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 JGBs(residual maturity of more than 1 year and up to 3 years) | 8,104 | 4,255 | -0.003 | -0.002 | 68.7 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 10,302 | 4,505 | -0.007 | -0.005 | 6.4 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 12,668 | 6,753 | -0.011 | -0.006 | 19.9 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 3,632 | 2,003 | -0.017 | -0.014 | 39.8 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 41,084 | 41,084 | -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 #442 (93); 5-year JGB #145 (244); #146 (9); #149 (55); #153 (5); #156 (524); #157 (396); #158 (35); 10-year JGB #342 (180); #350 (678); #353 (5); #354 (559); #355 (774); #356 (50); #357 (1,534); #358 (3,612); #359 (5,008); #360 (5,044); #361 (3,767); #362 (2,211); #363 (2,613); #364 (3,510); #365 (3,400); #366 (3,502); #367 (1,900); #368 (1,043); 20-year JGB #170 (4); 30-year JGB #4 (82); #10 (9); #57 (9); Inflation-indexed bond #19 (2); #28 (86); and T-bill #1160 (141). |
| ***** 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. |