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 T-Bills | 1,600 | 1,000 | 0.004 | 0.004 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 13,940 | 13,940 | -1.100 | -3.451 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation***** | 39,022 | 39,022 | -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****** | 419 | 419 | -0.350 | -0.352 | ||
| 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). |
| **** 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 (6,414); #368 (3,430); and #369 (4,096). |
| ***** 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 (475); #155 (1,032); #156 (195); 10-year JGB #350 (366); #351 (442); #352 (331); #353 (230); #354 (1,010); #355 (957); #357 (1,332); #358 (10,738); #359 (4,831); #360 (4,569); #361 (1,484); #362 (1,148); #364 (800); #365 (3,616); #366 (3,914); 20-year JGB #97 (1); #126 (131); #181 (56); #183 (23); 30-year JGB #2 (41); #3 (1); #4 (32); #6 (12); #20 (18); #65 (2); 40-year JGB #6 (512); and Inflation-indexed bond #20 (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 #359 (330); #364 (20); and 30-year JGB #18 (69). |
| ******* 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. |