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) | 13,949 | 4,756 | -0.004 | -0.002 | 12.5 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 8,569 | 5,007 | -0.010 | -0.008 | 41.2 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 1,232 | 501 | -0.016 | -0.013 | 82.4 | |
| Outright purchases of JGBs(floating-rate bonds) | 452 | 300 | -1.410 | -1.456 | 40.7 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 11,023 | 11,023 | -0.450 | -0.450 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 1 | 1 | -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 #418 (15); 10-year JGB #335 (167); #352 (328); #353 (73); #355 (130); #356 (809); #364 (515); #366 (7,878); 30-year JGB #35 (22); 40-year JGB #1 (5); #6 (8); Inflation-indexed bond #22 (1); #23 (13); #25 (59); and T-bill #1071 (1,000). |
| ***** 2-year JGB #434 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. |