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**** | 29,056 | 29,056 | -0.450 | -0.451 | ||
| 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 #435 (190); #436 (16); #448 (18); 5-year JGB #139 (269); #143 (101); #145 (314); #146 (459); #148 (286); #156 (270); 10-year JGB #333 (83); #342 (174); #350 (145); #353 (728); #354 (689); #355 (1,014); #356 (127); #357 (65); #358 (4,290); #359 (3,968); #360 (3,515); #361 (2,954); #362 (1,609); #363 (468); #364 (515); #365 (1,695); #366 (2,978); #367 (826); #368 (104); 20-year JGB #84 (8); #98 (70); #103 (32); #122 (68); #126 (130); #136 (12); #139 (74); #168 (110); #175 (40); 30-year JGB #2 (36); #4 (39); #5 (1); #14 (5); #26 (41); #31 (54); #36 (16); #52 (80); 40-year JGB #6 (129); Inflation-indexed bond #21 (8); and T-bill #1156 (233). |
| ***** 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. |