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) | 6,218 | 4,251 | -0.008 | -0.006 | 89.6 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 6,760 | 4,502 | -0.011 | -0.007 | 84.8 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 9,200 | 5,753 | -0.002 | 0.001 | 50.0 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,265 | 2,005 | 0.000 | 0.002 | 34.1 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 31,441 | 31,441 | -0.350 | -0.351 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation | 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 #144 (765); #145 (383); #146 (403); 10-year JGB #332 (6); #338 (48); #342 (341); #350 (697); #353 (282); #355 (976); #358 (2,426); #359 (3,969); #360 (5,641); #361 (3,589); #362 (1,482); #363 (466); #364 (1,572); #365 (1,899); #366 (3,405); #367 (1,332); #368 (1,215); 20-year JGB #97 (50); #100 (15); #150 (250); #168 (14); #169 (70); 30-year JGB #4 (57); #37 (83); and Inflation-indexed bond #28 (5). |
| ***** Bonds subject to the Bank's purchases are the three on-the-run issues. |
| ****** The bond subject to the Bank's purchases is the cheapest-to-deliver issue. |