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 3 years and up to 5 years) | 7,625 | 4,753 | -0.007 | -0.005 | 94.0 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 6,219 | 5,503 | -0.014 | -0.006 | 15.7 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,062 | 1,251 | -0.005 | -0.004 | 84.0 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 1,759 | 504 | -0.019 | -0.017 | 20.4 | |
| Outright purchases of JGBs(inflation-indexed bonds) | 2,208 | 600 | -0.420 | -0.467 | 43.2 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 27,451 | 27,451 | -0.350 | -0.352 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 105 | 105 | -0.350 | -0.350 | ||
| 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 #421 (76); #423 (93); #425 (132); #426 (81); #428 (603); 5-year JGB #141 (78); #143 (426); #144 (214); #151 (752); 10-year JGB #338 (89); #346 (82); #350 (78); #353 (810); #354 (2,321); #355 (4,024); #357 (3,454); #359 (453); #360 (227); #365 (9,013); #366 (4,050); 20-year JGB #163 (1); #167 (100); #175 (5); #181 (86); 30-year JGB #9 (4); #47 (5); #75 (77); Inflation-indexed bond #22 (3); #25 (84); and #27 (30). |
| ***** 5-year JGB #153 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. |