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 T-Bills | 5,906 | 1,001 | 0.012 | 0.015 | 54.1 | |
| US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Nov. 10) | 0 | 0 | ||||
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 13,130 | 4,754 | -0.004 | -0.003 | 42.9 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 7,686 | 4,755 | -0.006 | -0.004 | 75.6 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 16,683 | 5,513 | -0.002 | -0.001 | 82.5 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 7,635 | 2,510 | 0.018 | 0.020 | 8.4 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 12,453 | 12,453 | -0.350 | -0.350 | ||
| Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Starting on Nov. 9) | 5,801 | 5,801 | ||||
| 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)***** | 0 | 0 | ||||
| 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 (12); #426 (24); #436 (178); #441 (66); 5-year JGB #143 (42); #146 (443); #153 (41); 10-year JGB #339 (323); #347 (502); #348 (330); #350 (139); #353 (169); #354 (46); #357 (2,243); #360 (198); #362 (161); #364 (83); #365 (3,922); #366 (3,321); 20-year JGB #129 (8); #132 (39); #145 (39); 30-year JGB #2 (13); #73 (23); Inflation-indexed bond #22 (18); and #25 (70). |
| ***** 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. |