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) | 5,736 | 1,501 | 0.004 | 0.005 | 9.8 | |
Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 8,208 | 4,752 | -0.002 | 0.001 | 3.9 | |
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 8,787 | 4,752 | -0.002 | 0.000 | 63.5 | |
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,048 | 1,257 | 0.011 | 0.012 | 19.8 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 10,558 | 10,558 | -0.350 | -0.369 | ||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 76 | 76 | -0.350 | -0.350 | ||
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): 5-year JGB #138 (22); 10-year JGB #354 (87); #355 (2,101); #358 (10); #362 (50); #366 (7,822); 20-year JGB #90 (40); #91 (20); #94 (104); #131 (190); 30-year JGB #65 (96); Inflation-indexed bond #22 (4); T-bill #1057 (6); and #1064 (6). |
***** The securities sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation were as follows (amount in 100 million yen): 20-year JGB #97 (50); and Inflation-indexed bond #26 (26). |