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 5 years and up to 10 years) | 8,051 | 4,512 | 0.000 | 0.001 | 52.5 | |
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 5,179 | 1,815 | 0.001 | 0.002 | 66.1 | |
Outright purchases of JGBs(residual maturity of more than 25 years) | 1,838 | 506 | -0.003 | -0.002 | 14.6 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 987 | 987 | -0.600 | -0.600 | ||
Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Starting on Dec. 3) | 1,855 | 1,855 | ||||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 1,393 | 1,393 | -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): 2-year JGB #377 (60); 2-year JGB #391 (165); 2-year JGB #392 (13); 2-year JGB #394 (150); 10-year JGB #336 (114); 10-year JGB #337 (33); 10-year JGB #351 (60); 10-year JGB #352 (30); 20-year JGB #113 (5); 20-year JGB #137 (6); 20-year JGB #139 (3); 20-year JGB #145 (1); 20-year JGB #162 (25); 20-year JGB #165 (54); 30-year JGB #60 (63); and T-Bill #795 (205). |
***** 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 (25); #134 (101); 10-year JGB #310 (39); #311 (100); #312 (192); #315 (5); #316 (1); #321 (14); #324 (8); #330 (19); #333 (164); #335 (50); #337 (20); 20-year JGB #67 (20); #129 (42); #166 (28); 30-year JGB #21 (69); #23 (3); and #43 (493). |