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 3 years and up to 5 years) | 12,303 | 5,003 | 0.002 | 0.003 | 66.9 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 12,476 | 6,755 | -0.001 | 0.002 | 73.0 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 5,921 | 3,006 | -0.006 | -0.002 | 6.2 | |
| Outright purchases of JGBs(inflation-indexed bonds) | 1,924 | 601 | -0.160 | -0.391 | 9.4 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 25,400 | 25,400 | -1.100 | -1.380 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation***** | 34,880 | 34,880 | -0.350 | -0.350 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation | 0 | 0 | ||||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation****** | 80 | 80 | -0.350 | -0.350 | ||
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)******* | 174 | 174 | ||||
| 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): 10-year JGB #367 (13,826); and #368 (11,574). |
| ***** 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 (46); #433 (594); #443 (445); #444 (755); 5-year JGB #144 (74); #146 (210); #148 (89); #155 (1,064); 10-year JGB #350 (341); #351 (490); #352 (421); #353 (943); #354 (1,959); #355 (1,389); #357 (467); #358 (7,095); #359 (3,210); #360 (5,018); #361 (1,946); #362 (605); #365 (3,358); #366 (3,221); #369 (636); 20-year JGB #154 (10); #183 (82); 30-year JGB #2 (37); #4 (32); #23 (3); 40-year JGB #5 (1); #6 (172); Inflation-indexed bond #19 (2); #27 (26); and T-bill #1108 (92). |
| ****** 20-year JGB #154 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |
| ******* 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. |