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 3 years and up to 5 years) | 11,596 | 4,254 | 0.006 | 0.007 | 94.0 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 13,145 | 4,760 | 0.007 | 0.009 | 11.6 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 2,428 | 753 | 0.022 | 0.025 | 60.1 | |
| Outright purchases of JGBs(inflation-indexed bonds) | 2,770 | 602 | -0.720 | -0.863 | 23.2 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 36,285 | 36,285 | -0.350 | -0.350 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 1 | 1 | -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 #141 (135); #146 (456); #149 (191); #151 (4); #152 (900); #155 (8); 10-year JGB #344 (4); #352 (273); #353 (2,629); #354 (2,681); #355 (3,051); #356 (3,047); #357 (923); #358 (1,460); #359 (100); #360 (1,990); #361 (3,259); #362 (3,572); #363 (1,186); #365 (1,994); #366 (2,730); #367 (1,011); #368 (704); #369 (2,632); #370 (1,164); 20-year JGB #105 (50); 30-year JGB #4 (36); #12 (38); #39 (33); and 40-year JGB #8 (24). |
| ***** 10-year JGB #373 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |