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) | 4,651 | 1,500 | 0.025 | 0.027 | 99.9 | |
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 11,203 | 4,761 | 0.002 | 0.003 | 87.9 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 7,911 | 4,755 | -0.004 | -0.003 | 44.1 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 1,535 | 1,001 | -0.010 | -0.007 | 55.4 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 9,092 | 9,092 | -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)***** | 1,127 | 1,127 | ||||
| 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 (3); #435 (21); #436 (69); #441 (4); 5-year JGB #144 (114); #146 (247); #154 (50); 10-year JGB #340 (3); #342 (96); #353 (329); #365 (3,863); #366 (3,726); #367 (43); 20-year JGB #122 (206); #128 (2); #132 (43); #149 (43); 30-year JGB #2 (13); #71 (97); 40-year JGB #6 (25); Inflation-indexed bond #22 (14); #25 (64); and T-bill #1112 (17). |
| ***** Bonds subject to the Bank's purchases are the three on-the-run issues. |
| ****** The bond subject to the Bank's purchases is 10-year JGB #357. |
| ******* The bond subject to the Bank's purchases is 10-year JGB #358. |