Results for Mar. 13 (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 5 years and up to 10 years) 12,577 4,802 -0.016 -0.013 24.7
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) 5,164 1,814 -0.013 -0.012 84.3
Outright purchases of JGBs(residual maturity of more than 25 years) 2,211 509 -0.015 -0.014 46.2
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 52 52 -0.500 -0.500
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** 5 5 -0.500 -0.500

* For the case of US Dollar Funds-Supplying Operations against Pooled Collateral, the figures are represented in million U.S. 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 #137 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation.
***** 20-year JGB #76 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation.