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) | 5,203 | 1,000 | 0.017 | 0.019 | 50.0 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 3,225 | 1,001 | 0.000 | 0.003 | 34.8 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 5,492 | 1,009 | 0.013 | 0.015 | 63.0 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 33,009 | 33,009 | -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(residual maturity of more than 5 years and up to 10 years) | 11,409 | 3,000 | -0.016 | -0.005 | 45.0 | |
| 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)******* | 460 | 460 | ||||
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 3 years and up to 5 years)******** | 74 | 74 |
| * 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 (51); #425 (33); #431 (741); 10-year JGB #338 (1); #342 (185); #350 (115); #352 (475); #354 (1,540); #356 (1,510); #357 (1,917); #358 (1,379); #359 (2,608); #360 (564); #361 (221); #364 (1,809); #365 (4,530); #366 (7,638); #367 (3,053); #368 (4,081); 20-year JGB #68 (3); #77 (1); #91 (75); #98 (30); #132 (200); #135 (48); 30-year JGB #9 (6); 40-year JGB #6 (74); #8 (7); Inflation-indexed bond #22 (4); #23 (24); #25 (55); 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. |
| ******* 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. |