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 3 years and up to 5 years) | 7,832 | 6,001 | -0.035 | -0.026 | 19.6 | |
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 15,104 | 7,254 | -0.020 | -0.019 | 79.3 | |
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,164 | 1,504 | -0.035 | -0.030 | 89.6 | |
Outright purchases of JGBs(residual maturity of more than 25 years) | 2,589 | 1,002 | -0.060 | -0.059 | 99.6 | |
Outright purchases of JGBs(inflation-indexed bonds) | 1,250 | 600 | 0.080 | -0.057 | 10.0 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 313 | 313 | -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 JGBs(residual maturity of more than 5 years and up to 10 years) | 9,602 | 5,001 | -0.055 | -0.039 | 24.5 | |
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 3,525 | 1,003 | -0.050 | -0.046 | 35.3 | |
Outright purchases of JGBs(residual maturity of more than 25 years) | 2,406 | 502 | -0.093 | -0.084 | 86.7 | |
Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years) | 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 #337 (145); #341 (140); Inflation-indexed bond #22 (18); and #23 (10). |