Results for Jul. 28 (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

Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) 7,189 3,505 -0.039 -0.034 93.0
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) 2,310 1,351 -0.032 -0.014 94.0
Outright purchases of JGBs(residual maturity of more than 25 years) 1,249 751 -0.029 -0.001 100.0
Outright purchases of JGBs(inflation-indexed bonds) 2,630 500 -0.560 -0.720 2.1
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** 1,309 1,309 0.250 0.250
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation 0 0

* 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 #159 (78); #160 (70); 10-year JGB #355 (11); #362 (1); #366 (15); #368 (813); 20-year JGB #139 (1); #182 (1); and 40-year JGB #8 (319).