Results for Mar. 16 (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 more than 1 year and up to 3 years) 10,666 4,505 -0.003 -0.001 16.3
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) 8,337 4,512 -0.008 -0.007 43.5
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) 6,750 4,254 -0.010 -0.008 85.7
Outright purchases of JGBs(residual maturity of more than 25 years) 1,705 502 -0.012 -0.010 37.2
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 51 51 -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 #429 (50); and 10-year JGB #362 (1).