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 T-Bills | 25,549 | 10,003 | 0.003 | 0.006 | 36.7 | |
US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Jan. 11) | 1 | 1 | ||||
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 5,806 | 1,908 | 0.012 | 0.013 | 71.4 | |
Outright purchases of JGBs(residual maturity of more than 25 years) | 3,401 | 802 | 0.018 | 0.019 | 80.1 | |
Outright purchases of JGBs(inflation-indexed bonds) | 1,485 | 251 | -0.120 | -0.159 | 86.7 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 594 | 594 | -0.500 | -0.500 | ||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 291 | 291 | -0.500 | -0.500 |
* For the case of US Dollar Funds-Supplying Operations against Pooled Collateral, the figures are represented in 1 million 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). |
**** 10-year JGB #302 (0.4 billion yen), 10-year JGB #316 (0.7 billion yen), 10-year JGB #338 (0.3 billion yen), 10-year JGB #341 (0.1 billion yen), 10-year JGB #347 (2.0 billion yen), 10-year JGB #349 (55.6 billion yen) and Inflation-indexed bond #21 (0.3 billion yen) were sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation. |
***** 5-year JGB #125 (0.3 billion yen) and 10-year JGB #328 (28.8 billion yen) were sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |