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) | 4,262 | 1,500 | -0.010 | 0.005 | 0.1 | |
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 11,320 | 3,754 | -0.014 | -0.010 | 19.2 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 8,045 | 4,255 | -0.019 | -0.015 | 84.0 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 3,908 | 1,504 | 0.007 | 0.010 | 67.6 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 26,568 | 26,568 | -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): 2-year JGB #452 (182); 5-year JGB #141 (13); #146 (250); #147 (29); #149 (255); #150 (176); #152 (431); #153 (689); #158 (174); 10-year JGB #341 (37); #342 (73); #348 (34); #350 (232); #351 (41); #353 (1,509); #354 (463); #355 (1,872); #356 (2,751); #357 (857); #359 (2,612); #360 (1,016); #361 (2,338); #362 (1,974); #363 (1,042); #364 (661); #365 (1,563); #366 (3,217); #367 (809); #368 (613); #370 (426); #371 (148); and 40-year JGB #8 (81). |