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) | 9,668 | 3,759 | 0.008 | 0.010 | 56.3 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 13,481 | 4,501 | 0.014 | 0.019 | 0.5 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 9,767 | 5,257 | 0.016 | 0.018 | 27.2 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 1,802 | 753 | 0.052 | 0.054 | 17.0 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 39,301 | 39,301 | -0.350 | -0.351 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 1 | 1 | -0.350 | -0.350 |
| * 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 (16); 5-year JGB #140 (9); #146 (74); #149 (24); #155 (5); #156 (141); 10-year JGB #352 (383); #353 (2,897); #354 (3,079); #355 (2,535); #356 (1,898); #357 (1,848); #358 (2,990); #359 (50); #360 (3,557); #361 (7,188); #362 (2,119); #363 (1,035); #365 (2,301); #366 (3,703); #367 (305); #368 (301); #369 (1,947); #370 (100); 20-year JGB #73 (18); #90 (16); #127 (215); #147 (326); #151 (8); #176 (80); #179 (38); and 30-year JGB #4 (95). |
| ***** 10-year JGB #352 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |