Results for May. 21 (Mon)

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 T-Bills 27,280 10,004 -0.003 -0.001 82.0
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 664 664 -0.600 -0.600
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** 74 74 -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 #381 (27.3 billion yen), 2-year JGB #384 (7.0 billion yen), 5-year JGB #115 (14.8 billion yen), 5-year JGB #116 (5.0 billion yen), 5-year JGB #133 (0.2 billion yen), 10-year JGB #338 (1.9 billion yen), 10-year JGB #340 (0.1 billion yen), 10-year JGB #344 (0.1 billion yen), 20-year JGB #134 (1.0 billion yen), 20-year JGB #154 (0.2 billion yen), 20-year JGB #161 (2.0 billion yen), 30-year JGB #51 (2.5 billion yen), 30-year JGB #54 (0.3 billion yen) and T-Bill #756 (4.0 billion yen) were sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation.
***** 5-year JGB #115 (2.7 billion yen) and 10-year JGB #350 (4.7 billion yen) were sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation.