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. 31) | 0 | 0 | ||||
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 13,138 | 5,007 | -0.001 | 0.000 | 75.9 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 9,614 | 5,760 | -0.013 | -0.008 | 41.9 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,764 | 2,005 | -0.013 | -0.010 | 31.1 | |
| Outright purchases of JGBs(inflation-indexed bonds) | 1,543 | 601 | -0.220 | -0.536 | 10.9 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 1,430 | 1,430 | -1.300 | -2.125 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation***** | 42,102 | 42,102 | -0.550 | -0.551 | ||
| 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 (256); and #368 (1,174). |
| ***** 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 (255); #437 (121); #443 (316); #446 (78); 5-year JGB #137 (225); #144 (9); #146 (508); #147 (12); #148 (119); #152 (1,642); #155 (946); 10-year JGB #340 (69); #350 (417); #351 (494); #352 (807); #353 (404); #354 (2,182); #355 (1,025); #356 (861); #357 (1,620); #358 (7,792); #359 (2,342); #360 (4,521); #361 (2,608); #362 (1,662); #363 (60); #364 (539); #365 (3,797); #366 (3,770); #369 (1,145); 20-year JGB #70 (8); #117 (630); #134 (25); #142 (140); #166 (23); #181 (136); 30-year JGB #2 (36); #4 (20); #6 (15); #51 (107); #75 (53); #76 (14); 40-year JGB #6 (503); and Inflation-indexed bond #27 (1). |
| ****** 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. |