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 up to 1 year) | 3,139 | 1,501 | 0.006 | 0.011 | 91.0 | |
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 16,092 | 3,753 | 0.012 | 0.013 | 38.1 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 13,592 | 4,262 | 0.016 | 0.025 | 53.2 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,952 | 1,507 | 0.016 | 0.017 | 78.6 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 35,656 | 35,656 | -0.150 | -0.150 | ||
| 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): 5-year JGB #146 (106); #152 (133); #168 (34); 10-year JGB #348 (1); #353 (1,698); #354 (285); #355 (3,755); #356 (3,353); #357 (1,851); #358 (195); #359 (3,758); #360 (768); #361 (2,809); #362 (3,438); #363 (4,238); #364 (150); #365 (1,054); #366 (3,536); #367 (900); #368 (1,207); #369 (239); #370 (1,542); #371 (174); #372 (105); 20-year JGB #91 (7); #102 (15); #156 (109); #172 (1); #187 (62); 30-year JGB #12 (13); 40-year JGB #7 (48); and #8 (72). |