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) | 8,399 | 2,504 | 0.008 | 0.009 | 75.4 | |
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 5,786 | 3,002 | 0.005 | 0.007 | 98.4 | |
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 13,316 | 4,103 | 0.013 | 0.016 | 16.1 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 272 | 272 | -0.600 | -0.611 | ||
Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Starting on Jul. 30) | 2,554 | 2,554 | ||||
Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years) | 940 | 940 |
* 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 #345 (0.7 billion yen), 10-year JGB #346 (0.5 billion yen), 20-year JGB #116 (0.1 billion yen) and 20-year JGB #165 (25.9 billion yen) were sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation. |