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 |
---|
US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Jul. 21) | 0 | 0 | ||||
Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 5,710 | 4,752 | -0.014 | -0.007 | 80.9 | |
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 10,794 | 4,754 | -0.002 | -0.001 | 37.3 | |
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 11,267 | 5,013 | 0.001 | 0.002 | 70.9 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 9,141 | 9,141 | -0.350 | -0.350 | ||
Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Starting on Jul. 20) | 2,301 | 2,301 | ||||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation | 0 | 0 | ||||
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 #418 (15); #426 (66); 5-year JGB #135 (15); #142 (11); #151 (50); #152 (20); 10-year JGB #354 (77); #356 (1,296); #357 (44); #364 (84); #365 (360); #366 (6,927); 20-year JGB #89 (2); #106 (8); 30-year JGB #7 (2); 40-year JGB #1 (6); Inflation-indexed bond #19 (3); #22 (1); #23 (9); #25 (127); and #27 (18). |
***** 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. |