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Securities Lending Activity
Auction Results and Extensions History*
February 8, 2012
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
 
 
B 02/23/12
5,656
258
214
214
0.050
 
 
B 03/01/12
2,176
0
219
219
0.052
 
 
T 04.500 04/30/12
2,780
1
1
1
0.050
 
 
T 01.375 05/15/12
4,053
0
2
2
0.050
 
 
T 01.875 06/15/12
4,840
0
18
18
0.050
 
 
T 04.875 06/30/12
1,102
0
80
80
0.050
 
 
T 01.500 07/15/12
2,853
0
2
2
0.050
 
 
T 04.125 08/31/12
3,911
0
64
64
0.050
 
 
T 01.375 09/15/12
3,784
0
20
20
0.050
 
 
T 00.375 09/30/12
0
0
4
0
N/A
 
 
T 03.375 11/30/12
1,361
100
205
205
0.050
 
 
T 01.375 01/15/13
2,786
0
63
63
0.050
 
 
T 02.750 02/28/13
2,488
0
10
10
0.050
 
 
T 02.500 03/31/13
2,802
4
2
2
0.050
 
 
T 01.750 04/15/13
7,911
16
16
16
0.050
 
 
T 00.625 04/30/13
4,253
17
11
11
0.050
 
 
T 00.500 05/31/13
1,025
0
22
22
0.050
 
 
T 04.250 08/15/13
5,525
58
57
57
0.050
 
 
T 00.125 08/31/13
0
0
50
0
N/A
 
 
T 01.250 02/15/14
11,653
0
38
38
0.050
 
 
T 02.625 07/31/14
5,769
10
10
10
0.050
 
 
T 02.375 10/31/14
5,084
148
265
265
0.050
 
 
T 00.250 12/15/14
2
0
2
0
N/A
 
 
T 00.250 01/15/15
1,763
150
2,138
1,763
0.129
 
 
T 02.125 05/31/15
6,897
15
15
15
0.050
 
 
T 01.250 08/31/15
4,980
515
712
712
0.050
 
 
T 02.125 12/31/15
20,069
0
49
49
0.050
 
 
T 02.000 01/31/16
5,254
17
9
9
0.050
 
 
T 02.625 02/29/16
9,522
0
9
9
0.050
 
 
T 05.125 05/15/16
7,557
15
15
15
0.050
 
 
T 03.000 08/31/16
5,313
3
3
3
0.050
 
 
T 01.000 09/30/16
980
0
2
2
0.050
 
 
T 03.125 10/31/16
4,678
2
2
2
0.050
 
 
T 00.875 11/30/16
1,427
116
706
706
0.061
 
 
T 02.750 11/30/16
8,055
23
12
12
0.050
 
 
T 03.250 12/31/16
9,511
10
10
10
0.050
 
 
T 03.250 03/31/17
9,343
8
8
8
0.050
 
 
T 02.750 05/31/17
10,058
9
9
9
0.050
 
 
T 04.750 08/15/17
11,024
15
59
59
0.050
 
 
T 01.875 08/31/17
1,674
51
9
9
0.050
 
 
T 02.750 12/31/17
11,886
1
4
4
0.050
 
 
T 03.500 02/15/18
11,694
0
1
1
0.050
 
 
T 02.875 03/31/18
13,008
0
35
35
0.050
 
 
T 04.000 08/15/18
19,966
2,638
3,330
3,330
0.050
 
 
T 01.375 11/30/18
8,111
0
9
9
0.050
 
 
T 01.375 12/31/18
9,426
0
50
50
0.050
 
 
T 03.625 08/15/19
32,384
0
83
83
0.050
 
 
T 03.500 05/15/20
19,216
0
12
12
0.050
 
 
T 11.250 02/15/15
4,228
116
146
146
0.050
 
 
T 10.625 08/15/15
1,677
481
452
452
0.050
 
 
T 09.875 11/15/15
2,502
196
199
199
0.050
 
 
T 09.250 02/15/16
2,166
154
163
163
0.050
 
 
T 07.500 11/15/16
7,709
3
3
3
0.050
 
 
T 08.750 05/15/17
6,180
269
246
246
0.050
 
 
T 08.875 08/15/17
5,335
61
138
138
0.050
 
 
T 09.125 05/15/18
3,022
2
28
28
0.050
 
 
T 09.000 11/15/18
3,236
52
78
78
0.050
 
 
T 08.875 02/15/19
6,159
89
86
86
0.050
 
 
T 08.125 08/15/19
10,545
0
103
103
0.050
 
 
T 08.500 02/15/20
5,810
823
844
844
0.050
 
 
T 08.750 05/15/20
4,775
0
50
50
0.050
 
 
T 08.750 08/15/20
10,746
20
22
22
0.050
 
 
T 07.875 02/15/21
6,347
162
162
162
0.050
 
 
T 08.125 05/15/21
6,341
22
17
17
0.050
 
 
T 08.125 08/15/21
5,775
457
447
447
0.050
 
 
T 07.250 08/15/22
2,047
6
6
6
0.050
 
 
T 07.625 11/15/22
2,753
22
115
115
0.050
 
 
T 07.125 02/15/23
7,030
1
1
1
0.050
 
 
T 07.500 11/15/24
3,068
1
1
1
0.050
 
 
T 06.875 08/15/25
3,834
30
100
100
0.050
 
 
T 06.125 08/15/29
4,717
71
141
141
0.050
 
 
T 04.375 02/15/38
8,316
7
7
7
0.050
 
 
T 04.375 05/15/41
3,148
0
1
1
0.050
 
 
T 03.750 08/15/41
1,490
0
6
6
0.050
 
 
TII 01.625 01/15/18
2,367
0
33
33
0.050
 
 
TII 01.375 07/15/18
876
4
3
3
0.050
 
 
TII 02.125 01/15/19
1,575
5
5
5
0.050
 
 
TII 01.750 01/15/28
1,473
4
4
4
0.050
 
 
FHLB 02.250 04/13/12
1,150
3
3
3
0.050
 
 
FHLB 03.625 05/29/13
730
0
2
2
0.050
 
 
FHLB 05.125 08/14/13
727
58
58
58
0.069
 
 
FHLB 05.500 08/13/14
508
45
45
45
0.056
 
 
FHLB 04.750 12/16/16
1,142
107
107
107
0.051
 
 
FHLB 04.875 05/17/17
1,350
66
72
72
0.050
 
 
FHLB 05.000 11/17/17
830
1
1
1
0.070
 
 
FHLMC 04.125 12/21/12
2,250
1
1
1
0.050
 
 
FHLMC 02.500 01/07/14
1,407
135
163
163
0.050
 
 
FHLMC 02.500 04/23/14
1,466
3
3
3
0.050
 
 
FHLMC 04.500 01/15/15
980
4
4
4
0.055
 
 
FHLMC 04.750 01/19/16
1,463
10
12
12
0.050
 
 
FHLMC 05.500 07/18/16
1,412
2
2
2
0.050
 
 
FHLMC 05.125 10/18/16
1,799
22
39
39
0.050
 
 
FHLMC 05.000 02/16/17
1,350
1
1
1
0.070
 
 
FHLMC 05.125 11/17/17
1,298
11
11
11
0.050
 
 
FHLMC 04.875 06/13/18
1,783
160
182
182
0.051
 
 
FHLMC 03.750 03/27/19
55
0
13
13
0.050
 
 
FNMA 01.750 08/10/12
1,735
6
6
6
0.050
 
 
FNMA 02.875 12/11/13
1,035
72
72
72
0.050
 
 
FNMA 02.750 02/05/14
3,150
49
49
49
0.050
 
 
FNMA 02.750 03/13/14
3,661
5
5
5
0.054
 
 
FNMA 04.125 04/15/14
666
83
83
83
0.050
 
 
FNMA 02.500 05/15/14
794
15
40
40
0.050
 
 
FNMA 03.000 09/16/14
1,400
66
66
66
0.052
 
 
FNMA 02.625 11/20/14
920
1
1
1
0.050
 
 
FNMA 05.000 04/15/15
883
2
2
2
0.070
 
 
FNMA 05.375 07/15/16
931
26
28
28
0.050
 
 
FNMA 05.250 09/15/16
1,800
41
41
41
0.058
 
 
FNMA 04.875 12/15/16
939
36
35
35
0.050
 
 
FNMA 05.000 02/13/17
1,215
48
60
60
0.050
 
 
FNMA 07.250 05/15/30
256
1
1
1
0.050
 
 
Total:
13,481
13,050
 
 
February 7, 2012
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
 
 
B 02/23/12
5,656
372
473
473
0.051
 
 
B 03/01/12
1,451
967
2,155
1,450
0.074
 
 
T 04.500 04/30/12
2,780
1
1
1
0.050
 
 
T 01.375 05/15/12
4,053
0
4
4
0.050
 
 
T 04.625 07/31/12
2,164
0
8
8
0.050
 
 
T 04.125 08/31/12
3,911
0
48
48
0.050
 
 
T 00.375 09/30/12
0
0
5
0
N/A
 
 
T 01.375 11/15/12
1,634
0
7
7
0.050
 
 
T 03.375 11/30/12
1,361
0
100
100
0.050
 
 
T 02.500 03/31/13
2,802
4
4
4
0.050
 
 
T 01.750 04/15/13
7,911
16
16
16
0.050
 
 
T 00.625 04/30/13
4,253
2
17
17
0.050
 
 
T 04.250 08/15/13
5,525
8
58
58
0.050
 
 
T 00.125 08/31/13
0
0
40
0
N/A
 
 
T 01.000 01/15/14
12,841
0
49
49
0.050
 
 
T 04.000 02/15/14
2,580
0
60
60
0.050
 
 
T 02.625 07/31/14
5,769
10
10
10
0.050
 
 
T 02.375 10/31/14
5,084
48
148
148
0.050
 
 
T 00.250 01/15/15
1,756
203
2,611
1,756
0.229
 
 
T 02.125 05/31/15
6,897
0
15
15
0.050
 
 
T 01.875 06/30/15
13,373
0
19
19
0.050
 
 
T 04.250 08/15/15
6,620
0
1
1
0.050
 
 
T 01.250 08/31/15
4,980
309
715
715
0.050
 
 
T 01.250 09/30/15
4,119
0
45
45
0.050
 
 
T 02.000 01/31/16
5,254
10
17
17
0.050
 
 
T 02.375 03/31/16
8,132
0
15
15
0.050
 
 
T 05.125 05/15/16
7,557
15
15
15
0.050
 
 
T 03.000 08/31/16
5,313
3
3
3
0.050
 
 
T 03.125 10/31/16
4,678
0
2
2
0.050
 
 
T 00.875 11/30/16
1,427
100
985
985
0.069
 
 
T 02.750 11/30/16
8,055
0
23
23
0.050
 
 
T 00.875 12/31/16
1,020
0
4
4
0.050
 
 
T 03.250 12/31/16
9,511
10
10
10
0.050
 
 
T 00.875 01/31/17
592
0
3
3
0.050
 
 
T 04.625 02/15/17
6,362
14
14
14
0.050
 
 
T 03.250 03/31/17
9,343
8
8
8
0.050
 
 
T 02.750 05/31/17
10,058
59
32
32
0.050
 
 
T 04.750 08/15/17
11,024
0
47
47
0.050
 
 
T 01.875 08/31/17
1,674
1
51
51
0.050
 
 
T 02.750 12/31/17
11,886
1
144
144
0.050
 
 
T 02.625 01/31/18
11,947
0
52
52
0.050
 
 
T 02.750 02/28/18
15,574
0
34
34
0.050
 
 
T 02.875 03/31/18
13,008
0
6
6
0.050
 
 
T 03.875 05/15/18
18,890
0
22
22
0.050
 
 
T 02.250 07/31/18
10,709
0
25
25
0.050
 
 
T 04.000 08/15/18
20,344
2,013
2,738
2,738
0.050
 
 
T 01.375 12/31/18
9,426
0
6
6
0.050
 
 
T 03.625 08/15/19
32,384
0
4
4
0.050
 
 
T 03.375 11/15/19
28,562
0
3
3
0.050
 
 
T 03.625 02/15/20
13,666
0
102
102
0.050
 
 
T 02.000 11/15/21
3,686
5
229
229
0.050
 
 
T 11.250 02/15/15
4,228
167
116
116
0.050
 
 
T 10.625 08/15/15
1,733
425
481
481
0.050
 
 
T 09.875 11/15/15
2,502
217
224
224
0.050
 
 
T 09.250 02/15/16
2,166
114
154
154
0.050
 
 
T 07.500 11/15/16
7,709
3
3
3
0.050
 
 
T 08.750 05/15/17
6,180
272
320
320
0.050
 
 
T 08.875 08/15/17
5,335
147
120
120
0.050
 
 
T 09.125 05/15/18
3,022
33
14
14
0.050
 
 
T 09.000 11/15/18
3,236
52
52
52
0.050
 
 
T 08.875 02/15/19
6,159
89
89
89
0.050
 
 
T 08.125 08/15/19
10,545
25
8
8
0.050
 
 
