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 | 9,477 | 1,000 | 0.008 | 0.008 | ||
US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Oct. 28) | 0 | 0 | ||||
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 12,914 | 4,506 | 0.006 | 0.007 | 25.3 | |
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 9,264 | 4,261 | 0.005 | 0.005 | 77.7 | |
Outright purchases of JGBs(inflation-indexed bonds) | 2,249 | 603 | 0.040 | -0.027 | 33.7 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 188 | 188 | -0.350 | -0.350 | ||
Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Starting on Oct. 27) | 2,361 | 2,361 | ||||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation | 0 | 0 | ||||
Outright purchases of CP | 7,257 | 4,969 | -0.015 | -0.012 | 55.9 |
* 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 #429 (35); 5-year JGB #134 (2); Inflation-indexed bond #19 (16); #22 (12); and #25 (123). |