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) | 9,504 | 3,752 | -0.018 | -0.011 | 5.9 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 8,096 | 4,252 | -0.013 | -0.006 | 29.7 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 9,267 | 4,257 | 0.010 | 0.012 | 84.2 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 2,120 | 753 | 0.025 | 0.030 | 49.5 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 22,413 | 22,413 | -0.150 | -0.150 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 1 | 1 | -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): 2-year JGB #448 (150); #452 (93); 5-year JGB #145 (27); #146 (139); #149 (178); #152 (328); #153 (629); 10-year JGB #341 (56); #348 (11); #350 (69); #352 (3); #353 (1,544); #354 (1); #355 (1,550); #356 (2,624); #357 (1,328); #359 (1,923); #360 (666); #361 (2,093); #362 (1,652); #363 (441); #364 (573); #365 (1,369); #366 (2,772); #367 (737); #368 (491); #369 (191); #370 (333); #371 (185); 20-year JGB #136 (41); #155 (6); #161 (110); #162 (1); #185 (1); 30-year JGB #14 (3); #65 (1); and 40-year JGB #8 (94). |
| ***** 20-year JGB #162 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |