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) | 8,082 | 3,003 | 0.001 | 0.003 | 23.8 | |
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 8,533 | 3,506 | 0.003 | 0.004 | 35.0 | |
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 5,690 | 1,802 | 0.021 | 0.025 | 15.7 | |
Outright purchases of JGBs(residual maturity of more than 25 years) | 2,208 | 502 | 0.038 | 0.040 | 80.5 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 1,486 | 1,486 | -0.600 | -0.600 | ||
Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Starting on Sep. 25) | 2,142 | 2,142 |
* 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): 2-year JGB #378 (200); 10-year JGB #305 (77); 10-year JGB #316 (50); 10-year JGB #324 (124); 10-year JGB #329 (37); 10-year JGB #339 (152); 10-year JGB #341 (419); 10-year JGB #342 (74); 20-year JGB #78 (300); and 30-year JGB #53 (53). |