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) | 5,874 | 1,504 | 0.000 | 0.009 | 26.3 | |
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 5,244 | 4,251 | -0.010 | -0.004 | 4.9 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 17,020 | 6,763 | -0.013 | -0.011 | 85.6 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 1,435 | 1,001 | -0.036 | -0.022 | 85.7 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 27,441 | 27,441 | -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 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 #143 (7); #145 (595); #146 (240); #159 (918); #160 (1,966); 10-year JGB #332 (250); #342 (129); #350 (207); #352 (76); #353 (836); #355 (1,681); #358 (2,609); #359 (1,755); #360 (4,979); #361 (3,675); #362 (1,096); #363 (870); #364 (30); #365 (2,095); #366 (3,283); 20-year JGB #184 (11); 30-year JGB #4 (93); and #38 (40). |
| ***** 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. |