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 |
|---|
| Outright purchases of T-Bills | 4,546 | 1,000 | 0.004 | 0.006 | ||
| US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Mar. 2) | 2 | 2 | ||||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 24,383 | 23,751 | -1.100 | -3.828 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation***** | 38,628 | 38,628 | -0.350 | -0.350 | ||
| Funds-Supplying Operations against Pooled Collateral (at All Offices) (Multiple-rate competitive auction) (Starting on Mar. 1) | 30,245 | 10,010 | 0.110 | 0.133 | 3.8 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation | 0 | 0 | ||||
| Securities lending to provide JGSs as collateral for US Dollar Funds-Supplying Operations against Pooled Collateral (Sales of JGSs under repurchase agreements) (Starting on Mar. 1) | 2 | 2 | -0.100 | -0.100 | ||
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)****** | 0 | 0 | ||||
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)******* | 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): 10-year JGB #367 (successful bid 13,000/ competitive bid 13,632); and #368 (successful bid 10,751/ competitive bid 10,751). |
| ***** 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 #425 (47); #426 (46); #443 (412); 5-year JGB #144 (61); #146 (103); #148 (191); #153 (605); #154 (130); #155 (1,398); 10-year JGB #350 (379); #351 (412); #352 (438); #353 (1,095); #354 (1,213); #355 (1,458); #357 (1,359); #358 (9,138); #359 (4,507); #360 (4,502); #361 (1,173); #362 (1,145); #363 (121); #364 (162); #365 (3,443); #366 (3,419); #369 (588); 20-year JGB #117 (66); #172 (103); #175 (7); #183 (29); 30-year JGB #2 (37); #3 (10); #4 (32); #6 (8); #33 (2); #51 (59); #67 (44); #77 (41); 40-year JGB #6 (529); Inflation-indexed bond #27 (31); and T-bill #1121 (85). |
| ****** Bonds subject to the Bank's purchases are the three on-the-run issues. |
| ******* The bond subject to the Bank's purchases is the cheapest-to-deliver issue. |