Results for Nov. 27 (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**** 42,507 42,507 -0.350 -0.351
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation 0 0
Outright purchases of CP 7,186 3,986 0.000 0.027 50.1
* 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 (74); #146 (57); 10-year JGB #352 (458); #353 (2,954); #354 (2,932); #355 (2,341); #356 (1,756); #357 (2,596); #358 (1,455); #359 (1,404); #360 (4,297); #361 (6,971); #362 (2,396); #363 (2,329); #364 (410); #365 (2,209); #366 (3,692); #367 (214); #368 (385); #369 (1,951); #370 (362); #371 (7); 20-year JGB #90 (33); #111 (90); #113 (114); #147 (130); #152 (37); #159 (40); #161 (10); #164 (20); #166 (19); #167 (10); #178 (130); #184 (16); 30-year JGB #4 (26); T-bill #1133 (500); and #1170 (82).