Results for Feb. 21 (Wed)

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 JGBs(residual maturity of more than 1 year and up to 3 years) 12,110 3,756 0.002 0.004 21.0
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) 10,823 4,260 0.004 0.005 74.2
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) 7,104 4,754 -0.003 0.001 2.8
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 33,445 33,445 -0.350 -0.350
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 #143 (48); #152 (477); #159 (1); 10-year JGB #353 (3,075); #354 (1,846); #355 (2,959); #356 (2,909); #357 (1,907); #358 (1,598); #359 (1,931); #360 (1,790); #361 (2,715); #362 (2,406); #363 (754); #365 (1,531); #366 (2,543); #367 (623); #368 (792); #369 (2,856); #370 (67); 20-year JGB #77 (85); #109 (46); #179 (9); 30-year JGB #4 (52); #35 (48); and #76 (377).