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**** | 19,439 | 18,854 | -1.100 | -3.423 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation***** | 37,410 | 37,410 | -0.350 | -0.351 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation****** | 150 | 150 | -0.350 | -0.350 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation******* | 485 | 485 | -3.000 | -3.000 | ||
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)******** | 17,698 | 17,698 | ||||
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)********* | 0 | 0 | ||||
| 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 (successful bid 11,500/ competitive bid 12,085); and #368 (successful bid 7,354/ competitive bid 7,354). |
| ***** 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 (1); #443 (435); #444 (509); #445 (640); 5-year JGB #148 (123); #154 (15); #155 (1,108); 10-year JGB #342 (60); #350 (302); #351 (340); #352 (596); #353 (932); #354 (1,217); #355 (1,703); #356 (449); #357 (265); #358 (6,942); #359 (2,974); #360 (5,482); #361 (1,095); #362 (755); #363 (158); #364 (1,206); #365 (3,463); #366 (3,289); #369 (1,729); 20-year JGB #117 (279); #145 (25); #183 (61); 30-year JGB #1 (5); #2 (37); #4 (40); #6 (14); #28 (12); #50 (6); #51 (238); 40-year JGB #1 (7); #5 (1); #6 (744); Inflation-indexed bond #19 (1); #20 (1); and #27 (58). |
| ****** 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 #360 (135); 20-year JGB #145 (1); and 30-year JGB #67 (14). |
| ******* 10-year JGB #367 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 10-year JGB #358. |
| ********** The bond subject to the Bank's purchases is 10-year JGB #359. |