Results for Mar. 7 (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**** 30,118 30,118 -0.350 -0.350
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** 4 4 -0.350 -0.350
Outright purchases of CP 12,495 3,995 0.032 0.057 43.2
* 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 #146 (341); #152 (473); 10-year JGB #353 (2,466); #354 (1,129); #355 (2,995); #356 (2,320); #357 (1,557); #358 (446); #359 (1,677); #360 (1,831); #361 (2,917); #362 (3,265); #363 (317); #364 (152); #365 (745); #366 (2,888); #367 (637); #368 (503); #369 (2,537); #370 (560); #371 (235); 20-year JGB #117 (72); #187 (2); 30-year JGB #2 (3); #4 (34); 40-year JGB #8 (15); and Inflation-indexed bond #25 (1).
***** 30-year JGB #4 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation.