Results for Sep. 25 (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 T-Bills 25,843 7,501 0.005 0.006 99.9
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 1,059 1,059 -0.350 -0.359
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** 10 10 -0.350 -0.350
Outright purchases of CP 8,020 3,985 -0.005 -0.001 58.9
* 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).
**** The securities sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation were as follows (amount in 100 million yen): 2-year JGB #392 (66); 5-year JGB #133 (7); #136 (289); #140 (94); 10-year JGB #309 (277); #335 (20); #341 (44); #353 (31); 20-year JGB #165 (1); and 40-year JGB #12 (230).
***** 10-year JGB #312 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation.