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 | 44,510 | 20,002 | 0.008 | 0.010 | 69.0 | |
US Dollar Funds-Supplying Operations against Pooled Collateral (Ending on Aug. 13) | 3,647 | 3,647 | ||||
US Dollar Funds-Supplying Operations against Pooled Collateral (Ending on Oct. 29) | 370 | 370 | ||||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 625 | 625 | -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) (Starting on Aug. 5) | 1,626 | 1,626 | -0.100 | -0.100 |
* 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 #412 (50); 10-year JGB #359 (24); 20-year JGB #75 (1); 30-year JGB #64 (100); and T-bill #917 (450). |