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 up to 1 year) | 3,774 | 1,500 | -0.017 | 0.009 | 10.0 | |
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 7,976 | 4,252 | -0.005 | -0.004 | 49.8 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 10,610 | 4,505 | -0.004 | -0.003 | 36.1 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,480 | 2,006 | -0.001 | 0.001 | 63.8 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 34,089 | 34,089 | -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 | ||||
| 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); #440 (60); 5-year JGB #139 (266); #144 (68); #145 (323); #146 (457); #148 (175); #149 (4); 10-year JGB #333 (198); #342 (211); #345 (5); #346 (1); #350 (322); #353 (775); #354 (1,538); #355 (925); #357 (1,163); #358 (5,081); #359 (3,945); #360 (4,904); #361 (3,682); #362 (1,224); #363 (868); #364 (812); #365 (1,582); #366 (3,149); #367 (1,431); #368 (449); 20-year JGB #103 (74); #106 (54); #146 (9); #160 (40); #172 (15); #184 (5); 30-year JGB #2 (20); #4 (61); Inflation-indexed bond #28 (3); and T-bill #1153 (4). |
| ***** 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. |