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) | 3,031 | 1,503 | -0.005 | 0.006 | 28.0 | |
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 11,297 | 3,256 | -0.017 | -0.016 | 96.4 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 11,358 | 3,259 | -0.014 | -0.014 | 65.8 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 1,506 | 752 | -0.008 | -0.004 | 17.8 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 12,445 | 12,445 | -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): 5-year JGB #145 (1); #149 (35); #159 (7); #161 (412); 10-year JGB #347 (164); #352 (46); #355 (519); #361 (2,496); #362 (330); #363 (293); #364 (262); #365 (2,738); #366 (3,602); #368 (1,101); #369 (3); #370 (197); #371 (185); #375 (10); 20-year JGB #145 (20); and 40-year JGB #8 (24). |