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 |
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US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Jun. 16) | 1 | 1 | ||||
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 8,116 | 8,000 | -0.029 | 0.029 | 68.0 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 3,612 | 3,612 | -0.350 | -0.352 | ||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 1,151 | 1,151 | -0.350 | -0.350 | ||
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 3,429 | 1,001 | 0.015 | 0.025 | 100.0 | |
Outright purchases of JGBs(residual maturity of more than 25 years) | 1,438 | 502 | 0.005 | 0.021 | 92.0 | |
Securities lending to provide JGSs as collateral for US Dollar Funds-Supplying Operations against Pooled Collateral (Sales of JGSs under repurchase agreements) (Starting on Jun. 15) | 2 | 2 | -0.100 | -0.100 | ||
Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years) | 22,126 | 22,126 |
* 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 #137 (25); #149 (1); #151 (2,076); 10-year JGB #354 (19); #355 (716); #356 (330); #365 (142); #366 (74); 20-year JGB #101 (4); #135 (18); 30-year JGB #65 (181); and Inflation-indexed bond #26 (26). |
***** 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): 2-year JGB #432 (250); 5-year JGB #151 (900); and 20-year JGB #171 (1). |