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) | 7,850 | 5,755 | -0.034 | -0.030 | 7.0 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 16,971 | 6,505 | -0.005 | -0.004 | 55.3 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 8,928 | 3,507 | -0.050 | -0.046 | 10.0 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 3,421 | 1,503 | -0.110 | -0.103 | 53.8 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 19,310 | 19,310 | -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 CP | 9,110 | 3,975 | 0.001 | 0.012 | 42.4 | |
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)***** | 4,912 | 4,912 | ||||
| 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 (48); #425 (64); #426 (34); #428 (337); #430 (2); #435 (145); #436 (413); #441 (517); 5-year JGB #140 (2); #146 (3); 10-year JGB #329 (13); #333 (2,538); #345 (363); #347 (428); #350 (2); #354 (1); #357 (4,553); #360 (420); #365 (4,784); #366 (2,772); #367 (498); #368 (1,256); 20-year JGB #181 (30); Inflation-indexed bond #22 (20); and #25 (35). |
| ***** 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. |