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Securities Lending Activity
Auction Results and Extensions History*
February 9, 2010
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
 
 
B 02/25/10
5,656
0
185
185
0.050
 
 
B 03/04/10
2,176
210
200
200
0.050
 
 
T 04.000 03/15/10
787
0
39
39
0.050
 
 
T 04.750 03/31/11
1,756
0
9
9
0.050
 
 
T 04.875 04/30/11
2,076
0
72
72
0.050
 
 
T 05.000 08/15/11
1,984
0
32
32
0.050
 
 
T 01.000 08/31/11
1,137
0
15
15
0.050
 
 
T 01.000 10/31/11
976
0
9
9
0.050
 
 
T 01.125 12/15/11
2,173
2
2
2
0.050
 
 
T 04.875 02/15/12
2,501
0
175
175
0.050
 
 
T 01.875 06/15/12
7,649
41
214
214
0.050
 
 
T 04.875 06/30/12
5,008
1
101
101
0.050
 
 
T 01.500 07/15/12
6,003
294
589
589
0.050
 
 
T 04.625 07/31/12
4,136
0
34
34
0.050
 
 
T 01.750 08/15/12
9,799
6
16
16
0.050
 
 
T 03.875 02/15/13
2,821
0
82
82
0.050
 
 
T 03.125 04/30/13
2,170
25
50
50
0.050
 
 
T 03.375 07/31/13
4,244
1
39
39
0.050
 
 
T 04.750 05/15/14
2,891
0
133
133
0.050
 
 
T 04.250 08/15/14
2,561
0
14
14
0.050
 
 
T 02.125 11/30/14
1,135
0
10
10
0.050
 
 
T 04.500 11/15/15
1,998
0
125
125
0.050
 
 
T 02.625 04/30/16
8,109
0
22
22
0.050
 
 
T 03.250 05/31/16
8,469
246
286
286
0.050
 
 
T 03.250 06/30/16
6,868
0
7
7
0.050
 
 
T 03.250 07/31/16
4,908
0
13
13
0.050
 
 
T 04.000 08/15/18
7,024
0
2
2
0.050
 
 
T 11.250 02/15/15
3,313
0
18
18
0.050
 
 
T 09.125 05/15/18
1,817
533
516
516
0.050
 
 
T 09.000 11/15/18
2,259
6
1
1
0.050
 
 
T 05.250 11/15/28
1,519
2
2
2
0.050
 
 
T 05.250 02/15/29
1,944
7
7
7
0.050
 
 
TII 02.125 01/15/19
681
0
145
145
0.050
 
 
FHLB 01.375 05/16/11
889
68
68
68
0.050
 
 
FHLB 02.625 05/20/11
704
0
3
3
0.050
 
 
FHLB 01.625 09/26/12
1,049
10
10
10
0.050
 
 
FHLB 01.625 11/21/12
366
0
223
91
0.050
 
 
FHLB 03.625 05/29/13
730
6
6
6
0.050
 
 
FHLB 03.875 06/14/13
208
20
23
23
0.050
 
 
FHLB 05.125 08/14/13
721
3
5
5
0.050
 
 
FHLB 05.500 08/13/14
477
88
74
74
0.050
 
 
FHLB 05.375 05/18/16
1,800
54
54
54
0.050
 
 
FHLB 04.875 05/17/17
1,350
27
27
27
0.050
 
 
FHLMC 05.500 09/15/11
132
0
62
62
0.050
 
 
FHLMC 01.375 01/09/13
379
21
31
31
0.050
 
 
FHLMC 03.000 07/28/14
468
55
53
53
0.050
 
 
FHLMC 05.125 10/18/16
1,799
4
4
4
0.050
 
 
FNMA 02.750 04/11/11
717
32
32
32
0.050
 
 
FNMA 03.625 08/15/11
1,597
20
21
21
0.050
 
 
FNMA 00.875 01/12/12
124
0
64
62
0.050
 
 
FNMA 01.750 08/10/12
1,735
0
18
18
0.050
 
 
FNMA 01.750 02/22/13
383
50
106
106
0.052
 
 
FNMA 03.250 04/09/13
333
0
20
20
0.050
 
 
FNMA 05.000 04/15/15
846
3
3
3
0.050
 
 
FNMA 05.250 09/15/16
1,800
0
12
12
0.050
 
 
Total:
4,083
3,949
 
 
February 8, 2010
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
 
 
B 02/25/10
5,656
0
390
390
0.050
 
 
B 03/04/10
2,044
374
560
560
0.050
 
 
T 02.000 02/28/10
2,610
0
10
10
0.050
 
 
T 04.000 04/15/10
1,827
0
65
65
0.050
 
 
T 02.750 07/31/10
3,073
0
36
36
0.050
 
 
T 05.000 02/15/11
1,486
0
3
3
0.050
 
 
T 01.125 06/30/11
1,045
0
8
8
0.050
 
 
T 04.875 07/31/11
1,706
0
3
3
0.050
 
 
T 01.125 12/15/11
2,173
0
2
2
0.050
 
 
T 04.625 12/31/11
1,711
0
8
8
0.050
 
 
T 04.875 02/15/12
2,501
0
45
45
0.050
 
 
T 01.375 04/15/12
9,289
0
25
25
0.050
 
 
T 01.375 05/15/12
7,551
0
42
42
0.050
 
 
T 01.875 06/15/12
7,649
0
163
163
0.050
 
 
T 04.875 06/30/12
5,008
0
1
1
0.050
 
 
T 01.500 07/15/12
6,003
308
300
300
0.050
 
 
T 04.625 07/31/12
4,136
0
56
56
0.050
 
 
T 01.750 08/15/12
9,799
7
44
44
0.050
 
 
T 01.375 09/15/12
3,235
0
35
35
0.050
 
 
T 04.250 09/30/12
3,301
0
150
150
0.050
 
 
T 03.375 11/30/12
3,198
0
5
5
0.050
 
 
T 03.125 04/30/13
2,170
0
120
120
0.050
 
 
T 03.375 07/31/13
4,244
0
14
14
0.050
 
 
T 01.875 04/30/14
6,456
0
135
135
0.050
 
 
T 02.250 05/31/14
7,224
0
30
30
0.050
 
 
T 02.375 10/31/14
909
0
28
28
0.050
 
 
T 04.500 11/15/15
1,998
0
20
20
0.050
 
 
T 03.250 05/31/16
8,469
0
317
317
0.050
 
 
T 04.875 08/15/16
5,670
0
16
16
0.050
 
 
T 03.125 10/31/16
687
0
50
50
0.050
 
 
T 09.125 05/15/18
1,861
489
633
633
0.050
 
 
T 09.000 11/15/18
2,259
0
56
56
0.050
 
 
T 08.875 02/15/19
4,115
28
14
14
0.050
 
 
T 08.125 05/15/21
3,167
0
12
12
0.050
 
 
T 05.250 11/15/28
1,519
0
2
2
0.050
 
 
T 05.250 02/15/29
1,944
0
7
7
0.050
 
 
TII 00.625 04/15/13
899
0
100
100
0.050
 
 
TII 01.250 04/15/14
249
0
14
14
0.050
 
 
FHLB 01.375 05/16/11
889
0
68
68
0.050
 
 
FHLB 05.750 05/15/12
364
8
8
8
0.050
 
 
FHLB 01.625 09/26/12
1,049
10
10
10
0.050
 
 
FHLB 01.500 01/16/13
96
3
3
3
0.050
 
 
FHLB 03.625 05/29/13
730
5
6
6
0.050
 
 
FHLB 03.875 06/14/13
208
16
20
20
0.050
 
 
FHLB 05.125 08/14/13
721
4
3
3
0.050
 
 
FHLB 05.500 08/13/14
478
87
94
94
0.050
 
 
FHLB 05.375 05/18/16
1,800
54
54
54
0.050
 
 
FHLB 04.875 05/17/17
1,350
27
27
27
0.050
 
 
FHLMC 01.625 04/26/11
1,655
0
20
20
0.050
 
 
FHLMC 05.500 09/15/11
132
4
3
3
0.050
 
 
FHLMC 05.125 07/15/12
409
0
9
9
0.050
 
 
FHLMC 01.375 01/09/13
379
21
21
21
0.050
 
 
FHLMC 03.000 07/28/14
470
53
70
70
0.050
 
 
FHLMC 05.125 10/18/16
1,799
11
30
30
0.050
 
 
FHLMC 04.875 06/13/18
1,783
0
1
1
0.050
 
 
FHLMC 03.750 03/27/19
55
0
3
3
0.050
 
 
FNMA 02.750 04/11/11
717
17
34
34
0.050
 
 
FNMA 03.625 08/15/11
1,597
0
20
20
0.050
 
 
FNMA 05.000 02/16/12
432
0
22
22
0.050
 
 
FNMA 01.750 08/10/12
1,735
18
20
20
0.050
 
 
FNMA 04.375 09/15/12
96
0
4
4
0.050
 
 
FNMA 01.750 02/22/13
323
110
138
135
0.053
 
 
FNMA 05.000 04/15/15
846
2
3
3
0.050
 
 
FNMA 05.000 02/13/17
1,215
10
10
10
0.050
 
 
Total:
4,220
4,217
 
 
 
Security
Extensions7
 
 
FHLB 05.500 08/13/14
8
 
 
FNMA 01.750 02/22/13
3
 
 
Total:
11
 
February 5, 2010
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
 
 
B 03/04/10
1,644
774
1,071
1,071
0.065
 
 
T 02.625 05/31/10
2,209
0
36
36
0.050
 
 
T 04.875 04/30/11
2,076
57
65
65
0.050
 
 
T 05.000 08/15/11
1,984
0
66
66
0.050
 
 
T 04.500 04/30/12
2,788
0
31
31
0.050
 
 
T 04.875 06/30/12
5,008
0
50
50
0.050
 
 
T 01.500 07/15/12
6,003
294
495
495
0.050
 
 
T 01.750 08/15/12
9,799
0
57
57
0.050
 
 
T 04.250 09/30/12
3,301
0
70
70
0.050
 
 
T 03.875 10/31/12
3,122
0
25
25
0.050
 
 
T 01.125 12/15/12
193
0
17
17
0.050
 
 
T 03.625 05/15/13
3,415
0
35
35
0.050
 
 
T 02.250 05/31/14
7,224
0
10
10
0.050
 
 
T 04.250 08/15/14
2,561
47
40
40
0.050
 
 
T 02.625 12/31/14
1,120
0
40
40
0.050
 
 
T 03.250 07/31/16
4,908
0
9
9
0.050
 
 
T 03.375 11/15/19
3,632
0
23
23
0.050
 
 
T 08.750 05/15/17
4,900
0
5
5
0.050
 
 
T 09.125 05/15/18
1,812
538
539
539
0.050
 
 
T 08.875 02/15/19
4,115
11
78
78
0.050
 
 
T 05.250 02/15/29
1,944
0
30
30
0.050
 
 
T 04.250 05/15/39
4,825
0
12
12
0.050
 
 
TII 00.875 04/15/10
3,124
0
16
16
0.050
 
 
TII 02.000 04/15/12
2,961
0
35
35
0.050
 
 
TII 01.250 04/15/14
249
0
1
1
0.050
 
 
TII 01.625 01/15/18
2,170
0
160
160
0.050
 
 
TII 01.375 07/15/18
876
0
17
17
0.050
 
 
FHLB 05.750 05/15/12
364
6
8
8
0.050
 
 
FHLB 01.625 09/26/12
1,049
0
10
10
0.050
 
 
FHLB 01.500 01/16/13
96
3
3
3
0.050
 
 
FHLB 03.625 05/29/13
730
0
5
5
0.050
 
 
FHLB 03.875 06/14/13
208
16
16
16
0.050
 
 
FHLB 05.125 08/14/13
721
5
4
4
0.050
 
 
FHLB 05.500 08/13/14
479
86
102
102
0.050
 
 
FHLB 05.375 05/18/16
1,800
55
54
54
0.050
 
 
FHLB 04.875 05/17/17
1,350
27
27
27
0.050
 
 
FHLB 05.000 11/17/17
830
10
11
11
0.050
 
 
FHLMC 05.500 09/15/11
132
0
4
4
0.050
 
 
FHLMC 05.125 07/15/12
409
0
2
2
0.050
 
 
FHLMC 01.375 01/09/13
379
0
21
21
0.050
 
 
FHLMC 04.500 07/15/13
155
0
1
1
0.050
 
 
FHLMC 04.875 11/15/13
619
0
1
1
0.050
 
 
FHLMC 03.000 07/28/14
470
53
56
56
0.050
 
 
FHLMC 05.125 10/18/16
1,799
16
11
11
0.050
 
 
FNMA 03.625 08/15/11
1,597
0
1
1
0.050
 
 
FNMA 00.875 01/12/12
107
31
21
21
0.050
 
 
FNMA 01.750 08/10/12
1,735
0
24
24
0.050
 
 
FNMA 01.750 02/22/13
232
26
211
211
0.054
 
 
FNMA 02.750 02/05/14
3,150
0
7
7
0.050
 
 
FNMA 05.000 04/15/15
846
2
2
2
0.050
 
 
FNMA 05.375 07/15/16
931
0
1
1
0.050
 
 
FNMA 05.000 02/13/17
1,215
9
10
10
0.050
 
 
FNMA 07.250 05/15/30
256
0
3
3
0.050
 
 
Total:
3,649
3,649
 
 
 
Security
Extensions7
 
 
FHLB 05.500 08/13/14
8
 
 
FNMA 02.750 04/11/11
17
 
 
FNMA 00.875 01/12/12
31
 
 
Total:
56
 
February 4, 2010
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
 
 
B 02/25/10
5,656
0
50
50
0.050
 
 
B 03/04/10
2,176
0
1,374
1,374
0.061
 
 
T 02.000 02/28/10
2,610
0
10
10
0.050
 
 
T 01.750 03/31/10
3,592
0
9
9
0.050
 
 
T 04.750 03/31/11
1,756
0
19
19
0.050
 
 
T 04.875 04/30/11
2,076
0
107
107
0.050
 
 
T 05.000 08/15/11
1,984
0
25
25
0.050
 
 
T 04.500 09/30/11
2,396
0
3
3
0.050
 
 
T 00.750 11/30/11
1,189
0
9
9
0.050
 
 
T 04.500 11/30/11
3,296
0
27
27
0.050
 
 
T 04.750 01/31/12
1,937
0
18
18
0.050
 
 
T 04.500 03/31/12
2,246
0
300
300
0.050
 
 
T 01.875 06/15/12
7,649
0
465
465
0.050
 
 
T 04.875 06/30/12
5,008
0
4
4
0.050
 
 
T 01.500 07/15/12
6,003
294
340
340
0.050
 
 
T 04.625 07/31/12
4,136
15
100
100
0.050
 
 
T 01.750 08/15/12
9,799
0
35
35
0.050
 
 
T 04.125 08/31/12
3,920
0
142
142
0.050
 
 
T 04.250 09/30/12
3,301
0
25
25
0.050
 
 
T 03.875 10/31/12
3,122
0
92
92
0.050
 
 
T 03.375 11/30/12
3,198
0
47
47
0.050
 
 
T 03.625 12/31/12
2,699
0
27
27
0.050
 
 
T 01.375 01/15/13
1,397
0
24
24
0.050
 
 
T 02.875 01/31/13
1,711
0
232
232
0.050
 
 
T 03.625 05/15/13
3,415
0
12
12
0.050
 
 
T 03.375 07/31/13
4,244
45
35
35
0.050
 
 
T 01.875 02/28/14
10,613
0
64
64
0.050
 
 
T 04.250 08/15/14
2,561
0
247
247
0.050
 
 
T 02.125 11/30/14
1,135
0
32
32
0.050
 
 
T 02.625 12/31/14
1,120
0
280
280
0.050
 
 
T 04.500 11/15/15
1,998
0
64
64
0.050
 
 
T 03.250 05/31/16
8,469
0
10
10
0.050
 
 
T 04.875 08/15/16
5,670
0
13
13
0.050
 
 
T 03.125 01/31/17
469
0
4
4
0.050
 
 
T 02.750 02/15/19
2,408
0
4
4
0.050
 
 
T 11.250 02/15/15
3,313
0
31
31
0.050
 
 
T 10.625 08/15/15
1,266
0
23
23
0.050
 
 
T 09.250 02/15/16
1,710
0
13
13
0.050
 
 
T 07.250 05/15/16
3,842
64
53
53
0.050
 
 
