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**** | 27,828 | 27,828 | -0.450 | -0.450 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 1 | 1 | -0.450 | -0.450 | ||
| 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 | ||||
| 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 (173); #442 (37); 5-year JGB #139 (266); #144 (102); #145 (404); #146 (530); #148 (94); 10-year JGB #333 (74); #342 (36); #350 (173); #353 (1,278); #354 (1,616); #355 (1,031); #358 (2,368); #359 (4,467); #360 (3,500); #361 (3,208); #362 (1,239); #364 (863); #365 (1,055); #366 (2,984); #367 (1,204); #368 (283); 20-year JGB #83 (30); #103 (124); #106 (27); #116 (58); #122 (192); #125 (20); #184 (7); 30-year JGB #2 (8); #4 (56); #5 (9); #33 (26); #77 (40); 40-year JGB #6 (237); and #8 (9). |
| ***** 10-year JGB #365 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |
| ****** Bonds subject to the Bank's purchases are the three on-the-run issues. |
| ******* The bond subject to the Bank's purchases is 10-year JGB #359. |
| ******** The bond subject to the Bank's purchases is 10-year JGB #360. |