Results for Jun. 27 (Wed)

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) 13,742 2,513 0.005 0.005 83.3
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) 11,717 3,011 -0.002 -0.001 12.5
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) 6,006 1,922 -0.003 -0.002 64.9
Outright purchases of JGBs(residual maturity of more than 25 years) 2,483 707 -0.002 -0.002 58.9
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 5 5 -0.600 -0.600
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** 112 112 -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).
**** 30-year JGB #36 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation.
***** 10-year JGB #307 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation.