Results for Mar. 26 (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
US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Mar. 28) 0 0
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 37,313 37,313 -0.250 -0.250
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** 40 40 -0.250 -0.250
Outright purchases of CP 5,845 3,996 0.080 0.124 3.7
* 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 #143 (45); #144 (39); #146 (362); #149 (62); #152 (403); #153 (354); #159 (48); 10-year JGB #344 (379); #345 (265); #348 (186); #350 (30); #352 (440); #353 (1,002); #354 (943); #355 (3,051); #356 (2,416); #357 (2,077); #358 (673); #359 (4,153); #360 (671); #361 (2,354); #362 (2,510); #363 (3,149); #364 (598); #365 (1,872); #366 (3,019); #367 (784); #368 (590); #369 (2,650); #370 (1,902); 20-year JGB #112 (29); #122 (74); #134 (11); #137 (79); #178 (3); 30-year JGB #32 (1); and 40-year JGB #8 (89).
***** 10-year JGB #338 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation.