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 |
|---|
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 39,458 | 39,458 | -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(residual maturity of more than 3 years and up to 5 years) | 1,510 | 1,000 | 0.013 | 0.020 | 30.0 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 7,191 | 3,005 | 0.016 | 0.020 | 67.1 | |
| 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 #446 (30); #448 (75); 5-year JGB #145 (322); #146 (32); #159 (2,151); 10-year JGB #350 (731); #351 (142); #354 (749); #355 (355); #357 (1,476); #358 (3,465); #359 (5,161); #360 (5,493); #361 (3,391); #362 (1,608); #363 (2,791); #364 (3,425); #365 (2,574); #366 (3,119); #367 (199); #368 (460); #369 (1,172); 20-year JGB #124 (250); #160 (2); #185 (1); 30-year JGB #4 (91); #53 (1); 40-year JGB #8 (51); #12 (110); Inflation-indexed bond #17 (21); 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. |