Results for Jul. 11 (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**** 21,481 21,481 -0.150 -0.150
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** 41 41 -0.150 -0.150
Outright purchases of CP 8,404 2,994 0.191 0.200 26.9
* 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 #145 (27); #146 (135); #152 (295); #153 (695); #163 (315); #169 (265); 10-year JGB #341 (43); #342 (74); #348 (2); #350 (93); #351 (64); #353 (1,504); #355 (1,163); #356 (2,530); #357 (1,299); #359 (2,105); #360 (552); #361 (2,047); #362 (1,685); #363 (440); #364 (492); #365 (1,184); #366 (2,736); #367 (749); #368 (606); #374 (74); 20-year JGB #101 (57); #115 (48); #118 (1); #119 (43); 30-year JGB #8 (7); #18 (4); #50 (25); and 40-year JGB #8 (122).
***** Inflation-indexed bond #24 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation.