Results for Nov. 14 (Tue)

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 Nov. 16) 1 1
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 36,840 36,840 -0.350 -0.351
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** 112 112 -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): 5-year JGB #144 (167); #145 (63); #146 (135); #149 (414); #155 (26); #159 (414); 10-year JGB #342 (157); #350 (49); #352 (435); #353 (2,865); #354 (2,970); #355 (2,758); #356 (2,013); #357 (1,337); #358 (1,359); #360 (3,333); #361 (6,272); #362 (1,583); #363 (1,064); #365 (2,796); #366 (3,746); #367 (498); #368 (197); #369 (1,721); #372 (100); 20-year JGB #147 (239); #166 (40); and 30-year JGB #4 (89).
***** 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 #160 (12); and 20-year JGB #147 (100).