Results for Feb. 27 (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 5,115 1,000 0.023 0.023 74.4
US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Feb. 29) 0 0
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 34,229 34,229 -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): 2-year JGB #446 (125); 5-year JGB #140 (15); #141 (20); #144 (40); #145 (314); #148 (2); #149 (97); #152 (615); 10-year JGB #353 (3,178); #354 (1,503); #355 (2,846); #356 (2,596); #357 (1,780); #358 (517); #359 (2,131); #360 (2,369); #361 (2,438); #362 (2,685); #363 (1,771); #365 (1,771); #366 (2,631); #367 (868); #368 (756); #369 (2,592); #372 (331); 20-year JGB #93 (5); 30-year JGB #4 (36); #12 (13); #79 (37); 40-year JGB #8 (41); #16 (20); and T-bill #1211 (86).
***** 10-year JGB #359 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation.