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) | 2,802 | 1,502 | -0.018 | -0.005 | 7.3 | |
Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 10,247 | 4,505 | -0.001 | 0.001 | 60.4 | |
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 9,079 | 4,509 | -0.008 | -0.007 | 55.0 | |
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 3,084 | 1,507 | -0.004 | -0.001 | 8.1 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 625 | 625 | -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 #341 (37); #356 (498); #364 (10); 20-year JGB #172 (5); Inflation-indexed bond #19 (67); and #20 (8). |