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**** | 8,921 | 8,921 | -1.100 | -2.278 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation***** | 39,490 | 39,490 | -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****** | 62 | 62 | -0.350 | -0.360 | ||
| Outright purchases of Corporate Bonds | 2,121 | 1,000 | 0.243 | 0.279 | 64.3 | |
| 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 (2,904); #368 (3,017); and #369 (3,000). |
| ***** 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 (255); #436 (1); #443 (472); 5-year JGB #146 (485); #155 (1,624); 10-year JGB #335 (50); #351 (591); #352 (510); #353 (519); #354 (883); #355 (939); #356 (1,306); #357 (909); #358 (6,921); #359 (5,721); #360 (3,922); #361 (3,109); #362 (1,774); #364 (1,062); #365 (3,488); #366 (3,959); 20-year JGB #68 (12); #83 (35); #140 (10); #183 (196); 30-year JGB #2 (41); #4 (32); #6 (9); #77 (37); 40-year JGB #5 (11); #6 (506); Inflation-indexed bond #20 (2); #22 (6); #25 (2); and T-bill #1088 (7). |
| ****** 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 (18); and 10-year JGB #366 (44). |
| ******* 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. |