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) | 7,104 | 4,251 | 0.003 | 0.005 | 63.3 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 11,077 | 5,007 | 0.000 | 0.001 | 63.7 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 14,080 | 5,757 | 0.011 | 0.013 | 31.4 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 4,107 | 1,002 | 0.023 | 0.023 | 96.0 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 25,496 | 25,496 | -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 Corporate Bonds | 2,214 | 1,000 | 0.216 | 0.232 | 27.3 | |
| 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 |
| * 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 #435 (209); #436 (132); 5-year JGB #139 (269); #144 (184); #145 (66); #146 (254); #148 (272); #152 (50); 10-year JGB #342 (60); #350 (71); #351 (204); #352 (353); #353 (405); #354 (989); #355 (981); #357 (300); #358 (2,998); #359 (3,782); #360 (2,700); #361 (3,303); #362 (199); #363 (327); #364 (916); #365 (1,670); #366 (3,238); #367 (619); #368 (343); 20-year JGB #124 (100); #158 (41); #174 (87); #180 (139); 30-year JGB #2 (21); #4 (37); 40-year JGB #1 (39); #3 (6); #6 (124); #10 (7); and Inflation-indexed bond #19 (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. |