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) | 10,609 | 3,001 | 0.016 | 0.018 | 17.1 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 10,299 | 3,002 | 0.018 | 0.020 | 10.8 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 8,128 | 3,258 | 0.012 | 0.013 | 45.2 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 2,984 | 1,504 | 0.018 | 0.022 | 18.2 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 5,758 | 5,758 | -0.050 | -0.050 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 51 | 51 | -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 #458 (195); 5-year JGB #150 (105); #155 (90); #156 (538); #158 (7); 10-year JGB #342 (151); #359 (1,800); #361 (1,574); #362 (547); #366 (203); #367 (106); #369 (94); #370 (13); 20-year JGB #76 (2); 30-year JGB #50 (77); #62 (125); #64 (39); #82 (34); 40-year JGB #7 (18); and #16 (40). |
| ***** 10-year JGB #369 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |