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) | 8,731 | 3,004 | 0.000 | 0.001 | 78.6 | |
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 9,988 | 3,503 | -0.001 | 0.000 | 16.4 | |
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 5,966 | 1,801 | 0.003 | 0.004 | 91.1 | |
Outright purchases of JGBs(residual maturity of more than 25 years) | 2,471 | 605 | 0.002 | 0.003 | 35.2 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 905 | 905 | -0.600 | -0.600 | ||
Outright purchases of CP | 10,238 | 4,483 | -0.007 | -0.004 | 19.7 |
* For the case of US Dollar Funds-Supplying Operations against Pooled Collateral, the figures are represented in million U.S. 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). |
**** The securities sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation were as follows (amount in 100 million yen): 5-year JGB #135 (52); and 10-year JGB #351 (853). |