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) | 11,523 | 4,254 | 0.007 | 0.009 | 94.1 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 11,708 | 4,506 | 0.006 | 0.008 | 27.1 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 13,908 | 6,757 | 0.010 | 0.012 | 60.4 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,753 | 2,004 | 0.030 | 0.033 | 58.0 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 33,857 | 33,857 | -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 (453); 5-year JGB #145 (39); #149 (447); #159 (929); 10-year JGB #350 (77); #352 (501); #353 (1,468); #354 (3,057); #355 (2,697); #356 (781); #357 (910); #358 (1,980); #359 (978); #360 (3,542); #361 (5,341); #362 (1,586); #363 (714); #365 (2,099); #366 (3,781); #367 (233); #369 (1,929); 20-year JGB #92 (43); #147 (83); #153 (101); 30-year JGB #4 (38); #37 (6); #59 (3); and #72 (41). |
| ***** 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. |