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) | 2,686 | 1,502 | -0.008 | 0.016 | 22.5 | |
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 10,382 | 3,255 | -0.007 | -0.004 | 27.7 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 14,987 | 3,255 | -0.002 | 0.000 | 19.2 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 1,607 | 751 | -0.008 | -0.001 | 20.8 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 9,552 | 9,552 | -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 #449 (57); #453 (185); 5-year JGB #155 (242); 10-year JGB #341 (10); #355 (331); #356 (344); #361 (1,739); #362 (56); #363 (188); #365 (1,529); #366 (1,503); #367 (248); #368 (945); #369 (39); #370 (957); #371 (193); #376 (172); 20-year JGB #168 (200); #174 (300); 30-year JGB #12 (8); #13 (8); #29 (222); #35 (23); and 40-year JGB #2 (53). |