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) | 11,299 | 4,254 | 0.005 | 0.006 | 52.9 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 13,032 | 5,755 | -0.003 | -0.002 | 99.8 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,013 | 2,003 | -0.004 | -0.001 | 38.9 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 2,077 | 1,007 | 0.010 | 0.011 | 76.1 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 36,770 | 36,770 | -0.350 | -0.351 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 300 | 300 | -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): 5-year JGB #139 (263); #144 (734); #145 (248); #146 (365); #158 (833); 10-year JGB #342 (324); #348 (30); #350 (607); #353 (510); #354 (346); #355 (1,012); #356 (24); #357 (565); #358 (2,178); #359 (6,021); #360 (6,507); #361 (3,987); #362 (1,510); #363 (1,307); #364 (1,450); #365 (1,871); #366 (3,561); #367 (1,511); #368 (824); 20-year JGB #183 (40); 30-year JGB #1 (5); #4 (37); and #63 (100). |
| ***** 10-year JGB #366 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. |