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) | 9,880 | 3,751 | -0.005 | -0.004 | 55.8 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 9,753 | 4,506 | -0.014 | -0.012 | 7.3 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 2,603 | 1,505 | 0.012 | 0.013 | 91.1 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 1,393 | 753 | 0.016 | 0.018 | 34.7 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 43,900 | 43,900 | -0.350 | -0.350 | ||
| 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 #436 (1); #453 (100); #454 (37); 5-year JGB #144 (56); #146 (289); #149 (85); #150 (391); #152 (571); #154 (76); #155 (13); #162 (159); 10-year JGB #352 (526); #353 (2,991); #354 (3,193); #355 (2,291); #356 (2,227); #357 (1,799); #358 (1,650); #359 (1,609); #360 (3,216); #361 (6,564); #362 (2,604); #363 (1,835); #365 (2,384); #366 (3,662); #367 (419); #368 (741); #369 (2,087); #370 (116); #372 (1,327); 20-year JGB #73 (4); #82 (138); #98 (150); #106 (10); #111 (96); #147 (356); 30-year JGB #3 (36); #4 (8); #12 (43); and #79 (40). |