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) | 2,706 | 1,000 | 0.000 | 0.004 | 4.8 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 11,485 | 5,002 | -0.028 | -0.023 | 42.3 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 11,448 | 5,000 | -0.041 | -0.028 | 59.0 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 5,488 | 3,001 | -0.037 | -0.026 | 80.0 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 75,330 | 75,330 | -0.350 | -0.563 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 4,199 | 4,199 | -0.350 | -0.543 | ||
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)****** | 2,149 | 2,149 | ||||
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)******* | 4,996 | 4,996 | ||||
| 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 (40); #425 (4); #426 (81); #431 (570); #441 (206); #442 (521); #443 (740); 5-year JGB #146 (268); #148 (5); #149 (257); #154 (468); 10-year JGB #338 (1); #350 (134); #352 (350); #353 (9); #354 (38); #355 (113); #356 (457); #357 (829); #358 (23,170); #359 (833); #360 (2,589); #361 (922); #362 (464); #364 (927); #365 (4,708); #366 (6,958); #367 (15,311); #368 (8,829); #369 (4,761); 20-year JGB #67 (47); #114 (10); #151 (5); #153 (170); #154 (14); #155 (56); 30-year JGB #6 (29); #8 (16); #33 (30); #34 (51); #45 (68); #64 (35); #72 (52); #76 (31); 40-year JGB #6 (18); Inflation-indexed bond #19 (2); #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): 5-year JGB #154 (37); 10-year JGB #358 (2,697); #361 (20); #365 (493); #367 (403); #368 (144); #369 (229); 20-year JGB #141 (41); #149 (3); and #165 (132). |
| ****** 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. |