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 more than 1 year and up to 3 years) | 7,183 | 4,251 | -0.008 | -0.004 | 58.1 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 13,550 | 6,265 | -0.014 | -0.012 | 62.8 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,138 | 2,005 | -0.009 | -0.007 | 85.7 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 3,444 | 1,002 | -0.003 | -0.002 | 64.9 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 24,396 | 24,396 | -0.350 | -0.351 | ||
| 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 (608); #435 (250); #436 (23); 5-year JGB #139 (269); #144 (100); #146 (176); #148 (252); 10-year JGB #329 (28); #347 (13); #350 (315); #351 (160); #352 (199); #353 (824); #354 (795); #355 (284); #357 (15); #358 (2,850); #359 (2,908); #360 (3,120); #361 (3,616); #362 (543); #364 (751); #365 (1,560); #366 (3,354); #367 (611); #368 (303); #369 (22); 20-year JGB #94 (200); #112 (130); 30-year JGB #2 (38); 40-year JGB #6 (76); Inflation-indexed bond #19 (2); and #22 (1). |
| ***** 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. |