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) | 5,226 | 1,503 | -0.003 | -0.001 | 92.8 | |
Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 14,380 | 4,756 | -0.005 | -0.003 | 4.0 | |
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 12,524 | 4,752 | -0.006 | -0.004 | 50.1 | |
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 5,830 | 1,269 | 0.003 | 0.004 | 28.2 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 2,581 | 2,581 | -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): 2-year JGB #432 (199); #434 (338); 5-year JGB #148 (134); #149 (50); 10-year JGB #323 (215); #341 (199); #356 (151); #357 (124); #359 (1); #362 (22); #363 (143); #365 (633); 20-year JGB #91 (13); #123 (46); #171 (74); 30-year JGB #3 (3); #30 (38); #44 (100); #47 (11); #69 (1); 40-year JGB #6 (19); #9 (49); and Inflation-indexed bond #22 (18). |