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) | 8,156 | 3,008 | -0.003 | -0.002 | 98.0 | |
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 8,442 | 3,502 | -0.005 | -0.004 | 74.2 | |
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,840 | 1,811 | -0.010 | -0.009 | 97.6 | |
Outright purchases of JGBs(residual maturity of more than 25 years) | 1,710 | 501 | -0.011 | -0.010 | 89.2 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 1,123 | 1,123 | -0.600 | -0.600 | ||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 604 | 604 | -0.600 | -0.600 |
* 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): 10-year JGB #339 (59); 10-year JGB #341 (835); 40-year JGB #9 (12); and T-Bill #780 (217). |
***** The securities sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation were as follows (amount in 100 million yen): 5-year JGB #133 (181); 10-year JGB #301 (153); 10-year JGB #311 (220); and 10-year JGB #315 (50). |