Results for Mar. 30 (Fri)

Bank of Japan
Financial Markets Department


(100 million yen, percent per annum)
Instrument Amounts of
Competitive
Bid*		 Amounts of
Successful
Bid*		 Pro-rata
Rate/Yield
Spread**
/Price
Spread***		 Non-pro-
rata
Rate/Yield
Spread**
/Price
Spread***		 Average
Successful
Bid
Rate/Yield
Spread**
/Price
Spread***		 Allocation
on a Pro-
rata Basis
Rate
Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) 10,009 2,511 0.003 0.004 25.4
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) 11,585 3,303 0.003 0.003 80.2
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) 16,440 4,508 0.003 0.004 12.4
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 3,006 3,006 -0.600 -0.600
* For the case of US Dollar Funds-Supplying Operations against Pooled Collateral, the figures are represented in 1 million dollars.
** These figures represent the yield spreads in Outright purchases of T-Bills, Outright sales of T-Bills, Outright purchases of JGBs (residual maturity of up to 1 year, more than 1 year and up to 5 years, more than 1 year and up to 3 years, more than 3 years and up to 5 years, more than 5 years and up to 10 years, more than 10 years, more than 10 years and up to 25 years, and more than 25 years).
*** These figures represent the price spreads in Outright purchases of JGBs (floating-rate bonds and inflation-indexed bonds) (unit of price spread is yen).
**** 2-year JGB #376 (21.3 billion yen), 2-year JGB #386 (0.1 billion yen), 5-year JGB #131 (58.3 billion yen), 5-year JGB #134 (97.8 billion yen), 10-year JGB #335 (0.4 billion yen), 10-year JGB #340 (11.5 billion yen), 10-year JGB #341 (21.7 billion yen), 10-year JGB #342 (72.4 billion yen), 20-year JGB #98 (0.8 billion yen), 20-year JGB #144 (6.9 billion yen), 30-year JGB #2 (0.2 billion yen) and 40-year JGB #6 (9.2 billion yen) were sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation.