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) | 7,961 | 4,253 | -0.015 | -0.014 | 94.7 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 7,609 | 4,503 | -0.033 | -0.031 | 61.8 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 8,333 | 6,751 | -0.054 | -0.045 | 60.4 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,069 | 2,006 | -0.054 | -0.051 | 47.7 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 1,941 | 1,004 | -0.043 | -0.039 | 55.4 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 41,717 | 41,717 | -0.350 | -0.351 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 436 | 436 | -0.350 | -0.351 |
| * 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 (566); 5-year JGB #144 (110); #145 (147); #146 (1); #149 (789); #152 (231); #155 (2); #156 (33); #157 (50); #159 (214); #161 (20); 10-year JGB #342 (187); #350 (52); #352 (528); #353 (2,898); #354 (3,044); #355 (2,731); #356 (1,935); #357 (1,712); #358 (2,671); #359 (404); #360 (4,318); #361 (6,114); #362 (1,100); #363 (2,808); #365 (2,111); #366 (3,722); #367 (522); #368 (311); #369 (2,013); #370 (22); #371 (112); 20-year JGB #80 (3); #102 (1); #142 (40); #146 (22); #147 (6); #166 (23); 30-year JGB #4 (111); and #6 (33). |
| ***** The securities sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation were as follows (amount in 100 million yen): 2-year JGB #453 (10); 5-year JGB #162 (50); 10-year JGB #360 (50); #361 (191); #362 (55); #365 (30); #366 (10); and 20-year JGB #184 (40). |