Results for Nov. 19 (Tue)

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

US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Nov. 21) 0 0
Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) 8,512 4,202 -0.004 -0.001 54.8
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) 11,272 3,407 -0.009 -0.008 93.3
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) 10,489 3,510 -0.008 -0.007 50.6
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 864 864 -0.350 -0.350
Outright purchases of CP 7,135 3,990 -0.002 0.001 56.6

* 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): 5-year JGB #123 (3); #136 (1); #139 (59); #141 (4); 10-year JGB #305 (122); #311 (66); #320 (100); #333 (169); 20-year JGB #56 (4); #150 (1); #163 (203); 30-year JGB #38 (32); and T-bill #864 (100).