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**** | 70,448 | 70,274 | -0.350 | -0.360 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 319 | 319 | -0.350 | -0.358 | ||
| 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 (7); #425 (48); #426 (73); #434 (20); #441 (205); #443 (484); #444 (20); 5-year JGB #146 (264); #149 (275); #153 (30); 10-year JGB #350 (248); #352 (477); #354 (551); #355 (236); #356 (392); #357 (474); #358 (20,289); #359 (1,883); #360 (4,145); #361 (2,205); #362 (1,177); #365 (3,495); #366 (3,228); #367 (13,842); #368 (8,590); #369 (6,800); 20-year JGB #116 (137); #133 (1); #172 (19); 30-year JGB #3 (17); #8 (4); #9 (1); #38 (5); #72 (11); 40-year JGB #1 (24); #4 (5); #6 (481); Inflation-indexed bond #19 (2); #25 (84); 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 #369 (151); and 20-year JGB #166 (168). |
| ****** 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. |