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 up to 1 year) | 2,161 | 1,501 | -0.028 | 0.009 | 60.7 | |
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 13,478 | 4,253 | 0.008 | 0.011 | 18.0 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 7,116 | 4,501 | 0.009 | 0.015 | 87.9 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 18,181 | 6,756 | 0.021 | 0.023 | 48.5 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 7,790 | 2,006 | 0.036 | 0.038 | 79.4 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 44,406 | 44,406 | -0.450 | -0.453 | ||
| 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 (1,527); 5-year JGB #145 (345); #147 (576); #149 (268); #159 (1,821); 10-year JGB #352 (660); #353 (1,612); #354 (2,371); #355 (2,690); #356 (1,527); #357 (1,528); #358 (2,185); #359 (1,033); #360 (3,942); #361 (7,235); #362 (2,582); #363 (3,317); #365 (3,478); #366 (3,117); #368 (48); #369 (2,197); #370 (40); 20-year JGB #82 (221); #111 (5); 30-year JGB #4 (71); and #49 (10). |
| ***** 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. |