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 | 4,819 | 1,000 | 0.006 | 0.007 | 8.9 | |
| US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Mar. 9) | 2 | 2 | ||||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 14,130 | 13,697 | -1.100 | -3.450 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation***** | 35,493 | 35,273 | -0.350 | -0.420 | ||
| Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Unlimited amount) (Starting on Mar. 8) | 6,460 | 6,460 | ||||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation | 0 | 0 | ||||
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)****** | 320 | 320 | ||||
| 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 8,499/ competitive bid 8,932); and #368 (successful bid 5,198/ competitive bid 5,198). |
| ***** 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 (39); #426 (45); #433 (284); #443 (370); #444 (1,493); 5-year JGB #146 (441); #155 (972); 10-year JGB #342 (950); #350 (314); #351 (286); #352 (409); #353 (367); #354 (1,697); #355 (1,406); #357 (912); #358 (7,951); #359 (1,015); #360 (4,796); #361 (1,693); #362 (908); #364 (175); #365 (3,234); #366 (3,606); #369 (796); 20-year JGB #101 (125); #129 (40); 30-year JGB #2 (37); #4 (46); #6 (14); #52 (5); #64 (293); #74 (5); 40-year JGB #6 (547); Inflation-indexed bond #19 (1); and #20 (1). |
| ****** Bonds subject to the Bank's purchases are the three on-the-run issues. |
| ******* The bond subject to the Bank's purchases is 10-year JGB #358. |
| ******** The bond subject to the Bank's purchases is 10-year JGB #359. |