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 | 5,700 | 1,000 | 0.022 | 0.022 | ||
| US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Mar. 24) | 0 | 0 | ||||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 4,407 | 4,152 | -1.100 | -3.389 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation***** | 42,929 | 42,929 | -0.350 | -0.350 | ||
| 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****** | 255 | 255 | -3.000 | -3.000 | ||
| 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 1,652/ competitive bid 1,652); and #368 (successful bid 2,500/ competitive bid 2,755). |
| ***** 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 (302); #443 (369); 5-year JGB #137 (223); #146 (484); #153 (190); #155 (725); 10-year JGB #350 (212); #351 (625); #352 (693); #353 (458); #354 (1,833); #355 (1,390); #356 (624); #357 (1,567); #358 (5,571); #359 (4,841); #360 (5,742); #361 (3,066); #362 (2,416); #363 (409); #364 (1,680); #365 (2,932); #366 (3,907); #369 (498); 20-year JGB #67 (177); #87 (10); #116 (31); #125 (17); #158 (300); 30-year JGB #2 (40); #4 (32); #6 (19); #29 (20); #35 (189); #36 (100); #38 (80); #53 (43); #68 (51); #76 (419); 40-year JGB #6 (506); #14 (51); and Inflation-indexed bond #27 (38). |
| ****** 10-year JGB #368 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 the cheapest-to-deliver issue. |