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 up to 1 year) | 4,490 | 1,502 | -0.009 | -0.006 | 78.3 | |
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 8,507 | 4,252 | -0.015 | -0.011 | 45.0 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 9,200 | 5,003 | -0.013 | -0.010 | 54.8 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 5,250 | 3,004 | -0.031 | -0.027 | 73.4 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 3,173 | 2,003 | -0.004 | -0.002 | 40.2 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 58,968 | 58,968 | -0.350 | -0.352 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation | 0 | 0 | ||||
| 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 #425 (47); #426 (71); #443 (480); #444 (1,017); 5-year JGB #146 (444); #148 (82); 10-year JGB #328 (4); #350 (283); #351 (162); #352 (439); #353 (284); #354 (210); #355 (220); #358 (19,652); #359 (2,253); #360 (3,574); #361 (844); #362 (166); #363 (50); #364 (155); #365 (3,406); #366 (3,116); #367 (12,616); #368 (8,377); 20-year JGB #71 (76); #165 (353); 30-year JGB #3 (17); #8 (4); #29 (7); #51 (1); 40-year JGB #6 (468); #8 (1); Inflation-indexed bond #19 (2); #25 (62); 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. |