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 1 year and up to 3 years) | 11,428 | 4,253 | -0.003 | -0.002 | 69.9 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 10,820 | 4,505 | -0.007 | -0.005 | 48.0 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 11,484 | 6,756 | -0.014 | -0.011 | 9.4 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 2,748 | 1,006 | 0.011 | 0.011 | 67.4 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 36,260 | 36,260 | -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 (1,014); 5-year JGB #145 (537); #147 (308); #149 (429); #152 (190); #159 (1,028); 10-year JGB #352 (666); #353 (1,727); #354 (2,898); #355 (2,890); #356 (360); #357 (1); #358 (1,923); #359 (657); #360 (3,434); #361 (6,610); #362 (1,197); #363 (1,035); #365 (2,478); #366 (3,612); #367 (808); #369 (2,153); 20-year JGB #68 (99); #153 (100); #179 (7); 30-year JGB #4 (63); #23 (11); 40-year JGB #4 (5); and #16 (20). |
| ***** 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. |