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) | 6,909 | 3,755 | 0.000 | 0.002 | 41.8 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 8,347 | 4,255 | 0.002 | 0.003 | 89.0 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 10,680 | 4,758 | -0.005 | -0.004 | 77.2 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 3,781 | 1,509 | -0.005 | 0.003 | 38.7 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 31,869 | 31,869 | -0.350 | -0.350 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation | 0 | 0 | ||||
| Outright purchases of CP | 9,422 | 3,999 | 0.007 | 0.019 | 90.0 |
| * 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): 2-year JGB #452 (10); #453 (73); 5-year JGB #150 (26); #152 (452); #159 (17); #161 (1); 10-year JGB #353 (2,828); #354 (1,967); #355 (2,930); #356 (2,944); #357 (1,860); #358 (1,569); #359 (1,252); #360 (1,853); #361 (2,610); #362 (2,725); #363 (916); #365 (1,634); #366 (2,419); #367 (615); #368 (632); #369 (2,268); #370 (161); 20-year JGB #133 (14); 30-year JGB #4 (27); #64 (28); 40-year JGB #8 (36); and #9 (2). |