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 3 years and up to 5 years) | 6,441 | 3,253 | 0.002 | 0.004 | 78.9 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 6,309 | 3,504 | -0.004 | 0.000 | 18.0 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 2,800 | 1,353 | -0.003 | 0.004 | 66.3 | |
| Outright purchases of JGBs(residual maturity of more than 25 years) | 2,288 | 754 | 0.011 | 0.011 | 81.1 | |
| Outright purchases of JGBs(inflation-indexed bonds) | 1,479 | 500 | -0.060 | -0.224 | 80.0 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 1,129 | 1,129 | 0.250 | 0.250 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 398 | 398 | 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): 2-year JGB #463 (189); 5-year JGB #152 (61); 10-year JGB #356 (365); #362 (307); 20-year JGB #156 (3); #174 (40); #177 (77); 30-year JGB #72 (28); and 40-year JGB #8 (59). |
| ***** 20-year JGB #180 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |