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 up to 1 year) | 7,490 | 1,500 | 0.020 | 0.032 | 50.0 | |
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 11,028 | 5,002 | -0.005 | 0.000 | 48.0 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 7,816 | 5,753 | -0.023 | -0.013 | 2.3 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 15,716 | 3,005 | 0.000 | 0.002 | 29.5 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 7,088 | 3,002 | -0.014 | -0.010 | 31.5 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 26,037 | 26,037 | -0.350 | -0.350 | ||
| Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Starting on Jan. 10) | 40,721 | 20,011 | 49.1 | |||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 30 | 30 | -0.350 | -0.350 | ||
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)****** | 5,937 | 5,937 | ||||
| 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 (48); #424 (236); #425 (176); #426 (83); #431 (570); #443 (577); 5-year JGB #146 (6); #147 (6); 10-year JGB #352 (273); #353 (81); #354 (837); #356 (393); #357 (8); #358 (1,884); #359 (295); #360 (2,373); #361 (50); #364 (1,125); #365 (4,085); #366 (7,200); #367 (819); #368 (4,021); 20-year JGB #120 (541); #125 (8); #178 (70); #182 (77); 30-year JGB #59 (53); #67 (30); #76 (6); Inflation-indexed bond #22 (3); #23 (17); #25 (55); and #27 (31). |
| ***** The securities sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation were as follows (amount in 100 million yen): 20-year JGB #157 (1); 30-year JGB #56 (22); and #59 (7). |
| ****** 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. |