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) | 5,307 | 1,500 | -0.003 | 0.005 | 20.6 | |
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 10,850 | 3,755 | -0.005 | -0.004 | 72.8 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 13,066 | 4,760 | -0.037 | -0.033 | 53.6 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,078 | 1,503 | -0.040 | -0.035 | 37.6 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 33,514 | 33,514 | -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): 5-year JGB #140 (26); #143 (167); #152 (631); #163 (15); 10-year JGB #350 (67); #352 (88); #353 (3,028); #354 (2,770); #355 (1,978); #356 (2,209); #357 (279); #358 (1,783); #360 (2,000); #361 (4,143); #362 (2,875); #363 (1,498); #365 (1,833); #366 (2,903); #367 (936); #368 (635); #369 (3,014); #371 (575); 20-year JGB #157 (2); 30-year JGB #4 (29); #12 (17); #20 (9); and Inflation-indexed bond #24 (4). |