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 JGBs(residual maturity of more than 1 year and up to 3 years) | 8,211 | 2,503 | 0.000 | 0.001 | 84.2 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 9,699 | 3,009 | -0.004 | -0.004 | 86.2 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 6,983 | 1,815 | -0.012 | -0.011 | 98.0 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 1,937 | 606 | -0.019 | -0.018 | 47.8 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 1,797 | 1,797 | -0.600 | -0.751 | ||
| Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Starting on Aug. 13) | 2,154 | 2,154 | ||||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 70 | 70 | -0.600 | -0.600 |
| * For the case of US Dollar Funds-Supplying Operations against Pooled Collateral, the figures are represented in 1 million 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). |
| **** 5-year JGB #132 (9.0 billion yen), 10-year JGB #340 (10.7 billion yen), 10-year JGB #346 (0.7 billion yen), 10-year JGB #349 (40.9 billion yen), 10-year JGB #350 (4.0 billion yen), 20-year JGB #159 (0.5 billion yen), 20-year JGB #160 (0.5 billion yen), 20-year JGB #165 (78.0 billion yen), 30-year JGB #30 (0.5 billion yen), 30-year JGB #37 (0.1 billion yen), 30-year JGB #53 (2.8 billion yen) and T-Bill #773 (32.0 billion yen) were sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation. |
| ***** 10-year JGB #350 (6.5 billion yen) and 20-year JGB #145 (0.5 billion yen) were sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |