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 | 6,611 | 2,501 | -0.004 | 0.003 | 80.4 | |
US Dollar Funds-Supplying Operations against Pooled Collateral (Ending on Apr. 16) | 9,360 | 9,360 | ||||
US Dollar Funds-Supplying Operations against Pooled Collateral (Ending on Jul. 2) | 29,442 | 29,442 | ||||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 2,303 | 2,303 | -0.350 | -0.350 | ||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation | 0 | 0 | ||||
Securities lending to provide JGSs as collateral for US Dollar Funds-Supplying Operations against Pooled Collateral (Sales of JGSs under repurchase agreements) (Ending on Apr. 17) | 10,812 | 10,812 | -0.100 | -0.100 | ||
Securities lending to provide JGSs as collateral for US Dollar Funds-Supplying Operations against Pooled Collateral (Sales of JGSs under repurchase agreements) (Ending on Jul. 3) | 23,118 | 23,118 | -0.100 | -0.100 | ||
Outright purchases of Corporate Bonds | 2,833 | 1,500 | 0.082 | 0.117 | 94.3 |
* 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 #392 (44); #396 (29); #398 (73); #399 (146); #402 (14); #406 (195); #407 (444); #409 (89); #410 (372); 5-year JGB #127 (95); #133 (293); 10-year JGB #345 (404); 20-year JGB #126 (50); #168 (50); Inflation-indexed bond #18 (3); and #24 (2). |