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 3 years and up to 5 years) | 9,781 | 3,254 | 0.004 | 0.005 | 55.4 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 8,900 | 3,757 | 0.015 | 0.017 | 15.0 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 3,498 | 1,504 | 0.027 | 0.030 | 78.7 | |
| Outright purchases of JGBs(inflation-indexed bonds) | 1,870 | 600 | -0.160 | -0.217 | 86.7 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 6,714 | 6,714 | -0.050 | -0.050 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 50 | 50 | -0.050 | -0.050 | ||
| Outright purchases of CP | 8,130 | 4,000 | 0.345 | 0.370 | 26.9 |
| * 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 #448 (18); #453 (235); 10-year JGB #341 (1); #355 (359); #356 (277); #361 (1,838); #365 (1,321); #366 (1,560); #368 (1,091); 20-year JGB #137 (10); #179 (3); and 30-year JGB #12 (1). |
| ***** 10-year JGB #368 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |