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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.
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Auction Results*
June 18, 2013
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
  
 
T 02.500 04/30/15
404
0
11
11
0.050
  
 
T 04.250 08/15/15
962
18
18
18
0.050
  
 
T 02.625 02/29/16
9,522
19
74
74
0.050
  
 
T 02.375 03/31/16
8,132
0
10
10
0.050
  
 
T 05.125 05/15/16
7,557
9
9
9
0.050
  
 
T 01.000 09/30/16
980
0
11
11
0.050
  
 
T 01.000 10/31/16
1,197
0
2
2
0.050
  
 
T 03.125 10/31/16
4,678
4
4
4
0.050
  
 
T 00.875 01/31/17
1,134
0
1
1
0.050
  
 
T 03.125 01/31/17
5,485
9
9
9
0.050
  
 
T 04.625 02/15/17
6,442
0
3
3
0.050
  
 
T 03.125 04/30/17
11,151
13
13
13
0.050
  
 
T 04.500 05/15/17
11,903
1
1
1
0.050
  
 
T 02.750 05/31/17
10,351
601
610
610
0.050
  
 
T 02.500 06/30/17
9,418
210
294
294
0.050
  
 
T 02.375 07/31/17
6,591
0
6
6
0.050
  
 
T 01.875 09/30/17
5,666
16
16
16
0.050
  
 
T 04.250 11/15/17
9,890
0
2
2
0.050
  
 
T 00.750 12/31/17
2,385
15
17
17
0.050
  
 
T 02.750 12/31/17
11,892
2
2
2
0.050
  
 
T 02.625 01/31/18
12,220
17
17
17
0.050
  
 
T 02.875 03/31/18
13,336
6
6
6
0.050
  
 
T 00.625 04/30/18
1,424
0
3
3
0.050
  
 
T 02.625 04/30/18
16,645
0
57
57
0.050
  
 
T 02.375 05/31/18
17,175
0
55
55
0.050
  
 
T 04.000 08/15/18
20,345
0
10
10
0.050
  
 
T 01.500 08/31/18
12,172
6
150
150
0.050
  
 
T 01.375 11/30/18
14,620
105
38
38
0.050
  
 
T 01.250 01/31/19
5,107
102
295
295
0.050
  
 
T 02.750 02/15/19
28,830
0
18
18
0.050
  
 
T 01.375 02/28/19
3,641
0
22
22
0.050
  
 
T 01.250 04/30/19
17,459
0
18
18
0.050
  
 
T 03.125 05/15/19
27,863
19
19
19
0.050
  
 
T 01.000 06/30/19
12,985
0
6
6
0.050
  
 
T 00.875 07/31/19
8,541
0
6
6
0.050
  
 
T 03.625 08/15/19
33,765
0
9
9
0.050
  
 
T 01.250 10/31/19
12,512
2,007
3,804
3,804
0.050
  
 
T 03.375 11/15/19
31,068
2,461
2,808
2,808
0.050
  
 
T 01.000 11/30/19
3,468
336
649
649
0.050
  
 
T 01.125 12/31/19
5,574
8
29
29
0.050
  
 
T 03.625 02/15/20
24,969
250
1,050
1,050
0.050
  
 
T 01.250 02/29/20
4,688
17
17
17
0.050
  
 
T 01.125 03/31/20
7,445
397
487
487
0.050
  
 
T 01.125 04/30/20
2,046
220
141
141
0.050
  
 
T 03.500 05/15/20
32,959
1,663
2,184
2,184
0.050
  
 
T 01.375 05/31/20
1,967
50
375
375
0.050
  
 
T 02.625 08/15/20
27,281
0
76
76
0.050
  
 
T 03.125 05/15/21
29,891
0
14
14
0.050
  
 
T 02.125 08/15/21
20,663
0
8
8
0.050
  
 
T 02.000 11/15/21
24,828
13
43
43
0.050
  
 
T 01.750 05/15/22
28,891
0
8
8
0.050
  
 
T 01.625 08/15/22
18,487
0
30
30
0.050
  
 
T 02.000 02/15/23
4,516
410
959
959
0.050
  
 
T 10.625 08/15/15
195
12
12
12
0.050
  
 
T 08.750 05/15/17
6,531
35
60
60
0.050
  
 
T 08.875 08/15/17
5,519
31
31
31
0.050
  
 
T 09.125 05/15/18
3,171
8
8
8
0.050
  
 
T 09.000 11/15/18
3,312
281
261
261
0.050
  
 
T 08.875 02/15/19
6,715
308
253
253
0.050
  
 
T 08.500 02/15/20
5,969
41
41
41
0.050
  
 
T 08.125 08/15/21
5,988
200
160
160
0.050
  
 
T 07.250 08/15/22
4,197
151
251
251
0.050
  
 
T 07.625 11/15/22
3,383
0
21
21
0.050
  
 
T 07.125 02/15/23
9,446
0
93
93
0.050
  
 
T 07.500 11/15/24
4,158
175
200
200
0.050
  
 
T 07.625 02/15/25
4,585
0
1
1
0.050
  
 
T 06.875 08/15/25
5,697
0
26
26
0.050
  
 
T 06.375 08/15/27
4,042
0
1
1
0.050
  
 
T 05.250 11/15/28
2,307
0
4
4
0.050
  
 
T 06.125 08/15/29
5,608
114
55
55
0.050
  
 
T 05.375 02/15/31
2,538
164
89
89
0.050
  
 
T 04.375 02/15/38
12,982
3
3
3
0.050
  
 
T 04.250 05/15/39
23,023
6
56
56
0.050
  
 
T 04.625 02/15/40
19,277
0
3
3
0.050
  
 
T 04.375 05/15/40
16,886
0
3
3
0.050
  
 
T 04.250 11/15/40
16,333
0
22
20
0.050
  
 
T 04.750 02/15/41
21,199
9
47
47
0.050
  
 
T 04.375 05/15/41
21,530
0
18
17
0.050
  
 
T 03.125 11/15/41
9,582
0
3
3
0.050
  
 
TII 02.625 07/15/17
974
0
2
2
0.050
  
 
TII 00.125 04/15/18
72
4
4
4
0.050
  
 
TII 01.375 07/15/18
876
0
15
15
0.050
  
 
TII 02.125 01/15/19
1,598
0
6
6
0.050
  
 
TII 00.625 07/15/21
764
0
4
4
0.050
  
 
TII 03.625 04/15/28
5,805
0
3
3
0.050
  
 
TII 02.500 01/15/29
301
0
14
14
0.050
  
 
TII 00.625 02/15/43
2,345
127
234
230
0.050
  
 
FHLB 05.500 08/13/14
508
15
16
16
0.050
  
 
FHLB 04.875 05/17/17
1,350
1
1
1
0.050
  
 
FHLB 05.000 11/17/17
830
38
42
42
0.050
  
 
FHLMC 02.500 01/07/14
1,407
37
37
37
0.050
  
 
FHLMC 03.000 07/28/14
470
7
7
7
0.050
  
 
FHLMC 04.500 01/15/15
980
7
7
7
0.050
  
 
FHLMC 04.750 01/19/16
1,463
76
67
67
0.050
  
 
FHLMC 05.250 04/18/16
1,944
0
25
25
0.050
  
 
FHLMC 05.500 07/18/16
1,375
194
196
196
0.050
  
 
FHLMC 05.125 10/18/16
1,799
17
17
17
0.050
  
 
FHLMC 05.000 02/16/17
1,350
58
65
65
0.050
  
 
FHLMC 05.500 08/23/17
1,206
8
8
8
0.050
  
 
FHLMC 05.125 11/17/17
1,298
60
60
60
0.050
  
 
FHLMC 04.875 06/13/18
1,761
221
218
218
0.050
  
 
FNMA 02.875 12/11/13
1,035
7
9
9
0.050
  
 
FNMA 02.750 03/13/14
3,661
1
1
1
0.050
  
 
FNMA 05.375 07/15/16
931
37
30
30
0.050
  
 
FNMA 05.250 09/15/16
1,800
0
8
8
0.050
  
 
FNMA 04.875 12/15/16
939
72
61
61
0.050
  
 
FNMA 05.375 06/12/17
663
29
29
29
0.050
  
 
FNMA 07.125 01/15/30
598
20
18
18
0.050
  
 
Total:
17,450
17,443
 
  
Show last 10 operations ››  
* All par amounts in millions of dollars

1The 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.
 
Historical Data
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