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 more than 1 year and up to 3 years) | 13,048 | 4,256 | -0.003 | -0.002 | 23.3 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 9,635 | 4,508 | -0.003 | -0.002 | 10.2 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 15,434 | 5,759 | -0.006 | -0.005 | 38.7 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 2,713 | 1,003 | 0.000 | 0.002 | 20.7 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 31,861 | 31,861 | -0.350 | -0.351 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 418 | 418 | -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 #435 (108); 5-year JGB #139 (97); #144 (80); #145 (297); #146 (792); #155 (26); 10-year JGB #342 (199); #350 (410); #355 (815); #356 (603); #357 (223); #358 (3,164); #359 (5,727); #360 (4,768); #361 (3,856); #362 (1,423); #363 (1,119); #364 (837); #365 (1,929); #366 (3,188); #367 (1,431); #368 (633); 20-year JGB #183 (34); 30-year JGB #4 (53); 40-year JGB #2 (6); Inflation-indexed bond #28 (3); and T-bill #1139 (40). |
| ***** 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): 10-year JGB #359 (100); #360 (142); #362 (154); and 40-year JGB #15 (22). |
| ****** 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. |