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) | 6,275 | 3,001 | -0.007 | -0.004 | 65.8 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 8,352 | 3,008 | -0.014 | -0.013 | 56.9 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 5,939 | 3,254 | -0.014 | -0.009 | 65.4 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 1,662 | 750 | -0.003 | 0.002 | 60.0 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 3,442 | 3,442 | 0.150 | 0.150 | ||
| 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): 5-year JGB #155 (298); #156 (553); #175 (30); 10-year JGB #361 (1,141); #362 (432); #369 (183); 20-year JGB #141 (130); #176 (3); 30-year JGB #63 (396); 40-year JGB #2 (52); #3 (78); and #8 (146). |