Securities Lending Activity
Auction Results*
June 29, 2015
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
 
T 04.500 02/15/16
2,215
59
24
24
0.050
 
T 02.125 02/29/16
8,280
0
175
175
0.050
 
T 02.625 02/29/16
9,522
250
211
211
0.050
 
T 02.375 03/31/16
8,132
52
48
48
0.050
 
T 00.375 05/31/16
10
0
8
2
0.050
 
T 01.750 05/31/16
13,201
0
1
1
0.050
 
T 03.250 07/31/16
5,522
65
126
126
0.050
 
T 04.875 08/15/16
5,715
0
8
8
0.050
 
T 03.000 08/31/16
5,313
0
13
13
0.050
 
T 01.000 10/31/16
1,197
39
115
115
0.050
 
T 03.125 10/31/16
4,678
0
5
5
0.050
 
T 04.625 11/15/16
4,506
0
3
3
0.050
 
T 01.000 03/31/17
2,635
198
246
246
0.050
 
T 03.250 03/31/17
9,568
0
32
32
0.050
 
T 00.875 04/30/17
1,365
0
7
7
0.050
 
T 04.500 05/15/17
11,903
3
3
3
0.050
 
T 02.750 05/31/17
10,351
5
22
22
0.050
 
T 00.750 06/30/17
2,097
0
19
19
0.050
 
T 02.500 06/30/17
9,499
284
271
271
0.050
 
T 04.750 08/15/17
11,259
256
213
213
0.050
 
T 00.625 09/30/17
3,771
0
32
32
0.050
 
T 00.750 10/31/17
4,752
0
149
149
0.050
 
T 00.875 11/15/17
31
0
15
7
0.050
 
T 00.750 12/31/17
3,798
0
39
39
0.050
 
T 00.875 01/31/18
11,790
59
93
93
0.050
 
T 02.750 02/28/18
7,997
3
3
3
0.050
 
T 03.875 05/15/18
19,616
826
676
676
0.050
 
T 02.375 05/31/18
18,426
0
1
1
0.050
 
T 04.000 08/15/18
7,989
11
21
21
0.050
 
T 01.500 08/31/18
8,000
0
2
2
0.050
 
T 03.750 11/15/18
7,995
5
49
49
0.050
 
T 01.375 11/30/18
8,002
0
8
8
0.050
 
T 01.250 01/31/19
5,259
0
1
1
0.050
 
T 01.500 03/31/19
16,071
69
129
129
0.050
 
T 01.250 04/30/19
17,935
559
557
557
0.050
 
T 01.125 05/31/19
8,033
272
204
204
0.050
 
T 01.000 06/30/19
7,944
274
281
281
0.050
 
T 01.625 06/30/19
135
6
6
6
0.050
 
T 03.625 08/15/19
35,188
0
5
5
0.050
 
T 03.375 11/15/19
31,068
0
9
9
0.050
 
T 01.125 12/31/19
6,373
75
110
110
0.050
 
T 01.250 02/29/20
8,675
0
10
10
0.050
 
T 01.375 04/30/20
115
0
80
28
0.050
 
T 01.875 06/30/20
11,581
0
10
10
0.050
 
T 02.000 07/31/20
5,423
0
96
96
0.050
 
T 02.375 12/31/20
5,184
16
37
37
0.050
 
T 02.250 04/30/21
2,095
0
6
6
0.050
 
T 02.250 07/31/21
8
0
5
2
0.050
 
T 01.625 11/15/22
7,990
10
26
26
0.050
 
T 01.750 05/15/23
13,114
0
7
7
0.050
 
T 02.125 05/15/25
488
24
8
8
0.050
 
T 10.625 08/15/15
195
11
16
16
0.050
 
T 09.875 11/15/15
292
0
1
1
0.050
 
T 08.750 05/15/17
6,531
33
34
34
0.050
 
T 08.875 08/15/17
5,530
363
471
471
0.050
 
T 09.125 05/15/18
3,500
14
33
33
0.050
 
T 09.000 11/15/18
3,457
360
407
407
0.050
 
T 08.875 02/15/19
6,747
194
209
209
0.050
 
T 08.125 08/15/19
11,932
282
282
282
0.050
 
T 08.500 02/15/20
5,969
8
8
8
0.050
 
T 08.750 05/15/20
4,775
33
45
45
0.050
 
T 07.875 02/15/21
6,347
23
23
23
0.050
 
T 08.125 05/15/21
6,341
9
9
9
0.050
 
T 07.250 08/15/22
5,123
94
105
105
0.050
 
T 07.625 11/15/22
4,518
236
216
216
0.050
 
T 06.250 08/15/23
14,274
0
12
12
0.050
 
T 07.500 11/15/24
4,861
350
326
326
0.050
 
T 07.625 02/15/25
5,179
88
88
88
0.050
 
T 06.875 08/15/25
6,555
65
50
50
0.050
 
T 06.750 08/15/26
4,471
0
5
5
0.050
 
T 06.500 11/15/26
5,161
1
1
1
0.050
 
T 06.625 02/15/27
5,418
2
17
17
0.050
 
T 06.375 08/15/27
4,745
2
19
19
0.050
 
T 05.500 08/15/28
4,650
108
122
122
0.050
 
T 05.250 11/15/28
2,320
18
18
18
0.050
 
T 05.250 02/15/29
4,650
157
157
157
0.050
 
T 06.125 08/15/29
5,617
85
88
88
0.050
 
T 06.250 05/15/30
7,729
1,026
1,108
1,108
0.054
 
T 05.375 02/15/31
2,827
208
252
252
0.050
 
T 04.500 02/15/36
10,694
207
220
220
0.050
 
T 04.750 02/15/37
10,433
3
3
3
0.050
 
T 05.000 05/15/37
13,490
0
15
15
0.050
 
T 04.375 02/15/38
14,170
9
9
9
0.050
 
T 04.500 08/15/39
26,100
0
6
6
0.050
 
T 04.375 11/15/39
7,997
3
3
3
0.050
 
TII 02.625 07/15/17
974
80
187
187
0.050
 
TII 01.625 01/15/18
2,367
0
171
171
0.050
 
TII 02.125 01/15/19
1,598
70
227
227
0.050
 
TII 00.125 01/15/23
12
1
1
1
0.050
 
TII 00.375 07/15/23
10
0
22
2
0.050
 
TII 03.375 04/15/32
364
1
1
1
0.050
 
TII 02.125 02/15/40
6,813
42
42
42
0.050
 
TII 00.750 02/15/42
4,812
17
8
8
0.050
 
FHLMC 04.750 01/19/16
1,463
65
77
77
0.050
 
FHLMC 05.500 07/18/16
1,412
1
1
1
0.050
 
FHLMC 05.000 04/18/17
1,350
3
3
3
0.050
 
FHLMC 05.500 08/23/17
1,206
18
16
16
0.050
 
FHLMC 04.875 06/13/18
1,783
54
49
49
0.050
 
FNMA 07.250 05/15/30
256
0
2
2
0.050
 
Total:
9,410
9,321
 
* 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.