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**** | 33,926 | 33,926 | -0.350 | -0.350 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 84 | 84 | -0.350 | -0.350 | ||
| 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 #448 (189); 5-year JGB #139 (263); #144 (127); #145 (296); #146 (340); #148 (210); #158 (103); 10-year JGB #342 (210); #350 (453); #353 (248); #354 (653); #355 (847); #357 (745); #358 (3,615); #359 (5,361); #360 (4,659); #361 (3,669); #362 (1,311); #363 (938); #364 (837); #365 (1,758); #366 (3,359); #367 (1,880); #368 (544); 20-year JGB #103 (122); #106 (73); #110 (21); #120 (50); #122 (65); #132 (250); #136 (132); #180 (233); 30-year JGB #4 (47); #5 (5); #28 (43); #52 (32); #53 (41); #78 (142); 40-year JGB #12 (2); Inflation-indexed bond #28 (3); and T-bill #1121 (50). |
| ***** 20-year JGB #117 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. |