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) | 2,663 | 1,503 | -0.044 | -0.011 | 9.1 | |
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 6,650 | 4,251 | -0.001 | 0.004 | 56.7 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 9,725 | 4,504 | 0.016 | 0.018 | 35.4 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 5,131 | 2,008 | 0.021 | 0.024 | 23.9 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 41,452 | 41,452 | -0.350 | -0.351 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation | 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 (500); 5-year JGB #144 (185); #145 (132); #146 (160); #149 (854); #160 (508); 10-year JGB #342 (100); #350 (33); #352 (847); #353 (3,301); #354 (3,017); #355 (2,813); #356 (2,065); #357 (1,790); #358 (2,139); #359 (33); #360 (3,480); #361 (6,510); #362 (1,620); #363 (2,212); #364 (150); #365 (2,403); #366 (3,627); #367 (524); #368 (280); #369 (1,845); #370 (79); 20-year JGB #80 (15); #106 (40); #113 (20); #136 (5); #184 (8); 30-year JGB #4 (93); and #6 (64). |