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 up to 1 year) | 8,126 | 1,503 | 0.006 | 0.006 | 73.1 | |
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 8,107 | 4,255 | 0.000 | 0.002 | 27.2 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 9,880 | 6,756 | -0.002 | 0.003 | 21.7 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 1,610 | 1,001 | 0.005 | 0.008 | 15.0 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 31,975 | 31,975 | -0.350 | -0.364 | ||
| 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 (28); 5-year JGB #146 (27); #159 (3,266); 10-year JGB #333 (282); #350 (130); #352 (336); #353 (200); #355 (505); #356 (23); #357 (1,225); #358 (2,675); #359 (3,000); #360 (5,867); #361 (2,963); #362 (1,151); #363 (1,173); #364 (2,574); #365 (2,271); #366 (3,289); #368 (428); 20-year JGB #185 (358); 30-year JGB #4 (67); #6 (30); 40-year JGB #8 (57); and #13 (50). |
| ***** 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. |