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 | 5,710 | 1,003 | 0.020 | 0.020 | 81.1 | |
| US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Oct. 26) | 0 | 0 | ||||
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 8,639 | 3,001 | -0.012 | -0.010 | 40.1 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 2,605 | 1,005 | -0.009 | -0.006 | 5.7 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 35,441 | 35,441 | -0.350 | -0.351 | ||
| Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Unlimited amount) (Starting on Oct. 25) | 7,061 | 7,061 | ||||
| Funds-Supplying Operations against Pooled Collateral (at All Offices) (Multiple-rate competitive auction) (Starting on Oct. 25) | 35,130 | 10,003 | 0.320 | 0.338 | 27.9 | |
| 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 (475); 5-year JGB #145 (132); #146 (75); #149 (466); #152 (87); #159 (650); #160 (22); 10-year JGB #350 (99); #352 (701); #353 (1,847); #354 (3,128); #355 (2,970); #356 (766); #357 (1,058); #358 (2,556); #359 (861); #360 (3,733); #361 (5,715); #362 (831); #363 (620); #365 (2,389); #366 (3,724); #367 (162); #369 (1,946); #372 (164); 20-year JGB #92 (43); #145 (46); #166 (67); 30-year JGB #4 (82); #75 (5); and 40-year JGB #6 (21). |
| ***** 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. |