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) | 8,349 | 4,257 | 0.002 | 0.002 | 69.3 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 15,384 | 5,006 | -0.002 | -0.001 | 31.4 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 16,148 | 6,764 | -0.002 | -0.001 | 94.9 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 2,994 | 1,505 | 0.000 | 0.003 | 89.9 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 56,020 | 56,020 | -0.350 | -0.353 | ||
| 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)***** | 538 | 538 | ||||
| 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 (27); #433 (50); #442 (623); #443 (570); 5-year JGB #146 (183); #149 (144); #153 (34); #155 (2,597); 10-year JGB #329 (67); #350 (341); #351 (15); #352 (410); #353 (386); #354 (1,800); #355 (1,679); #357 (62); #358 (10,029); #359 (2,545); #360 (3,656); #361 (856); #362 (421); #365 (3,384); #366 (3,814); #367 (12,845); #368 (8,774); 20-year JGB #114 (300); #116 (21); #131 (20); #174 (3); #182 (14); #183 (138); 30-year JGB #2 (40); 40-year JGB #6 (78); #12 (18); #15 (2); Inflation-indexed bond #19 (2); 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. |