Results for Sep. 22 (Thu)

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 (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)**** 3,713 3,713
Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)***** 0 0
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation****** 12,402 12,402 -0.350 -0.350
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation******* 150 150 -0.350 -0.350
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).
**** 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.
****** 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 (76); #422 (83); #423 (37); 5-year JGB #143 (641); 10-year JGB #339 (108); #346 (284); #350 (283); #353 (225); #354 (170); #356 (300); #357 (926); #362 (53); #365 (3,240); #366 (3,645); #367 (1,866); 20-year JGB #95 (3); #122 (41); #147 (111); #148 (14); #150 (54); #153 (20); #155 (2); #158 (32); 30-year JGB #6 (1); #16 (24); #20 (1); #59 (5); #68 (100); Inflation-indexed bond #22 (3); and #25 (54).
******* 10-year JGB #367 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation.
******** 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.