T 08.875 08/15/17
3,454
0
9
9
0.050
 
 
T 09.125 05/15/18
1,805
545
738
738
0.050
 
 
T 09.000 11/15/18
2,259
151
171
171
0.050
 
 
T 08.875 02/15/19
4,115
8
46
46
0.050
 
 
T 07.625 02/15/25
1,847
0
85
85
0.050
 
 
T 06.375 08/15/27
2,893
12
12
12
0.050
 
 
T 06.250 05/15/30
2,549
0
159
159
0.050
 
 
T 05.375 02/15/31
2,156
0
187
187
0.050
 
 
T 04.750 02/15/37
2,624
0
25
25
0.050
 
 
T 04.375 02/15/38
7,011
0
40
40
0.050
 
 
T 04.250 05/15/39
4,825
0
2
2
0.050
 
 
T 04.375 11/15/39
2,307
0
5
5
0.050
 
 
TII 02.000 01/15/16
301
0
30
30
0.050
 
 
TII 02.375 01/15/17
2,047
0
23
23
0.050
 
 
TII 01.875 07/15/19
170
0
42
42
0.050
 
 
FHLB 02.250 04/13/12
1,084
0
5
5
0.050
 
 
FHLB 05.750 05/15/12
360
6
6
6
0.050
 
 
FHLB 01.500 01/16/13
96
0
3
3
0.050
 
 
FHLB 03.625 05/29/13
730
1
7
7
0.050
 
 
FHLB 03.875 06/14/13
208
19
45
45
0.050
 
 
FHLB 05.125 08/14/13
710
9
5
5
0.050
 
 
FHLB 05.500 08/13/14
490
75
81
81
0.050
 
 
FHLB 05.375 05/18/16
1,800
55
55
55
0.050
 
 
FHLB 04.875 05/17/17
1,350
27
27
27
0.050
 
 
FHLB 05.000 11/17/17
830
11
10
10
0.050
 
 
FHLMC 05.750 01/15/12
655
0
9
9
0.050
 
 
FHLMC 05.125 07/15/12
409
0
8
8
0.050
 
 
FHLMC 02.500 01/07/14
1,407
8
8
8
0.050
 
 
FHLMC 03.000 07/28/14
470
36
53
53
0.050
 
 
FHLMC 05.125 10/18/16
1,799
6
16
16
0.050
 
 
FHLMC 03.750 03/27/19
55
0
1
1
0.050
 
 
FNMA 02.750 04/11/11
717
18
18
18
0.050
 
 
FNMA 01.000 11/23/11
786
0
1
1
0.050
 
 
FNMA 00.875 01/12/12
124
7
41
41
0.050
 
 
FNMA 05.000 02/16/12
432
0
10
10
0.050
 
 
FNMA 01.750 02/22/13
113
5
26
26
0.050
 
 
FNMA 02.750 02/05/14
3,150
60
80
80
0.050
 
 
FNMA 02.625 11/20/14
920
0
101
101
0.050
 
 
FNMA 05.000 04/15/15
846
0
2
2
0.050
 
 
FNMA 05.250 09/15/16
1,800
0
8
8
0.050
 
 
FNMA 05.000 02/13/17
1,215
5
9
9
0.050
 
 
FNMA 05.375 06/12/17
663
9
9
9
0.050
 
 
Total:
6,587
6,587
 
 
 
Security
Extensions7
 
 
FHLB 05.500 08/13/14
8
 
 
Total:
8
 
February 3, 2010
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
 
 
B 02/18/10
3,403
0
100
100
0.050
 
 
B 02/25/10
5,656
470
785
785
0.050
 
 
T 02.875 06/30/10
2,894
0
1
1
0.050
 
 
T 04.875 04/30/11
2,076
0
1
1
0.050
 
 
T 05.000 08/15/11
1,984
0
26
26
0.050
 
 
T 01.000 10/31/11
976
0
14
14
0.050
 
 
T 00.750 11/30/11
1,189
0
62
62
0.050
 
 
T 04.875 02/15/12
2,501
0
19
19
0.050
 
 
T 01.375 04/15/12
9,289
0
6
6
0.050
 
 
T 01.875 06/15/12
7,649
0
165
165
0.050
 
 
T 04.875 06/30/12
5,008
0
3
3
0.050
 
 
T 01.500 07/15/12
6,003
570
981
981
0.050
 
 
T 04.625 07/31/12
4,136
0
65
65
0.050
 
 
T 01.750 08/15/12
9,799
0
8
8
0.050
 
 
T 04.250 09/30/12
3,301
0
238
238
0.050
 
 
T 03.625 05/15/13
3,415
0
11
11
0.050
 
 
T 03.375 07/31/13
4,244
0
45
45
0.050
 
 
T 01.875 04/30/14
6,456
0
77
77
0.050
 
 
T 04.750 05/15/14
2,891
0
21
21
0.050
 
 
T 02.125 11/30/14
1,135
0
100
100
0.050
 
 
T 02.625 12/31/14
1,120
39
492
492
0.052
 
 
T 04.000 02/15/15
4,015
0
1
1
0.050
 
 
T 02.625 04/30/16
8,109
0
1
1
0.050
 
 
T 09.250 02/15/16
1,710
0
13
13
0.050
 
 
T 07.250 05/15/16
3,842
0
64
64
0.050
 
 
T 09.125 05/15/18
1,786
564
670
670
0.050
 
 
T 09.000 11/15/18
2,259
153
151
151
0.050
 
 
T 08.875 02/15/19
4,115
8
19
19
0.050
 
 
T 08.750 05/15/20
2,387
0
41
41
0.050
 
 
T 06.375 08/15/27
2,893
0
12
12
0.050
 
 
T 06.250 05/15/30
2,549
0
7
7
0.050
 
 
TII 00.625 04/15/13
899
0
1
1
0.050
 
 
TII 01.625 01/15/18
2,170
0
6
6
0.050
 
 
TII 02.125 01/15/19
679
78
246
246
0.050
 
 
TII 01.875 07/15/19
170
0
23
23
0.050
 
 
TII 01.375 01/15/20
349
0
11
11
0.050
 
 
FHLB 05.750 05/15/12
360
6
6
6
0.050
 
 
FHLB 03.625 05/29/13
730
0
1
1
0.050
 
 
FHLB 03.875 06/14/13
208
19
19
19
0.050
 
 
FHLB 05.125 08/14/13
710
0
9
9
0.050
 
 
FHLB 05.500 08/13/14
489
76
68
68
0.050
 
 
FHLB 05.375 05/18/16
1,800
55
55
55
0.050
 
 
FHLB 04.875 05/17/17
1,350
27
27
27
0.050
 
 
FHLB 05.000 11/17/17
830
0
11
11
0.050
 
 
FHLMC 03.250 02/25/11
780
0
7
7
0.050
 
 
FHLMC 02.750 04/11/11
721
0
1
1
0.050
 
 
FHLMC 01.625 04/26/11
1,655
0
25
25
0.050
 
 
FHLMC 01.125 12/15/11
828
0
4
4
0.050
 
 
FHLMC 05.125 07/15/12
409
0
2
2
0.050
 
 
FHLMC 04.500 01/15/13
1,008
0
18
18
0.050
 
 
FHLMC 02.500 01/07/14
1,407
2
8
8
0.050
 
 
FHLMC 03.000 07/28/14
470
25
53
53
0.050
 
 
FHLMC 05.125 10/18/16
1,799
0
6
6
0.050
 
 
FNMA 02.750 04/11/11
717
18
18
18
0.050
 
 
FNMA 01.000 11/23/11
786
2
1
1
0.050
 
 
FNMA 00.875 01/12/12
124
8
7
7
0.050
 
 
FNMA 05.000 02/16/12
432
0
19