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 more than 1 year and up to 3 years) | 7,255 | 4,505 | 0.001 | 0.003 | 68.3 | |
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 12,657 | 4,507 | 0.001 | 0.002 | 15.9 | |
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 8,804 | 4,265 | 0.001 | 0.002 | 57.9 | |
Outright purchases of JGBs(floating-rate bonds) | 897 | 300 | -1.250 | -1.318 | 57.0 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 258 | 258 | -0.350 | -0.350 | ||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation | 0 | 0 | ||||
Outright purchases of Corporate Bonds(residual maturity of more than 3 years and up to 5 years) | 1,811 | 750 | 0.178 | 0.189 | 81.4 |
* 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 (36); #145 (50); 10-year JGB #326 (103); and Inflation-indexed bond #25 (69). |