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 (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)**** | 8,429 | 8,429 | ||||
| Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)***** | 0 | 0 | ||||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation****** | 46,640 | 46,640 | -0.350 | -0.351 | ||
| 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 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). |
| **** 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. |
| ****** 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 #448 (127); 5-year JGB #143 (313); #145 (260); #146 (194); #156 (151); 10-year JGB #342 (156); #350 (729); #353 (428); #354 (1,069); #355 (825); #357 (1,509); #358 (3,425); #359 (5,259); #360 (6,668); #361 (3,973); #362 (1,990); #363 (3,894); #364 (5,326); #365 (4,145); #366 (3,400); #367 (659); #368 (1,080); 20-year JGB #97 (742); #112 (46); #129 (125); #157 (1); 30-year JGB #4 (43); #43 (10); 40-year JGB #8 (81); Inflation-indexed bond #19 (2); and #28 (10). |
| ******* 10-year JGB #364 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. |