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) | 12,641 | 4,752 | -0.006 | -0.006 | 77.1 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 13,616 | 4,755 | -0.020 | -0.019 | 55.2 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 7,610 | 5,001 | -0.047 | -0.039 | 100.0 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 6,108 | 1,259 | -0.037 | -0.035 | 10.9 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 8,244 | 8,244 | -0.350 | -0.350 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation | 0 | 0 | ||||
| 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 (8); #434 (2); 5-year JGB #137 (18); #138 (5); #143 (7); #151 (100); 10-year JGB #345 (1); #354 (1); #356 (467); #364 (106); #365 (152); #366 (6,838); 20-year JGB #107 (41); #115 (200); #166 (34); 30-year JGB #65 (129); 40-year JGB #6 (11); Inflation-indexed bond #22 (1); #25 (113); and #27 (10). |
| ***** 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. |