Results for Mar. 16 (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

Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 8,921 8,921 -1.100 -2.278
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation***** 39,490 39,490 -0.350 -0.350
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation 0 0
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation****** 62 62 -0.350 -0.360
Outright purchases of Corporate Bonds 2,121 1,000 0.243 0.279 64.3
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

* 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): 10-year JGB #367 (2,904); #368 (3,017); and #369 (3,000).
***** 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 (39); #426 (45); #433 (255); #436 (1); #443 (472); 5-year JGB #146 (485); #155 (1,624); 10-year JGB #335 (50); #351 (591); #352 (510); #353 (519); #354 (883); #355 (939); #356 (1,306); #357 (909); #358 (6,921); #359 (5,721); #360 (3,922); #361 (3,109); #362 (1,774); #364 (1,062); #365 (3,488); #366 (3,959); 20-year JGB #68 (12); #83 (35); #140 (10); #183 (196); 30-year JGB #2 (41); #4 (32); #6 (9); #77 (37); 40-year JGB #5 (11); #6 (506); Inflation-indexed bond #20 (2); #22 (6); #25 (2); and T-bill #1088 (7).
****** 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): 5-year JGB #155 (18); and 10-year JGB #366 (44).
******* 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 #358.
********* The bond subject to the Bank's purchases is 10-year JGB #359.