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 10 years and up to 25 years) | 5,720 | 1,904 | -0.002 | 0.001 | 57.5 | |
Outright purchases of JGBs(residual maturity of more than 25 years) | 2,990 | 704 | 0.002 | 0.003 | 18.1 | |
Outright purchases of JGBs(floating-rate bonds) | 2,221 | 1,004 | -0.110 | -0.141 | 46.7 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 402 | 402 | -0.600 | -0.600 | ||
Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Starting on Jun. 11) | 1,520 | 1,520 | ||||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 1 | 1 | -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). |
**** 2-year JGB #383 (6.1 billion yen), 2-year JGB #384 (10.0 billion yen), 5-year JGB #128 (10.5 billion yen), 10-year JGB #301 (13.3 billion yen), 20-year JGB #157 (0.1 billion yen), 20-year JGB #159 (0.1 billion yen) and T-Bill #757 (0.1 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 #109 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |