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) | 9,441 | 4,752 | -0.002 | 0.001 | 5.6 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 10,661 | 5,007 | 0.014 | 0.014 | 92.9 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 1,814 | 503 | -0.007 | -0.006 | 50.4 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 8,438 | 8,438 | -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 Corporate Bonds | 992 | 751 | 0.080 | 0.127 | 64.0 | |
| 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 #425 (50); #434 (315); #435 (231); 10-year JGB #346 (1,910); #354 (12); #356 (443); #357 (287); #366 (5,040); 20-year JGB #141 (23); #145 (2); #181 (30); 40-year JGB #6 (9); #9 (3); Inflation-indexed bond #18 (2); and #25 (81). |
| ***** 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. |