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) | 7,656 | 4,252 | 0.001 | 0.003 | 100.0 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 2,719 | 1,506 | 0.000 | 0.004 | 14.5 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 1,394 | 752 | 0.004 | 0.007 | 47.1 | |
| Outright purchases of JGBs(inflation-indexed bonds) | 1,550 | 600 | -0.370 | -0.519 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 25,907 | 25,907 | -0.350 | -0.350 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 246 | 246 | -0.350 | -0.350 |
| * 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 #450 (304); #461 (1); 5-year JGB #141 (16); #146 (349); #149 (20); #152 (601); #161 (9); #166 (351); 10-year JGB #341 (66); #342 (27); #350 (115); #353 (1,433); #354 (566); #355 (1,659); #356 (2,808); #357 (855); #359 (2,193); #360 (1,106); #361 (2,284); #362 (2,121); #363 (1,189); #364 (673); #365 (1,569); #366 (2,872); #367 (820); #368 (703); #370 (570); 20-year JGB #115 (116); #137 (4); #182 (390); 40-year JGB #2 (72); and #8 (45). |
| ***** 10-year JGB #363 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |