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 | 20,172 | 7,503 | -0.005 | -0.002 | 1.5 | |
Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 11,547 | 2,503 | 0.003 | 0.004 | 60.9 | |
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 11,040 | 3,003 | -0.001 | -0.001 | 74.0 | |
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,654 | 1,910 | -0.005 | -0.003 | 12.3 | |
Outright purchases of JGBs(residual maturity of more than 25 years) | 3,003 | 804 | -0.003 | -0.003 | 93.4 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 806 | 806 | -0.500 | -0.500 | ||
Outright purchases of CP | 7,630 | 2,485 | -0.001 | 0.001 | 10.9 |
* 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 (26.1 billion yen), 10-year JGB #346 (0.2 billion yen) and 20-year JGB #163 (54.3 billion yen) were sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation. |