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 T-Bills | 7,532 | 1,000 | 0.041 | 0.044 | 49.5 | |
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 10,578 | 5,004 | 0.008 | 0.010 | 54.5 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 29,103 | 7,752 | 0.018 | 0.022 | 28.1 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 5,698 | 3,002 | 0.014 | 0.017 | 96.5 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 3,991 | 2,002 | -0.009 | -0.004 | 89.6 | |
| Outright purchases of JGBs(floating-rate bonds) | 401 | 300 | -2.700 | -2.742 | 98.8 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 38,418 | 38,418 | -0.350 | -0.350 | ||
| Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Starting on Jan. 13) | 37,006 | 20,008 | 54.1 | |||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 135 | 135 | -0.350 | -0.350 | ||
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)****** | 25,084 | 25,084 | ||||
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)******* | 3,000 | 3,000 |
| * 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 (40); #426 (78); #430 (1); #431 (570); #441 (206); #443 (267); 5-year JGB #146 (120); #147 (812); #149 (816); #154 (2,865); 10-year JGB #333 (41); #339 (15); #348 (80); #350 (61); #352 (333); #353 (358); #356 (211); #358 (2,159); #359 (541); #360 (2,467); #361 (1,127); #363 (20); #364 (419); #365 (5,189); #366 (6,677); #367 (4,819); #368 (7,770); 20-year JGB #68 (4); #105 (4); #122 (1); #133 (9); #182 (17); 30-year JGB #47 (5); #51 (3); #59 (11); #64 (33); #76 (95); 40-year JGB #6 (27); #15 (14); Inflation-indexed bond #22 (4); #23 (27); #25 (52); and #27 (50). |
| ***** 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): 10-year JGB #360 (75); and #368 (60). |
| ****** 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. |