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 Apr. 12) | 0 | 0 | ||||
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 14,682 | 4,252 | 0.011 | 0.013 | 92.1 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 15,386 | 6,764 | 0.006 | 0.008 | 90.8 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,149 | 2,504 | -0.004 | 0.005 | 48.1 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 2,632 | 1,002 | 0.016 | 0.018 | 47.3 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 874 | 874 | -1.100 | -1.382 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation***** | 53,529 | 53,529 | -0.350 | -0.351 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation****** | 140 | 140 | -0.350 | -0.350 | ||
| Outright purchases of CP | 6,435 | 3,995 | 0.002 | 0.011 | 8.7 | |
| 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 (121); #437 (68); #443 (430); 5-year JGB #146 (422); #147 (730); #153 (977); #155 (1,029); 10-year JGB #329 (40); #332 (132); #342 (127); #350 (203); #351 (575); #352 (695); #353 (1,582); #354 (1,408); #355 (893); #356 (1,664); #357 (4,716); #358 (5,677); #359 (4,903); #360 (5,181); #361 (2,528); #362 (2,145); #364 (1,154); #365 (5,686); #366 (6,828); #367 (633); #369 (2,142); 20-year JGB #84 (100); #106 (70); #164 (78); 30-year JGB #1 (5); #2 (17); #4 (30); #6 (1); #8 (19); #73 (16); 40-year JGB #6 (489); and #8 (15). |
| ****** 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): 10-year JGB #357 (40); and #358 (100). |
| ******* 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. |