Results for Jul. 28 (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 up to 1 year) 4,097 1,500 0.010 0.012 90.8
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) 10,805 4,506 -0.001 0.000 87.6
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) 13,169 4,257 -0.003 -0.002 64.3
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 438 438 -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): 2-year JGB #419 (59); 10-year JGB #327 (250); #347 (24); #350 (1); #354 (49); 30-year JGB #10 (2); and 40-year JGB #8 (53).