Securities Lending Activity
Auction Results*
February 26, 2015
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
 
T 00.375 04/15/15
0
0
1
0
N/A
 
T 02.500 04/30/15
404
5
7
7
0.050
 
T 01.875 06/30/15
0
0
3
0
N/A
 
T 00.375 01/15/16
0
0
27
0
N/A
 
T 01.750 05/31/16
13,201
5
5
5
0.050
 
T 01.000 09/30/16
980
70
150
150
0.050
 
T 01.000 10/31/16
1,197
0
190
190
0.050
 
T 04.625 11/15/16
4,506
0
5
5
0.050
 
T 00.875 01/31/17
1,134
0
4
4
0.050
 
T 00.875 02/28/17
1,529
0
46
46
0.050
 
T 03.125 04/30/17
11,151
26
1
1
0.050
 
T 00.750 06/30/17
2,097
3
4
4
0.050
 
T 02.500 06/30/17
9,499
148
263
263
0.050
 
T 02.375 07/31/17
6,817
0
5
5
0.050
 
T 04.750 08/15/17
11,259
10
10
10
0.050
 
T 02.625 01/31/18
12,600
2
2
2
0.050
 
T 03.500 02/15/18
14,906
2
23
23
0.050
 
T 01.000 05/31/18
1,268
0
82
82
0.050
 
T 01.375 06/30/18
9,774
0
108
108
0.050
 
T 02.250 07/31/18
18,365
0
7
7
0.050
 
T 01.500 12/31/18
1,851
0
6
6
0.050
 
T 01.250 01/31/19
5,259
5
5
5
0.050
 
T 01.375 02/28/19
5,684
0
2
2
0.050
 
T 01.500 03/31/19
8,785
0
1
1
0.050
 
T 01.625 04/30/19
4,200
0
174
174
0.050
 
T 01.125 05/31/19
15,177
12
69
69
0.050
 
T 01.000 06/30/19
16,336
0
21
21
0.050
 
T 03.625 08/15/19
35,188
0
4
4
0.050
 
T 01.250 10/31/19
13,191
292
518
518
0.050
 
T 01.125 12/31/19
6,373
122
156
156
0.050
 
T 01.250 02/29/20
8,675
736
275
275
0.050
 
T 01.125 03/31/20
10,168
886
472
472
0.050
 
T 01.125 04/30/20
4,649
5
5
5
0.050
 
T 03.500 05/15/20
8,000
0
9
9
0.050
 
T 02.000 07/31/20
5,423
0
15
15
0.050
 
T 02.000 09/30/20
7,787
2
2
2
0.050
 
T 03.125 05/15/21
28,168
0
279
279
0.050
 
T 02.000 02/15/22
23,116
0
5
5
0.050
 
T 01.625 08/15/22
8,000
0
302
302
0.050
 
T 02.000 02/15/23
13,883
0
6
6
0.050
 
T 02.500 08/15/23
20,112
0
1
1
0.050
 
T 02.750 02/15/24
8,054
0
1
1
0.050
 
T 10.625 08/15/15
195
10
9
9
0.050
 
T 09.250 02/15/16
2,166
0
13
13
0.050
 
T 07.250 05/15/16
5,061
0
1
1
0.050
 
T 08.750 05/15/17
6,531
0
15
15
0.050
 
T 08.875 08/15/17
5,530
244
212
212
0.050
 
T 09.125 05/15/18
3,500
0
13
13
0.050
 
T 09.000 11/15/18
3,457
306
481
481
0.050
 
T 08.875 02/15/19
6,747
20
20
20
0.050
 
T 08.125 08/15/19
11,932
20
20
20
0.050
 
T 08.500 02/15/20
5,969
28
33
33
0.050
 
T 07.875 02/15/21
6,347
45
45
45
0.050
 
T 07.250 08/15/22
5,123
121
96
96
0.050
 
T 07.625 11/15/22
4,341
679
661
661
0.050
 
T 06.250 08/15/23
14,274
0
4
4
0.050
 
T 07.500 11/15/24
4,678
724
855
855
0.050
 
T 07.625 02/15/25
5,179
59
72
72
0.050
 
T 06.875 08/15/25
6,555
261
196
196
0.050
 
T 06.000 02/15/26
4,331
3
4
4
0.050
 
T 06.625 02/15/27
5,418
11
46
46
0.050
 
T 06.125 11/15/27
11,317
1
1
1
0.050
 
T 05.250 11/15/28
2,320
38
42
42
0.050
 
T 05.250 02/15/29
4,650
131
317
317
0.050
 
T 06.125 08/15/29
5,617
365
780
780
0.050
 
T 06.250 05/15/30
6,363
2,392
3,351
3,351
0.050
 
T 05.375 02/15/31
2,827
258
165
165
0.050
 
T 04.500 02/15/36
10,694
91
147
147
0.050
 
T 04.250 05/15/39
24,052
3
3
3
0.050
 
T 04.375 05/15/40
22,255
0
3
3
0.050
 
T 04.250 11/15/40
22,533
0
3
3
0.050
 
T 04.750 02/15/41
8,000
0
66
66
0.050
 
T 03.125 11/15/41
26,965
0
7
7
0.050
 
T 03.375 05/15/44
24
0
42
8
0.050
 
T 03.000 11/15/44
19
0
72
4
0.050
 
TII 00.500 04/15/15
0
0
2
0
N/A
 
TII 02.625 07/15/17
974
1
1
1
0.050
 
TII 01.625 01/15/18
2,367
1
1
1
0.050
 
TII 01.375 07/15/18
834
140
80
80
0.050
 
TII 02.125 01/15/19
1,598
0
125
125
0.050
 
TII 01.125 01/15/21
4,215
0
6
6
0.050
 
TII 00.625 07/15/21
764
0
38
38
0.050
 
TII 00.125 01/15/23
12
0
1
1
0.050
 
FHLMC 04.750 01/19/16
1,463
148
148
148
0.050
 
FHLMC 05.500 07/18/16
1,412
40
42
42
0.050
 
FHLMC 05.500 08/23/17
1,206
20
20
20
0.050
 
FHLMC 05.125 11/17/17
1,298
48
48
48
0.050
 
FHLMC 04.875 06/13/18
1,783
185
185
185
0.050
 
FNMA 05.250 09/15/16
1,800
0
1
1
0.050
 
FNMA 04.875 12/15/16
939
45
45
45
0.050
 
Total:
11,809
11,674
 
* All par amounts in millions of dollars

1 The 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.