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**** | 78,142 | 78,142 | -0.350 | -0.364 | ||
| Funds-Supplying Operations against Pooled Collateral (at All Offices) (Multiple-rate competitive auction) (Starting on Jan. 24) | 31,290 | 10,003 | 0.110 | 0.145 | 18.6 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 1,625 | 1,625 | -0.350 | -0.352 | ||
| 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 #426 (87); #429 (100); #431 (567); 5-year JGB #145 (1); #146 (343); #154 (611); 10-year JGB #352 (367); #354 (1,204); #355 (463); #356 (522); #357 (661); #358 (27,551); #359 (1,609); #360 (3,570); #361 (1,893); #362 (205); #365 (3,862); #366 (3,276); #367 (15,465); #368 (9,242); #369 (5,085); 20-year JGB #107 (180); #126 (28); #147 (13); #171 (97); #176 (357); #179 (200); #182 (27); 30-year JGB #6 (15); #10 (2); #22 (48); #39 (3); #41 (50); #76 (17); 40-year JGB #6 (246); Inflation-indexed bond #19 (2); #25 (42); #27 (25); and T-bill #1108 (106). |
| ***** 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 #328 (1,144); #355 (94); #368 (90); and #369 (297). |
| ****** 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. |