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 (Starting on Jul. 14) | 71,350 | 40,003 | -0.100 | -0.094 | 34.6 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 42,335 | 42,335 | -0.350 | -0.352 | ||
| 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 #433 (6); 5-year JGB #143 (196); #144 (129); #145 (311); #146 (441); #149 (8); #156 (325); #157 (361); #158 (145); 10-year JGB #342 (179); #350 (990); #351 (936); #354 (1,371); #355 (686); #357 (1,736); #358 (4,299); #359 (5,494); #360 (4,891); #361 (3,376); #362 (1,374); #363 (2,882); #364 (3,806); #365 (1,792); #366 (3,540); #367 (1,462); #368 (1,051); 20-year JGB #87 (33); #91 (18); #133 (88); #184 (38); 30-year JGB #4 (82); 40-year JGB #16 (1); Inflation-indexed bond #19 (2); #28 (86); and T-bill #1160 (200). |
| ***** 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. |