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) | 16,850 | 4,754 | 0.002 | 0.003 | 48.9 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 14,332 | 5,513 | 0.006 | 0.009 | 71.5 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 2,301 | 1,004 | 0.032 | 0.034 | 28.3 | |
| Outright purchases of JGBs(inflation-indexed bonds) | 2,682 | 600 | -0.300 | -0.391 | 39.7 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 12,339 | 12,339 | -0.350 | -0.350 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 9 | 9 | -0.350 | -0.357 | ||
| 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 #426 (17); #430 (246); #436 (460); #437 (50); 5-year JGB #146 (374); 10-year JGB #338 (17); #339 (41); #345 (1); #347 (566); #354 (1,197); #357 (968); #359 (28); #360 (676); #365 (4,171); #366 (2,872); #368 (300); 20-year JGB #99 (69); #101 (44); #147 (76); 30-year JGB #2 (13); #39 (50); #57 (13); Inflation-indexed bond #22 (21); and #25 (69). |
| ***** The securities sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation were as follows (amount in 100 million yen): 10-year JGB #366 (3); and T-bill #1100 (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. |