Results for Feb. 26 (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**** 33,726 33,726 -0.350 -0.350
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** 133 133 -0.350 -0.350
Outright purchases of CP 8,268 3,990 0.011 0.030 19.5
* 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 #140 (10); #144 (92); #146 (4); #149 (4); #152 (381); #162 (290); 10-year JGB #350 (146); #352 (154); #353 (3,076); #354 (1,498); #355 (2,970); #356 (2,533); #357 (1,856); #358 (559); #359 (1,648); #360 (2,119); #361 (2,563); #362 (2,563); #363 (2,179); #364 (131); #365 (1,709); #366 (2,691); #367 (959); #368 (634); #369 (2,353); 20-year JGB #109 (41); #146 (14); 30-year JGB #1 (27); #2 (9); #4 (38); #6 (2); #36 (75); #69 (1); #76 (287); #81 (96); and 40-year JGB #16 (14).
***** The securities sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation were as follows (amount in 100 million yen): 2-year JGB #440 (3); 10-year JGB #359 (47); and 20-year JGB #110 (83).