Results for Aug. 19 (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
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 18,232 18,232 -0.050 -0.050
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** 207 207 -0.050 -0.050
* 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 (159); 5-year JGB #145 (13); #149 (50); 10-year JGB #351 (1); #353 (126); #355 (1,261); #356 (557); #357 (250); #359 (1,756); #360 (47); #361 (2,398); #362 (1,200); #363 (254); #364 (1,365); #365 (1,726); #366 (3,488); #367 (1,086); #368 (1,358); #369 (21); #370 (916); #371 (39); 20-year JGB #176 (122); #181 (24); and 30-year JGB #69 (15).
***** 2-year JGB #453 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation.