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 5 years and up to 10 years) | 4,008 | 1,003 | 0.003 | 0.004 | 69.9 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 2,238 | 1,002 | 0.037 | 0.039 | 59.5 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 2,022 | 501 | 0.024 | 0.026 | 35.5 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 13,691 | 13,691 | -0.350 | -0.350 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation | 0 | 0 | ||||
| Outright purchases of Corporate Bonds | 1,779 | 1,000 | 0.133 | 0.146 | 100.0 | |
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)***** | 4,823 | 4,823 | ||||
| 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 (71); #426 (27); #428 (367); 5-year JGB #144 (247); #153 (1); 10-year JGB #347 (563); #350 (42); #353 (167); #354 (50); #357 (2,675); #359 (483); #360 (481); #365 (5,136); #366 (2,733); 20-year JGB #113 (4); #181 (252); 30-year JGB #35 (127); Inflation-indexed bond #17 (34); #18 (18); #21 (1); #22 (24); #25 (75); and #26 (1). |
| ***** 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. |