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) | 13,807 | 4,256 | -0.005 | -0.004 | 94.5 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 12,856 | 4,755 | -0.001 | 0.000 | 84.6 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 3,174 | 1,503 | 0.001 | 0.004 | 17.8 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 1,911 | 754 | 0.018 | 0.019 | 50.6 | |
| Outright purchases of JGBs(inflation-indexed bonds) | 2,471 | 600 | -0.890 | -0.961 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 31,445 | 31,445 | -0.150 | -0.150 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 79 | 79 | -0.150 | -0.150 | ||
| Outright purchases of CP | 9,122 | 3,990 | 0.120 | 0.154 | 46.0 |
| * 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): 5-year JGB #144 (51); #147 (143); #161 (21); #165 (239); #166 (158); 10-year JGB #344 (74); #348 (318); #349 (7); #352 (138); #353 (1,988); #354 (599); #355 (3,248); #356 (1,512); #357 (1,761); #358 (299); #359 (2,794); #360 (925); #361 (1,759); #362 (2,937); #363 (3,161); #365 (1,249); #366 (2,874); #367 (1,041); #368 (812); #369 (1,529); #370 (1,505); #371 (47); 20-year JGB #93 (50); #109 (40); 40-year JGB #6 (93); and #8 (73). |
| ***** 10-year JGB #370 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |