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. 27) | 0 | 0 | ||||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 3,808 | 3,361 | -1.100 | -4.251 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation***** | 40,073 | 40,073 | -0.350 | -0.350 | ||
| 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)****** | 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 1,361/ competitive bid 1,361); and #368 (successful bid 2,000/ competitive bid 2,447). |
| ***** 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 (209); #440 (50); #443 (13); 5-year JGB #137 (222); #146 (488); #153 (189); #155 (692); 10-year JGB #350 (271); #351 (684); #352 (403); #353 (313); #354 (1,654); #355 (1,517); #356 (649); #357 (1,656); #358 (6,453); #359 (2,964); #360 (5,471); #361 (2,863); #362 (2,842); #364 (1,660); #365 (2,958); #366 (3,862); #369 (976); 20-year JGB #87 (22); #94 (3); #118 (163); #147 (12); #168 (16); #175 (6); #180 (13); 30-year JGB #2 (35); #3 (7); #4 (32); #6 (4); #27 (31); #38 (5); #69 (5); #70 (6); #72 (29); #73 (15); #76 (52); #77 (34); 40-year JGB #6 (469); and Inflation-indexed bond #27 (6). |
| ****** 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. |