Results for Jun. 29 (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) 11,561 2,506 0.002 0.003 54.9
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) 8,926 3,004 0.003 0.003 63.9
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) 14,827 4,106 0.006 0.007 30.9
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 1,314 1,314 -0.600 -0.600
Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Starting on Jul. 2) 2,382 2,382
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation 0 0
* 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).
**** 5-year JGB #114 (0.2 billion yen), 5-year JGB #125 (0.1 billion yen), 5-year JGB #131 (52.5 billion yen), 10-year JGB #318 (7.0 billion yen), 10-year JGB #338 (0.3 billion yen), 10-year JGB #342 (33.1 billion yen), 10-year JGB #343 (31.6 billion yen), 20-year JGB #159 (0.6 billion yen) and 30-year JGB #38 (6.0 billion yen) were sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation.