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 |
|---|
| US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Mar. 16) | 1 | 1 | ||||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 14,267 | 14,267 | -1.100 | -2.274 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation***** | 33,491 | 33,491 | -0.350 | -0.351 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation | 0 | 0 | ||||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation****** | 69 | 69 | -0.350 | -0.360 | ||
| 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 | ||||
| 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 (5,940); #368 (3,360); and #369 (4,967). |
| ***** 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 (35); #426 (45); #433 (263); #443 (364); 5-year JGB #146 (494); #155 (1,073); 10-year JGB #350 (242); #351 (629); #352 (331); #353 (231); #354 (628); #355 (1,059); #357 (372); #358 (8,174); #359 (4,121); #360 (4,504); #361 (1,149); #362 (1,734); #364 (620); #365 (2,727); #366 (4,055); 20-year JGB #132 (9); #163 (11); 30-year JGB #2 (37); #4 (32); #6 (10); #40 (41); 40-year JGB #6 (499); and Inflation-indexed bond #20 (2). |
| ****** 30-year JGB #18 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |
| ******* 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. |