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 | 7,474 | 1,000 | 0.006 | 0.008 | 27.1 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 38,060 | 38,060 | -0.350 | -0.350 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 117 | 117 | -0.350 | -0.350 | ||
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 4,166 | 1,000 | 0.062 | 0.064 | ||
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 5,332 | 1,002 | 0.051 | 0.055 | 85.3 | |
| 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 #422 (8); #423 (12); #428 (20); #431 (604); #434 (48); #435 (38); #436 (41); #442 (488); #443 (382); 5-year JGB #142 (385); #143 (7); #144 (4); #146 (250); #147 (7); #153 (2); 10-year JGB #336 (45); #339 (14); #342 (79); #344 (7); #345 (91); #347 (90); #348 (577); #350 (14); #352 (694); #353 (15); #354 (797); #355 (975); #356 (455); #357 (27); #358 (4,384); #359 (1,383); #360 (1,007); #361 (570); #362 (546); #363 (167); #364 (184); #365 (5,170); #366 (7,199); #367 (4,422); #368 (5,646); 20-year JGB #101 (50); #113 (182); #135 (136); #156 (22); #161 (197); 30-year JGB #7 (8); #32 (480); #64 (3); 40-year JGB #8 (2); Inflation-indexed bond #22 (4); #25 (91); and #27 (31). |
| ***** 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): 2-year JGB #442 (8); and 10-year JGB #368 (109). |
| ****** 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. |