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 3 years and up to 5 years) | 6,070 | 4,252 | -0.013 | -0.008 | 58.7 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 7,070 | 4,754 | -0.008 | -0.006 | 82.4 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 3,800 | 1,505 | -0.012 | -0.008 | 18.9 | |
| Outright purchases of JGBs(inflation-indexed bonds) | 2,306 | 600 | -0.310 | -0.335 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 37,102 | 37,102 | -0.250 | -0.250 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 1 | 1 | -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): 5-year JGB #144 (49); #146 (503); #149 (178); #152 (172); #153 (526); 10-year JGB #338 (28); #344 (299); #345 (204); #348 (161); #350 (97); #352 (361); #353 (1,386); #354 (1,407); #355 (3,057); #356 (2,498); #357 (2,240); #358 (497); #359 (3,239); #360 (314); #361 (2,085); #362 (2,625); #363 (3,416); #365 (1,893); #366 (3,327); #367 (1,160); #368 (666); #369 (2,654); #370 (1,443); 20-year JGB #91 (29); #156 (35); #157 (94); #163 (105); #187 (25); 30-year JGB #4 (21); #45 (5); #68 (236); 40-year JGB #8 (64); and Inflation-indexed bond #23 (3). |
| ***** 20-year JGB #171 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |