Results for Feb. 29 (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**** 37,048 37,048 -0.350 -0.350
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** 1 1 -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 #140 (20); #141 (33); #144 (58); #146 (456); #149 (335); #152 (584); 10-year JGB #353 (3,180); #354 (1,260); #355 (3,316); #356 (2,600); #357 (1,930); #358 (1,421); #359 (2,843); #360 (2,054); #361 (2,408); #362 (2,929); #363 (2,137); #365 (1,362); #366 (2,631); #367 (930); #368 (840); #369 (2,481); #370 (875); 20-year JGB #87 (35); #118 (150); #124 (97); 30-year JGB #4 (38); #12 (7); and 40-year JGB #8 (38).
***** 10-year JGB #373 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation.