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) | 9,235 | 3,253 | -0.050 | -0.046 | 15.5 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 12,986 | 3,253 | -0.051 | -0.050 | 92.5 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 9,218 | 3,756 | -0.048 | -0.047 | 73.9 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 2,529 | 1,502 | -0.034 | -0.024 | 38.2 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 12,104 | 12,104 | 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 #460 (40); #462 (2); 5-year JGB #153 (6); #155 (186); #156 (591); #157 (35); #166 (115); 10-year JGB #338 (5); #344 (27); #345 (14); #347 (7); #350 (69); #355 (403); #356 (145); #358 (142); #359 (430); #360 (725); #361 (1,810); #362 (1,525); #364 (340); #366 (419); #368 (1,038); #369 (274); #370 (1,448); #371 (516); 20-year JGB #90 (39); #92 (24); #106 (15); #115 (30); #119 (48); #123 (65); #124 (131); #135 (40); #138 (177); #144 (109); #176 (176); 30-year JGB #4 (15); #13 (5); #15 (1); #54 (8); #58 (61); #63 (287); #64 (130); #79 (6); 40-year JGB #2 (36); #7 (43); #8 (81); #10 (101); #12 (124); and Inflation-indexed bond #29 (40). |