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) | 6,112 | 4,254 | -0.008 | -0.005 | 93.3 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 12,292 | 4,504 | -0.015 | -0.014 | 26.7 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 13,663 | 6,760 | -0.020 | -0.017 | 52.7 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,079 | 2,006 | -0.018 | -0.013 | 71.2 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 24,811 | 24,811 | -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 CP | 7,530 | 4,000 | -0.003 | 0.008 | 12.5 | |
| 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 (637); #159 (1,086); 10-year JGB #333 (67); #350 (770); #355 (598); #358 (2,069); #359 (2,230); #360 (5,001); #361 (2,807); #362 (1,326); #363 (1,036); #364 (752); #365 (2,905); #366 (3,240); #368 (165); 20-year JGB #115 (14); 30-year JGB #4 (107); and 40-year JGB #6 (1). |
| ***** 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. |