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 3 years and up to 5 years) | 6,723 | 5,000 | -0.011 | -0.001 | 78.3 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 13,653 | 5,762 | 0.006 | 0.007 | 33.9 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,746 | 2,008 | 0.007 | 0.008 | 52.3 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 2,284 | 1,005 | 0.006 | 0.007 | 98.6 | |
| Outright purchases of JGBs(inflation-indexed bonds) | 1,872 | 601 | -0.170 | -0.300 | 77.8 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 37,317 | 37,317 | -0.350 | -0.350 | ||
| 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 (186); #436 (9); #442 (51); 5-year JGB #139 (269); #143 (99); #145 (254); #146 (415); #147 (732); #148 (361); #150 (59); #152 (462); 10-year JGB #330 (111); #333 (157); #342 (148); #350 (85); #352 (29); #353 (922); #354 (2,248); #355 (873); #358 (2,130); #359 (4,843); #360 (5,329); #361 (3,021); #362 (2,775); #364 (734); #365 (4,092); #366 (2,986); #367 (1,067); #368 (434); #369 (1,433); 20-year JGB #83 (147); #95 (1); #103 (124); #112 (68); #114 (95); #116 (106); #125 (60); #137 (15); 30-year JGB #4 (41); #5 (7); #14 (11); #33 (25); #78 (100); 40-year JGB #6 (176); #8 (25); and #10 (2). |
| ***** 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. |