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 T-Bills | 7,482 | 1,001 | 0.006 | 0.007 | 58.4 | |
| US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Jul. 13) | 0 | 0 | ||||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 55,931 | 55,931 | -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 CP | 8,951 | 3,996 | 0.002 | 0.011 | 37.1 | |
| 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 #449 (3); 5-year JGB #144 (136); #145 (359); #146 (279); #147 (445); #148 (172); #156 (523); #157 (453); 10-year JGB #335 (1); #342 (299); #349 (8); #350 (1,321); #351 (1,168); #353 (56); #354 (2,539); #355 (737); #356 (79); #357 (1,593); #358 (4,499); #359 (6,893); #360 (6,657); #361 (3,279); #362 (1,385); #363 (2,577); #364 (3,672); #365 (4,786); #366 (6,670); #367 (1,535); #368 (993); #369 (2,478); 20-year JGB #112 (10); #118 (1); #121 (37); #123 (10); #126 (7); #144 (161); 30-year JGB #4 (65); #22 (22); #70 (9); Inflation-indexed bond #19 (2); #28 (2); and T-bill #1149 (10). |
| ***** 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. |