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) | 11,996 | 4,755 | 0.003 | 0.004 | 50.8 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 21,010 | 5,509 | -0.002 | -0.001 | 44.5 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 3,546 | 2,507 | -0.012 | -0.010 | 15.8 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 11,065 | 11,065 | -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)***** | 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 #431 (288); #435 (42); #436 (36); #441 (4); 5-year JGB #146 (199); 10-year JGB #340 (14); #342 (20); #350 (91); #353 (269); #359 (1,014); #360 (405); #365 (3,956); #366 (4,183); #368 (17); 20-year JGB #128 (4); #140 (388); 30-year JGB #61 (1); 40-year JGB #6 (111); Inflation-indexed bond #22 (14); and #25 (9). |
| ***** 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. |