Results for Mar. 20 (Mon)

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 Mar. 23) 0 0
Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) 9,027 4,256 -0.009 -0.008 78.5
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) 13,311 5,755 -0.035 -0.033 95.2
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) 2,521 2,001 -0.033 -0.017 48.9
Outright purchases of JGBs(residual maturity of more than 25 years) 2,299 1,003 -0.013 -0.008 14.2
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 5,180 5,149 -1.100 -2.729
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation***** 43,822 43,822 -0.350 -0.355
Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Unlimited amount) (Starting on Mar. 22) 8,501 8,501
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****** 119 119 -0.350 -0.351
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 (successful bid 1,263/ competitive bid 1,263); #368 (successful bid 3,000/ competitive bid 3,031); and #369 (successful bid 886/ competitive bid 886).
***** 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 (4); #426 (45); #433 (315); #434 (1); #443 (10); 5-year JGB #137 (179); #146 (484); #155 (1,013); 10-year JGB #339 (11); #350 (135); #351 (509); #352 (712); #353 (899); #354 (2,153); #355 (1,485); #356 (754); #357 (2,427); #358 (5,835); #359 (4,358); #360 (5,510); #361 (3,466); #362 (1,878); #364 (1,721); #365 (3,189); #366 (4,221); 20-year JGB #67 (13); #69 (4); #83 (330); #87 (10); #116 (98); #125 (17); #139 (173); #145 (31); #175 (25); 30-year JGB #2 (40); #4 (36); #6 (19); #20 (15); #24 (34); #26 (20); #38 (50); #76 (1,048); 40-year JGB #5 (10); #6 (517); and Inflation-indexed bond #27 (18).
****** 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 #361 (110); and 30-year JGB #63 (9).
******* 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.