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 3 years and up to 5 years) | 6,984 | 5,001 | -0.016 | -0.009 | 5.5 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 12,139 | 6,753 | -0.014 | -0.009 | 20.9 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 8,165 | 4,009 | -0.019 | -0.016 | 22.5 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 3,776 | 2,011 | 0.006 | 0.008 | 33.2 | |
| Outright purchases of JGBs(inflation-indexed bonds) | 2,568 | 601 | -0.450 | -0.549 | 77.1 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 77,160 | 77,160 | -0.350 | -0.358 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 107 | 107 | -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 (11); #425 (63); #426 (73); #441 (205); #443 (461); #444 (150); 5-year JGB #146 (227); #149 (180); 10-year JGB #339 (1); #350 (102); #352 (341); #354 (1,675); #356 (1,125); #357 (782); #358 (26,007); #359 (2,127); #360 (4,553); #361 (1,967); #362 (928); #365 (3,510); #366 (3,253); #367 (13,869); #368 (8,601); #369 (6,203); 20-year JGB #119 (132); #122 (1); #130 (9); #147 (9); #153 (67); #172 (97); #182 (5); 30-year JGB #3 (15); #14 (30); #25 (11); 40-year JGB #5 (1); #6 (283); Inflation-indexed bond #19 (2); #25 (59); 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 #358 (99); and #367 (8). |
| ****** 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. |