Results for Mar. 17 (Fri)

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**** 6,104 6,104 -1.100 -2.483
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation***** 37,274 37,274 -0.350 -0.351
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****** 100 100 -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
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 (1,395); #368 (2,830); and #369 (1,879).
***** 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); #429 (2); #433 (255); #443 (356); #446 (35); 5-year JGB #144 (100); #146 (508); #155 (1,155); 10-year JGB #350 (93); #351 (536); #352 (503); #353 (298); #354 (1,023); #355 (1,086); #356 (580); #357 (339); #358 (7,014); #359 (3,705); #360 (4,933); #361 (2,353); #362 (1,941); #363 (85); #364 (2,201); #365 (2,949); #366 (4,020); 20-year JGB #83 (35); #87 (10); #100 (25); #116 (103); 30-year JGB #2 (40); #4 (32); #6 (18); #38 (70); #76 (291); 40-year JGB #5 (10); #6 (480); Inflation-indexed bond #20 (1); and #22 (5).
****** 10-year JGB #366 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 10-year JGB #358.
********* The bond subject to the Bank's purchases is 10-year JGB #359.