Results for Nov. 24 (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**** 43,317 43,317 -0.350 -0.351
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation 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 #144 (14); #146 (534); #149 (5); #155 (28); #156 (207); #162 (11); 10-year JGB #352 (517); #353 (3,276); #354 (3,190); #355 (2,539); #356 (1,932); #357 (2,591); #358 (2,288); #359 (1,147); #360 (4,167); #361 (6,908); #362 (2,042); #363 (1,803); #365 (2,153); #366 (3,764); #367 (340); #368 (272); #369 (2,059); #370 (642); #371 (5); 20-year JGB #73 (11); #74 (4); #87 (3); #111 (132); #124 (7); #136 (23); #144 (43); #147 (208); #154 (17); #164 (90); #175 (70); #176 (20); #185 (100); 30-year JGB #2 (5); #3 (2); #4 (85); #55 (1); #72 (50); and 40-year JGB #7 (12).