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) | 9,235 | 4,256 | -0.007 | -0.006 | 95.7 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 9,413 | 5,008 | -0.005 | -0.004 | 85.0 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 13,762 | 6,758 | -0.004 | -0.003 | 99.1 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,830 | 3,005 | -0.009 | -0.005 | 8.8 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 53,445 | 53,445 | -0.350 | -0.351 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 1,067 | 1,067 | -0.350 | -0.350 | ||
| Outright purchases of CP | 7,065 | 3,965 | 0.003 | 0.006 | 90.8 | |
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)****** | 105 | 105 | ||||
| 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 (69); #438 (201); #441 (205); #443 (604); #444 (388); 5-year JGB #146 (272); #149 (87); #155 (159); 10-year JGB #350 (313); #352 (493); #355 (400); #357 (30); #358 (14,698); #359 (2,568); #360 (3,179); #361 (984); #364 (4); #365 (3,208); #366 (3,680); #367 (12,477); #368 (8,187); 20-year JGB #116 (1); #133 (255); #164 (260); #182 (92); 30-year JGB #2 (31); #3 (10); #8 (10); #29 (90); #33 (4); #47 (5); #51 (4); #57 (1); 40-year JGB #6 (399); #8 (3); Inflation-indexed bond #19 (2); 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 #330 (1,037); and #361 (30). |
| ****** 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. |