 |
2 |
2 |
2 |
0.050 |
||
FHLMC 01.375 01/09/13 |
379 |
0 |
37 |
37 |
0.050 |
||
FHLMC 02.500 01/07/14 |
1,407 |
52 |
29 |
29 |
0.050 |
||
FHLMC 03.000 07/28/14 |
470 |
0 |
1 |
1 |
0.050 |
||
FHLMC 04.500 01/15/15 |
980 |
10 |
10 |
10 |
0.050 |
||
FHLMC 04.750 11/17/15 |
1,081 |
28 |
28 |
28 |
0.050 |
||
FHLMC 04.875 06/13/18 |
1,783 |
0 |
5 |
5 |
0.050 |
||
FHLMC 03.750 03/27/19 |
55 |
5 |
5 |
5 |
0.050 |
||
FNMA 02.750 04/11/11 |
717 |
12 |
12 |
12 |
0.050 |
||
FNMA 01.875 04/20/12 |
530 |
99 |
127 |
127 |
0.050 |
||
FNMA 04.375 09/15/12 |
96 |
4 |
20 |
20 |
0.050 |
||
FNMA 03.000 09/16/14 |
1,400 |
0 |
26 |
26 |
0.050 |
||
FNMA 02.625 11/20/14 |
920 |
70 |
70 |
70 |
0.050 |
||
|
Total: |
4,728 |
4,728 |
|
||||
March
15, 2010 |
| Security |
Pre-Auction |
Auction
Results |
|||||
| Actual Avail to Borrow2 |
Outstanding Loans3 |
PAR Submitted4 |
PAR Accepted5 |
Wtd Avg Rate6 |
|||
T 04.500 05/15/10 |
3,545 |
0 |
46 |
46 |
0.050 |
||
T 00.875 04/30/11 |
3,545 |
0 |
1 |
1 |
0.050 |
||
T 04.875 04/30/11 |
2,076 |
5 |
38 |
38 |
0.050 |
||
T 04.500 09/30/11 |
2,396 |
0 |
22 |
22 |
0.050 |
||
T 04.625 10/31/11 |
2,650 |
3 |
3 |
3 |
0.050 |
||
T 04.625 12/31/11 |
1,711 |
0 |
12 |
12 |
0.050 |
||
T 04.875 02/15/12 |
2,501 |
91 |
114 |
114 |
0.050 |
||
T 00.875 02/29/12 |
973 |
0 |
1 |
1 |
0.050 |
||
T 01.875 06/15/12 |
7,649 |
0 |
3 |
3 |
0.050 |
||
T 04.875 06/30/12 |
5,008 |
368 |
221 |
221 |
0.050 |
||
T 01.500 07/15/12 |
6,003 |
0 |
1,651 |
1,651 |
0.050 |
||
T 01.750 08/15/12 |
9,799 |
0 |
93 |
93 |
0.050 |
||
T 04.250 09/30/12 |
3,301 |
68 |
457 |
457 |
0.050 |
||
T 03.875 10/31/12 |
3,122 |
0 |
129 |
129 |
0.050 |
||
T 03.625 12/31/12 |
2,699 |
0 |
84 |
84 |
0.050 |
||
T 02.875 01/31/13 |
1,711 |
0 |
1 |
1 |
0.050 |
||
T 03.875 02/15/13 |
2,821 |
0 |
24 |
24 |
0.050 |
||
T 03.500 05/31/13 |
2,748 |
0 |
45 |
45 |
0.050 |
||
T 01.500 12/31/13 |
2,081 |
0 |
8 |
8 |
0.050 |
||
T 02.250 01/31/15 |
615 |
0 |
253 |
253 |
0.050 |
||
T 02.375 02/28/15 |
929 |
40 |
330 |
330 |
0.064 |
||
T 04.500 11/15/15 |
1,998 |
0 |
65 |
65 |
0.050 |
||
T 03.250 07/31/16 |
4,908 |
5 |
5 |
5 |
0.050 |
||
T 04.875 08/15/16 |
5,670 |
5 |
68 |
68 |
0.050 |
||
T 03.000 02/28/17 |
707 |
0 |
17 |
17 |
0.050 |
||
T 03.625 02/15/20 |
2,750 |
0 |
27 |
27 |
0.050 |
||
T 09.875 11/15/15 |
1,719 |
0 |
24 |
24 |
0.050 |
||
T 08.750 05/15/17 |
4,900 |
0 |
2 |
2 |
0.050 |
||
T 09.125 05/15/18 |
1,944 |
406 |
560 |
560 |
0.050 |
||
T 09.000 11/15/18 |
2,259 |
0 |
18 |
18 |
0.050 |
||
T 08.750 05/15/20 |
2,387 |
6 |
6 |
6 |
0.050 |
||
T 05.250 02/15/29 |
1,944 |
0 |
2 |
2 |
0.050 |
||
T 03.500 02/15/39 |
1,619 |
0 |
13 |
13 |
0.050 |
||
TII 02.125 01/15/19 |
681 |
0 |
85 |
85 |
0.050 |
||
TII 03.875 04/15/29 |
2,729 |
0 |
5 |
5 |
0.050 |
||
FHLB 01.375 05/16/11 |
889 |
0 |
55 |
55 |
0.050 |
||
FHLB 02.250 04/13/12 |
1,150 |
0 |
3 |
3 |
0.050 |
||
FHLB 05.750 05/15/12 |
364 |
0 |
12 |
12 |
0.050 |
||
FHLB 01.625 09/26/12 |
1,054 |
30 |
10 |
10 |
0.050 |
||
FHLB 01.500 01/16/13 |
92 |
15 |
9 |
9 |
0.050 |
||
FHLB 01.625 03/20/13 |
368 |
17 |
17 |
17 |
0.050 |
||
FHLB 03.875 06/14/13 |
189 |
43 |
25 |
25 |
0.050 |
||
FHLB 05.125 08/14/13 |
727 |
42 |
44 |
44 |
0.050 |
||
FHLB 05.250 06/18/14 |
380 |
34 |
34 |
34 |
0.050 |
||
FHLB 05.500 08/13/14 |
359 |
206 |
208 |
208 |
0.050 |
||
FHLB 05.375 05/18/16 |
1,800 |
97 |
97 |
97 |
0.050 |
||
FHLB 04.750 12/16/16 |
1,142 |
0 |
35 |
35 |
0.050 |
||
FHLB 04.875 05/17/17 |
1,350 |
23 |
23 |
23 |
0.050 |
||
FHLMC 05.250 07/18/11 |
930 |
0 |
2 |
2 |
0.050 |
||
FHLMC 02.125 09/21/12 |
2,268 |
39 |
2 |
2 |
0.050 |
||
FHLMC 01.375 01/09/13 |
379 |
1 |
37 |
37 |
0.050 |
||
FHLMC 02.500 01/07/14 |
1,407 |
58 |
52 |
52 |
0.050 |
||
FHLMC 04.500 01/15/15 |
980 |
10 |
10 |
10 |
0.050 |
||
FHLMC 04.750 11/17/15 |
1,081 |
25 |
28 |
28 |
0.050 |
||
FHLMC 05.125 11/17/17 |
1,298 |
0 |
30 |
30 |
0.050 |
||
