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) | 2,649 | 1,003 | 0.010 | 0.014 | 59.8 | |
Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 8,435 | 4,202 | 0.000 | 0.003 | 15.9 | |
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 8,281 | 4,208 | -0.008 | -0.007 | 80.1 | |
Outright purchases of JGBs(residual maturity of more than 25 years) | 1,862 | 301 | -0.001 | 0.000 | 81.0 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 219 | 219 | -0.350 | -0.350 | ||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation | 0 | 0 |
* 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): 10-year JGB #318 (100); #351 (21); 20-year JGB #114 (43); and #117 (55). |