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) | 2,238 | 1,503 | -0.010 | 0.002 | 9.5 | |
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 14,624 | 4,754 | -0.003 | -0.001 | 21.3 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 8,327 | 4,752 | -0.002 | 0.001 | 3.3 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 2,559 | 1,003 | 0.019 | 0.021 | 38.8 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 12,513 | 12,513 | -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)***** | 30 | 30 | ||||
| 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); #426 (24); #428 (334); #441 (236); 5-year JGB #146 (249); 10-year JGB #347 (422); #350 (39); #357 (2,275); #358 (80); #360 (1,095); #365 (4,410); #366 (2,952); #368 (208); 20-year JGB #144 (23); #155 (25); #181 (10); Inflation-indexed bond #22 (18); #25 (75); and #26 (6). |
| ***** 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. |