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 | 31,004 | 10,005 | 0.003 | 0.005 | 9.9 | |
US Dollar Funds-Supplying Operations against Pooled Collateral (Ending on Nov. 27) | 0 | 0 | ||||
US Dollar Funds-Supplying Operations against Pooled Collateral (Ending on Feb. 12, 2021) | 0 | 0 | ||||
Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 11,438 | 5,004 | -0.003 | -0.001 | 92.8 | |
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 11,975 | 4,205 | 0.002 | 0.003 | 63.0 | |
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 13,099 | 4,211 | -0.002 | -0.002 | 77.5 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 527 | 527 | -0.350 | -0.350 | ||
Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Starting on Nov. 18) | 1,404 | 1,404 | ||||
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): 2-year JGB #410 (264); 5-year JGB #134 (99); #137 (128); 10-year JGB #342 (1); and 30-year JGB #59 (35). |