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) | 9,192 | 3,002 | -0.007 | -0.004 | 47.7 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 2,855 | 1,000 | -0.032 | -0.025 | 8.0 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 11,445 | 3,001 | -0.038 | -0.032 | 92.3 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 5,276 | 3,001 | -0.088 | -0.059 | 89.1 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 36,084 | 36,084 | -0.450 | -0.450 | ||
| 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)******* | 0 | 0 | ||||
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 3 years and up to 5 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 (63); #425 (39); #428 (20); #431 (783); #443 (470); 5-year JGB #144 (4); #146 (105); #150 (350); 10-year JGB #342 (185); #350 (98); #351 (97); #352 (654); #354 (1,321); #355 (930); #356 (816); #357 (2,342); #358 (1,728); #359 (2,296); #360 (585); #363 (186); #364 (2,343); #365 (5,084); #366 (7,619); #367 (2,893); #368 (3,960); 20-year JGB #74 (22); #91 (75); #104 (86); #117 (203); #124 (7); #127 (107); #135 (156); #144 (295); #161 (31); 40-year JGB #6 (43); #8 (5); 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 #444. |
| ******** The bond subject to the Bank's purchases is 5-year JGB #154. |