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 T-Bills | 10,316 | 2,504 | 0.005 | 0.007 | 40.7 | |
Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 13,719 | 3,808 | 0.005 | 0.006 | 41.5 | |
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 10,023 | 3,807 | -0.004 | -0.003 | 32.1 | |
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 15,838 | 4,819 | -0.007 | -0.006 | 56.1 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 315 | 315 | -0.350 | -0.350 |
* 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 #327 (300); and 30-year JGB #59 (15). |