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) | 3,912 | 1,503 | 0.013 | 0.014 | 95.4 | |
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 10,036 | 3,002 | 0.001 | 0.002 | 26.0 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 9,098 | 3,005 | -0.002 | 0.000 | 20.1 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 8,786 | 3,259 | -0.002 | 0.004 | 83.2 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 1,852 | 751 | 0.024 | 0.027 | 18.5 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 4,807 | 4,807 | -0.050 | -0.050 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 3 | 3 | -0.050 | -0.050 |
| * 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 #451 (83); 5-year JGB #152 (1); #153 (12); #155 (50); #156 (479); 10-year JGB #342 (115); #359 (705); #360 (11); #361 (1,364); #362 (231); #366 (1,136); #369 (1); #370 (293); 20-year JGB #114 (49); #119 (264); #132 (2); 30-year JGB #63 (5); and 40-year JGB #7 (6). |
| ***** 5-year JGB #153 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |