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) | 2,749 | 1,001 | 0.015 | 0.018 | 31.3 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 9,364 | 5,002 | 0.026 | 0.048 | 6.9 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 15,539 | 5,002 | 0.044 | 0.061 | 13.3 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 5,444 | 3,002 | 0.025 | 0.041 | 64.4 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 51,847 | 51,847 | -0.350 | -0.375 | ||
| Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Starting on Jan. 16) | 22,162 | 20,009 | 90.3 | |||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation | 0 | 0 | ||||
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 2,655 | 1,001 | 0.007 | 0.009 | 84.1 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 7,452 | 2,000 | 0.026 | 0.044 | 86.0 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 2,636 | 1,001 | 0.002 | 0.024 | 46.8 | |
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)***** | 12,511 | 12,511 | ||||
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)****** | 19,563 | 19,563 | ||||
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 1 year and up to 3 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 (47); #426 (81); #431 (570); #432 (217); #443 (457); 5-year JGB #146 (321); #149 (239); #154 (2,849); 10-year JGB #350 (41); #352 (249); #355 (62); #356 (280); #357 (445); #358 (5,816); #359 (92); #360 (2,629); #361 (798); #364 (724); #365 (4,272); #366 (7,020); #367 (12,954); #368 (8,699); #369 (1,668); 20-year JGB #91 (2); #106 (40); #154 (500); #164 (34); #170 (100); #172 (177); #178 (170); 30-year JGB #51 (17); #64 (35); #72 (10); #76 (34); 40-year JGB #3 (5); #11 (5); #15 (53); Inflation-indexed bond #19 (2); #22 (4); #23 (27); #25 (52); and #27 (50). |
| ***** 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. |