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 |
|---|
| US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Jul. 7) | 0 | 0 | ||||
| Outright purchases of JGBs(residual maturity of up to 1 year) | 6,255 | 1,504 | 0.004 | 0.006 | 58.8 | |
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 12,439 | 4,251 | 0.003 | 0.004 | 41.0 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 9,962 | 4,508 | 0.001 | 0.003 | 23.0 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,628 | 2,004 | -0.007 | -0.004 | 21.0 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 41,837 | 41,837 | -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): 2-year JGB #431 (6); #437 (11); 5-year JGB #144 (537); #145 (329); #146 (412); #156 (38); #157 (544); 10-year JGB #342 (287); #350 (1,118); #351 (1,155); #353 (320); #354 (968); #355 (845); #356 (94); #357 (904); #358 (4,692); #359 (5,993); #360 (5,190); #361 (3,442); #362 (1,300); #363 (3,243); #364 (1,442); #365 (2,840); #366 (3,512); #367 (1,496); #368 (942); #369 (54); 20-year JGB #100 (30); 30-year JGB #4 (89); Inflation-indexed bond #19 (2); and #28 (2). |
| ***** 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. |