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 5 years and up to 10 years) | 15,883 | 4,109 | 0.002 | 0.003 | 41.0 | |
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 6,139 | 1,903 | 0.005 | 0.006 | 46.8 | |
Outright purchases of JGBs(residual maturity of more than 25 years) | 2,949 | 806 | -0.002 | -0.002 | 74.9 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 209 | 209 | -0.500 | -0.500 | ||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 718 | 718 | -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 #341 (5.0 billion yen), 10-year JGB #349 (0.3 billion yen), 20-year JGB #63 (1.4 billion yen), 20-year JGB #64 (13.9 billion yen) and 20-year JGB #163 (0.3 billion yen) were sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation. |
***** 2-year JGB #378 (55.0 billion yen), 10-year JGB #349 (0.1 billion yen), 30-year JGB #21 (16.0 billion yen) and 30-year JGB #54 (0.7 billion yen) were sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |