Results for Sep. 24 (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 Sep. 26) 0 0
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 20,803 20,803 -0.050 -0.050
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** 20 20 -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 #450 (313); #452 (40); #453 (684); 5-year JGB #153 (2); #161 (540); #171 (200); 10-year JGB #348 (10); #352 (216); #353 (392); #355 (1,317); #356 (6); #359 (62); #360 (921); #361 (3,214); #362 (725); #363 (643); #364 (1,722); #365 (2,381); #366 (4,608); #368 (921); #369 (400); #370 (650); #373 (14); 20-year JGB #110 (74); #113 (106); #119 (20); #127 (39); #138 (258); #148 (50); #154 (1); #159 (46); #170 (32); #188 (2); 30-year JGB #12 (25); #33 (2); #42 (51); #68 (1); #72 (19); 40-year JGB #10 (95); and #13 (1).
***** The securities sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation were as follows (amount in 100 million yen): 20-year JGB #186 (16); and 40-year JGB #13 (4).