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 3 years and up to 5 years) | 10,215 | 3,254 | -0.011 | -0.009 | 54.4 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 11,139 | 3,754 | -0.010 | -0.008 | 56.0 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 2,659 | 753 | -0.004 | -0.003 | 19.1 | |
| Outright purchases of JGBs(inflation-indexed bonds) | 2,501 | 600 | -0.250 | -0.327 | 4.4 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 5,878 | 5,878 | -0.050 | -0.050 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation | 0 | 0 | ||||
| Outright purchases of CP | 4,677 | 1,992 | 0.457 | 0.534 | 13.0 |
| * 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 (180); #456 (15); 5-year JGB #155 (403); #156 (523); 10-year JGB #343 (1); #355 (275); #356 (127); #361 (2,082); #362 (1,125); #366 (700); #369 (105); #370 (103); 20-year JGB #91 (29); #119 (14); #121 (10); #142 (123); #169 (24); 30-year JGB #4 (10); #15 (1); 40-year JGB #7 (2); #13 (1); and Inflation-indexed bond #29 (25). |