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 |
---|
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 10,677 | 10,677 | -0.600 | -1.485 | ||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 3 | 3 | -0.600 | -0.600 | ||
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 12,710 | 4,003 | -0.024 | -0.019 | 91.4 |
* 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 #340 (47.0 billion yen), 10-year JGB #349 (80.5 billion yen), 10-year JGB #350 (207.6 billion yen), 10-year JGB #351 (715.2 billion yen), 20-year JGB #164 (1.0 billion yen), 20-year JGB #165 (14.4 billion yen), 30-year JGB #3 (1.0 billion yen) and 30-year JGB #59 (1.0 billion yen) were sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation. |
***** 10-year JGB #322 (0.2 billion yen) and 30-year JGB #37 (0.1 billion yen) were sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |