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 3 years and up to 5 years) | 10,544 | 4,508 | -0.009 | -0.007 | 22.6 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 11,265 | 6,756 | -0.017 | -0.013 | 25.4 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 6,474 | 2,010 | -0.011 | -0.008 | 37.2 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 2,017 | 1,001 | -0.009 | -0.006 | 13.8 | |
| Outright purchases of JGBs(inflation-indexed bonds) | 1,536 | 601 | -0.020 | -0.063 | 73.9 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 28,557 | 28,557 | -0.550 | -0.555 | ||
| 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 (1,078); 5-year JGB #143 (149); #145 (51); #149 (278); #152 (878); #158 (46); #159 (1,275); 10-year JGB #335 (33); #342 (163); #352 (655); #353 (1,464); #354 (726); #355 (1,562); #356 (482); #358 (2,138); #360 (3,348); #361 (5,580); #362 (1,489); #363 (1,302); #365 (2,285); #366 (2,926); 20-year JGB #71 (8); #144 (70); #147 (352); #183 (100); 30-year JGB #4 (83); #7 (30); #66 (1); and Inflation-indexed bond #22 (5). |
| ***** 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. |