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**** | 32,271 | 32,271 | -0.350 | -0.351 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 2,938 | 2,938 | -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 (6); 5-year JGB #139 (213); #144 (80); #145 (308); #146 (293); #155 (37); #157 (291); #158 (64); 10-year JGB #333 (1); #342 (247); #350 (519); #354 (26); #355 (813); #356 (212); #358 (3,257); #359 (5,652); #360 (4,701); #361 (3,619); #362 (1,401); #363 (899); #364 (839); #365 (1,661); #366 (3,417); #367 (1,588); #368 (1,366); 20-year JGB #71 (38); #72 (400); #77 (73); #81 (5); #128 (11); #133 (13); #142 (9); #162 (7); #164 (1); #183 (1); 30-year JGB #4 (51); #13 (44); #15 (1); #39 (100); 40-year JGB #2 (2); Inflation-indexed bond #28 (3); and T-bill #1095 (2). |
| ***** The securities sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation were as follows (amount in 100 million yen): 2-year JGB #441 (1); #446 (1); #448 (1); 5-year JGB #147 (1); #148 (5); #154 (1); #155 (1); 10-year JGB #340 (40); #347 (10); #350 (38); #355 (74); #358 (210); #359 (91); #360 (3); #364 (61); #365 (44); #367 (3); 20-year JGB #76 (244); #81 (53); #90 (5); #93 (10); #101 (6); #115 (745); #120 (1); #124 (1); #133 (34); #138 (11); #143 (2); #157 (305); #159 (1); #161 (58); #162 (301); #163 (2); #169 (136); #170 (31); #180 (9); #183 (30); 30-year JGB #4 (4); #9 (9); #34 (8); #42 (4); #48 (27); #55 (28); #60 (1); #64 (4); #68 (31); #70 (12); 40-year JGB #2 (1); #6 (23); #11 (1); #13 (21); and T-bill #1108 (194). |
| ****** 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. |