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) | 9,006 | 3,001 | 0.019 | 0.020 | 45.3 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 7,945 | 3,005 | 0.025 | 0.027 | 69.8 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 8,927 | 3,258 | 0.031 | 0.032 | 76.5 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 3,591 | 1,507 | 0.032 | 0.034 | 48.5 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 10,493 | 10,493 | 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 #449 (111); 5-year JGB #156 (387); #174 (223); 10-year JGB #348 (1); #351 (5); #355 (130); #356 (337); #360 (1,446); #361 (1,495); #362 (332); #364 (2,595); #366 (1,531); #367 (2); #369 (75); #370 (1,010); #372 (32); #376 (29); 20-year JGB #86 (203); #114 (68); #117 (31); #119 (239); #133 (28); #150 (1); 30-year JGB #5 (14); #17 (14); #62 (54); #63 (37); #65 (29); 40-year JGB #5 (2); and #7 (32). |