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) | 8,196 | 3,253 | 0.007 | 0.009 | 93.8 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 5,791 | 3,252 | -0.003 | -0.001 | 98.3 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 7,569 | 3,505 | -0.003 | 0.000 | 21.8 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 1,294 | 750 | -0.047 | -0.023 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 1,778 | 1,778 | 0.250 | 0.250 | ||
| 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 #151 (5); #157 (73); #160 (92); 10-year JGB #351 (127); #359 (262); #361 (43); #368 (874); #375 (1); 20-year JGB #119 (51); #139 (4); 30-year JGB #79 (24); and 40-year JGB #8 (222). |