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) | 11,546 | 3,503 | -0.008 | -0.007 | 98.3 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 9,079 | 3,755 | -0.010 | -0.009 | 16.1 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 6,277 | 4,003 | -0.009 | -0.004 | 17.8 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 2,442 | 1,500 | -0.003 | 0.003 | 66.7 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 17,637 | 17,637 | -0.050 | -0.050 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 131 | 131 | -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 #453 (197); 5-year JGB #170 (5); 10-year JGB #353 (701); #355 (1,080); #356 (297); #357 (91); #359 (1,120); #361 (2,078); #362 (616); #363 (371); #364 (1,083); #365 (1,385); #366 (3,997); #367 (467); #368 (1,161); #369 (41); #370 (2,281); #371 (3); 20-year JGB #114 (81); #133 (67); #141 (95); #166 (115); #170 (12); #181 (185); 30-year JGB #33 (70); #43 (6); #62 (3); and 40-year JGB #2 (29). |
| ***** 30-year JGB #44 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |