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 | 3,236 | 1,000 | 0.052 | 0.052 | ||
| US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Jan. 19) | 3 | 3 | ||||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 83,593 | 83,593 | -0.350 | -0.435 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 3,044 | 3,044 | -0.350 | -0.662 | ||
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)****** | 4,288 | 4,288 | ||||
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)******* | 4,677 | 4,677 |
| * 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 (76); #431 (570); #443 (722); 5-year JGB #146 (376); #149 (318); #154 (817); 10-year JGB #340 (2); #350 (134); #352 (370); #356 (629); #357 (1,601); #358 (25,113); #359 (3,183); #360 (2,936); #361 (2,959); #362 (131); #364 (628); #365 (5,490); #366 (7,114); #367 (15,214); #368 (9,405); #369 (5,284); 20-year JGB #147 (31); #170 (200); 30-year JGB #8 (13); #41 (41); #60 (1); #65 (21); #73 (20); Inflation-indexed bond #19 (2); #22 (4); #23 (44); #25 (52); and #27 (45). |
| ***** 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 (188); 10-year JGB #356 (50); #358 (1,708); #362 (1); #366 (33); #367 (641); #369 (291); and 20-year JGB #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. |