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**** | 55,130 | 55,130 | -0.350 | -0.351 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 271 | 271 | -0.350 | -0.352 | ||
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)****** | 280 | 280 | ||||
| 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); #443 (570); #444 (388); 5-year JGB #146 (435); #149 (98); #155 (2,014); 10-year JGB #350 (346); #351 (85); #352 (549); #354 (519); #355 (372); #358 (12,400); #359 (2,893); #360 (3,748); #361 (1,778); #362 (176); #364 (185); #365 (3,509); #366 (3,313); #367 (12,321); #368 (8,375); 20-year JGB #78 (103); #107 (235); #166 (120); 30-year JGB #2 (31); #32 (4); 40-year JGB #6 (420); 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 #332 (224); and #358 (47). |
| ****** 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. |