Results for Aug. 31 (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 3 years and up to 5 years) 13,513 4,753 0.001 0.002 38.2
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) 9,309 5,006 0.000 0.002 59.7
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) 6,684 1,256 -0.002 0.000 19.6
Outright purchases of JGBs(residual maturity of more than 25 years) 2,025 502 -0.002 -0.001 55.0
Outright purchases of JGBs(inflation-indexed bonds) 2,209 601 -0.200 -0.378 47.9
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 5,897 5,897 -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 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): 5-year JGB #135 (20); #148 (110); 10-year JGB #346 (1,481); #359 (47); #366 (4,115); 20-year JGB #70 (2); #87 (1); #148 (70); and Inflation-indexed bond #25 (51).
***** 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.