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 | 6,645 | 1,001 | 0.010 | 0.013 | 61.1 | |
| US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Oct. 5) | 0 | 0 | ||||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 38,730 | 38,730 | -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 |
| * 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 (1,353); 5-year JGB #145 (543); #146 (395); #148 (16); #149 (426); #155 (133); #159 (2,003); 10-year JGB #342 (131); #350 (22); #352 (741); #353 (1,642); #354 (2,232); #355 (1,262); #356 (1,578); #357 (2,287); #358 (2,617); #359 (773); #360 (3,279); #361 (5,918); #362 (1,312); #363 (3,267); #364 (30); #365 (2,695); #366 (3,460); #367 (167); #368 (107); 20-year JGB #131 (46); 30-year JGB #4 (76); #5 (2); #12 (1); #79 (84); and Inflation-indexed bond #27 (132). |
| ***** 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. |