Results for Nov. 13 (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
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 42,977 42,977 -0.350 -0.351
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** 25 25 -0.350 -0.350
* 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 #438 (198); 5-year JGB #144 (219); #145 (285); #146 (188); #149 (793); #155 (96); #160 (511); 10-year JGB #342 (85); #350 (245); #352 (520); #353 (3,011); #354 (2,967); #355 (2,802); #356 (2,168); #357 (1,732); #358 (2,254); #360 (4,179); #361 (6,514); #362 (1,564); #363 (1,812); #364 (81); #365 (2,886); #366 (3,632); #367 (509); #368 (357); #369 (1,895); #372 (50); 20-year JGB #68 (100); #102 (72); #106 (100); #126 (75); #140 (6); #147 (557); #174 (30); #178 (180); #182 (18); 30-year JGB #2 (36); #4 (165); #13 (1); #37 (63); #44 (6); #51 (8); and 40-year JGB #12 (7).
***** 10-year JGB #365 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation.