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 (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)**** | 17,349 | 17,349 | ||||
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)***** | 250 | 250 | ||||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation****** | 22,821 | 22,821 | -0.450 | -0.450 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation******* | 3,675 | 3,675 | -0.450 | -0.450 | ||
| 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). |
| **** 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. |
| ****** 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 #428 (27); #430 (82); 5-year JGB #135 (53); #151 (1,823); 10-year JGB #329 (200); #338 (135); #339 (200); #349 (49); #352 (253); #353 (740); #354 (75); #355 (1,128); #356 (4,834); #357 (400); #359 (1,063); #360 (9); #362 (7); #363 (147); #364 (2,133); #365 (1,630); #366 (7,208); 20-year JGB #115 (128); #161 (8); 30-year JGB #13 (76); #26 (7); #55 (1); #65 (234); 40-year JGB #8 (15); Inflation-indexed bond #20 (1); #22 (18); #23 (5); #27 (37); and T-bill #1068 (95). |
| ******* 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): 5-year JGB #151 (225); 10-year JGB #353 (147); #356 (1,842); #365 (186); and #366 (1,275). |
| ******** 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. |