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) | 7,662 | 3,256 | 0.008 | 0.010 | 45.3 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 8,126 | 3,255 | 0.000 | 0.003 | 70.7 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 7,549 | 3,754 | -0.010 | -0.008 | 40.5 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 2,158 | 753 | 0.008 | 0.008 | 92.0 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 4,916 | 4,916 | -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 #453 (297); 5-year JGB #153 (46); #156 (59); 10-year JGB #341 (334); #355 (315); #356 (26); #358 (243); #361 (1,418); #364 (82); #366 (800); #367 (249); #368 (953); 20-year JGB #155 (1); #190 (3); 30-year JGB #5 (3); #44 (10); #63 (3); and 40-year JGB #8 (74). |