Results for Feb. 22 (Thu)

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**** 34,359 34,359 -0.350 -0.350
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** 47 47 -0.350 -0.350

* 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 (44); #146 (34); #152 (366); 10-year JGB #344 (12); #352 (154); #353 (3,150); #354 (2,048); #355 (3,009); #356 (3,183); #357 (1,864); #358 (963); #359 (1,641); #360 (2,348); #361 (2,609); #362 (2,742); #363 (848); #365 (1,377); #366 (2,580); #367 (977); #368 (751); #369 (2,894); #370 (296); 20-year JGB #114 (90); #173 (14); #185 (92); 30-year JGB #4 (63); #6 (4); #8 (28); #29 (40); #74 (4); 40-year JGB #16 (105); Inflation-indexed bond #26 (28); and #27 (1).
***** 10-year JGB #359 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation.