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) | 15,489 | 5,001 | 0.002 | 0.006 | 8.8 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 10,856 | 5,756 | -0.003 | -0.003 | 73.6 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 19,507 | 6,512 | -0.002 | -0.001 | 76.9 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 1,578 | 1,001 | 0.027 | 0.032 | 11.5 | |
| Outright purchases of JGBs(inflation-indexed bonds) | 3,554 | 602 | -0.600 | -0.608 | 71.7 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 9,683 | 9,683 | -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 JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)***** | 3,717 | 3,717 | ||||
| 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 (32); #423 (79); #425 (71); #426 (27); #428 (367); 5-year JGB #146 (182); 10-year JGB #347 (456); #353 (169); #354 (55); #355 (8); #357 (3,927); #360 (683); #365 (3,285); #366 (150); 20-year JGB #117 (73); 40-year JGB #15 (22); Inflation-indexed bond #22 (20); #25 (75); and #26 (2). |
| ***** 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. |