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 up to 1 year) | 1,857 | 501 | 0.013 | 0.019 | 59.1 | |
Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 8,517 | 3,509 | 0.001 | 0.002 | 27.0 | |
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 6,529 | 4,008 | -0.003 | -0.002 | 99.3 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 697 | 697 | -0.600 | -0.600 | ||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation | 0 | 0 |
* 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 #391 (163); 2-year JGB #392 (133); 2-year JGB #393 (50); 5-year JGB #130 (13); 10-year JGB #308 (170); 10-year JGB #323 (1); 10-year JGB #325 (15); 10-year JGB #341 (3); 10-year JGB #342 (8); 10-year JGB #348 (1); 10-year JGB #352 (132); 20-year JGB #106 (4); and 20-year JGB #162 (4). |