Results for Jun. 24 (Mon)

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 JGBs(residual maturity of more than 1 year and up to 3 years) 7,541 3,751 -0.004 0.000 8.4
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) 7,968 4,253 -0.001 0.002 20.6
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) 10,357 4,255 0.015 0.017 25.3
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 25,608 25,608 -0.150 -0.150
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation 0 0
* 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 #152 (201); #161 (9); #168 (169); 10-year JGB #342 (74); #353 (1,086); #354 (271); #355 (1,611); #356 (2,855); #357 (993); #359 (2,267); #360 (1,107); #361 (2,645); #362 (2,347); #363 (1,384); #365 (849); #366 (2,703); #367 (901); #368 (907); #369 (777); #370 (1,771); #371 (381); 20-year JGB #82 (71); #141 (18); #155 (29); #174 (115); 30-year JGB #6 (25); #12 (3); #25 (14); #39 (1); and T-bill #1195 (24).