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) | 7,265 | 2,003 | -0.005 | -0.004 | 52.1 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 3,433 | 1,000 | -0.025 | -0.018 | 12.0 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 6,142 | 1,504 | 0.011 | 0.012 | 90.8 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 5,244 | 1,504 | 0.002 | 0.005 | 3.8 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 33,490 | 33,490 | -0.350 | -0.350 | ||
| Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Starting on Jan. 5) | 58,267 | 10,016 | 17.2 | |||
| 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 (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 (51); #425 (39); #431 (770); #443 (730); 5-year JGB #141 (6); #146 (1); 10-year JGB #350 (66); #352 (376); #354 (1,358); #356 (68); #357 (1,260); #358 (3,196); #359 (2,156); #360 (779); #361 (267); #364 (2,379); #365 (5,021); #366 (7,485); #367 (2,928); #368 (3,914); 20-year JGB #135 (10); #144 (179); #161 (223); 30-year JGB #12 (3); #17 (43); #33 (12); #36 (1); 40-year JGB #6 (60); Inflation-indexed bond #22 (4); #23 (19); #25 (55); and #27 (31). |
| ***** 10-year JGB #358 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |
| ****** 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. |