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) | 11,189 | 3,509 | -0.013 | -0.011 | 44.5 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 9,319 | 3,758 | -0.023 | -0.022 | 92.5 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 11,967 | 4,006 | -0.015 | -0.013 | 47.1 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 15,761 | 15,761 | -0.050 | -0.050 | ||
| 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 #453 (161); 5-year JGB #145 (1); #149 (83); 10-year JGB #353 (106); #355 (1,270); #356 (662); #359 (1,966); #361 (2,383); #362 (665); #364 (623); #365 (1,327); #366 (3,453); #367 (824); #368 (917); #370 (934); 20-year JGB #113 (29); #116 (185); #161 (1); #163 (166); #174 (1); and #187 (4). |