T 08.500 02/15/20
5,812
821
816
816
0.050
 
 
T 08.750 05/15/20
4,775
68
42
42
0.050
 
 
T 08.750 08/15/20
10,746
0
20
20
0.050
 
 
T 07.875 02/15/21
6,347
216
386
386
0.050
 
 
T 08.125 05/15/21
6,341
24
22
22
0.050
 
 
T 08.125 08/15/21
5,775
471
458
458
0.050
 
 
T 07.250 08/15/22
2,047
6
47
47
0.050
 
 
T 07.625 11/15/22
2,753
22
26
26
0.050
 
 
T 07.125 02/15/23
7,030
1
1
1
0.050
 
 
T 06.250 08/15/23
4,873
0
6
6
0.050
 
 
T 07.500 11/15/24
3,068
1
1
1
0.050
 
 
T 07.625 02/15/25
3,611
22
31
31
0.050
 
 
T 06.875 08/15/25
3,834
28
30
30
0.050
 
 
T 06.125 08/15/29
4,717
97
79
79
0.050
 
 
T 04.375 02/15/38
8,316
7
7
7
0.050
 
 
T 03.750 08/15/41
1,490
17
25
25
0.050
 
 
TII 02.375 01/15/17
2,331
17
34
34
0.050
 
 
TII 01.375 07/15/18
876
4
4
4
0.050
 
 
TII 02.125 01/15/19
1,575
5
30
30
0.050
 
 
TII 00.125 01/15/22
254
0
25
25
0.050
 
 
TII 01.750 01/15/28
1,473
0
4
4
0.050
 
 
FHLB 02.250 04/13/12
1,150
3
3
3
0.050
 
 
FHLB 03.625 05/29/13
730
0
1
1
0.050
 
 
FHLB 05.125 08/14/13
727
58
58
58
0.069
 
 
FHLB 05.250 06/18/14
380
3
4
4
0.050
 
 
FHLB 05.500 08/13/14
508
45
45
45
0.056
 
 
FHLB 04.750 12/16/16
1,142
106
113
113
0.051
 
 
FHLB 04.875 05/17/17
1,350
76
78
78
0.050
 
 
FHLB 05.000 11/17/17
830
1
1
1
0.070
 
 
FHLMC 04.125 12/21/12
2,250
1
1
1
0.050
 
 
FHLMC 01.375 01/09/13
379
0
2
2
0.050
 
 
FHLMC 04.125 09/27/13
2,700
0
2
2
0.050
 
 
FHLMC 02.500 01/07/14
1,407
141
135
135
0.050
 
 
FHLMC 02.500 04/23/14
1,466
8
3
3
0.050
 
 
FHLMC 04.500 01/15/15
980
13
13
13
0.052
 
 
FHLMC 04.750 01/19/16
1,463
11
10
10
0.050
 
 
FHLMC 05.500 07/18/16
1,412
2
2
2
0.050
 
 
FHLMC 05.125 10/18/16
1,799
24
22
22
0.050
 
 
FHLMC 05.000 02/16/17
1,350
1
1
1
0.070
 
 
FHLMC 05.500 08/23/17
1,206
0
1
1
0.050
 
 
FHLMC 05.125 11/17/17
1,298
36
11
11
0.050
 
 
FHLMC 04.875 06/13/18
1,783
182
160
160
0.051
 
 
FHLMC 03.750 03/27/19
55
0
13
13
0.050
 
 
FNMA 01.750 08/10/12
1,735
6
6
6
0.050
 
 
FNMA 03.875 07/12/13
2,237
5
5
5
0.050
 
 
FNMA 02.875 12/11/13
1,035
72
72
72
0.050
 
 
FNMA 02.750 02/05/14
3,150
59
67
67
0.050
 
 
FNMA 02.750 03/13/14
3,661
7
5
5
0.054
 
 
FNMA 04.125 04/15/14
666
83
83
83
0.050
 
 
FNMA 02.500 05/15/14
794
15
15
15
0.050
 
 
FNMA 03.000 09/16/14
1,400
66
66
66
0.052
 
 
FNMA 02.625 11/20/14
920
1
1
1
0.050
 
 
FNMA 05.000 04/15/15
883
2
2
2
0.070
 
 
FNMA 05.375 07/15/16
931
26
26
26
0.050
 
 
FNMA 05.250 09/15/16
1,800
41
41
41
0.058
 
 
FNMA 04.875 12/15/16
939
36
36
36
0.050
 
 
FNMA 05.000 02/13/17
1,215
48
48
48
0.050
 
 
FNMA 07.250 05/15/30
256
2
2
2
0.050
 
 
Total:
16,032
14,427
 
 
 
Security
Extensions7
 
 
T 08.500 02/15/20
7
 
 
Total:
7
 
February 6, 2012
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
 
 
B 02/23/12
5,656
425
634
634
0.050
 
 
B 03/01/12
1,760
658
1,570
1,570
0.052
 
 
T 01.375 03/15/12
4,124
0
1
1
0.050
 
 
T 04.500 04/30/12
2,780
13
13
13
0.050
 
 
T 01.375 09/15/12
3,784
0
187
187
0.050
 
 
T 00.375 09/30/12
0
0
5
0
N/A
 
 
T 03.375 11/30/12
1,361
0
40
40
0.050
 
 
T 00.625 01/31/13
1,390
0
52
52
0.050
 
 
T 00.625 02/28/13
4,262
0
8
8
0.050
 
 
T 02.500 03/31/13
2,802
5
4
4
0.050
 
 
T 01.750 04/15/13
7,911
16
16
16
0.050
 
 
T 00.625 04/30/13
4,253
0
2
2
0.050
 
 
T 03.625 05/15/13
1,887
0
2
2
0.050
 
 
T 04.250 08/15/13
5,525
0
8
8
0.050
 
 
T 03.125 08/31/13
1,553
125
231
231
0.050
 
 
T 00.500 11/15/13
6,074
0
5
5
0.050
 
 
T 04.000 02/15/14
2,580
0
62
62
0.050
 
 
T 01.750 03/31/14
4,515
0
8
8
0.050
 
 
T 02.625 07/31/14
5,769
10
14
14
0.050
 
 
T 02.375 10/31/14
5,084
0
48
48
0.050
 
 
T 00.375 11/15/14
1,634
0
263
263
0.050
 
 
T 00.250 01/15/15
1,763
176
1,126
1,126
0.095
 
 
T 02.250 01/31/15
4,294
0
6
6
0.050
 
 
T 02.375 02/28/15
3,467
0
3
3
0.050
 
 
T 01.250 08/31/15
4,665
869
709
709
0.050
 
 
T 02.000 01/31/16
5,254
0
10
10
0.050
 
 
T 02.125 02/29/16
19,051
0
86
86
0.050
 
 
T 05.125 05/15/16
7,557
15
15
15
0.050
 
 
T 03.250 05/31/16
9,511
11
11
11
0.050
 
 
T 03.250 07/31/16
5,522
0
8
8
0.050
 
 
T 01.000 08/31/16
963
0
70
70
0.050
 
 
T 03.000 08/31/16
5,313
0
3
3
0.050
 
 
T 00.875 11/30/16
1,338
247
2,404
1,337
0.095
 
 
T 03.250 12/31/16
9,511
10
10
10
0.050
 
 
T 04.625 02/15/17
6,362
14
19
19
0.050
 
 
T 03.250 03/31/17
9,343
8
8
8
0.050
 
 
T 03.125 04/30/17
10,481
0
4
4
0.050
 
 
T 02.750 05/31/17
10,058
19
75
75
0.050
 
 
T 01.875 08/31/17
1,674
0
1
1
0.050
 
 
T 02.750 12/31/17
11,886
0
6
6
0.050
 
 
T 02.625 01/31/18
11,947
0
5
5
0.050
 
 
T 02.750 02/28/18
15,574
0
13
13
0.050
 
 
T 02.875 03/31/18
13,008
0
6
6
0.050
 
 
T 02.625 04/30/18
15,533
0
80
80
0.050
 
 
T 04.000 08/15/18
20,344
1,234
2,443
2,443
0.050
 
 
T 03.375 11/15/19
28,562
0
18
18
0.050
 
 
T 02.000 11/15/21
3,686
0
148
148
0.050
 
 
T 11.250 02/15/15
4,228
264
247
247
0.050
 
 
T 10.625 08/15/15
1,762
396
425
425
0.050
 
 
T 09.875 11/15/15
2,502
195
222
222
0.050
 
 
T 09.250 02/15/16
2,166
77
119
119
0.050
 
 
T 07.250 05/15/16
5,061
10
10
10
0.050
 
 
T 07.500 11/15/16
7,709
3
3
3
0.050
 
 
T 08.750 05/15/17
6,180
223
285
285
0.050
 
 
T 08.875 08/15/17
5,335
141
200
200
0.050
 
 
T 09.125 05/15/18
3,022
39
33
33
0.050
 
 
T 09.000 11/15/18
3,236
93
72
72
0.050
 
 
T 08.875 02/15/19
6,159
46
112
112
0.050
 
 
T 08.125 08/15/19
10,545
25
25
25
0.050
 
 
T 08.500 02/15/20
5,867
766
821
821
0.050
 
 
T 08.750 05/15/20
4,775
70
174
174
0.050
 
 
T 08.750 08/15/20
10,746
8
10
10
0.050
 
 
T 07.875 02/15/21
6,347
193
216
216
0.050
 
 
T 08.125 05/15/21
6,341
25
24
24
0.050
 
 
T 08.125 08/15/21
5,775
441
471
471
0.050
 
 
T 07.250 08/15/22
2,047
6
26
26
0.050
 
 
T 07.625 11/15/22
2,753
15
22
22
0.050
 
 
T 07.125 02/15/23
7,030
1
1
1
0.050
 
 
T 07.500 11/15/24
3,068
1
60
60
0.050
 
 
T 07.625 02/15/25
3,611
0
31
31
0.050
 
 
T 06.875 08/15/25
3,834
29
78
78
0.050
 
 
T 06.750 08/15/26
4,131
0
42
42
0.050
 
 
T 05.250 02/15/29
2,365
0
3
3
0.050
 
 
T 06.125 08/15/29
4,717
36
97
97
0.050
 
 
T 04.375 02/15/38
8,314
6
7
7
0.050
 
 
T 03.750 08/15/41
1,490
0
152
152
0.050
 
 
TII 02.375 01/15/17
2,331
33
17
17
0.050
 
 
TII 02.625 07/15/17
974
0
19
19
0.050
 
 
TII 01.375 07/15/18
876
3
4
4
0.050
 
 
TII 02.125 01/15/19
1,575
5
5
5
0.050
 
 
TII 00.125 01/15/22
254
0
27
27
0.050
 
 
FHLB 02.250 04/13/12
1,150
5
3
3
0.050
 
 
FHLB 01.625 03/20/13
368
6
6
6
0.050
 
 
FHLB 05.125 08/14/13
727
57
58
58
0.097
 
 
FHLB 04.000 09/06/13
1,347
1
1
1
0.050
 
 
FHLB 05.250 06/18/14
380
2
3
3
0.050
 
 
FHLB 05.500 08/13/14
508
45
45
45
0.066
 
 
FHLB 04.750 12/16/16
1,142
86
112
112
0.053
 
 
FHLB 04.875 05/17/17
1,350
67
76
76
0.050
 
 
FHLB 05.000 11/17/17
830
1
1
1
0.100