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 3 years and up to 5 years) | 9,874 | 4,506 | 0.005 | 0.006 | 53.4 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 10,571 | 6,756 | 0.001 | 0.004 | 47.6 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 2,820 | 2,002 | 0.005 | 0.009 | 9.2 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 1,962 | 1,003 | 0.008 | 0.011 | 4.7 | |
| Outright purchases of JGBs(inflation-indexed bonds) | 2,407 | 600 | -0.430 | -0.430 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 41,464 | 41,464 | -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 | 9,596 | 3,986 | 0.000 | 0.005 | 68.9 | |
| 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): 5-year JGB #145 (123); #146 (89); #152 (31); #156 (224); 10-year JGB #342 (163); #350 (804); #353 (170); #354 (993); #355 (804); #357 (1,737); #358 (2,512); #359 (4,604); #360 (6,002); #361 (3,863); #362 (2,106); #363 (3,258); #364 (5,200); #365 (3,307); #366 (3,425); #367 (626); #368 (1,004); #369 (20); 20-year JGB #105 (10); #106 (14); #173 (30); 30-year JGB #1 (7); #4 (55); 40-year JGB #14 (130); #15 (13); Inflation-indexed bond #19 (2); #28 (91); and T-bill #1164 (47). |
| ***** 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. |