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 up to 1 year) | 4,653 | 1,500 | 0.000 | 0.006 | ||
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 11,195 | 4,257 | 0.000 | 0.001 | 47.7 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 13,505 | 5,006 | -0.001 | 0.001 | 83.4 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 3,943 | 2,006 | 0.001 | 0.004 | 18.8 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 41,106 | 41,106 | -0.450 | -0.450 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation | 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): 2-year JGB #433 (456); #435 (278); 5-year JGB #136 (140); #139 (269); #144 (194); #145 (322); #146 (233); #149 (210); #153 (78); 10-year JGB #329 (10); #350 (495); #351 (64); #352 (509); #353 (1,749); #354 (1,815); #355 (1,247); #356 (116); #357 (155); #358 (5,915); #359 (6,133); #360 (4,285); #361 (5,919); #362 (2,026); #363 (245); #365 (2,237); #366 (3,611); #367 (478); #368 (381); #369 (1,240); 20-year JGB #107 (31); #137 (16); 30-year JGB #2 (16); 40-year JGB #5 (1); #6 (69); Inflation-indexed bond #19 (2); #22 (1); and T-bill #1144 (160). |
| ***** Bonds subject to the Bank's purchases are the three on-the-run issues. |
| ****** The bond subject to the Bank's purchases is the cheapest-to-deliver issue. |