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. 18) | 1 | 1 | ||||
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 13,298 | 4,257 | 0.002 | 0.003 | 2.6 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 9,141 | 5,006 | -0.004 | -0.001 | 21.3 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 13,900 | 6,760 | 0.000 | 0.002 | 25.0 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 3,335 | 1,006 | 0.011 | 0.011 | 96.3 | |
| Outright purchases of JGBs(floating-rate bonds) | 315 | 300 | -0.070 | -1.314 | 70.0 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 891 | 891 | -1.100 | -1.320 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation***** | 42,457 | 42,457 | -0.350 | -0.351 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation | 0 | 0 | ||||
| Securities lending to provide JGSs as collateral for US Dollar Funds-Supplying Operations against Pooled Collateral (Sales of JGSs under repurchase agreements) (Starting on Apr. 17) | 2 | 2 | -0.100 | -0.100 | ||
| 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 (221); #435 (112); #443 (388); 5-year JGB #146 (324); #147 (562); #154 (127); 10-year JGB #347 (70); #349 (4); #350 (228); #351 (407); #352 (782); #353 (940); #354 (1,054); #355 (1,106); #357 (2,037); #358 (3,320); #359 (5,913); #360 (4,575); #361 (2,899); #362 (1,967); #363 (232); #364 (432); #365 (4,702); #366 (6,932); #367 (616); #369 (1,976); 20-year JGB #101 (99); #103 (7); #106 (70); #114 (32); #137 (24); #140 (30); 30-year JGB #1 (4); #2 (20); #4 (30); 40-year JGB #1 (4); #6 (201); and Inflation-indexed bond #18 (10). |
| ****** 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. |