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) | 7,517 | 5,002 | -0.008 | -0.004 | 28.3 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 10,305 | 5,005 | -0.007 | -0.004 | 81.5 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 15,180 | 5,757 | -0.004 | -0.002 | 26.3 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 7,522 | 3,004 | -0.005 | -0.004 | 92.1 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 74,200 | 74,200 | -0.350 | -0.360 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation | 0 | 0 | ||||
| Outright purchases of CP | 10,400 | 3,980 | 0.005 | 0.029 | 28.8 | |
| 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 (11); #426 (83); #441 (205); #443 (1,060); #444 (158); 5-year JGB #146 (253); #154 (872); 10-year JGB #352 (331); #354 (785); #356 (904); #357 (1,357); #358 (24,432); #359 (1,377); #360 (3,600); #361 (1,512); #362 (476); #365 (3,759); #366 (3,147); #367 (13,618); #368 (9,926); #369 (5,926); 20-year JGB #107 (77); 30-year JGB #3 (6); #6 (19); #10 (2); #76 (6); 40-year JGB #6 (228); Inflation-indexed bond #19 (2); #22 (1); #25 (42); and #27 (25). |
| ***** 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. |