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 up to 1 year) | 1,397 | 502 | -0.013 | -0.003 | 71.4 | |
Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 13,206 | 4,201 | -0.045 | -0.043 | 74.8 | |
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 11,381 | 3,405 | -0.067 | -0.063 | 54.8 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 341 | 341 | -0.350 | -0.350 | ||
Outright purchases of CP | 11,090 | 3,994 | -0.001 | 0.002 | 50.2 |
* 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 #398 (36); #406 (56); 5-year JGB #136 (223); 10-year JGB #355 (2); 20-year JGB #75 (17); #134 (1); 30-year JGB #38 (1); and #40 (5). |