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) | 12,802 | 3,504 | -0.001 | 0.000 | 67.2 | |
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 18,315 | 4,011 | 0.001 | 0.001 | 80.4 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 1,636 | 1,636 | -0.500 | -0.500 | ||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 69 | 69 | -0.500 | -0.500 |
* 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 #387 (98); 2-year JGB #395 (73); 2-year JGB #396 (100); 5-year JGB #122 (100); 10-year JGB #301 (89); 10-year JGB #304 (100); 10-year JGB #305 (100); 10-year JGB #306 (99); 10-year JGB #307 (99); 10-year JGB #329 (140); 10-year JGB #354 (82); 20-year JGB #44 (96); 20-year JGB #141 (64); 20-year JGB #145 (97); 20-year JGB #156 (100); 20-year JGB #165 (99); and 30-year JGB #61 (100). |
***** 5-year JGB #122 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |