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) | 11,680 | 3,755 | 0.008 | 0.009 | 4.3 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 6,532 | 4,753 | 0.008 | 0.013 | 29.7 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 1,902 | 755 | 0.025 | 0.026 | 54.0 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 42,541 | 42,541 | -0.150 | -0.150 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 18 | 18 | -0.150 | -0.150 |
| * 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 #451 (44); 5-year JGB #146 (238); #152 (251); #153 (158); #161 (1,176); #166 (343); 10-year JGB #344 (374); #345 (649); #348 (167); #349 (71); #350 (99); #352 (470); #353 (2,223); #354 (896); #355 (2,987); #356 (2,522); #357 (3,501); #359 (5,100); #360 (1,111); #361 (1,810); #362 (2,555); #363 (3,070); #364 (43); #365 (1,295); #366 (2,747); #367 (815); #368 (636); #369 (1,828); #370 (2,070); #371 (2,759); 20-year JGB #71 (2); #103 (1); #137 (130); #144 (30); #186 (20); 30-year JGB #20 (90); #37 (140); and 40-year JGB #8 (120). |
| ***** 5-year JGB #153 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |