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) | 3,223 | 1,501 | 0.013 | 0.014 | 66.5 | |
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 14,239 | 3,752 | -0.001 | 0.001 | 88.6 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 3,052 | 1,503 | 0.004 | 0.006 | 73.3 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 2,484 | 753 | 0.008 | 0.010 | 31.5 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 31,357 | 31,357 | -0.350 | -0.350 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 3 | 3 | -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): 2-year JGB #457 (99); 5-year JGB #141 (13); #146 (343); #151 (204); #152 (426); 10-year JGB #353 (2,614); #354 (1,132); #355 (2,992); #356 (2,445); #357 (1,926); #358 (981); #359 (2,123); #360 (1,413); #361 (2,520); #362 (2,760); #363 (1,133); #365 (668); #366 (2,721); #367 (982); #368 (538); #369 (2,467); #370 (756); 20-year JGB #87 (26); #118 (1); #143 (3); #158 (2); 30-year JGB #4 (30); #12 (22); #81 (16); and Inflation-indexed bond #25 (1). |
| ***** 5-year JGB #141 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |