Securities Lending Activity
Auction Results*
January 27, 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
7
7
7
0.050
 
T 04.125 05/15/15
1,301
65
88
88
0.050
 
T 02.125 02/29/16
8,000
0
61
61
0.050
 
T 02.375 03/31/16
8,132
94
94
94
0.050
 
T 03.250 07/31/16
5,522
12
38
38
0.050
 
T 01.000 10/31/16
1,197
0
1
1
0.050
 
T 00.875 12/31/16
1,020
0
48
48
0.050
 
T 03.125 01/31/17
5,485
5
5
5
0.050
 
T 04.625 02/15/17
6,442
10
10
10
0.050
 
T 01.000 03/31/17
2,635
226
341
341
0.050
 
T 03.125 04/30/17
11,151
55
70
70
0.050
 
T 02.750 05/31/17
10,351
36
26
26
0.050
 
T 02.500 06/30/17
9,499
5
104
104
0.050
 
T 04.750 08/15/17
11,259
47
111
111
0.050
 
T 04.250 11/15/17
9,907
0
2
2
0.050
 
T 00.625 11/30/17
63
0
7
7
0.050
 
T 02.250 11/30/17
7,018
1
1
1
0.050
 
T 00.875 01/31/18
11,790
164
185
185
0.050
 
T 00.750 02/28/18
5,358
0
18
18
0.050
 
T 02.375 06/30/18
14,219
0
5
5
0.050
 
T 01.375 09/30/18
15,679
0
1
1
0.050
 
T 03.750 11/15/18
27,310
0
4
4
0.050
 
T 01.250 04/30/19
17,935
0
36
36
0.050
 
T 01.625 04/30/19
4,200
0
60
60
0.050
 
T 01.125 05/31/19
15,177
0
100
100
0.050
 
T 01.000 06/30/19
16,336
5
20
20
0.050
 
T 00.875 07/31/19
13,064
0
4
4
0.050
 
T 01.250 10/31/19
13,191
343
412
412
0.050
 
T 01.125 12/31/19
6,373
231
186
186
0.050
 
T 01.375 01/31/20
5,413
2
2
2
0.050
 
T 01.250 02/29/20
8,675
402
425
425
0.050
 
T 01.125 03/31/20
10,168
650
837
837
0.050
 
T 01.125 04/30/20
4,649
2
2
2
0.050
 
T 03.500 05/15/20
32,959
0
5
5
0.050
 
T 01.875 06/30/20
11,581
22
467
467
0.050
 
T 02.000 09/30/20
7,787
65
30
30
0.050
 
T 02.375 12/31/20
5,184
25
11
11
0.050
 
T 02.000 11/15/21
26,143
0
76
76
0.050
 
T 02.000 02/15/23
13,883
0
15
15
0.050
 
T 02.750 11/15/23
7,663
0
1
1
0.050
 
T 02.250 11/15/24
28
0
85
14
0.050
 
T 10.625 08/15/15
195
15
8
8
0.050
 
T 09.250 02/15/16
2,166
8
7
7
0.050
 
T 07.250 05/15/16
5,061
0
1
1
0.050
 
T 08.750 05/15/17
6,531
2
16
16
0.050
 
T 08.875 08/15/17
5,530
162
213
213
0.050
 
T 09.125 05/15/18
3,500
16
16
16
0.050
 
T 09.000 11/15/18
3,457
342
398
398
0.050
 
T 08.875 02/15/19
6,747
190
190
190
0.050
 
T 08.125 08/15/19
11,932
60
60
60
0.050
 
T 08.500 02/15/20
5,969
20
20
20
0.050
 
T 07.875 02/15/21
6,347
0
45
45
0.050
 
T 07.250 08/15/22
5,123
51
119
119
0.050
 
T 07.625 11/15/22
4,414
606
685
685
0.050
 
T 07.125 02/15/23
9,941
17
17
17
0.050
 
T 06.250 08/15/23
14,274
32
85
85
0.050
 
T 07.500 11/15/24
4,606
796
844
844
0.050
 
T 07.625 02/15/25
5,179
111
119
119
0.050
 
T 06.875 08/15/25
6,555
315
429
429
0.050
 
T 06.000 02/15/26
4,331
22
22
22
0.050
 
T 06.750 08/15/26
4,471
7
7
7
0.050
 
T 06.500 11/15/26
5,161
6
12
12
0.050
 
T 06.625 02/15/27
5,418
66
165
165
0.050
 
T 06.125 11/15/27
11,317
0
2
2
0.050
 
T 05.500 08/15/28
4,650
11
64
64
0.050
 
T 05.250 11/15/28
2,320
23
23
23
0.050
 
T 05.250 02/15/29
4,650
35
63
63
0.050
 
T 06.125 08/15/29
5,617
410
399
399
0.050
 
T 06.250 05/15/30
7,880
52
38
38
0.050
 
T 05.375 02/15/31
2,827
14
50
50
0.050
 
T 04.500 02/15/36
10,694
239
437
437
0.050
 
T 04.750 02/15/37
10,433
0
187
187
0.050
 
T 05.000 05/15/37
13,490
62
65
65
0.050
 
T 04.250 05/15/39
24,055
0
90
90
0.050
 
T 04.250 11/15/40
22,434
99
114
114
0.050
 
T 04.750 02/15/41
7,818
182
153
153
0.050
 
T 04.375 05/15/41
7,992
40
40
40
0.050
 
T 03.750 08/15/41
7,993
21
21
21
0.050
 
T 03.000 05/15/42
25,648
0
9
9
0.050
 
T 03.125 02/15/43
11,294
0
41
41
0.050
 
TII 02.500 07/15/16
2,765
248
295
295
0.050
 
TII 02.375 01/15/17
2,331
109
73
73
0.050
 
TII 02.625 07/15/17
855
228
213
160
0.050
 
TII 01.625 01/15/18
2,367
76
155
155
0.050
 
TII 01.375 07/15/18
876
35
190
190
0.050
 
TII 02.125 01/15/19
1,598
150
264
264
0.050
 
TII 00.125 04/15/19
9
0
2
2
0.050
 
TII 01.875 07/15/19
475
11
32
32
0.050
 
TII 01.125 01/15/21
4,215
11
8
8
0.050
 
TII 00.125 07/15/24
4
0
1
1
0.050
 
TII 02.000 01/15/26
3,211
14
14
14
0.050
 
TII 02.375 01/15/27
2,744
15
15
15
0.050
 
TII 01.750 01/15/28
1,542
0
15
15
0.050
 
TII 03.625 04/15/28
6,931
1
1
1
0.050
 
TII 03.375 04/15/32
364
9
9
9
0.050
 
FHLB 05.000 11/17/17
830
16
16
16
0.050
 
FHLMC 04.750 01/19/16
1,463
121
119
119
0.050
 
FHLMC 05.500 07/18/16
1,412
40
40
40
0.050
 
FHLMC 05.500 08/23/17
1,206
26
26
26
0.050
 
FHLMC 05.125 11/17/17
1,298
43
39
39
0.050
 
FHLMC 04.875 06/13/18
1,783
162
167
167
0.050
 
FNMA 04.875 12/15/16
939
47
48
48
0.050
 
Total:
11,017
10,893
 
* 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.