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) | 8,807 | 4,255 | -0.004 | -0.003 | 67.1 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 8,380 | 4,505 | -0.014 | -0.011 | 48.3 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 10,524 | 6,756 | -0.028 | -0.025 | 81.2 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 3,683 | 2,004 | -0.032 | -0.030 | 91.4 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 30,198 | 30,198 | -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 | 8,768 | 4,001 | -0.002 | 0.006 | 46.2 | |
| 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 #444 (2); 5-year JGB #146 (22); #158 (67); #159 (1,809); 10-year JGB #346 (802); #350 (473); #353 (41); #355 (521); #357 (71); #358 (2,442); #359 (3,670); #360 (5,471); #361 (3,118); #362 (1,149); #363 (1,700); #364 (2,485); #365 (2,842); #366 (3,048); #367 (53); #368 (286); 20-year JGB #98 (28); #114 (10); 30-year JGB #4 (67); and 40-year JGB #8 (21). |
| ***** 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. |