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) | 9,155 | 3,752 | 0.010 | 0.012 | 6.0 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 9,394 | 4,255 | 0.012 | 0.014 | 38.2 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 7,308 | 4,756 | 0.003 | 0.006 | 28.3 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 2,855 | 1,503 | 0.012 | 0.016 | 58.9 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 50,658 | 50,658 | -0.250 | -0.250 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 128 | 128 | -0.250 | -0.250 |
| * 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 #437 (67); #439 (49); #447 (92); #448 (16); #453 (371); 5-year JGB #141 (146); #143 (118); #144 (21); #146 (531); #149 (103); #150 (286); #151 (826); #152 (337); #155 (55); #161 (713); #164 (469); #165 (41); 10-year JGB #344 (668); #345 (358); #346 (266); #348 (159); #350 (10); #352 (874); #353 (2,552); #354 (1,132); #355 (2,869); #356 (2,199); #357 (1,723); #358 (204); #359 (4,930); #360 (1,842); #361 (2,565); #362 (2,524); #363 (4,519); #364 (1,205); #365 (2,005); #366 (3,477); #367 (831); #368 (655); #369 (2,803); #370 (2,276); #371 (1,736); #372 (457); #373 (3); 20-year JGB #86 (30); #87 (89); #91 (52); #103 (1); #115 (144); #120 (54); #122 (49); #125 (47); #143 (100); #156 (117); #163 (239); #173 (280); #175 (55); #177 (101); #185 (20); #187 (93); 30-year JGB #18 (7); #52 (2); #54 (1); #78 (17); 40-year JGB #6 (4); and #8 (73). |
| ***** 10-year JGB #365 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |