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 3 years and up to 5 years) | 8,995 | 4,505 | 0.005 | 0.006 | 80.5 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 12,650 | 6,758 | 0.000 | 0.003 | 96.4 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 3,244 | 2,004 | 0.010 | 0.011 | 90.6 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 1,899 | 1,003 | 0.011 | 0.013 | 58.3 | |
| Outright purchases of JGBs(inflation-indexed bonds) | 2,121 | 600 | -0.070 | -0.293 | 39.0 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 28,679 | 28,679 | -0.450 | -0.452 | ||
| 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): 5-year JGB #145 (824); #155 (161); #159 (1,915); 10-year JGB #333 (68); #350 (220); #353 (127); #354 (814); #355 (422); #356 (197); #357 (1,449); #358 (2,129); #359 (497); #360 (6,445); #361 (3,346); #362 (1,753); #363 (1,381); #364 (1,161); #365 (2,207); #366 (2,943); 20-year JGB #86 (382); #98 (82); #180 (40); 30-year JGB #2 (22); #4 (80); #5 (4); and 40-year JGB #6 (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. |