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) | 3,080 | 1,501 | -0.028 | -0.003 | 18.4 | |
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 9,722 | 3,501 | -0.046 | -0.039 | 71.6 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 9,423 | 3,754 | -0.060 | -0.057 | 52.7 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 9,742 | 4,007 | -0.067 | -0.065 | 48.5 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 26,788 | 26,788 | -0.050 | -0.050 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 38 | 38 | -0.050 | -0.050 |
| * 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 (25); #453 (121); 5-year JGB #153 (68); #155 (29); #156 (24); #170 (100); 10-year JGB #350 (11); #353 (513); #354 (16); #355 (1,214); #356 (1,001); #357 (919); #358 (408); #359 (2,784); #360 (1,029); #361 (2,335); #362 (1,627); #363 (1,146); #364 (1,213); #365 (2,021); #366 (3,162); #367 (1,230); #368 (905); #370 (996); #371 (2,833); #375 (3); 20-year JGB #115 (150); #122 (50); #144 (295); #182 (160); 30-year JGB #12 (15); #44 (10); #65 (103); and 40-year JGB #8 (272). |
| ***** 20-year JGB #130 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |