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 |
---|
Purchases of JGSs under repurchase agreements (Starting on Jan. 7) | 45,818 | 20,005 | -0.100 | -0.095 | 26.3 | |
Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 10,846 | 4,505 | 0.003 | 0.004 | 57.0 | |
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 14,761 | 4,503 | 0.008 | 0.012 | 46.3 | |
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,797 | 1,505 | 0.012 | 0.013 | 92.0 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 217 | 217 | -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): 5-year JGB #137 (46); #138 (28); #143 (33); #144 (69); and Inflation-indexed bond #25 (41). |