Results for Jan. 30 (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 5,966 1,000 0.023 0.024 68.0
US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Feb. 1) 3 3
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 38,325 38,325 -0.350 -0.351
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation 0 0
Securities lending to provide JGSs as collateral for US Dollar Funds-Supplying Operations against Pooled Collateral (Sales of JGSs under repurchase agreements) (Starting on Jan. 31) 2 2 -0.100 -0.100
* 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 #141 (160); #146 (243); #149 (288); #152 (884); 10-year JGB #350 (114); #352 (175); #353 (2,807); #354 (2,358); #355 (2,945); #356 (3,062); #357 (2,274); #358 (1,879); #359 (1,797); #360 (1,875); #361 (3,100); #362 (3,639); #363 (1,448); #365 (2,049); #366 (2,548); #367 (914); #368 (688); #369 (2,678); #370 (152); 20-year JGB #122 (45); 30-year JGB #4 (76); #12 (17); #62 (8); and 40-year JGB #8 (102).