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) | 10,843 | 4,258 | 0.005 | 0.006 | 66.0 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 7,355 | 4,503 | 0.011 | 0.013 | 77.1 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 14,568 | 6,755 | 0.012 | 0.013 | 71.8 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 3,660 | 2,008 | 0.015 | 0.018 | 75.1 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 2,695 | 1,000 | 0.017 | 0.019 | 20.1 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 42,806 | 42,806 | -0.350 | -0.351 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 79 | 79 | -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). |
| **** 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 (163); #450 (43); 5-year JGB #145 (254); #146 (98); #147 (348); #156 (172); 10-year JGB #350 (843); #353 (99); #354 (1,846); #355 (426); #357 (1,266); #358 (3,590); #359 (5,451); #360 (6,149); #361 (3,558); #362 (3,041); #363 (2,837); #364 (3,716); #365 (2,508); #366 (3,089); #367 (146); #368 (559); #369 (2,097); 20-year JGB #97 (250); #148 (10); #173 (82); 30-year JGB #4 (53); #5 (8); 40-year JGB #8 (94); and Inflation-indexed bond #28 (10). |
| ***** 20-year JGB #173 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. |