Securities Lending Activity
Auction Results*
March 30, 2015
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
20
20
0.050
 
T 04.500 02/15/16
2,215
3
215
215
0.050
 
T 02.625 02/29/16
9,522
135
156
156
0.050
 
T 02.625 04/30/16
12,218
45
85
85
0.050
 
T 03.250 06/30/16
8,739
1
98
98
0.050
 
T 03.250 07/31/16
5,522
6
6
6
0.050
 
T 04.625 11/15/16
4,506
1
1
1
0.050
 
T 04.625 02/15/17
6,442
177
82
82
0.050
 
T 00.875 04/30/17
1,365
61
79
79
0.050
 
T 03.125 04/30/17
11,151
0
10
10
0.050
 
T 00.625 05/31/17
367
28
29
29
0.050
 
T 02.500 06/30/17
9,499
280
290
290
0.050
 
T 00.500 07/31/17
3,797
37
138
138
0.050
 
T 02.375 07/31/17
6,817
69
53
53
0.050
 
T 04.750 08/15/17
11,259
4
13
13
0.050
 
T 00.625 09/30/17
3,771
49
35
35
0.050
 
T 04.250 11/15/17
9,907
0
1
1
0.050
 
T 02.625 01/31/18
12,600
0
3
3
0.050
 
T 02.875 03/31/18
13,595
6
6
6
0.050
 
T 03.875 05/15/18
7,828
172
171
171
0.050
 
T 01.375 06/30/18
9,774
5
5
5
0.050
 
T 04.000 08/15/18
20,345
334
389
389
0.050
 
T 01.250 01/31/19
5,259
0
15
15
0.050
 
T 01.250 04/30/19
10,104
0
13
13
0.050
 
T 01.625 04/30/19
4,200
0
5
5
0.050
 
T 01.125 05/31/19
15,177
12
70
70
0.050
 
T 01.000 06/30/19
16,336
83
23
23
0.050
 
T 01.000 08/31/19
12,471
1
2
2
0.050
 
T 01.250 10/31/19
13,191
0
45
45
0.050
 
T 01.000 11/30/19
6,284
0
47
47
0.050
 
T 01.125 12/31/19
6,373
67
32
32
0.050
 
T 01.375 01/31/20
5,413
322
330
330
0.050
 
T 01.250 02/29/20
8,675
15
2
2
0.050
 
T 01.125 03/31/20
10,168
23
15
15
0.050
 
T 01.125 04/30/20
4,649
253
235
235
0.050
 
T 01.875 06/30/20
11,581
0
12
12
0.050
 
T 02.000 07/31/20
5,423
0
9
9
0.050
 
T 01.750 10/31/20
958
0
12
12
0.050
 
T 02.000 02/15/22
39,717
7
7
7
0.050
 
T 01.625 08/15/22
39,296
26
1
1
0.050
 
T 10.625 08/15/15
195
17
42
42
0.050
 
T 09.875 11/15/15
292
2
12
12
0.050
 
T 09.250 02/15/16
2,166
200
225
225
0.050
 
T 07.250 05/15/16
5,061
0
100
100
0.050
 
T 07.500 11/15/16
7,709
202
202
202
0.050
 
T 08.750 05/15/17
6,531
290
321
321
0.050
 
T 08.875 08/15/17
5,530
275
288
288
0.050
 
T 09.125 05/15/18
3,500
43
135
135
0.050
 
T 09.000 11/15/18
3,457
143
268
268
0.050
 
T 08.875 02/15/19
6,747
54
62
62
0.050
 
T 08.125 08/15/19
11,932
166
192
192
0.050
 
T 08.500 02/15/20
5,969
12
13
13
0.050
 
T 08.750 05/15/20
4,775
0
54
54
0.050
 
T 08.750 08/15/20
10,746
196
189
189
0.050
 
T 07.875 02/15/21
6,347
27
23
23
0.050
 
T 07.250 08/15/22
5,123
47
19
19
0.050
 
T 07.625 11/15/22
4,393
627
720
720
0.050
 
T 06.250 08/15/23
14,274
5
30
30
0.050
 
T 07.500 11/15/24
4,675
727
640
640
0.050
 
T 07.625 02/15/25
5,179
122
135
135
0.050
 
T 06.875 08/15/25
6,555
219
293
293
0.050
 
T 06.750 08/15/26
4,471
43
18
18
0.050
 
T 06.625 02/15/27
5,418
3
76
76
0.050
 
T 05.500 08/15/28
4,650
0
16
16
0.050
 
T 05.250 11/15/28
2,320
0
160
160
0.050
 
T 05.250 02/15/29
4,650
78
162
162
0.050
 
T 06.125 08/15/29
5,617
140
139
139
0.050
 
T 06.250 05/15/30
5,543
3,212
3,410
3,410
0.056
 
T 05.375 02/15/31
2,827
94
62
62
0.050
 
T 04.500 02/15/36
10,694
96
75
75
0.050
 
T 04.750 02/15/37
10,433
0
1
1
0.050
 
T 03.875 08/15/40
15,516
0
20
20
0.050
 
T 04.750 02/15/41
8,012
6
3
3
0.050
 
T 03.750 08/15/41
23,569
0
1
1
0.050
 
TII 00.125 04/15/17
386
0
2
2
0.050
 
TII 02.625 07/15/17
974
30
13
13
0.050
 
TII 01.625 01/15/18
2,367
0
30
30
0.050
 
TII 01.375 07/15/18
876
96
75
75
0.050
 
TII 00.125 04/15/19
9
0
7
2
0.050
 
TII 01.375 01/15/20
881
0
41
41
0.050
 
TII 00.625 07/15/21
764
0
50
50
0.050
 
TII 00.125 01/15/22
2,247
0
9
9
0.050
 
TII 02.375 01/15/25
5,919
0
5
5
0.050
 
TII 03.625 04/15/28
6,931
0
6
6
0.050
 
TII 00.625 02/15/43
8,682
0
8
8
0.050
 
FHLMC 04.750 01/19/16
1,463
144
144
144
0.050
 
FHLMC 05.500 07/18/16
1,412
5
5
5
0.050
 
FHLMC 05.500 08/23/17
1,206
13
13
13
0.050
 
FHLMC 05.125 11/17/17
1,298
40
40
40
0.050
 
FHLMC 04.875 06/13/18
1,783
183
183
183
0.050
 
FNMA 04.875 12/15/16
939
13
13
13
0.050
 
FNMA 05.375 06/12/17
663
6
5
5
0.050
 
FNMA 07.250 05/15/30
256
6
6
6
0.050
 
Total:
11,521
11,516
 
* 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.