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) | 9,113 | 4,751 | -0.005 | -0.003 | 39.2 | |
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 11,653 | 4,756 | -0.013 | -0.012 | 79.0 | |
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 9,770 | 5,005 | -0.023 | -0.021 | 54.4 | |
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 5,407 | 1,265 | -0.020 | -0.018 | 4.0 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 2,626 | 2,626 | -0.350 | -0.350 | ||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 84 | 84 | -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): 2-year JGB #428 (21); 5-year JGB #136 (48); 10-year JGB #355 (2,444); 20-year JGB #114 (1); 30-year JGB #65 (87); and Inflation-indexed bond #25 (25). |
***** 10-year JGB #325 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |