Results for Mar. 12 (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 6,204 1,001 0.032 0.054 15.4
US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Mar. 14) 0 0
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 34,005 34,005 -0.350 -0.350
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** 200 200 -0.350 -0.353
* 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 #453 (47); #454 (456); 5-year JGB #141 (44); #146 (259); #152 (239); #153 (367); #155 (100); #165 (12); 10-year JGB #344 (2); #352 (492); #353 (1,381); #354 (976); #355 (2,861); #356 (2,302); #357 (1,609); #358 (638); #359 (2,135); #360 (1,537); #361 (2,661); #362 (4,260); #363 (2,379); #365 (989); #366 (2,744); #367 (753); #368 (443); #369 (2,631); #370 (1,115); 20-year JGB #109 (39); #117 (72); #121 (1); #170 (50); 30-year JGB #4 (31); #5 (9); #35 (350); 40-year JGB #3 (20); and Inflation-indexed bond #25 (1).
***** 10-year JGB #363 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation.