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 T-Bills | 6,593 | 1,000 | 0.042 | 0.048 | 66.7 | |
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 9,537 | 3,754 | 0.032 | 0.035 | 9.0 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 13,374 | 4,252 | 0.067 | 0.068 | 95.6 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 13,906 | 4,754 | 0.080 | 0.082 | 78.3 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,736 | 1,500 | 0.105 | 0.108 | 87.1 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 36,139 | 36,139 | -0.350 | -0.351 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 90 | 90 | -0.350 | -0.350 |
| * 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); #146 (591); #149 (150); #150 (246); #152 (650); 10-year JGB #352 (200); #353 (2,919); #354 (2,754); #355 (2,915); #356 (2,606); #357 (1,935); #358 (1,439); #360 (1,870); #361 (3,700); #362 (3,331); #363 (1,244); #365 (1,596); #366 (2,573); #367 (986); #368 (751); #369 (2,554); #370 (611); #371 (200); 20-year JGB #87 (244); #171 (3); #174 (4); 30-year JGB #4 (26); #33 (5); and 40-year JGB #8 (10). |
| ***** 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 #357 (50); and 40-year JGB #16 (40). |