Results for Feb. 8 (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 1 year and up to 3 years) 9,235 4,256 -0.007 -0.006 95.7
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) 9,413 5,008 -0.005 -0.004 85.0
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) 13,762 6,758 -0.004 -0.003 99.1
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) 4,830 3,005 -0.009 -0.005 8.8
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 53,445 53,445 -0.350 -0.351
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** 1,067 1,067 -0.350 -0.350
Outright purchases of CP 7,065 3,965 0.003 0.006 90.8
Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)****** 105 105
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 #425 (47); #426 (69); #438 (201); #441 (205); #443 (604); #444 (388); 5-year JGB #146 (272); #149 (87); #155 (159); 10-year JGB #350 (313); #352 (493); #355 (400); #357 (30); #358 (14,698); #359 (2,568); #360 (3,179); #361 (984); #364 (4); #365 (3,208); #366 (3,680); #367 (12,477); #368 (8,187); 20-year JGB #116 (1); #133 (255); #164 (260); #182 (92); 30-year JGB #2 (31); #3 (10); #8 (10); #29 (90); #33 (4); #47 (5); #51 (4); #57 (1); 40-year JGB #6 (399); #8 (3); Inflation-indexed bond #19 (2); and #27 (25).
***** 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 #330 (1,037); and #361 (30).
****** 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.