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 3 years and up to 5 years) | 10,229 | 4,502 | -0.003 | -0.002 | 70.2 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 8,735 | 5,754 | 0.006 | 0.010 | 50.9 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,318 | 2,001 | 0.017 | 0.019 | 27.1 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 2,877 | 1,006 | 0.027 | 0.030 | 71.2 | |
| Outright purchases of JGBs(inflation-indexed bonds) | 2,199 | 600 | -0.340 | -0.360 | 50.0 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 44,077 | 44,077 | -0.350 | -0.350 | ||
| 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 (507); #145 (287); #146 (565); #152 (1,682); #155 (3); 10-year JGB #342 (239); #350 (1,437); #351 (418); #353 (377); #354 (840); #355 (969); #357 (1,222); #358 (4,695); #359 (4,141); #360 (5,731); #361 (4,252); #362 (1,604); #363 (3,765); #364 (1,863); #365 (2,562); #366 (3,519); #367 (1,542); #368 (1,459); #369 (179); 20-year JGB #138 (31); #168 (5); 30-year JGB #4 (73); #57 (16); 40-year JGB #7 (7); #8 (30); Inflation-indexed bond #19 (2); and T-bill #1115 (55). |
| ***** 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. |