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) | 12,521 | 6,250 | -0.035 | -0.026 | 82.7 | |
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 8,904 | 6,251 | -0.058 | -0.049 | 79.4 | |
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 25,778 | 8,007 | -0.020 | -0.011 | 22.2 | |
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 6,031 | 2,507 | -0.050 | -0.034 | 32.3 | |
Outright purchases of JGBs(residual maturity of more than 25 years) | 2,834 | 1,500 | -0.081 | -0.066 | 96.7 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 15,862 | 15,862 | -0.350 | -0.350 | ||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 171 | 171 | -0.350 | -0.350 | ||
Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)****** | 5,443 | 5,443 | ||||
Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)******* | 7,212 | 7,212 |
* 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 #423 (20); #437 (200); 5-year JGB #135 (73); #149 (56); #151 (4,063); 10-year JGB #350 (539); #352 (213); #353 (559); #354 (353); #355 (611); #356 (2,819); #357 (2); #359 (2,005); #360 (175); #364 (176); #365 (349); #366 (3,256); 20-year JGB #96 (17); #135 (25); #138 (100); 30-year JGB #51 (4); #65 (176); and #69 (71). |
***** 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): 10-year JGB #359 (4); and #366 (167). |
****** The fixed yield spread of the Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years) is 0.000%. |
******* The fixed yield spread of the Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years) is -0.054%. |