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) | 10,309 | 4,254 | 0.001 | 0.002 | 57.8 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 9,267 | 5,005 | 0.003 | 0.004 | 60.7 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 15,308 | 6,755 | 0.000 | 0.004 | 14.7 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,051 | 3,000 | 0.010 | 0.018 | 22.5 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 11,666 | 11,666 | -1.100 | -3.325 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation***** | 36,558 | 36,558 | -0.350 | -0.388 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation****** | 92 | 92 | -0.350 | -0.350 | ||
| Outright purchases of CP | 7,540 | 3,980 | 0.003 | 0.013 | 68.1 | |
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)******* | 8,594 | 8,594 | ||||
| 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 (7,588); and #368 (4,078). |
| ***** 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 (39); #426 (44); #433 (273); #443 (365); #444 (944); 5-year JGB #146 (417); #147 (5); #155 (402); 10-year JGB #342 (958); #350 (291); #351 (160); #352 (69); #353 (331); #354 (2,235); #355 (1,651); #357 (562); #358 (9,406); #359 (2,367); #360 (4,596); #361 (758); #362 (706); #364 (268); #365 (3,392); #366 (4,118); #369 (1,470); 20-year JGB #92 (50); #129 (40); #162 (36); 30-year JGB #2 (37); #4 (32); #6 (20); #38 (5); 40-year JGB #6 (488); Inflation-indexed bond #20 (1); and #27 (22). |
| ****** 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): 5-year JGB #155 (3); 10-year JGB #353 (36); #358 (3); and #359 (50). |
| ******* 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. |