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) | 5,828 | 3,253 | -0.015 | -0.012 | 12.3 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 6,442 | 3,252 | -0.025 | -0.019 | 8.1 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 10,801 | 3,755 | -0.013 | -0.011 | 44.9 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 3,178 | 1,506 | 0.000 | 0.003 | 45.1 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 3,252 | 3,252 | -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 #455 (30); 5-year JGB #154 (44); #155 (1); #156 (209); 10-year JGB #358 (2); #359 (15); #361 (1,155); #362 (869); #363 (50); #368 (687); 20-year JGB #119 (37); #124 (6); #125 (59); #134 (46); #187 (1); 30-year JGB #5 (1); and 40-year JGB #11 (40). |