Results for Feb. 22 (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

Outright purchases of T-Bills 35,088 15,002 0.001 0.005 49.5
US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Feb. 25) 3 3
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 326 326 -0.350 -0.350
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation 0 0
Outright purchases of CP 8,078 4,993 -0.040 -0.023 11.2

* 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 #421 (3); 5-year JGB #137 (99); #138 (76); #147 (77); 10-year JGB #341 (57); and Inflation-indexed bond #19 (14).