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 T-Bills | 9,743 | 1,002 | 0.009 | 0.010 | 85.6 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 8,724 | 3,002 | 0.039 | 0.043 | 50.2 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 51,301 | 51,301 | -0.350 | -0.350 | ||
| 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 (54); #448 (232); 5-year JGB #145 (369); #146 (346); #147 (266); #152 (156); #156 (149); 10-year JGB #342 (207); #347 (1); #350 (720); #353 (402); #354 (1,091); #355 (776); #357 (2,283); #358 (3,166); #359 (5,325); #360 (7,283); #361 (4,230); #362 (2,190); #363 (4,481); #364 (5,696); #365 (4,325); #366 (3,561); #367 (817); #368 (1,092); #369 (985); #371 (57); 20-year JGB #97 (717); #124 (90); #132 (3); #160 (2); #182 (90); 30-year JGB #4 (42); #53 (1); #73 (17); 40-year JGB #8 (65); Inflation-indexed bond #19 (4); and #28 (10). |
| ***** 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. |