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**** | 13,223 | 13,223 | -1.100 | -4.005 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation***** | 37,020 | 37,020 | -0.350 | -0.401 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation****** | 61 | 61 | -0.350 | -0.350 | ||
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)******* | 2,650 | 2,650 | ||||
| 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 (8,200); and #368 (5,023). |
| ***** 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 (30); #426 (44); #433 (334); #443 (369); #444 (1,990); 5-year JGB #146 (182); #155 (1,001); 10-year JGB #330 (10); #335 (163); #342 (105); #350 (259); #351 (397); #352 (515); #353 (360); #354 (2,001); #355 (1,908); #357 (290); #358 (8,117); #359 (754); #360 (5,106); #361 (1,222); #362 (1,382); #364 (794); #365 (3,607); #366 (3,248); #369 (1,100); 20-year JGB #92 (170); #101 (131); #110 (48); #129 (53); #158 (253); #173 (5); #174 (3); 30-year JGB #1 (9); #2 (37); #4 (32); #6 (27); #50 (8); #72 (300); 40-year JGB #5 (26); #6 (588); #15 (8); Inflation-indexed bond #20 (1); and #27 (33). |
| ****** 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 #358 (48); and #365 (13). |
| ******* 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. |