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 (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 | ||||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation****** | 11,566 | 11,566 | -0.350 | -0.350 | ||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation******* | 42 | 42 | -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). |
**** 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. |
****** 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 (8); #429 (5); #433 (44); #434 (10); 5-year JGB #135 (15); #136 (166); #138 (5); #151 (317); 10-year JGB #356 (1,054); #364 (765); #365 (1,077); #366 (7,769); 20-year JGB #65 (11); #168 (5); 40-year JGB #1 (16); #4 (130); #6 (2); #11 (11); Inflation-indexed bond #22 (1); #23 (19); #25 (135); and T-bill #1046 (1). |
******* 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 (1); and T-bill #1046 (41). |
******** 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. |