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**** | 11,822 | 11,795 | -1.100 | -3.634 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation***** | 44,860 | 44,860 | -0.350 | -0.364 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation****** | 2,146 | 2,146 | -0.350 | -0.365 | ||
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)******* | 1,551 | 1,551 | ||||
| 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 7,500/ competitive bid 7,527); and #368 (successful bid 4,295/ competitive bid 4,295). |
| ***** 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 (45); #433 (273); #442 (103); #443 (365); #444 (742); 5-year JGB #146 (498); #154 (245); #155 (955); #156 (15); 10-year JGB #342 (1,012); #350 (355); #351 (533); #352 (331); #353 (445); #354 (1,471); #355 (1,545); #356 (360); #357 (577); #358 (9,398); #359 (3,198); #360 (5,129); #361 (1,431); #362 (1,862); #363 (7); #364 (800); #365 (3,750); #366 (3,700); #369 (4,786); 20-year JGB #99 (56); #116 (46); #117 (446); #129 (40); #160 (38); #164 (1); 30-year JGB #2 (41); #4 (32); #6 (11); 40-year JGB #6 (177); Inflation-indexed bond #20 (1); and #22 (1). |
| ****** 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 #350 (144); #355 (63); #358 (298); #359 (100); #360 (581); #361 (64); #362 (364); #364 (100); #365 (9); #369 (26); 20-year JGB #116 (60); #117 (39); and 40-year JGB #6 (298). |
| ******* 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. |