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 T-Bills | 6,100 | 1,000 | 0.013 | 0.013 | ||
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 13,024 | 4,756 | 0.007 | 0.009 | 31.5 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 10,240 | 4,752 | 0.018 | 0.019 | 72.1 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 11,738 | 5,508 | 0.022 | 0.028 | 22.4 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 10,686 | 10,686 | -0.350 | -0.350 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 50 | 50 | -0.350 | -0.350 | ||
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)****** | 852 | 852 | ||||
| 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 #421 (76); #422 (80); #423 (40); #433 (2); 5-year JGB #141 (10); #143 (642); 10-year JGB #329 (89); #346 (56); #353 (494); #356 (3); #357 (1,782); #365 (3,683); #366 (3,606); 20-year JGB #181 (42); 30-year JGB #22 (15); #34 (1); #59 (5); Inflation-indexed bond #19 (2); #22 (3); and #25 (55). |
| ***** 10-year JGB #367 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. |