Results for Mar. 19 (Thu)

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) 5,848 2,008 -0.005 0.003 17.0
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) 8,935 3,006 0.000 0.008 5.0
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) 10,400 4,001 0.003 0.009 93.9
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) 4,660 1,002 -0.005 0.000 73.9
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 2,892 2,892 -0.350 -0.350
Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Ending on Mar. 30) 0 0
Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Ending on Apr. 13) 1,500 1,500
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) 8,891 3,004 0.025 0.029 91.2
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** 629 629 -0.350 -0.350

* 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 #397 (2); #399 (20); #403 (16); #405 (26); #409 (66); 5-year JGB #133 (8); #141 (150); #142 (634); 10-year JGB #315 (54); #316 (250); #322 (32); #326 (117); #347 (240); #350 (157); #351 (5); #352 (194); #355 (198); #356 (17); #357 (100); 20-year JGB #56 (275); #150 (45); #157 (79); #158 (9); #170 (140); 30-year JGB #38 (42); and T-bill #892 (16).
***** The securities sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation were as follows (amount in 100 million yen): 2-year JGB #393 (125); 10-year JGB #314 (156); #332 (55); #346 (110); #356 (58); and 20-year JGB #99 (125).