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 1 year and up to 3 years) | 10,311 | 2,502 | 0.003 | 0.004 | 35.7 | |
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 10,340 | 3,305 | 0.000 | 0.001 | 15.7 | |
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 3,818 | 1,911 | 0.000 | 0.001 | 96.0 | |
Outright purchases of JGBs(residual maturity of more than 25 years) | 2,179 | 709 | 0.002 | 0.003 | 10.6 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 239 | 239 | -0.600 | -0.600 | ||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 75 | 75 | -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). |
**** 5-year JGB #134 (1.0 billion yen), 10-year JGB #298 (6.0 billion yen), 10-year JGB #307 (6.7 billion yen), 10-year JGB #309 (10.0 billion yen) and 10-year JGB #335 (0.2 billion yen) were sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation. |
***** 5-year JGB #115 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |