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) | 8,240 | 4,753 | 0.000 | 0.004 | 39.3 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 13,340 | 5,507 | 0.027 | 0.031 | 93.3 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 1,634 | 502 | 0.019 | 0.022 | 89.9 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 6,475 | 6,475 | -0.350 | -0.350 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 7,254 | 7,254 | -0.350 | -0.350 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation****** | 1,333 | 1,333 | -0.350 | -0.350 | ||
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)******* | 1,598 | 1,598 | ||||
| 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 #422 (79); #423 (44); #425 (36); #428 (150); 5-year JGB #146 (1); #151 (1); #152 (100); 10-year JGB #346 (1,181); #354 (290); #356 (157); #357 (1,122); #358 (3); #359 (117); #360 (36); #364 (200); #366 (2,661); 20-year JGB #68 (25); #109 (30); #133 (166); #154 (5); #173 (2); 30-year JGB #73 (3); #74 (1); #75 (1); 40-year JGB #11 (2); Inflation-indexed bond #22 (3); and #25 (59). |
| ***** 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): 10-year JGB #339 (56); #345 (40); #356 (58); #357 (24); #358 (66); #359 (203); #363 (6,248); #366 (75); #367 (140); 20-year JGB #88 (3); #103 (140); #123 (29); #181 (1); 30-year JGB #27 (121); and #73 (50). |
| ****** 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): 10-year JGB #357 (20); #362 (1,156); 20-year JGB #155 (151); and #174 (6). |
| ******* Bonds subject to the Bank's purchases are the three on-the-run issues. |
| ******** The bond subject to the Bank's purchases is 10-year JGB #356. |
| ********* The bond subject to the Bank's purchases is 10-year JGB #357. |