Results for Jun. 15 (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) 12,521 6,250 -0.035 -0.026 82.7
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) 8,904 6,251 -0.058 -0.049 79.4
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) 25,778 8,007 -0.020 -0.011 22.2
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) 6,031 2,507 -0.050 -0.034 32.3
Outright purchases of JGBs(residual maturity of more than 25 years) 2,834 1,500 -0.081 -0.066 96.7
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 15,862 15,862 -0.350 -0.350
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** 171 171 -0.350 -0.350
Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)****** 5,443 5,443
Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)******* 7,212 7,212

* 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 #423 (20); #437 (200); 5-year JGB #135 (73); #149 (56); #151 (4,063); 10-year JGB #350 (539); #352 (213); #353 (559); #354 (353); #355 (611); #356 (2,819); #357 (2); #359 (2,005); #360 (175); #364 (176); #365 (349); #366 (3,256); 20-year JGB #96 (17); #135 (25); #138 (100); 30-year JGB #51 (4); #65 (176); and #69 (71).
***** 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): 10-year JGB #359 (4); and #366 (167).
****** The fixed yield spread of the Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years) is 0.000%.
******* The fixed yield spread of the Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years) is -0.054%.