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 | 7,854 | 1,000 | 0.023 | 0.024 | 33.0 | |
| US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Jun. 29) | 1 | 1 | ||||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 37,390 | 37,390 | -0.350 | -0.351 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 35 | 35 | -0.350 | -0.350 | ||
| Securities lending to provide JGSs as collateral for US Dollar Funds-Supplying Operations against Pooled Collateral (Sales of JGSs under repurchase agreements) (Starting on Jun. 28) | 2 | 2 | -0.100 | -0.100 | ||
| Outright purchases of CP | 7,218 | 3,996 | 0.000 | 0.014 | 59.2 | |
| 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): 2-year JGB #444 (1); #449 (8); 5-year JGB #144 (518); #145 (272); #146 (404); #153 (257); 10-year JGB #342 (157); #350 (1,119); #351 (381); #353 (212); #355 (926); #357 (743); #358 (3,345); #359 (4,556); #360 (5,626); #361 (3,728); #362 (1,640); #363 (3,498); #364 (1,306); #365 (2,083); #366 (3,539); #367 (1,422); #368 (1,358); #370 (172); 20-year JGB #176 (62); and 30-year JGB #4 (57). |
| ***** 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 #444 (15); 20-year JGB #105 (9); #172 (2); and 30-year JGB #18 (9). |
| ****** 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. |