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) | 8,575 | 4,254 | -0.003 | 0.000 | 2.2 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 16,247 | 6,758 | -0.003 | -0.002 | 78.4 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 5,461 | 3,003 | -0.006 | -0.003 | 74.8 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 2,523 | 2,001 | -0.017 | 0.003 | 2.1 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 52,842 | 52,842 | -0.350 | -0.351 | ||
| 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)***** | 54 | 54 | ||||
| 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 (59); #442 (394); #443 (570); 5-year JGB #146 (80); #149 (116); #155 (1,886); 10-year JGB #350 (274); #351 (71); #352 (380); #353 (111); #354 (825); #355 (275); #356 (8); #358 (11,948); #359 (2,192); #360 (3,380); #361 (1,172); #364 (688); #365 (4,340); #366 (3,228); #367 (12,417); #368 (8,291); 30-year JGB #2 (16); #71 (18); 40-year JGB #6 (54); and Inflation-indexed bond #19 (2). |
| ***** 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. |