Results for Jul. 19 (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

US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Jul. 21) 0 0
Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) 5,710 4,752 -0.014 -0.007 80.9
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) 10,794 4,754 -0.002 -0.001 37.3
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) 11,267 5,013 0.001 0.002 70.9
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 9,141 9,141 -0.350 -0.350
Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Starting on Jul. 20) 2,301 2,301
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation 0 0
Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)***** 0 0
Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)****** 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 #418 (15); #426 (66); 5-year JGB #135 (15); #142 (11); #151 (50); #152 (20); 10-year JGB #354 (77); #356 (1,296); #357 (44); #364 (84); #365 (360); #366 (6,927); 20-year JGB #89 (2); #106 (8); 30-year JGB #7 (2); 40-year JGB #1 (6); Inflation-indexed bond #19 (3); #22 (1); #23 (9); #25 (127); and #27 (18).
***** Bonds subject to the Bank's purchases are the three on-the-run issues.
****** The bond subject to the Bank's purchases is the cheapest-to-deliver issue.