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 |
|---|
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 84,595 | 84,595 | -0.350 | -0.395 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 607 | 607 | -0.350 | -0.350 | ||
| Outright purchases of Corporate Bonds | 1,840 | 1,000 | 0.252 | 0.280 | 44.3 | |
| 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). |
| **** 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 (10); #426 (76); #431 (570); #443 (473); #444 (16); 5-year JGB #146 (358); #149 (277); 10-year JGB #332 (95); #335 (25); #348 (5); #349 (97); #350 (19); #352 (259); #354 (177); #355 (931); #356 (1,570); #357 (556); #358 (28,502); #359 (3,169); #360 (2,898); #361 (2,519); #362 (653); #363 (375); #364 (69); #365 (4,793); #366 (3,286); #367 (15,943); #368 (10,239); #369 (5,833); 20-year JGB #107 (207); #116 (4); #162 (95); #163 (38); #170 (36); #182 (5); 30-year JGB #56 (45); #67 (10); #72 (80); 40-year JGB #6 (157); Inflation-indexed bond #19 (2); #22 (4); #23 (32); #25 (42); 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): 10-year JGB #358 (457); #359 (140); and 20-year JGB #163 (10). |
| ****** 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. |