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 | 23,365 | 5,001 | 0.002 | 0.003 | 60.5 | |
Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 12,733 | 2,502 | 0.006 | 0.007 | 51.5 | |
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 11,749 | 3,304 | 0.006 | 0.006 | 93.0 | |
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 6,533 | 1,913 | 0.007 | 0.008 | 15.2 | |
Outright purchases of JGBs(residual maturity of more than 25 years) | 2,240 | 706 | 0.008 | 0.009 | 55.2 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 160 | 160 | -0.600 | -0.600 | ||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 5 | 5 | -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 #306 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation. |
***** 10-year JGB #299 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |