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 3 years and up to 5 years) | 9,269 | 5,752 | -0.012 | -0.007 | 50.3 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 21,468 | 6,752 | -0.021 | -0.009 | 58.0 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,684 | 3,003 | -0.025 | -0.015 | 86.6 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 3,124 | 2,001 | -0.055 | -0.040 | 58.5 | |
| Outright purchases of JGBs(inflation-indexed bonds) | 1,548 | 600 | -0.200 | -0.439 | 52.5 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 27,999 | 27,999 | -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 |
| * 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 #423 (53); #425 (39); #431 (689); #436 (556); #442 (719); 5-year JGB #141 (36); 10-year JGB #342 (165); #347 (28); #350 (15); #352 (361); #354 (478); #355 (117); #359 (2,320); #360 (703); #361 (50); #364 (996); #365 (4,717); #366 (7,248); #367 (3,569); #368 (4,604); 20-year JGB #77 (1); #132 (231); 30-year JGB #3 (5); #38 (58); #57 (25); 40-year JGB #6 (90); Inflation-indexed bond #22 (4); #25 (91); and #27 (31). |
| ***** 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. |