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) | 5,898 | 3,750 | 0.007 | 0.012 | 18.0 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 10,512 | 4,505 | 0.031 | 0.034 | 18.3 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 5,915 | 5,251 | 0.012 | 0.037 | 20.0 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 1,511 | 1,500 | -0.016 | 0.063 | 89.0 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 37,703 | 37,703 | -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): 5-year JGB #152 (385); #159 (1); 10-year JGB #344 (50); #352 (612); #353 (2,797); #354 (2,408); #355 (2,173); #356 (2,196); #357 (1,241); #358 (3,398); #360 (2,954); #361 (6,440); #362 (1,963); #363 (2,039); #364 (116); #365 (1,707); #366 (3,646); #367 (256); #368 (645); #369 (1,886); 20-year JGB #116 (34); #128 (5); #145 (114); #146 (42); #147 (368); #150 (50); #154 (49); #163 (17); #178 (56); and 30-year JGB #12 (55). |