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) | 12,573 | 3,757 | 0.000 | 0.001 | 47.7 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 9,769 | 4,257 | -0.011 | -0.009 | 17.1 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 11,814 | 4,757 | -0.018 | -0.015 | 75.7 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 33,886 | 33,886 | -0.150 | -0.150 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 5 | 5 | -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): 5-year JGB #144 (22); #146 (226); #150 (3); #152 (128); #153 (260); #161 (75); #164 (130); #165 (50); #166 (382); 10-year JGB #341 (1); #344 (86); #345 (218); #348 (126); #349 (39); #352 (223); #353 (1,442); #354 (1,009); #355 (3,270); #356 (2,698); #357 (2,120); #359 (3,088); #360 (523); #361 (1,562); #362 (2,376); #363 (3,368); #365 (1,521); #366 (2,766); #367 (1,111); #368 (731); #369 (1,423); #370 (1,886); #371 (615); 20-year JGB #155 (169); #156 (131); #168 (20); 30-year JGB #31 (1); 40-year JGB #8 (85); and Inflation-indexed bond #28 (2). |
| ***** 5-year JGB #166 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |