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**** | 48,608 | 48,608 | -0.750 | -0.751 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 732 | 732 | -0.750 | -0.750 | ||
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 9,812 | 3,007 | 0.006 | 0.008 | 32.5 | |
| 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 |
| * 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 #433 (150); #441 (16); #442 (72); #448 (69); #451 (797); #452 (135); 5-year JGB #145 (617); #146 (596); #147 (523); #149 (590); #152 (880); #153 (221); #155 (598); #158 (147); #159 (2,380); #160 (569); 10-year JGB #333 (76); #335 (16); #342 (105); #350 (217); #352 (832); #353 (1,622); #354 (2,286); #355 (1,913); #356 (600); #357 (1,213); #358 (2,828); #359 (100); #360 (3,569); #361 (7,943); #362 (3,068); #363 (2,295); #364 (302); #365 (2,743); #366 (2,956); #367 (100); #370 (200); #371 (256); 20-year JGB #72 (7); #104 (5); #144 (104); #147 (349); #151 (142); #153 (705); #154 (120); #158 (288); #161 (15); #166 (75); #168 (160); #171 (483); #172 (84); #173 (108); #174 (124); #175 (231); #176 (521); #177 (237); #178 (82); #179 (100); #180 (77); #181 (171); #184 (282); 30-year JGB #4 (95); #35 (61); #39 (39); #41 (2); #79 (240); 40-year JGB #3 (33); #12 (35); and Inflation-indexed bond #27 (33). |
| ***** The securities sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation were as follows (amount in 100 million yen): 5-year JGB #140 (33); 10-year JGB #358 (300); #360 (107); and #365 (292). |
| ****** 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. |