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 |
---|
US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Jan. 17) | 1 | 1 | ||||
Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 8,013 | 3,505 | 0.002 | 0.003 | 86.3 | |
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 12,052 | 4,006 | 0.001 | 0.002 | 15.6 | |
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,879 | 2,011 | 0.003 | 0.004 | 89.4 | |
Outright purchases of JGBs(residual maturity of more than 25 years) | 1,403 | 506 | 0.006 | 0.007 | 44.6 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 968 | 968 | -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): 5-year JGB #137 (25); 10-year JGB #341 (37); 10-year JGB #342 (292); 10-year JGB #344 (50); 10-year JGB #349 (265); 10-year JGB #352 (70); and T-Bill #794 (229). |