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) | 7,440 | 3,751 | 0.003 | 0.006 | 1.5 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 7,691 | 4,254 | 0.006 | 0.008 | 84.2 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 11,634 | 4,257 | 0.008 | 0.009 | 70.2 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 2,359 | 753 | 0.028 | 0.031 | 64.8 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 31,210 | 31,210 | -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 #438 (274); 10-year JGB #348 (4); #353 (891); #354 (288); #355 (3,643); #356 (1,506); #357 (1,650); #358 (342); #359 (3,035); #360 (598); #361 (2,731); #362 (3,644); #363 (3,510); #365 (1,532); #366 (2,695); #367 (779); #368 (687); #369 (1,563); #370 (1,380); 20-year JGB #168 (100); #172 (323); 40-year JGB #8 (19); Inflation-indexed bond #22 (1); #24 (5); and T-bill #1205 (10). |