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) | 6,672 | 3,752 | 0.001 | 0.004 | 50.0 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 10,337 | 4,501 | 0.001 | 0.006 | 78.2 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 8,626 | 5,252 | -0.023 | -0.012 | 47.0 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,920 | 1,502 | 0.003 | 0.007 | 60.3 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 42,601 | 42,601 | -0.350 | -0.351 | ||
| Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Unlimited amount) (Starting on Dec. 19) | 12,622 | 12,622 | ||||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 80 | 80 | -0.350 | -0.353 |
| * 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 (223); #159 (50); 10-year JGB #344 (222); #350 (120); #352 (389); #353 (2,907); #354 (2,268); #355 (2,945); #356 (2,255); #357 (1,956); #358 (1,502); #359 (2,096); #360 (3,643); #361 (6,785); #362 (2,322); #363 (2,665); #365 (3,841); #366 (3,417); #367 (460); #368 (412); #369 (1,862); #372 (5); 20-year JGB #185 (70); 30-year JGB #4 (36); #12 (31); #40 (11); #71 (2); and 40-year JGB #14 (106). |
| ***** 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 #363 (60); and 20-year JGB #118 (20). |