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) | 12,988 | 4,755 | -0.016 | -0.016 | 87.0 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 8,993 | 5,002 | -0.006 | -0.002 | 86.8 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 2,481 | 505 | 0.002 | 0.003 | 33.5 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 27,212 | 27,212 | -0.350 | -0.350 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 790 | 790 | -0.350 | -0.350 | ||
| Outright purchases of Corporate Bonds | 2,026 | 1,000 | 0.196 | 0.218 | 47.5 | |
| 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 #416 (43); #418 (91); 5-year JGB #142 (2); #151 (3,925); 10-year JGB #346 (44); #352 (248); #353 (725); #356 (4,987); #359 (640); #363 (1); #364 (4,627); #365 (780); #366 (10,554); 20-year JGB #110 (240); #161 (2); 30-year JGB #65 (207); and Inflation-indexed bond #25 (96). |
| ***** 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 #428 (15); 10-year JGB #365 (91); and #366 (684). |
| ****** 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. |