Results for Dec. 20 (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

Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)**** 2,947 2,947
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
US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Dec. 22) 0 0
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation******* 26,249 26,249 -0.350 -0.350
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation******** 344 344 -0.350 -0.350
Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) 2,235 1,001 0.020 0.022 12.3
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) 2,804 1,002 0.029 0.031 39.5
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) 4,375 3,001 0.000 0.077 36.6
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) 1,569 1,002 0.041 0.059 25.0
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
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 1 year and up to 3 years)************ 0 0
Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 3 years and up to 5 years)************* 10,189 10,189
Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 10 years and up to 25 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 10-year JGB #357.
****** The bond subject to the Bank's purchases is 10-year JGB #358.
******* 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 #431 (679); #435 (23); #436 (53); 5-year JGB #146 (127); 10-year JGB #342 (6); #350 (80); #352 (578); #358 (2,442); #359 (46); #360 (997); #361 (255); #364 (320); #365 (5,712); #366 (7,107); #367 (3,452); #368 (3,962); 20-year JGB #81 (125); #101 (50); #135 (28); #144 (75); #149 (30); 30-year JGB #32 (1); #43 (6); Inflation-indexed bond #22 (4); and #25 (91).
******** 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 #358 (338); and Inflation-indexed bond #25 (6).
********* Bonds subject to the Bank's purchases are the three on-the-run issues.
********** The bond subject to the Bank's purchases is 10-year JGB #357.
*********** The bond subject to the Bank's purchases is 10-year JGB #358.
************ The bond subject to the Bank's purchases is 2-year JGB #443.
************* The bond subject to the Bank's purchases is 5-year JGB #154.
************** The bond subject to the Bank's purchases is 20-year JGB #182.