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**** | 31,608 | 31,608 | -0.350 | -0.351 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 27 | 27 | -0.350 | -0.350 | ||
| Outright purchases of CP | 5,646 | 3,996 | -0.007 | 0.006 | 5.8 | |
| 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 #433 (16); 5-year JGB #139 (247); #144 (80); #145 (298); #146 (290); #147 (68); #155 (1); #157 (94); #158 (283); 10-year JGB #342 (214); #350 (430); #351 (11); #354 (100); #355 (862); #357 (264); #358 (2,617); #359 (4,541); #360 (4,680); #361 (3,847); #362 (1,464); #363 (1,282); #364 (1,008); #365 (1,791); #366 (3,239); #367 (1,597); #368 (1,001); #369 (216); 20-year JGB #93 (46); #110 (1); #119 (78); #126 (7); #133 (130); #136 (199); #162 (300); #164 (26); #180 (17); 30-year JGB #1 (6); #4 (40); #7 (10); #32 (55); #69 (1); #75 (140); 40-year JGB #1 (8); and Inflation-indexed bond #28 (3). |
| ***** 10-year JGB #362 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. |