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) | 7,905 | 3,502 | -0.001 | 0.001 | 47.1 | |
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 11,032 | 4,004 | -0.007 | -0.006 | 91.1 | |
Outright purchases of JGBs(floating-rate bonds) | 2,168 | 1,000 | -0.140 | -0.189 | 21.0 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 1,136 | 1,136 | -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 #391 (243); 5-year JGB #126 (9); 5-year JGB #129 (60); 5-year JGB #130 (79); 5-year JGB #133 (6); 5-year JGB #136 (79); 10-year JGB #341 (288); 10-year JGB #342 (71); 10-year JGB #343 (100); 10-year JGB #344 (150); 10-year JGB #345 (40); and 20-year JGB #109 (11). |