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 up to 1 year) | 4,572 | 501 | 0.008 | 0.009 | 92.1 | |
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 5,256 | 1,913 | 0.007 | 0.008 | 7.9 | |
Outright purchases of JGBs(residual maturity of more than 25 years) | 2,869 | 712 | 0.007 | 0.008 | 9.6 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 1,860 | 1,860 | -0.500 | -0.500 | ||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 10 | 10 | -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 #135 (152.7 billion yen), 10-year JGB #339 (9.0 billion yen), 10-year JGB #348 (2.5 billion yen), 20-year JGB #94 (0.3 billion yen), 20-year JGB #131 (1.0 billion yen), 20-year JGB #138 (0.5 billion yen), 20-year JGB #139 (4.0 billion yen), 20-year JGB #162 (1.9 billion yen), 30-year JGB #29 (11.0 billion yen), 30-year JGB #54 (1.5 billion yen) and 30-year JGB #55 (1.6 billion yen) were sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation. |
***** 20-year JGB #158 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |