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 |
|---|
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 35,019 | 35,019 | -0.350 | -0.350 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 87 | 87 | -0.350 | -0.350 | ||
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 2,880 | 1,001 | 0.000 | 0.001 | 86.0 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 2,512 | 1,001 | -0.004 | 0.002 | 10.1 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 16,897 | 3,010 | -0.001 | 0.002 | 1.3 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,521 | 2,002 | -0.014 | -0.009 | 50.5 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 1,501 | 502 | -0.024 | -0.016 | 7.6 | |
| Outright purchases of CP | 8,750 | 3,990 | 0.002 | 0.010 | 7.8 | |
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)****** | 4,680 | 4,680 | ||||
| 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 (39); #426 (78); #431 (570); #442 (502); 5-year JGB #146 (135); #152 (101); #154 (1,328); 10-year JGB #338 (2); #350 (81); #352 (392); #353 (333); #354 (376); #356 (371); #358 (2,611); #359 (1,500); #360 (3,435); #361 (685); #364 (773); #365 (4,444); #366 (6,896); #367 (3,066); #368 (7,049); 20-year JGB #72 (30); #91 (2); #132 (20); #133 (50); #143 (4); #182 (22); Inflation-indexed bond #22 (4); #23 (17); #25 (53); #27 (45); and T-bill #1128 (5). |
| ***** Inflation-indexed bond #25 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. |