Results for Aug. 31 (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**** 28,605 28,605 -0.450 -0.450
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** 117 117 -0.450 -0.450
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): 5-year JGB #145 (781); #149 (55); #152 (453); #154 (28); #159 (2,093); 10-year JGB #333 (75); #346 (21); #350 (199); #353 (358); #354 (459); #355 (482); #356 (161); #357 (731); #358 (2,568); #360 (5,550); #361 (3,579); #362 (1,568); #363 (2,522); #364 (810); #365 (2,302); #366 (2,940); #371 (134); 20-year JGB #93 (21); #98 (421); #125 (146); 30-year JGB #4 (136); and #5 (12).
***** 5-year JGB #159 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 the cheapest-to-deliver issue.