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 T-Bills | 6,139 | 1,001 | 0.000 | 0.006 | 74.0 | |
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 6,709 | 4,251 | -0.013 | -0.008 | 84.1 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 12,404 | 4,506 | 0.001 | 0.004 | 58.2 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 16,221 | 6,756 | 0.000 | 0.003 | 0.3 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 5,481 | 2,005 | 0.006 | 0.009 | 21.0 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 39,469 | 39,469 | -0.450 | -0.452 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 320 | 320 | -0.450 | -0.450 | ||
| 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): 2-year JGB #451 (435); #452 (244); 5-year JGB #145 (411); #159 (1,123); #160 (646); 10-year JGB #333 (144); #342 (184); #343 (175); #347 (83); #350 (175); #352 (1,041); #353 (2,516); #354 (932); #355 (1,494); #356 (323); #357 (1,080); #358 (3,330); #359 (3,767); #360 (5,130); #361 (4,586); #362 (1,044); #363 (2,370); #364 (1,443); #365 (2,347); #366 (3,399); 20-year JGB #78 (56); #83 (352); #116 (38); #144 (172); #147 (214); #184 (25); 30-year JGB #4 (95); #6 (40); #38 (33); #70 (5); and #72 (17). |
| ***** 30-year JGB #13 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |
| ****** 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. |