Results for Sep. 27 (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 Sep. 29) 0 0
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) 5,202 1,503 0.017 0.020 85.1
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) 2,123 1,002 0.040 0.045 31.1
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 13,138 13,138 -0.350 -0.350
Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Starting on Sep. 28) 11,250 11,250
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** 9 9 -0.350 -0.350
Outright purchases of CP 7,990 3,990 0.002 0.031 11.0
Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)****** 1,474 1,474
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 #421 (84); #422 (80); #423 (44); #425 (83); #426 (81); #428 (595); #432 (100); 5-year JGB #141 (14); #143 (1,064); #144 (23); #149 (69); 10-year JGB #340 (50); #346 (67); #350 (48); #353 (411); #357 (2,160); #360 (74); #363 (102); #365 (4,277); #366 (3,493); 20-year JGB #132 (5); #139 (111); #175 (39); 30-year JGB #12 (6); #34 (1); Inflation-indexed bond #19 (2); #22 (3); and #25 (52).
***** 10-year JGB #365 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.