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) | 11,139 | 3,007 | 0.007 | 0.007 | 75.4 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 8,599 | 3,004 | 0.006 | 0.007 | 50.1 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 10,084 | 3,256 | 0.009 | 0.010 | 93.2 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 2,621 | 753 | 0.015 | 0.017 | 59.1 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 4,208 | 4,208 | 0.250 | 0.249 | ||
| 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 #453 (50); #460 (1); #469 (100); 5-year JGB #155 (369); #156 (416); #158 (72); #160 (135); #174 (23); 10-year JGB #352 (63); #359 (85); #361 (242); #364 (335); #366 (17); #367 (50); #370 (1,257); 20-year JGB #87 (91); #119 (390); #124 (206); #135 (64); #138 (25); #150 (20); 30-year JGB #63 (120); #64 (3); #85 (9); and 40-year JGB #13 (65). |