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 Nov. 21) | 0 | 0 | ||||
Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 8,512 | 4,202 | -0.004 | -0.001 | 54.8 | |
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 11,272 | 3,407 | -0.009 | -0.008 | 93.3 | |
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 10,489 | 3,510 | -0.008 | -0.007 | 50.6 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 864 | 864 | -0.350 | -0.350 | ||
Outright purchases of CP | 7,135 | 3,990 | -0.002 | 0.001 | 56.6 |
* 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 #123 (3); #136 (1); #139 (59); #141 (4); 10-year JGB #305 (122); #311 (66); #320 (100); #333 (169); 20-year JGB #56 (4); #150 (1); #163 (203); 30-year JGB #38 (32); and T-bill #864 (100). |