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 |
|---|
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 41,677 | 41,677 | -0.350 | -0.352 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 38 | 38 | -0.350 | -0.350 | ||
| Outright purchases of Corporate Bonds | 2,074 | 1,002 | 0.220 | 0.236 | 25.9 | |
| 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 #442 (294); 5-year JGB #145 (255); #146 (224); #149 (92); #152 (104); #156 (314); #157 (99); 10-year JGB #339 (43); #342 (172); #345 (12); #350 (873); #351 (996); #353 (83); #354 (514); #355 (661); #357 (1,804); #358 (3,414); #359 (5,108); #360 (4,931); #361 (3,809); #362 (1,914); #363 (2,676); #364 (3,266); #365 (3,253); #366 (3,701); #367 (1,571); #368 (1,069); 20-year JGB #122 (39); #143 (10); #170 (82); #172 (54); 30-year JGB #4 (65); #11 (26); 40-year JGB #6 (8); Inflation-indexed bond #28 (86); T-bill #1160 (5); and #1164 (50). |
| ***** T-bill #1160 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |
| ****** 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. |