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 up to 1 year) | 1,530 | 1,500 | -0.030 | -0.009 | 92.5 | |
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 15,663 | 4,755 | -0.002 | 0.000 | 42.1 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 15,265 | 4,756 | -0.005 | -0.004 | 22.1 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 3,825 | 1,255 | -0.007 | -0.005 | 10.0 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 16,106 | 16,106 | -0.450 | -0.450 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 491 | 491 | -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). |
| **** 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 (9); #417 (5); #418 (47); #427 (92); #430 (229); 5-year JGB #135 (49); #137 (20); #144 (206); 10-year JGB #325 (292); #352 (300); #356 (2,313); #362 (2); #364 (2,072); #365 (440); #366 (9,523); 20-year JGB #117 (300); 30-year JGB #42 (5); #65 (125); Inflation-indexed bond #22 (1); #23 (24); and #25 (52). |
| ***** 10-year JGB #366 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |
| ****** 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. |