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) | 4,336 | 1,500 | 0.011 | 0.013 | 74.4 | |
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 12,118 | 3,759 | -0.002 | -0.001 | 43.8 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 10,640 | 4,256 | -0.009 | -0.008 | 44.0 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 10,229 | 4,755 | -0.023 | -0.018 | 27.0 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 33,535 | 33,535 | -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 #146 (135); #149 (330); #152 (821); #159 (38); 10-year JGB #339 (22); #350 (15); #352 (46); #353 (2,535); #354 (1,957); #355 (2,820); #356 (2,737); #357 (1,953); #358 (1,010); #359 (713); #360 (1,955); #361 (3,257); #362 (3,217); #363 (1,365); #365 (1,714); #366 (2,492); #367 (782); #368 (648); #369 (2,489); #370 (209); 30-year JGB #4 (37); #12 (17); #39 (33); and 40-year JGB #8 (188). |