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 | 32,058 | 12,502 | -0.002 | -0.001 | 47.0 | |
Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 6,697 | 2,507 | -0.002 | -0.001 | 99.3 | |
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 8,547 | 3,303 | -0.005 | -0.004 | 57.6 | |
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 6,370 | 1,908 | -0.009 | -0.008 | 96.9 | |
Outright purchases of JGBs(residual maturity of more than 25 years) | 2,359 | 805 | -0.009 | -0.008 | 66.1 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 2,155 | 2,155 | -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). |
**** 5-year JGB #124 (1.5 billion yen), 5-year JGB #134 (1.6 billion yen), 10-year JGB #296 (18.1 billion yen), 10-year JGB #338 (182.9 billion yen), 10-year JGB #341 (2.7 billion yen), 10-year JGB #349 (2.6 billion yen), 20-year JGB #131 (0.1 billion yen), 30-year JGB #4 (5.0 billion yen) and T-Bill #730 (1.0 billion yen) were sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation. |