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 | 17,342 | 5,003 | -0.002 | -0.001 | 17.1 | |
Outright purchases of JGBs(residual maturity of up to 1 year) | 4,002 | 500 | 0.018 | 0.018 | 98.0 | |
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 5,939 | 1,907 | 0.002 | 0.002 | 64.9 | |
Outright purchases of JGBs(residual maturity of more than 25 years) | 2,441 | 707 | 0.002 | 0.002 | 83.0 | |
Outright purchases of JGBs(inflation-indexed bonds) | 1,958 | 252 | -0.060 | -0.069 | 44.6 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 769 | 769 | -0.600 | -0.600 | ||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 551 | 551 | -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 #388 (3.6 billion yen), 5-year JGB #116 (20.0 billion yen), 5-year JGB #129 (1.6 billion yen), 10-year JGB #307 (4.0 billion yen), 10-year JGB #320 (9.3 billion yen), 10-year JGB #343 (20.0 billion yen), 10-year JGB #347 (9.6 billion yen), 20-year JGB #58 (0.4 billion yen), 20-year JGB #86 (0.3 billion yen), 20-year JGB #138 (0.5 billion yen), 20-year JGB #142 (4.1 billion yen), 30-year JGB #38 (2.7 billion yen) and T-Bill #759 (0.8 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 #129 (1.1 billion yen), 5-year JGB #132 (0.5 billion yen), 5-year JGB #135 (1.8 billion yen), 10-year JGB #343 (0.7 billion yen), 10-year JGB #345 (1.3 billion yen), 20-year JGB #42 (10.0 billion yen), 20-year JGB #127 (1.2 billion yen), 20-year JGB #137 (0.2 billion yen), 20-year JGB #145 (3.4 billion yen), 20-year JGB #149 (1.2 billion yen), 20-year JGB #159 (0.3 billion yen), 20-year JGB #164 (6.5 billion yen) and T-Bill #760 (26.9 billion yen) were sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |