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) | 7,170 | 5,003 | -0.007 | -0.005 | 86.0 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 10,871 | 5,753 | -0.019 | -0.013 | 21.4 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 12,895 | 5,754 | -0.044 | -0.033 | 69.4 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 3,739 | 2,009 | -0.007 | -0.003 | 59.4 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 80,280 | 80,280 | -0.350 | -0.376 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 19 | 19 | -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). |
| **** 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 (4); #426 (73); #431 (570); #443 (691); 5-year JGB #146 (302); #154 (192); 10-year JGB #335 (25); #338 (2); #350 (191); #352 (159); #354 (2,532); #355 (324); #356 (516); #357 (95); #358 (28,512); #359 (2,468); #360 (3,073); #361 (1,717); #362 (572); #364 (43); #365 (4,005); #366 (3,293); #367 (14,986); #368 (9,721); #369 (5,563); 20-year JGB #107 (172); #117 (21); 30-year JGB #25 (106); #72 (50); 40-year JGB #6 (199); Inflation-indexed bond #19 (2); #23 (30); #25 (42); #26 (4); and #27 (25). |
| ***** 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 #356 (9); and #369 (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. |