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) | 2,139 | 1,501 | -0.049 | -0.020 | 34.8 | |
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 9,155 | 3,255 | -0.012 | -0.010 | 75.5 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 7,117 | 3,259 | -0.009 | -0.008 | 77.6 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 3,464 | 1,506 | -0.003 | -0.001 | 44.7 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 5,212 | 5,212 | -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 #448 (37); #449 (22); 5-year JGB #155 (207); #156 (294); #174 (25); 10-year JGB #348 (12); #361 (962); #362 (259); #364 (364); #365 (556); #366 (216); #367 (417); #368 (900); #370 (388); 20-year JGB #117 (225); #119 (41); #120 (100); #184 (6); 30-year JGB #5 (3); #42 (25); #62 (126); and 40-year JGB #8 (27). |