Results for Jan. 14 (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 Jan. 16) 0 0
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 5,461 5,461 -0.050 -0.050
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** 62 62 -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 #451 (5); #463 (82); #464 (200); 5-year JGB #156 (491); #160 (71); #166 (74); #174 (19); 10-year JGB #342 (110); #346 (160); #356 (99); #360 (860); #361 (1,425); #362 (329); #366 (1,043); #376 (66); 20-year JGB #119 (310); #156 (18); #190 (16); 30-year JGB #39 (1); 40-year JGB #7 (81); and #11 (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): 5-year JGB #174 (12); and 10-year JGB #362 (50).