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) | 11,128 | 3,256 | 0.021 | 0.022 | 7.5 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 13,375 | 3,252 | 0.029 | 0.032 | 18.4 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 9,127 | 3,758 | 0.027 | 0.029 | 84.0 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 2,955 | 1,503 | 0.035 | 0.040 | 20.5 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 11,424 | 11,424 | -0.050 | -0.050 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 4 | 4 | -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): 5-year JGB #149 (15); #157 (85); 10-year JGB #346 (104); #355 (445); #356 (16); #361 (1,840); #362 (227); #364 (89); #365 (2,127); #366 (3,302); #368 (1,224); #369 (86); #370 (1,313); 20-year JGB #145 (18); #171 (444); 30-year JGB #23 (10); 40-year JGB #1 (12); #8 (47); #9 (4); and T-bill #1195 (16). |
| ***** T-bill #1195 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |