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. 23) | 0 | 0 | ||||
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 9,027 | 4,256 | -0.009 | -0.008 | 78.5 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 13,311 | 5,755 | -0.035 | -0.033 | 95.2 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 2,521 | 2,001 | -0.033 | -0.017 | 48.9 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 2,299 | 1,003 | -0.013 | -0.008 | 14.2 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 5,180 | 5,149 | -1.100 | -2.729 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation***** | 43,822 | 43,822 | -0.350 | -0.355 | ||
| Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Unlimited amount) (Starting on Mar. 22) | 8,501 | 8,501 | ||||
| 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****** | 119 | 119 | -0.350 | -0.351 | ||
| 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 (successful bid 1,263/ competitive bid 1,263); #368 (successful bid 3,000/ competitive bid 3,031); and #369 (successful bid 886/ competitive bid 886). |
| ***** 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 (4); #426 (45); #433 (315); #434 (1); #443 (10); 5-year JGB #137 (179); #146 (484); #155 (1,013); 10-year JGB #339 (11); #350 (135); #351 (509); #352 (712); #353 (899); #354 (2,153); #355 (1,485); #356 (754); #357 (2,427); #358 (5,835); #359 (4,358); #360 (5,510); #361 (3,466); #362 (1,878); #364 (1,721); #365 (3,189); #366 (4,221); 20-year JGB #67 (13); #69 (4); #83 (330); #87 (10); #116 (98); #125 (17); #139 (173); #145 (31); #175 (25); 30-year JGB #2 (40); #4 (36); #6 (19); #20 (15); #24 (34); #26 (20); #38 (50); #76 (1,048); 40-year JGB #5 (10); #6 (517); and Inflation-indexed bond #27 (18). |
| ****** 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): 10-year JGB #361 (110); and 30-year JGB #63 (9). |
| ******* 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. |