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 up to 1 year) | 1,813 | 1,500 | -0.090 | -0.020 | 17.6 | |
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 17,045 | 4,752 | -0.006 | -0.006 | 94.2 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 11,900 | 4,753 | -0.006 | -0.004 | 68.0 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 15,952 | 15,952 | -0.350 | -0.350 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 10 | 10 | -0.350 | -0.350 | ||
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)****** | 261 | 261 | ||||
| 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 (94); #425 (76); #426 (29); #428 (411); #430 (1); 5-year JGB #134 (1); #139 (3); #141 (82); #143 (131); 10-year JGB #327 (95); #346 (243); #350 (3); #353 (1,043); #356 (413); #357 (3,009); #359 (96); #360 (103); #365 (6,336); #366 (3,108); 20-year JGB #78 (1); #92 (366); #114 (73); #130 (50); #163 (3); 30-year JGB #1 (1); #34 (1); Inflation-indexed bond #22 (8); #25 (75); and #27 (21). |
| ***** 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 #350 (6); and #360 (4). |
| ****** 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. |