Results for Dec. 3 (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 Dec. 5) 3 3
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 4,673 4,673 -0.050 -0.054
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** 20 20 -0.050 -0.050
Securities lending to provide JGSs as collateral for US Dollar Funds-Supplying Operations against Pooled Collateral (Sales of JGSs under repurchase agreements) (Starting on Dec. 4) 4 4 0.220 0.220
* 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 #448 (59); #466 (408); 5-year JGB #151 (80); #155 (26); #156 (12); 10-year JGB #356 (15); #360 (121); #361 (1,078); #362 (106); #364 (197); #365 (425); #368 (834); #369 (146); #370 (559); 20-year JGB #117 (176); #119 (247); #130 (32); #160 (7); #183 (30); 30-year JGB #19 (4); #62 (10); #84 (21); 40-year JGB #8 (79); and #10 (1).
***** 20-year JGB #179 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation.