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) | 3,564 | 3,564 | -0.010 | -0.003 | ||
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 9,844 | 4,255 | -0.005 | -0.004 | 78.1 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 10,031 | 4,255 | -0.004 | -0.002 | 78.4 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 26,945 | 26,945 | -0.150 | -0.151 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 33 | 33 | -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 #146 (36); #152 (240); 10-year JGB #353 (768); #354 (296); #355 (3,706); #356 (1,398); #357 (1,506); #358 (201); #359 (2,344); #360 (511); #361 (2,586); #362 (3,251); #363 (3,215); #365 (1,190); #366 (2,740); #367 (798); #368 (616); #369 (296); #370 (1,182); 20-year JGB #89 (11); #125 (8); and 40-year JGB #8 (46). |
| ***** 30-year JGB #73 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |