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 |
|---|
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 37,188 | 37,188 | -0.450 | -0.451 | ||
| 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): 2-year JGB #451 (555); 5-year JGB #145 (75); #149 (286); #159 (612); #160 (546); 10-year JGB #333 (97); #342 (186); #352 (907); #353 (2,310); #354 (1,272); #355 (1,522); #356 (598); #357 (1,124); #358 (2,591); #359 (4,159); #360 (5,349); #361 (4,641); #362 (1,107); #363 (2,391); #364 (644); #365 (2,333); #366 (3,235); #369 (208); 20-year JGB #83 (32); #144 (178); #147 (21); #183 (25); 30-year JGB #4 (95); #6 (49); and #78 (40). |
| ***** 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. |