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Securities Lending Activity
Auction Results and Extensions History*
February 13, 2012
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
 
 
B 03/01/12
2,176
0
305
305
0.060
 
 
B 03/08/12
4,421
1,516
2,498
2,498
0.054
 
 
T 01.375 04/15/12
9,279
0
4
4
0.050
 
 
T 04.500 04/30/12
2,780
1
31
31
0.050
 
 
T 01.375 05/15/12
4,053
0
9
9
0.050
 
 
T 01.875 06/15/12
4,840
0
8
8
0.050
 
 
T 04.125 08/31/12
3,911
34
113
113
0.050
 
 
T 01.375 09/15/12
3,784
45
120
120
0.050
 
 
T 00.500 11/30/12
1,899
0
60
60
0.050
 
 
T 00.625 12/31/12
0
0
28
0
N/A
 
 
T 01.375 02/15/13
6,137
0
8
8
0.050
 
 
T 03.875 02/15/13
2,838
0
5
5
0.050
 
 
T 02.500 03/31/13
2,802
2
2
2
0.050
 
 
T 00.625 04/30/13
4,253
0
274
274
0.050
 
 
T 01.375 05/15/13
5,290
0
1
1
0.050
 
 
T 00.500 05/31/13
1,025
20
425
425
0.050
 
 
T 00.125 12/31/13
666
0
10
10
0.050
 
 
T 01.500 12/31/13
3,488
0
183
183
0.050
 
 
T 00.250 01/31/14
592
0
207
207
0.057
 
 
T 01.250 03/15/14
8,833
0
6
6
0.050
 
 
T 01.000 05/15/14
5,230
0
10
10
0.050
 
 
T 04.750 05/15/14
2,658
0
11
11
0.050
 
 
T 02.625 07/31/14
5,769
10
10
10
0.050
 
 
T 00.250 01/15/15
1,763
0
815
815
0.052
 
 
T 02.125 05/31/15
6,897
15
15
15
0.050
 
 
T 01.250 08/31/15
4,926
608
591
591
0.050
 
 
T 02.125 12/31/15
20,069
0
55
55
0.050
 
 
T 02.125 02/29/16
19,051
0
297
297
0.050
 
 
T 02.625 02/29/16
9,522
0
10
10
0.050
 
 
T 03.250 07/31/16
5,522
0
2
2
0.050
 
 
T 03.000 08/31/16
5,313
3
3
3
0.050
 
 
T 03.125 10/31/16
4,678
2
1
1
0.050
 
 
T 00.875 11/30/16
1,427
40
420
420
0.066
 
 
T 00.875 12/31/16
1,020
0
10
10
0.050
 
 
T 00.875 01/31/17
592
0
11
11
0.086
 
 
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 04.500 05/15/17
11,356
0
12
12
0.050
 
 
T 02.750 05/31/17
10,058
9
9
9
0.050
 
 
T 01.875 08/31/17
1,674
0
28
28
0.050
 
 
T 02.750 12/31/17
11,886
1
1
1
0.050
 
 
T 02.625 01/31/18
11,947
0
50
50
0.050
 
 
T 03.875 05/15/18
18,890
0
158
158
0.050
 
 
T 04.000 08/15/18
19,307
3,297
3,370
3,370
0.050
 
 
T 01.375 12/31/18
9,429
0
2
2
0.050
 
 
T 01.250 01/31/19
3,812
245
1,243
1,243
0.065
 
 
T 03.625 08/15/19
32,397
13
20
20
0.050
 
 
T 02.625 11/15/20
1,997
0
5
5
0.050
 
 
T 02.000 11/15/21
3,686
0
36
36
0.050
 
 
T 11.250 02/15/15
4,228
30
102
102
0.050
 
 
T 10.625 08/15/15
1,662
496
689
689
0.050
 
 
T 09.875 11/15/15
2,502
179
199
199
0.050
 
 
T 09.250 02/15/16
2,166
185
128
128
0.050
 
 
T 07.500 11/15/16
7,709
3
3
3
0.050
 
 
T 08.750 05/15/17
6,180
220
267
267
0.050
 
 
T 08.875 08/15/17
5,335
95
116
116
0.050
 
 
T 09.125 05/15/18
3,022
28
54
54
0.050
 
 
T 09.000 11/15/18
3,236
170
150
150
0.050
 
 
T 08.875 02/15/19
6,159
12
12
12
0.050
 
 
T 08.500 02/15/20
5,969
540
504
504
0.050
 
 
T 08.750 05/15/20
4,775
0
15
15
0.050
 
 
T 08.750 08/15/20
10,746
0
26
26
0.050
 
 
T 07.875 02/15/21
6,347
200
328
328
0.050
 
 
T 08.125 05/15/21
6,341
0
27
27
0.050
 
 
T 08.125 08/15/21
5,775
262
294
294
0.050
 
 
T 07.250 08/15/22
2,047
6
6
6
0.050
 
 
T 07.625 11/15/22
2,753
85
189
189
0.050
 
 
T 07.125 02/15/23
7,030
1
1
1
0.050
 
 
T 06.250 08/15/23
4,873
0
54
54
0.050
 
 
T 07.500 11/15/24
3,068
0
6
6
0.050
 
 
T 07.625 02/15/25
3,611
0
69
69
0.050
 
 
T 06.875 08/15/25
3,834
60
53
53
0.050
 
 
T 06.000 02/15/26
2,236
0
1
1
0.050
 
 
T 06.750 08/15/26
4,131
27
156
156
0.050
 
 
T 06.125 08/15/29
4,717
71
121
121
0.050
 
 
T 05.000 05/15/37
6,734
0
2
2
0.050
 
 
T 04.250 05/15/39
11,082
0
187
187
0.050
 
 
T 04.375 05/15/40
5,713
16
13
13
0.050
 
 
T 03.875 08/15/40
9,965
33
33
33
0.050
 
 
T 04.375 05/15/41
3,329
0
43
43
0.050
 
 
T 03.750 08/15/41
1,490
0
92
92
0.050
 
 
TII 02.375 01/15/17
2,331
32
32
32
0.050
 
 
TII 01.625 01/15/18
2,367
0
59
59
0.050
 
 
TII 01.375 07/15/18
876
16
18
18
0.050
 
 
TII 02.125 01/15/19
1,575
6
5
5
0.050
 
 
TII 01.750 01/15/28
1,473
0
4
4
0.050
 
 
TII 02.500 01/15/29
254
0
27
27
0.050
 
 
FHLB 02.250 04/13/12
1,150
3
3
3
0.050
 
 
FHLB 01.625 03/20/13
368
0
6
6
0.050
 
 
FHLB 03.875 06/14/13
208
0
3
3
0.050
 
 
FHLB 05.125 08/14/13
727
56
56
56
0.050
 
 
FHLB 05.500 08/13/14
508
45
45
45
0.050
 
 
FHLB 05.375 05/18/16
1,800
1
1
1
0.050
 
 
FHLB 04.750 12/16/16
1,142
80
109
109
0.050
 
 
FHLB 04.875 05/17/17
1,350
57
73
73
0.050
 
 
FHLB 05.000 11/17/17
830
1
1
1
0.050
 
 
FHLMC 04.125 12/21/12
2,250
0
1
1
0.050
 
 
FHLMC 02.500 01/07/14
1,407
116
116
116
0.050
 
 
FHLMC 02.500 04/23/14
1,466
15
15
15
0.050
 
 
FHLMC 04.500 01/15/15
980
10
10
10
0.050
 
 
FHLMC 04.375 07/17/15
721
0
6
6
0.050
 
 
FHLMC 04.750 01/19/16
1,463
0
56
56
0.050
 
 
FHLMC 05.125 10/18/16
1,799
20
20
20
0.050
 
 
FHLMC 05.125 11/17/17
1,298
0
11
11
0.050
 
 
FHLMC 04.875 06/13/18
1,783
16
94
94
0.050
 
 
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
50
96
96
0.050
 
 
FNMA 02.750 03/13/14
3,661
1
3
3
0.050
 
 
FNMA 04.125 04/15/14
674
0
83
83
0.050
 
 
FNMA 02.500 05/15/14
794
2
27
27
0.050
 
 
FNMA 03.000 09/16/14
1,400
65
65
65
0.050
 
 
FNMA 02.625 11/20/14
920
1
1
1
0.050
 
 
FNMA 05.000 04/15/15
883
1
1
1
0.050
 
 
FNMA 05.375 07/15/16
931
1
1
1
0.050
 
 
FNMA 05.250 09/15/16
1,800
52
52
52
0.050
 
 
FNMA 04.875 12/15/16
939
18
35
35
0.050
 
 
FNMA 05.000 02/13/17
1,215
30
36
36
0.050
 
 
FNMA 07.250 05/15/30
256
1
1
1
0.050
 
 
Total:
16,717
16,689
 
 
February 10, 2012
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
 
 
B 03/08/12
5,344
0
1,751
1,751
0.053
 
 
T 04.500 04/30/12
2,780
1
1
1
0.050
 
 
T 01.500 07/15/12
2,853
0
8
8
0.050
 
 
T 04.125 08/31/12
3,911
0
34
34
0.050
 
 
T 01.375 09/15/12
3,784
0
45
45
0.050
 
 
T 00.375 10/31/12
0
0
90
0
N/A
 
 
T 00.500 11/30/12
1,899
0
8
8
0.050
 
 
T 03.375 11/30/12
1,361
50
190
190
0.050
 
 
T 01.375 02/15/13
6,137
0
8
8
0.050
 
 
T 02.500 03/31/13
2,802
2
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
0
55
55
0.050
 
 
T 00.500 05/31/13
1,025
0
24
24
0.050
 
 
T 04.250 08/15/13
5,320
0
4
4
0.050
 
 
T 00.125 12/31/13
666
0
29
29
0.100
 
 
T 01.000 01/15/14
12,841
18
111
111
0.050
 
 
T 00.250 01/31/14
592
0
5
5
0.050
 
 
T 01.750 03/31/14
4,515
0
1
1
0.050
 
 
T 04.750 05/15/14
2,658
0
11
11
0.050
 
 
T 02.625 07/31/14
5,769
10
10
10
0.050
 
 
T 04.250 08/15/14
3,160
0
2
2
0.050
 
 
T 02.375 10/31/14
5,084
0
90
90
0.050
 
 
T 00.375 11/15/14
1,634
0
84
84
0.050
 
 
T 00.250 01/15/15
1,763
50
881
881
0.054
 
 
T 02.250 01/31/15
4,294
0
3
3
0.050
 
 
T 02.125 05/31/15
6,897
15
15
15
0.050
 
 
T 01.875 06/30/15
13,373
19
9
9
0.050
 
 
T 01.250 08/31/15
4,912
622
939
939
0.051
 
 
T 02.000 01/31/16
5,254
9
9
9
0.050
 
 
T 02.625 02/29/16
9,522
32
75
75
0.050
 
 
T 02.250 03/31/16
13,096
0
45
45
0.050
 
 
T 03.000 08/31/16
5,313
3
3
3
0.050
 
 
T 03.125 10/31/16
4,678
2
2
2
0.050
 
 
T 00.875 11/30/16
1,427
108
520
520
0.057
 
 
T 02.750 11/30/16
8,055
12
12
12
0.050
 
 
T 03.250 12/31/16
9,511
10
10
10
0.050
 
 
T 00.875 01/31/17
592
49
75
75
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
13
9
9
0.050
 
 
T 04.750 08/15/17
11,024
0
5
5
0.050
 
 
T 01.875 08/31/17
1,674
0
1
1
0.050
 
 
T 02.750 12/31/17
11,886
1
84
84
0.050
 
 
T 02.750 02/28/18
15,574
0
89
89
0.057
 
 
T 02.875 03/31/18
13,008
0
40
40
0.050
 
 
T 02.625 04/30/18
15,533
0
35
35
0.050
 
 
T 04.000 08/15/18
19,246
3,358
3,597
3,597
0.050
 
 
T 01.375 11/30/18
8,114
0
74
74
0.050
 
 
T 01.375 12/31/18
9,429
0
2
2
0.100
 
 
T 01.250 01/31/19
2,135
0
525
525
0.050
 
 
T 03.625 08/15/19
32,397
40
13
13
0.050
 
 
T 03.625 02/15/21
4,480
0
1
1
0.050
 
 
T 02.000 11/15/21
3,686
0
663
663
0.050
 
 
T 11.250 02/15/15
4,228
41
30
30
0.050
 
 
T 10.625 08/15/15
1,659
499
499
301
0.050
 
 
T 09.875 11/15/15
2,502
193
197
197
0.050
 
 
T 09.250 02/15/16
2,166
114
235
235
0.050
 
 
T 07.500 11/15/16
7,709
3
3
3
0.050
 
 
T 08.750 05/15/17
6,180
250
249
249
0.050
 
 
T 08.875 08/15/17
5,335
0
148
148
0.050
 
 
T 09.125 05/15/18
3,022
39
73
73
0.050
 
 
T 09.000 11/15/18
3,236
124
295
295
0.050
 
 
T 08.875 02/15/19
6,159
12
48
48
0.050
 
 
T 08.500 02/15/20
5,953
680
695
695
0.050
 
 
T 08.750 05/15/20
4,775
0
5
5
0.050
 
 
T 08.750 08/15/20
10,746
0
10
10
0.050
 
 
T 07.875 02/15/21
6,347
316
265
265
0.050
 
 
T 08.125 08/15/21
5,775
349
372
372
0.050
 
 
T 07.250 08/15/22
2,047
6
19
19
0.050
 
 
T 07.625 11/15/22
2,753
99
135
135
0.050
 
 
T 07.125 02/15/23
7,030
1
1
1
0.050
 
 
T 06.875 08/15/25
3,834
76
60
60
0.050
 
 
T 06.750 08/15/26
4,131
0
43
43
0.050
 
 
T 06.125 08/15/29
4,717
79
116
116
0.050
 
 
T 04.375 02/15/38
8,318
7
7
7
0.050
 
 
T 04.375 05/15/40
5,713
0
16
16
0.050
 
 
T 03.875 08/15/40
9,965
0
33
33
0.050
 
 
T 03.750 08/15/41
1,490
0
105
105
0.050
 
 
T 03.125 11/15/41
2,484
0
27
27
0.100
 
 
TII 01.625 01/15/15
1,347
0
18
18
0.050
 
 
TII 02.375 01/15/17
2,331
33
32
32
0.050
 
 
TII 01.375 07/15/18
876
16
16
16
0.050
 
 
TII 02.125 01/15/19
1,575
6
6
6
0.050
 
 
TII 00.625 07/15/21
756
0
1
1
0.050
 
 
FHLB 02.250 04/13/12
1,150
3
3
3
0.050
 
 
FHLB 05.125 08/14/13
727
56
56
56
0.070
 
 
FHLB 05.500 08/13/14
508
45
45
45
0.056
 
 
FHLB 05.375 05/18/16
1,800
0
1
1
0.050
 
 
FHLB 04.750 12/16/16
1,142
91
91
68
0.050
 
 
FHLB 04.875 05/17/17
1,350
113
73
47
0.050
 
 
FHLB 05.000 11/17/17
830
1
1
1
0.050
 
 
FHLMC 02.500 01/07/14
1,399
165
232
138
0.050
 
 
FHLMC 02.500 04/23/14
1,466
15
15
15
0.050
 
 
FHLMC 04.500 01/15/15
980
8
10
10
0.050
 
 
FHLMC 04.750 01/19/16
1,463
50
40
0
N/A
 
 
FHLMC 05.125 10/18/16
1,799
20
20
20
0.050
 
 
FHLMC 05.125 11/17/17
1,298
38
36
0
N/A
 
 
FHLMC 04.875 06/13/18
1,783
172
180
16
0.050
 
 
FHLMC 03.750 03/27/19
55
3
16
16
0.050
 
 
FNMA 01.750 08/10/12
1,735
6
6
6
0.050
 
 
FNMA 02.875 12/11/13
1,035
93
72
72
0.050
 
 
FNMA 02.750 02/05/14
3,150
49
99
50
0.050
 
 
FNMA 02.750 03/13/14
3,661
6
3
3
0.057
 
 
FNMA 04.125 04/15/14
666
83
83
0
N/A
 
 
FNMA 02.500 05/15/14
794
2
47
2
0.050
 
 
FNMA 03.000 09/16/14
1,400
65
65
65
0.051
 
 
FNMA 02.625 11/20/14
920
1
1
1
0.050
 
 
FNMA 05.000 04/15/15
883
1
1
1
0.070
 
 
FNMA 05.375 07/15/16
931
1
1
1
0.050
 
 
FNMA 05.250 09/15/16
1,800
41
52
52
0.060
 
 
FNMA 04.875 12/15/16
939
42
35
18
0.050
 
 
FNMA 05.000 02/13/17
1,215
48
83
60
0.050
 
 
FNMA 07.250 05/15/30
256
1
1
1
0.050
 
 
Total:
15,464
14,576
 
 
 
Security
Extensions7
 
 
T 10.625 08/15/15
200
 
 
FHLB 04.750 12/16/16
12
 
 
FHLB 04.875 05/17/17
10
 
 
FHLMC 02.500 01/07/14
20
 
 
Total:
242
 
February 9, 2012
Security
Pre-Auction
Auction Results
Actual Avail to Borrow2
Outstanding Loans3
PAR Submitted4
PAR Accepted5
Wtd Avg Rate6
 
 
B 03/08/12
5,344
0
295
295
0.050
 
 
T 04.500 03/31/12
2,085
0
2
2
0.050
 
 
T 04.500 04/30/12
2,780
1
1
1
0.050
 
 
T 01.375 05/15/12
4,053
0
12
12
0.050
 
 
T 01.375 09/15/12
3,784
0
91
91
0.050
 
 
T 01.375 11/15/12
1,634
0
4
4
0.050
 
 
T 03.375 11/30/12
1,361
5
50
50
0.050
 
 
T 01.125 12/15/12
136
0
6
6
0.050
 
 
T 00.625 01/31/13
1,390
0
210
210
0.050
 
 
T 03.875 02/15/13
2,838
0
2
2
0.100
 
 
T 00.625 02/28/13
4,262
0
59
59
0.050
 
 
T 02.500 03/31/13
2,802
2
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
4
35
35
0.050
 
 
T 03.125 04/30/13
1,108
0
8
8
0.050
 
 
T 03.625 05/15/13
1,887
0
1
1
0.050
 
 
T 01.000 07/15/13
3,418
0
16
16
0.050
 
 
T 04.250 08/15/13
5,320
7
4
4
0.050
 
 
T 00.125 08/31/13
0
0
50
0
N/A
 
 
T 02.000 11/30/13
6,327
0
23
23
0.050
 
 
T 01.000 01/15/14
12,841
0
118
118
0.050
 
 
T 04.000 02/15/14
2,580
0
12
12
0.050
 
 
T 01.250 03/15/14
8,833
0
2
2
0.050
 
 
T 01.250 04/15/14
10,815
0
18
18
0.050
 
 
T 02.625 07/31/14
5,769
10
16
16
0.050
 
 
T 00.250 01/15/15
1,763
139
1,186
1,186
0.070
 
 
T 02.125 05/31/15
6,897
15
15
15
0.050
 
 
T 01.875 06/30/15
13,373
0
19
19
0.050
 
 
T 01.250 08/31/15
4,980
507
704
704
0.050
 
 
T 01.375 11/30/15
5,998
0
5
5
0.050
 
 
T 02.125 12/31/15
20,069
0
108
108
0.050
 
 
T 02.000 01/31/16
5,254
9
9
9
0.050
 
 
T 02.625 02/29/16
9,522
0
132
132
0.050
 
 
T 02.000 04/30/16
12,415
0
9
9
0.050
 
 
T 03.000 08/31/16
5,313
3
3
3
0.050
 
 
T 01.000 10/31/16
1,197
0
6
6
0.050
 
 
T 03.125 10/31/16
4,678
2
23
23
0.050
 
 
T 00.875 11/30/16
1,267
318
729
677
0.071
 
 
T 02.750 11/30/16
8,055
12
12
12
0.050
 
 
T 00.875 12/31/16
1,020
0
10
10
0.050
 
 
T 03.250 12/31/16
9,511
10
10
10
0.050
 
 
T 00.875 01/31/17
592
0
1,172
591
0.562
 
 
T 04.625 02/15/17
6,362
0
19
19
0.050
 
 
T 03.250 03/31/17
9,343
8
8
8
0.050
 
 
T 02.750 05/31/17
10,058
9
13
13
0.050
 
 
T 04.750 08/15/17
11,024
56
52
52
0.050
 
 
T 01.875 08/31/17
1,674
9
11
11
0.050
 
 
T 02.750 12/31/17
11,886
1
1
1
0.050
 
 
T 02.625 01/31/18
11,947
0
21
21
0.050
 
 
T 02.750 02/28/18
15,574
0
11
11
0.050
 
 
T 04.000 08/15/18
19,374
3,230
3,658
3,658
0.050
 
 
T 01.375 12/31/18
9,426
0
9
9
0.050
 
 
T 03.625 08/15/19
32,384
0
41
41
0.050
 
 
T 02.125 08/15/21
791
0
1
1
0.050
 
 
T 02.000 11/15/21
3,686
0
3
3
0.100
 
 
T 11.250 02/15/15
4,228
146
211
211
0.050
 
 
T 10.625 08/15/15
1,706
452
499
499
0.050
 
 
T 09.875 11/15/15
2,502
199
198
198
0.050
 
 
T 09.250 02/15/16
2,166
113
114
114
0.050
 
 
T 07.250 05/15/16
5,061
0
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
208
252
252
0.050
 
 
T 08.875 08/15/17
5,335
0
30
30
0.050
 
 
T 09.125 05/15/18
3,022
28
39
39
0.050
 
 
T 09.000 11/15/18
3,236
73
125
125
0.050
 
 
T 08.875 02/15/19
6,159
36
13
13
0.050
 
 
T 08.500 02/15/20
5,789
844
830
830
0.050
 
 
T 08.750 05/15/20
4,775
22
26
26
0.050
 
 
T 07.875 02/15/21
6,347
130
348
348
0.050
 
 
T 08.125 08/15/21
5,775
447
424
424
0.050
 
 
T 07.250 08/15/22
2,047
6
6
6
0.050
 
 
T 07.625 11/15/22
2,753
15
109
109
0.050
 
 
T 07.125 02/15/23
7,030
1
1
1
0.050
 
 
T 07.500 11/15/24
3,068
0
11
11
0.050
 
 
T 07.625 02/15/25
3,611
0
32
32
0.050
 
 
T 06.875 08/15/25
3,834
48
91
91
0.050
 
 
T 06.750 08/15/26
4,131
0
25
25
0.050
 
 
T 06.375 08/15/27
3,094
0
51
51
0.050
 
 
T 06.125 08/15/29
4,717
121
79
79
0.050
 
 
T 04.375 02/15/38
8,318
7
7
7
0.050
 
 
TII 02.375 01/15/17
2,331
0
33
33
0.050
 
 
TII 01.375 07/15/18
876
0
16
16
0.050
 
 
TII 02.125 01/15/19
1,575
0
6
6
0.050
 
 
TII 00.125 01/15/22
254
0
7
7
0.050
 
 
TII 03.375 04/15/32
360
0
1
1
0.050
 
 
FHLB 02.250 04/13/12
1,150
3
3