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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 and Extensions History*
July 4, 2009
Holiday
July 3, 2009
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
  
 
T 01.875 06/15/12
4,284
2,033
680
680
0.050
  
 
T 02.250 05/31/14
1,081
125
125
125
0.050
  
 
T 03.125 05/15/19
3,667
425
425
425
0.050
  
 
T 09.125 05/15/18
1,951
237
237
237
0.050
  
 
T 09.000 11/15/18
2,259
43
43
43
0.050
  
 
T 08.875 02/15/19
4,115
128
128
128
0.050
  
 
Total:
1,638
1,638
 
  
July 2, 2009
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
  
 
T 01.875 06/15/12
4,195
2,122
375
375
0.050
  
 
T 02.250 05/31/14
1,085
0
125
125
0.050
  
 
T 03.125 05/15/19
3,286
806
375
375
0.050
  
 
T 09.125 05/15/18
1,954
234
237
237
0.050
  
 
T 09.000 11/15/18
2,259
0
43
43
0.050
  
 
T 08.875 02/15/19
4,115
183
128
128
0.050
  
 
Total:
1,283
1,283
 
  
 
Security
Extensions7
  
 
T 01.875 06/15/12
1,658
  
 
T 03.125 05/15/19
50
  
 
Total:
1,708
  
July 1, 2009
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
  
 
T 00.875 05/31/11
4,675
1,000
199
199
0.250
  
 
T 01.125 06/30/11
1,045
25
1,039
1,039
0.598
  
 
T 04.625 10/31/11
2,183
0
4
4
0.050
  
 
T 01.375 03/15/12
9,121
0
1
1
0.050
  
 
T 01.875 06/15/12
4,238
2,079
2,028
2,028
1.441
  
 
T 04.375 08/15/12
3,188
0
625
625
0.050
  
 
T 04.250 09/30/12
3,292
0
125
125
0.050
  
 
T 03.500 05/31/13
2,659
0
22
22
0.050
  
 
T 03.375 07/31/13
4,244
0
7
7
0.050
  
 
T 02.250 05/31/14
1,085
0
290
290
0.050
  
 
T 02.625 06/30/14
967
0
631
631
0.680
  
 
T 03.250 05/31/16
8,469
200
50
50
0.050
  
 
T 04.875 08/15/16
3,582
0
11
11
0.050
  
 
T 04.500 05/15/17
5,532
0
2
2
0.050
  
 
T 03.500 02/15/18
5,583
0
4
4
0.050
  
 
T 03.125 05/15/19
2,311
1,781
712
712
2.616
  
 
T 09.125 05/15/18
1,970
13
234
234
0.052
  
 
T 09.000 11/15/18
2,259
34
28
28
0.060
  
 
T 08.875 02/15/19
4,115
45
335
335
0.050
  
 
Total:
6,347
6,347
 
  
 
Security
Extensions7
  
 
T 01.875 06/15/12
144
  
 
T 03.125 05/15/19
450
  
 
Total:
594
  
June 30, 2009
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
  
 
T 04.250 01/15/11
45
0
11
11
0.050
  
 
T 00.875 03/31/11
2,582
0
5
5
0.050
  
 
T 00.875 05/31/11
5,107
400
3,882
3,882
0.696
  
 
T 01.125 06/30/11
1,045
0
741
741
0.180
  
 
T 05.000 08/15/11
1,984
0
3
3
0.050
  
 
T 04.625 12/31/11
1,040
0
49
49
0.050
  
 
T 04.750 05/31/12
4,270
0
8
8
0.050
  
 
T 01.875 06/15/12
4,484
1,833
3,769
3,719
0.319
  
 
T 04.875 06/30/12
5,008
0
440
440
0.050
  
 
T 03.875 10/31/12
3,122
0
95
95
0.050
  
 
T 02.875 01/31/13
1,710
0
10
10
0.050
  
 
T 04.750 05/15/14
2,716
0
266
266
0.050
  
 
T 02.250 05/31/14
1,085
0
576
547
0.080
  
 
T 02.625 02/29/16
4,992
0
30
30
0.050
  
 
T 03.250 05/31/16
8,469
125
550
550
0.050
  
 
T 04.875 08/15/16
3,311
0
137
137
0.050
  
 
T 04.750 08/15/17
8,204
0
35
35
0.050
  
 
T 03.500 02/15/18
5,583
0
6
6
0.050
  
 
T 03.125 05/15/19
3,137
955
5,874
3,136
1.954
  
 
T 10.625 08/15/15
1,266
0
10
10
0.050
  
 
T 09.125 05/15/18
1,722
0
53
53
0.050
  
 
T 09.000 11/15/18
2,163
44
64
64
0.050
  
 
T 08.875 02/15/19
3,491
47
82
82
0.050
  
 
T 07.125 02/15/23
3,388
50
111
111
0.050
  
 
T 06.000 02/15/26
1,642
0
10
10
0.050
  
 
T 06.125 08/15/29
2,164
27
88
88
0.050
  
 
T 06.250 05/15/30
2,174
0
8
8
0.050
  
 
T 03.500 02/15/39
1,619
0
100
100
0.050
  
 
TII 01.875 07/15/13
263
0
13
13
0.050
  
 
Total:
17,026
14,209
 
  
 
Security
Extensions7
  
 
T 03.125 05/15/19
76
  
 
Total:
76
  
June 29, 2009
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
  
 
T 04.500 02/28/11
1,980
0
27
27
0.050
  
 
T 00.875 04/30/11
1,247
0
10
10
0.050
  
 
T 00.875 05/31/11
5,107
287
1,412
1,412
0.069
  
 
T 04.500 09/30/11
849
0
170
170
0.050
  
 
T 04.625 10/31/11
2,183
0
15
15
0.050
  
 
T 04.500 11/30/11
2,973
0
350
350
0.050
  
 
T 04.625 12/31/11
1,040
40
39
39
0.050
  
 
T 04.750 05/31/12
4,270
0
45
45
0.050
  
 
T 01.875 06/15/12
4,634
1,683
2,806
2,806
0.660
  
 
T 03.500 05/31/13
2,659
0
5
5
0.050
  
 
T 04.000 02/15/14
2,031
0
38
38
0.050
  
 
T 01.750 03/31/14
5,736
0
7
7
0.050
  
 
T 02.250 05/31/14
1,085
0
228
228
0.050
  
 
T 04.250 08/15/14
1,923
0
9
9
0.050
  
 
T 03.250 05/31/16
8,469
100
470
470
0.050
  
 
T 04.750 08/15/17
8,204
0
35
35
0.050
  
 
T 03.500 02/15/18
5,583
0
140
140
0.050
  
 
T 03.125 05/15/19
3,683
291
4,830
3,681
1.572
  
 
T 08.750 05/15/17
4,695
20
40
40
0.050
  
 
T 09.125 05/15/18
1,722
0
86
86
0.050
  
 
T 09.000 11/15/18
2,163
45
44
44
0.050
  
 
T 08.875 02/15/19
3,491
75
189
189
0.050
  
 
T 08.500 02/15/20
2,309
0
20
20
0.050
  
 
T 08.000 11/15/21
4,342
0
200
200
0.050
  
 
T 07.125 02/15/23
3,388
0
150
150
0.050
  
 
T 06.375 08/15/27
2,416
0
12
12
0.050
  
 
T 05.500 08/15/28
2,018
42
31
31
0.050
  
 
T 05.250 02/15/29
1,871
60
78
78
0.050
  
 
T 06.125 08/15/29
2,164
0
27
27
0.050
  
 
T 06.250 05/15/30
2,174
0
66
66
0.050
  
 
T 05.375 02/15/31
1,743
155
195
195
0.050
  
 
T 05.000 05/15/37
6,689
70
64
64
0.050
  
 
T 04.375 02/15/38
6,795
0
73
73
0.050
  
 
T 04.500 05/15/38
4,972
0
20
20
0.050
  
 
Total:
11,931
10,782
 
  
June 26, 2009
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
  
 
T 03.500 11/15/09
2,793
0
58
58
0.050
  
 
T 02.125 01/31/10
1,730
0
13
13
0.050
  
 
T 02.000 02/28/10
2,610
0
110
110
0.050
  
 
T 04.000 04/15/10
1,827
0
23
23
0.050
  
 
T 00.875 04/30/11
1,247
0
175
175
0.050
  
 
T 00.875 05/31/11
5,107
250
1,837
1,837
0.061
  
 
T 04.625 10/31/11
2,183
0
106
106
0.050
  
 
T 04.500 11/30/11
2,973
0
50
50
0.050
  
 
T 04.625 12/31/11
1,040
83
90
90
0.050
  
 
T 01.375 03/15/12
9,121
0
85
85
0.050
  
 
T 04.750 05/31/12
4,270
32
138
138
0.050
  
 
T 01.875 06/15/12
5,020
1,297
5,418
5,018
0.137
  
 
T 04.875 06/30/12
5,008
328
450
450
0.050
  
 
T 04.250 09/30/12
3,292
0
100
100
0.050
  
 
T 03.500 05/31/13
2,659
0
15
15
0.050
  
 
T 02.750 10/31/13
3,073
0
185
185
0.050
  
 
T 01.750 03/31/14
5,736
0
50
50
0.050
  
 
T 03.250 05/31/16
8,469
80
925
925
0.050
  
 
T 04.625 11/15/16
2,367
0
30
30
0.050
  
 
T 04.500 05/15/17
5,321
0
30
30
0.050
  
 
T 03.125 05/15/19
3,683
345
1,327
1,327
0.058
  
 
T 08.750 05/15/17
4,695
0
45
45
0.050
  
 
T 09.125 05/15/18
1,722
50
125
125
0.050
  
 
T 09.000 11/15/18
2,163
166
55
55
0.050
  
 
T 08.875 02/15/19
3,491
8
125
125
0.050
  
 
T 08.125 08/15/19
5,786
0
45
45
0.050
  
 
T 07.125 02/15/23
3,388
0
120
120
0.050
  
 
T 05.500 08/15/28
2,018
0
167
167
0.050
  
 
T 05.250 02/15/29
1,871
0
60
60
0.050
  
 
T 06.125 08/15/29
2,164
26
25
25
0.050
  
 
T 06.250 05/15/30
2,174
79
182
182
0.050
  
 
T 05.375 02/15/31
1,743
142
355
355
0.050
  
 
T 04.500 02/15/36
2,239
0
262
262
0.050
  
 
T 04.750 02/15/37
2,461
0
60
60
0.050
  
 
T 05.000 05/15/37
6,689
0
120
120
0.050
  
 
Total:
12,961
12,561
 
  
* 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.

7 "Extensions" represents the par amount of each security that was not returned on the maturity date prior to the close of Fedwire. Data is not available prior to December 11, 2006.
 
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