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| Securities Lending Activity |
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| 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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July
4, 2008 |
| Holiday | |||||||
July
3, 2008 |
| Security |
Pre-Auction |
Auction
Results |
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| Actual Avail to Borrow2 |
Outstanding Loans3 |
PAR Submitted4 |
PAR Accepted5 |
Wtd Avg Rate6 |
|||
B 07/10/08 |
444 |
0 |
50 |
50 |
0.510 |
||
B 08/07/08 |
1,088 |
142 |
425 |
425 |
0.553 |
||
B 08/21/08 |
1,716 |
176 |
391 |
391 |
0.560 |
||
B 08/28/08 |
1,245 |
0 |
55 |
55 |
0.519 |
||
T 04.625 11/30/08 |
3,904 |
0 |
6 |
6 |
0.500 |
||
T 01.750 03/31/10 |
3,592 |
311 |
411 |
411 |
0.500 |
||
T 03.875 10/31/12 |
2,257 |
0 |
2 |
2 |
0.500 |
||
T 03.625 12/31/12 |
2,391 |
115 |
2,164 |
2,164 |
0.509 |
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T 02.875 01/31/13 |
1,534 |
6 |
149 |
149 |
0.552 |
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T 03.125 04/30/13 |
1,568 |
135 |
425 |
425 |
0.504 |
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T 04.750 05/15/14 |
2,693 |
200 |
823 |
823 |
0.500 |
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T 04.000 02/15/15 |
780 |
0 |
158 |
158 |
0.500 |
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T 03.500 02/15/18 |
5,583 |
601 |
1,700 |
1,700 |
0.500 |
||
T 10.625 08/15/15 |
1,055 |
0 |
45 |
45 |
0.500 |
||
T 09.125 05/15/18 |
1,124 |
0 |
162 |
162 |
0.500 |
||
T 04.375 02/15/38 |
6,773 |
284 |
251 |
251 |
0.500 |
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Total: |
7,217 |
7,217 |
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July
2, 2008 |
| Security |
Pre-Auction |
Auction
Results |
|||||
| Actual Avail to Borrow2 |
Outstanding Loans3 |
PAR Submitted4 |
PAR Accepted5 |
Wtd Avg Rate6 |
|||
B 07/10/08 |
438 |
55 |
35 |
35 |
0.500 |
||
B 07/24/08 |
1,230 |
180 |
273 |
273 |
0.526 |
||
B 07/31/08 |
1,304 |
1,197 |
2,031 |
1,303 |
0.909 |
||
B 08/07/08 |
1,070 |
160 |
518 |
518 |
0.509 |
||
B 08/14/08 |
903 |
114 |
153 |
153 |
0.536 |
||
B 08/21/08 |
1,686 |
221 |
572 |
572 |
0.518 |
||
B 09/04/08 |
1,492 |
565 |
422 |
422 |
0.560 |
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T 03.500 02/15/10 |
2,455 |
13 |
255 |
255 |
0.500 |
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T 01.750 03/31/10 |
3,592 |
138 |
311 |
311 |
0.550 |
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T 02.125 04/30/10 |
2,476 |
250 |
225 |
225 |
0.544 |
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T 03.875 09/15/10 |
749 |
0 |
132 |
132 |
0.500 |
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T 04.250 09/30/12 |
2,562 |
315 |
410 |
410 |
0.512 |
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T 03.375 11/30/12 |
2,657 |
0 |
178 |
178 |
0.500 |
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T 03.625 12/31/12 |
2,112 |
545 |
290 |
290 |
0.500 |
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T 02.875 01/31/13 |
1,209 |
495 |
506 |
506 |
0.535 |
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T 02.500 03/31/13 |
2,309 |
115 |
276 |
276 |
0.527 |
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T 03.125 04/30/13 |
1,223 |
519 |
784 |
784 |
0.567 |
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T 04.750 05/15/14 |
2,693 |
0 |
650 |
650 |
0.500 |
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T 03.500 02/15/18 |
4,669 |
1,535 |
2,126 |
2,126 |
0.509 |
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T 04.375 02/15/38 |
6,773 |
0 |
373 |
373 |
0.500 |
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Total: |
10,520 |
9,792 |
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| Security |
Extensions7 |
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| B 07/31/08 |
50 |
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| Total: |
50 |
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July
1, 2008 |
| Security |
Pre-Auction |
Auction
Results |
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| Actual Avail to Borrow2 |
Outstanding Loans3 |
PAR Submitted4 |
PAR Accepted5 |
Wtd Avg Rate6 |
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B 07/10/08 |
432 |
61 |
70 |
70 |
0.566 |
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B 07/24/08 |
1,269 |
0 |
180 |
180 |
0.560 |
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B 07/31/08 |
2,092 |
409 |
1,597 |
1,597 |
0.790 |
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B 08/07/08 |
1,107 |
35 |
486 |
486 |
0.592 |
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B 08/14/08 |
916 |
85 |
298 |
298 |
0.554 |
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B 08/21/08 |
1,716 |
50 |
242 |
242 |
0.523 |
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B 09/04/08 |
1,851 |
75 |
827 |
827 |
0.573 |
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B 10/02/08 |
0 |
0 |
20 |
0 |
N/A |
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T 03.500 02/15/10 |
2,427 |
300 |
400 |
363 |
0.500 |
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T 02.000 02/28/10 |
2,610 |
0 |
52 |
52 |
0.500 |
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T 01.750 03/31/10 |
3,590 |
401 |
288 |
288 |
0.535 |
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T 02.125 04/30/10 |
600 |
2,151 |
2,327 |
600 |
2.213 |
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T 02.625 05/31/10 |
2,164 |
0 |
1,924 |
1,924 |
0.819 |
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T 04.375 08/15/12 |
2,699 |
597 |
188 |
188 |
0.560 |
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T 04.250 09/30/12 |
2,589 |
240 |
591 |
591 |
0.579 |
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T 03.875 10/31/12 |
2,196 |
312 |
474 |
474 |
0.505 |
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T 03.375 11/30/12 |
2,657 |
227 |
50 |
50 |
0.500 |
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T 03.625 12/31/12 |
2,312 |
345 |
680 |
680 |
0.500 |
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T 02.875 01/31/13 |
1,345 |
359 |
1,078 |
1,078 |
0.608 |
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T 02.500 03/31/13 |
2,173 |
393 |
165 |
165 |
0.500 |
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T 03.125 04/30/13 |
1,568 |
65 |
719 |
719 |
0.688 |
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T 03.375 06/30/13 |
1,929 |
0 |
2,666 |
1,929 |
1.027 |
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T 04.750 05/15/14 |
2,430 |
563 |
741 |
741 |
0.559 |
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T 04.250 11/15/14 |
2,014 |
0 |
75 |
75 |
0.500 |
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T 04.000 02/15/15 |
780 |
0 |
43 |
43 |
0.510 |
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T 03.500 02/15/18 |
4,275 |
1,929 |
3,210 |
3,210 |
0.564 |
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