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) | 2,480 | 1,500 | -0.050 | -0.018 | 5.2 | |
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 10,840 | 3,759 | -0.012 | -0.010 | 94.8 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 12,350 | 5,255 | -0.036 | -0.034 | 89.0 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 2,114 | 751 | -0.046 | -0.038 | 41.4 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 33,688 | 33,688 | -0.350 | -0.351 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 433 | 433 | -0.350 | -0.357 |
| * 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 (357); #159 (349); 10-year JGB #352 (453); #353 (2,320); #354 (2,688); #355 (2,226); #356 (2,493); #357 (1,521); #358 (1,942); #359 (18); #360 (2,515); #361 (5,348); #362 (2,275); #363 (1,167); #365 (1,470); #366 (3,542); #367 (337); #368 (591); #369 (1,898); #372 (60); 20-year JGB #120 (34); #146 (38); #157 (3); 30-year JGB #4 (1); #71 (38); and Inflation-indexed bond #25 (4). |
| ***** 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): 10-year JGB #354 (290); and #365 (143). |