Bank of Japan
Financial Markets Department
| 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 |
|---|
| Sales of JGSs under repurchase agreements (Starting on Mar. 25) | 33,250 | 8,000 | -0.270 | -0.371 | 50.0 | |
| US Dollar Funds-Supplying Operations against Pooled Collateral (Ending on Apr. 2) | 15,465 | 15,465 | ||||
| US Dollar Funds-Supplying Operations against Pooled Collateral (Ending on Jun. 18) | 73,805 | 73,805 | ||||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 20,739 | 20,739 | -0.850 | -0.850 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 1,472 | 1,472 | -0.850 | -0.850 | ||
| Securities lending to provide JGSs as collateral for US Dollar Funds-Supplying Operations against Pooled Collateral (Sales of JGSs under repurchase agreements) (Ending on Apr. 3) | 18,398 | 18,398 | -0.100 | -0.100 | ||
| Securities lending to provide JGSs as collateral for US Dollar Funds-Supplying Operations against Pooled Collateral (Sales of JGSs under repurchase agreements) (Ending on Jun. 19) | 78,283 | 78,283 | -0.100 | -0.100 |
| * 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 #393 (656); #395 (53); #397 (118); #398 (211); #403 (28); #406 (99); #407 (439); #408 (56); #409 (97); #410 (1,090); 5-year JGB #126 (501); #133 (221); #134 (20); #135 (131); #136 (278); #139 (579); #141 (793); #142 (1); 10-year JGB #312 (570); #313 (459); #315 (307); #316 (89); #318 (879); #319 (100); #320 (250); #323 (240); #324 (75); #325 (643); #327 (15); #329 (281); #332 (675); #334 (42); #338 (256); #339 (845); #340 (64); #343 (339); #344 (6); #346 (1,327); #347 (1,006); #348 (131); #349 (251); #350 (458); #352 (2,297); #353 (39); #355 (220); #356 (555); #357 (922); 20-year JGB #56 (279); #88 (180); #92 (2); #101 (30); #103 (90); #104 (194); #125 (6); #129 (9); #150 (3); #152 (10); #154 (18); #156 (38); #157 (97); #159 (14); #160 (43); #162 (9); #166 (19); #167 (32); #169 (186); #170 (37); 30-year JGB #59 (1); #63 (181); 40-year JGB #10 (1); #12 (447); and Inflation-indexed bond #24 (101). |
| ***** 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): 2-year JGB #400 (8); #407 (20); #410 (40); 5-year JGB #134 (12); 10-year JGB #340 (400); #341 (300); #342 (300); #343 (300); #357 (50); 20-year JGB #137 (30); and 40-year JGB #12 (12). |