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 | 2,625 | 1,000 | 0.012 | 0.012 | 50.0 | |
| US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Mar. 30) | 0 | 0 | ||||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 1,501 | 1,501 | -1.200 | -2.218 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation***** | 37,502 | 37,502 | -0.450 | -0.450 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation****** | 153 | 153 | -0.450 | -0.450 | ||
| Outright purchases of CP | 5,175 | 3,985 | 0.002 | 0.018 | 50.0 | |
| 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 (451); and #368 (1,050). |
| ***** 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 #426 (45); #433 (304); #437 (121); #441 (192); #443 (13); 5-year JGB #137 (225); #146 (723); #153 (358); #155 (710); 10-year JGB #350 (358); #351 (515); #352 (691); #353 (358); #354 (2,124); #355 (1,035); #356 (986); #357 (1,603); #358 (5,423); #359 (3,177); #360 (3,875); #361 (2,620); #362 (1,428); #363 (378); #364 (189); #365 (3,822); #366 (3,728); #369 (1,283); 20-year JGB #75 (49); #87 (7); #117 (191); #142 (101); #159 (77); 30-year JGB #2 (35); #3 (10); #4 (32); #6 (15); #38 (7); 40-year JGB #6 (687); Inflation-indexed bond #19 (1); and #27 (6). |
| ****** 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): 2-year JGB #441 (30); and 20-year JGB #92 (123). |
| ******* 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. |