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) | 6,725 | 4,250 | -0.002 | 0.000 | 72.4 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 7,524 | 4,501 | 0.002 | 0.010 | 4.3 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,483 | 2,004 | 0.025 | 0.027 | 80.3 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 1,458 | 1,001 | 0.020 | 0.026 | 57.5 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 35,762 | 35,762 | -0.450 | -0.450 | ||
| 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 | ||||
| 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 (630); #147 (175); #152 (244); #156 (79); #159 (2,190); 10-year JGB #333 (20); #348 (198); #349 (127); #350 (776); #351 (326); #353 (169); #354 (100); #355 (498); #356 (228); #357 (1,089); #358 (2,841); #359 (2,147); #360 (5,598); #361 (3,650); #362 (1,117); #363 (2,310); #364 (1,020); #365 (2,617); #366 (3,128); #367 (170); #368 (114); #369 (1,689); #371 (1,937); 20-year JGB #109 (70); #122 (67); #162 (296); 30-year JGB #4 (81); #5 (10); and #38 (51). |
| ***** Bonds subject to the Bank's purchases are the three on-the-run issues. |
| ****** The bond subject to the Bank's purchases is 10-year JGB #360. |
| ******* The bond subject to the Bank's purchases is 10-year JGB #361. |