Results for Aug. 13 (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

US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Aug. 17) 0 0
Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) 10,134 4,204 -0.005 -0.005 76.5
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) 9,604 3,507 -0.005 -0.005 61.2
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) 6,181 4,204 -0.012 -0.008 76.3
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 311 311 -0.350 -0.350
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation 0 0

* 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): 20-year JGB #75 (9); 30-year JGB #40 (2); and T-bill #921 (300).