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 (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)**** | 800 | 800 | ||||
| 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 | ||||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation******* | 17,214 | 16,133 | -1.100 | -3.373 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation******** | 37,721 | 37,721 | -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********* | 164 | 164 | -0.350 | -0.359 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation********** | 15 | 15 | -3.000 | -3.000 | ||
| 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 | ||||
| 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). |
| **** 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. |
| ******* 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 7,000/ competitive bid 7,757); #368 (successful bid 4,499/ competitive bid 4,823); and #369 (successful bid 4,634/ competitive bid 4,634). |
| ******** 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); #443 (365); 5-year JGB #146 (422); #155 (1,187); 10-year JGB #342 (25); #350 (191); #351 (526); #352 (331); #353 (230); #354 (1,054); #355 (1,770); #356 (120); #358 (9,707); #359 (4,211); #360 (5,207); #361 (1,435); #362 (1,339); #364 (890); #365 (3,517); #366 (3,931); 20-year JGB #116 (60); #120 (42); #129 (40); #163 (67); 30-year JGB #2 (41); #4 (32); #6 (14); #18 (69); #51 (5); #72 (20); 40-year JGB #6 (487); Inflation-indexed bond #20 (2); and #27 (27). |
| ********* 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); and #358 (20). |
| ********** 10-year JGB #368 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. |