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) | 4,176 | 1,000 | 0.015 | 0.019 | 83.6 | |
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 8,452 | 3,251 | 0.007 | 0.010 | 19.2 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 6,437 | 3,254 | -0.001 | 0.002 | 74.0 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,862 | 1,350 | 0.010 | 0.010 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 2,270 | 2,270 | 0.250 | 0.250 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 45 | 45 | 0.250 | 0.250 |
| * 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 #153 (9); #154 (73); #157 (444); 10-year JGB #351 (137); #355 (288); #359 (648); #368 (123); #370 (337); #378 (1); 20-year JGB #121 (26); 30-year JGB #62 (16); and 40-year JGB #8 (168). |
| ***** The securities sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation were as follows (amount in 100 million yen): 5-year JGB #153 (1); and 20-year JGB #154 (44). |