Results for Dec. 26 (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
Outright purchases of T-Bills 5,604 1,000 0.012 0.020 11.8
US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Dec. 28) 0 0
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 42,135 42,135 -0.350 -0.350
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation 0 0
Outright purchases of CP 7,600 3,990 0.005 0.023 92.6
* 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 #445 (101); #454 (172); 5-year JGB #139 (200); #144 (32); #146 (41); #149 (664); #152 (426); #159 (390); 10-year JGB #333 (240); #345 (13); #352 (622); #353 (4,526); #354 (2,812); #355 (2,774); #356 (1,869); #357 (626); #358 (2,234); #359 (2,468); #360 (2,324); #361 (4,562); #362 (2,399); #363 (1,498); #364 (876); #365 (2,273); #366 (2,974); #367 (56); #368 (571); #369 (2,002); #370 (734); #372 (967); 20-year JGB #86 (420); #117 (28); #146 (11); #147 (47); #172 (48); #174 (34); 30-year JGB #4 (41); #12 (20); and Inflation-indexed bond #27 (40).