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 (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)**** | 320 | 320 | ||||
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)***** | 380 | 380 | ||||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation****** | 83,984 | 83,984 | -0.350 | -0.411 | ||
| Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Starting on Jan. 19) | 1,163 | 1,163 | ||||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation******* | 330 | 330 | -0.350 | -0.350 | ||
| 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 5 years and up to 10 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). |
| **** 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 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); #441 (12); #443 (722); #444 (11); 5-year JGB #146 (391); #149 (148); 10-year JGB #350 (139); #351 (200); #352 (344); #354 (15); #355 (431); #356 (564); #357 (720); #358 (27,629); #359 (4,776); #360 (3,445); #361 (2,952); #362 (300); #364 (93); #365 (4,781); #366 (3,238); #367 (16,510); #368 (10,186); #369 (5,206); 20-year JGB #107 (139); #162 (20); 30-year JGB #29 (12); #60 (1); #76 (25); 40-year JGB #6 (151); Inflation-indexed bond #19 (2); #22 (4); #23 (27); #25 (47); #27 (45); and T-bill #1066 (5). |
| ******* 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 #358 (300); and #369 (30). |
| ******** 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. |