Results for Jul. 23 (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 31,373 10,001 0.005 0.007 83.4
Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years) 0 0
Outright purchases of JGBs(residual maturity of up to 1 year) 2,716 501 0.025 0.025 92.9
Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) 11,041 2,501 0.015 0.015 55.2
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) 10,344 3,003 0.021 0.023 39.0
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 368 368 -0.600 -0.600
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** 149 149 -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).
**** 40-year JGB #11 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation.
***** 10-year JGB #313 (3.8 billion yen), 10-year JGB #320 (5.9 billion yen), 10-year JGB #324 (3.5 billion yen) and 10-year JGB #329 (1.7 billion yen) were sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation.