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 |
|---|
| Purchases of JGSs under repurchase agreements /same-day-start operation | 10,471 | 10,001 | -0.100 | -0.100 | 95.5 | |
| Purchases of JGSs under repurchase agreements (Starting on Jul. 11) | 50,000 | 20,003 | -0.100 | -0.092 | 9.1 | |
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 12,260 | 4,252 | 0.004 | 0.005 | 77.8 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 10,914 | 6,755 | 0.026 | 0.032 | 55.8 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 3,368 | 2,001 | 0.052 | 0.057 | 94.1 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 2,291 | 1,004 | 0.056 | 0.059 | 77.4 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 40,556 | 40,556 | -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 (193); #145 (374); #146 (423); #149 (177); #156 (569); #157 (533); 10-year JGB #342 (169); #350 (1,257); #351 (1,221); #353 (77); #354 (1,399); #355 (753); #357 (487); #358 (4,297); #359 (7,040); #360 (4,342); #361 (3,245); #362 (1,385); #363 (2,891); #364 (1,226); #365 (1,977); #366 (3,567); #367 (1,436); #368 (1,395); 20-year JGB #110 (5); #126 (5); #127 (5); #140 (5); #144 (27); 30-year JGB #4 (72); 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. |