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 |
---|
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 19,652 | 19,652 | -0.350 | -0.350 | ||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 225 | 225 | -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 | ||||
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 #417 (118); #418 (67); 5-year JGB #135 (42); #136 (27); #137 (18); #141 (56); #142 (11); #144 (92); #148 (45); #149 (809); 10-year JGB #352 (394); #353 (361); #355 (461); #356 (3,974); #364 (1,600); #365 (1,619); #366 (9,029); 20-year JGB #122 (155); #125 (114); #129 (5); #140 (50); 30-year JGB #2 (11); #50 (2); #60 (215); #65 (216); #67 (30); Inflation-indexed bond #22 (1); #23 (30); #24 (8); and #25 (92). |
***** 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 #366 (173); and 30-year JGB #44 (52). |
****** Bonds subject to the Bank's purchases are the three on-the-run issues. |
******* The bond subject to the Bank's purchases is the cheapest-to-deliver issue. |