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) | 5,848 | 2,008 | -0.005 | 0.003 | 17.0 | |
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 8,935 | 3,006 | 0.000 | 0.008 | 5.0 | |
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 10,400 | 4,001 | 0.003 | 0.009 | 93.9 | |
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,660 | 1,002 | -0.005 | 0.000 | 73.9 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 2,892 | 2,892 | -0.350 | -0.350 | ||
Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Ending on Mar. 30) | 0 | 0 | ||||
Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Ending on Apr. 13) | 1,500 | 1,500 | ||||
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 8,891 | 3,004 | 0.025 | 0.029 | 91.2 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 629 | 629 | -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): 2-year JGB #397 (2); #399 (20); #403 (16); #405 (26); #409 (66); 5-year JGB #133 (8); #141 (150); #142 (634); 10-year JGB #315 (54); #316 (250); #322 (32); #326 (117); #347 (240); #350 (157); #351 (5); #352 (194); #355 (198); #356 (17); #357 (100); 20-year JGB #56 (275); #150 (45); #157 (79); #158 (9); #170 (140); 30-year JGB #38 (42); and T-bill #892 (16). |
***** The securities sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation were as follows (amount in 100 million yen): 2-year JGB #393 (125); 10-year JGB #314 (156); #332 (55); #346 (110); #356 (58); and 20-year JGB #99 (125). |