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 5 years and up to 10 years) | 8,922 | 4,752 | 0.005 | 0.009 | 80.7 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 2,665 | 1,504 | 0.021 | 0.024 | 56.3 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 2,480 | 753 | 0.034 | 0.035 | 4.6 | |
| Outright purchases of JGBs(inflation-indexed bonds) | 2,821 | 600 | -0.560 | -0.570 | 12.5 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 34,962 | 34,962 | -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 (15); #143 (7); #144 (33); #145 (308); #146 (203); #149 (71); #152 (634); #161 (627); 10-year JGB #353 (2,949); #354 (1,423); #355 (2,890); #356 (2,542); #357 (1,739); #358 (1,225); #359 (2,701); #360 (2,174); #361 (2,410); #362 (2,714); #363 (1,679); #365 (1,612); #366 (2,643); #367 (869); #368 (812); #369 (2,521); #370 (43); 20-year JGB #107 (5); #143 (1); 30-year JGB #4 (30); #6 (4); #12 (15); #53 (5); and 40-year JGB #8 (58). |