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) | 5,110 | 1,000 | 0.016 | 0.016 | ||
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 3,337 | 1,002 | -0.002 | 0.000 | 72.4 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 13,304 | 3,003 | -0.002 | 0.003 | 45.4 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 26,495 | 26,495 | -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 1 year and up to 3 years)******* | 375 | 375 | ||||
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 3 years and up to 5 years)******** | 1,208 | 1,208 |
| * 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 (63); #425 (33); #431 (739); #436 (243); 10-year JGB #332 (2); #350 (34); #351 (188); #352 (310); #354 (756); #356 (442); #359 (2,127); #360 (388); #361 (754); #364 (1,103); #365 (4,380); #366 (7,110); #367 (3,495); #368 (3,722); 20-year JGB #98 (30); #117 (250); #135 (34); #139 (119); 30-year JGB #9 (6); #38 (8); #57 (24); 40-year JGB #6 (52); Inflation-indexed bond #22 (4); #23 (24); and #25 (55). |
| ***** 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. |
| ******* The bond subject to the Bank's purchases is 2-year JGB #443. |
| ******** The bond subject to the Bank's purchases is 5-year JGB #154. |