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 5 years and up to 10 years) | 10,001 | 3,004 | 0.004 | 0.007 | 27.4 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 3,033 | 1,004 | -0.005 | -0.003 | 78.6 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 54,861 | 54,861 | -0.350 | -0.353 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 183 | 183 | -0.350 | -0.350 | ||
| Outright purchases of CP | 6,530 | 3,980 | 0.003 | 0.015 | 0.8 | |
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)****** | 1,413 | 1,413 | ||||
| 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 (64); #443 (570); 5-year JGB #146 (136); #155 (1,511); 10-year JGB #350 (247); #352 (441); #353 (579); #354 (1,876); #355 (1,986); #358 (7,105); #359 (4,085); #360 (4,290); #361 (1,308); #363 (436); #365 (3,097); #366 (3,389); #367 (12,657); #368 (10,335); #369 (438); 20-year JGB #154 (2); #179 (16); 30-year JGB #2 (40); #4 (32); 40-year JGB #6 (172); and Inflation-indexed bond #19 (2). |
| ***** 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 #364 (110); and #367 (73). |
| ****** 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. |