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) | 15,554 | 4,756 | -0.001 | 0.001 | 62.9 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 16,729 | 5,509 | 0.005 | 0.007 | 91.5 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 3,915 | 1,006 | 0.035 | 0.039 | 14.2 | |
| Outright purchases of JGBs(floating-rate bonds) | 300 | 300 | -1.450 | -1.452 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 12,911 | 12,911 | -0.350 | -0.350 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 436 | 436 | -0.350 | -0.350 | ||
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)****** | 870 | 870 | ||||
| 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 (33); #423 (79); #425 (77); #426 (29); #428 (375); 5-year JGB #144 (281); 10-year JGB #347 (721); #353 (221); #354 (138); #356 (54); #357 (1,096); #359 (143); #365 (6,478); #366 (2,994); 20-year JGB #89 (1); #112 (6); #122 (14); #124 (32); #155 (30); #159 (9); 30-year JGB #41 (6); #71 (5); Inflation-indexed bond #21 (5); #22 (9); and #25 (75). |
| ***** 5-year JGB #143 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. |