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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*
February 9, 2010
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
  
 
B 02/25/10
5,656
0
185
185
0.050
  
 
B 03/04/10
2,176
210
200
200
0.050
  
 
T 04.000 03/15/10
787
0
39
39
0.050
  
 
T 04.750 03/31/11
1,756
0
9
9
0.050
  
 
T 04.875 04/30/11
2,076
0
72
72
0.050
  
 
T 05.000 08/15/11
1,984
0
32
32
0.050
  
 
T 01.000 08/31/11
1,137
0
15
15
0.050
  
 
T 01.000 10/31/11
976
0
9
9
0.050
  
 
T 01.125 12/15/11
2,173
2
2
2
0.050
  
 
T 04.875 02/15/12
2,501
0
175
175
0.050
  
 
T 01.875 06/15/12
7,649
41
214
214
0.050
  
 
T 04.875 06/30/12
5,008
1
101
101
0.050
  
 
T 01.500 07/15/12
6,003
294
589
589
0.050
  
 
T 04.625 07/31/12
4,136
0
34
34
0.050
  
 
T 01.750 08/15/12
9,799
6
16
16
0.050
  
 
T 03.875 02/15/13
2,821
0
82
82
0.050
  
 
T 03.125 04/30/13
2,170
25
50
50
0.050
  
 
T 03.375 07/31/13
4,244
1
39
39
0.050
  
 
T 04.750 05/15/14
2,891
0
133
133
0.050
  
 
T 04.250 08/15/14
2,561
0
14
14
0.050
  
 
T 02.125 11/30/14
1,135
0
10
10
0.050
  
 
T 04.500 11/15/15
1,998
0
125
125
0.050
  
 
T 02.625 04/30/16
8,109
0
22
22
0.050
  
 
T 03.250 05/31/16
8,469
246
286
286
0.050
  
 
T 03.250 06/30/16
6,868
0
7
7
0.050
  
 
T 03.250 07/31/16
4,908
0
13
13
0.050
  
 
T 04.000 08/15/18
7,024
0
2
2
0.050
  
 
T 11.250 02/15/15
3,313
0
18
18
0.050
  
 
T 09.125 05/15/18
1,817
533
516
516
0.050
  
 
T 09.000 11/15/18
2,259
6
1
1
0.050
  
 
T 05.250 11/15/28
1,519
2
2
2
0.050
  
 
T 05.250 02/15/29
1,944
7
7
7
0.050
  
 
TII 02.125 01/15/19
681
0
145
145
0.050
  
 
FHLB 01.375 05/16/11
889
68
68
68
0.050
  
 
FHLB 02.625 05/20/11
704
0
3
3
0.050
  
 
FHLB 01.625 09/26/12
1,049
10
10
10
0.050
  
 
FHLB 01.625 11/21/12
366
0
223
91
0.050
  
 
FHLB 03.625 05/29/13
730
6
6
6
0.050
  
 
FHLB 03.875 06/14/13
208
20
23
23
0.050
  
 
FHLB 05.125 08/14/13
721
3
5
5
0.050
  
 
FHLB 05.500 08/13/14
477
88
74
74
0.050
  
 
FHLB 05.375 05/18/16
1,800
54
54
54
0.050
  
 
FHLB 04.875 05/17/17
1,350
27
27
27
0.050
  
 
FHLMC 05.500 09/15/11
132
0
62
62
0.050
  
 
FHLMC 01.375 01/09/13
379
21
31
31
0.050
  
 
FHLMC 03.000 07/28/14
468
55
53
53
0.050
  
 
FHLMC 05.125 10/18/16
1,799
4
4
4
0.050
  
 
FNMA 02.750 04/11/11
717
32
32
32
0.050
  
 
FNMA 03.625 08/15/11
1,597
20
21
21
0.050
  
 
FNMA 00.875 01/12/12
124
0
64
62
0.050
  
 
FNMA 01.750 08/10/12
1,735
0
18
18
0.050
  
 
FNMA 01.750 02/22/13
383
50
106
106
0.052
  
 
FNMA 03.250 04/09/13
333
0
20
20
0.050
  
 
FNMA 05.000 04/15/15
846
3
3
3
0.050
  
 
FNMA 05.250 09/15/16
1,800
0
12
12
0.050
  
 
Total:
4,083
3,949
 
  
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.
 
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