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 | 4,954 | 1,000 | 0.023 | 0.023 | 40.0 | |
| US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Apr. 7) | 0 | 0 | ||||
| Outright purchases of JGBs(residual maturity of up to 1 year) | 5,198 | 1,501 | -0.005 | -0.002 | 85.5 | |
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 8,882 | 4,257 | -0.005 | -0.003 | 34.6 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 10,733 | 5,004 | 0.002 | 0.003 | 95.7 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 5,290 | 2,509 | 0.002 | 0.006 | 37.2 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 463 | 463 | -1.100 | -2.566 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation***** | 33,950 | 33,950 | -0.350 | -0.351 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation****** | 8 | 8 | -0.350 | -0.350 | ||
| 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). |
| **** 10-year JGB #368 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation. |
| ***** 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 #433 (87); #440 (300); #443 (429); 5-year JGB #145 (204); #146 (442); #155 (996); 10-year JGB #342 (124); #349 (1); #350 (205); #351 (575); #352 (778); #353 (1,189); #354 (1,811); #355 (977); #357 (235); #358 (5,469); #359 (2,265); #360 (4,227); #361 (2,554); #362 (624); #363 (1); #364 (289); #365 (3,523); #366 (3,676); #367 (881); #369 (1,265); 20-year JGB #71 (6); #101 (75); 30-year JGB #2 (67); #4 (32); 40-year JGB #6 (642); and Inflation-indexed bond #25 (1). |
| ****** 5-year JGB #147 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. |