Results for Jul. 27 (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) 8,399 2,504 0.008 0.009 75.4
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) 5,786 3,002 0.005 0.007 98.4
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) 13,316 4,103 0.013 0.016 16.1
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 272 272 -0.600 -0.611
Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Starting on Jul. 30) 2,554 2,554
Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years) 940 940

* 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).
**** 10-year JGB #345 (0.7 billion yen), 10-year JGB #346 (0.5 billion yen), 20-year JGB #116 (0.1 billion yen) and 20-year JGB #165 (25.9 billion yen) were sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation.