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) | 11,992 | 4,513 | 0.001 | 0.002 | 83.6 | |
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 3,910 | 1,908 | 0.001 | 0.003 | 37.9 | |
Outright purchases of JGBs(residual maturity of more than 25 years) | 2,093 | 708 | -0.003 | -0.002 | 3.4 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 225 | 225 | -0.600 | -0.600 | ||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 111 | 111 | -0.600 | -0.600 |
* 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 #299 (0.1 billion yen), 20-year JGB #153 (20.9 billion yen) and 30-year JGB #36 (1.5 billion yen) were sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation. |
***** 10-year JGB #326 (11.0 billion yen) and 20-year JGB #122 (0.1 billion yen) were sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |