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) | 2,296 | 1,501 | -0.005 | 0.012 | 89.0 | |
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 7,887 | 3,754 | -0.006 | -0.004 | 92.8 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 8,789 | 4,257 | -0.007 | -0.005 | 94.9 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 3,405 | 1,504 | 0.006 | 0.008 | 45.0 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 38,576 | 38,576 | -0.250 | -0.250 | ||
| 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): 2-year JGB #458 (15); 5-year JGB #146 (432); #149 (91); #152 (244); #153 (252); #161 (827); 10-year JGB #344 (309); #345 (458); #348 (172); #350 (41); #352 (414); #353 (1,627); #354 (853); #355 (2,902); #356 (2,760); #357 (2,541); #359 (4,524); #360 (520); #361 (2,081); #362 (2,630); #363 (3,623); #365 (1,226); #366 (2,835); #367 (884); #368 (570); #369 (1,779); #370 (2,105); #371 (1,409); 20-year JGB #109 (25); #116 (46); #122 (127); #159 (54); #171 (156); and 40-year JGB #8 (44). |