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 3 years and up to 5 years) | 13,513 | 4,753 | 0.001 | 0.002 | 38.2 | |
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 9,309 | 5,006 | 0.000 | 0.002 | 59.7 | |
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 6,684 | 1,256 | -0.002 | 0.000 | 19.6 | |
Outright purchases of JGBs(residual maturity of more than 25 years) | 2,025 | 502 | -0.002 | -0.001 | 55.0 | |
Outright purchases of JGBs(inflation-indexed bonds) | 2,209 | 601 | -0.200 | -0.378 | 47.9 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 5,897 | 5,897 | -0.350 | -0.350 | ||
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): 5-year JGB #135 (20); #148 (110); 10-year JGB #346 (1,481); #359 (47); #366 (4,115); 20-year JGB #70 (2); #87 (1); #148 (70); and Inflation-indexed bond #25 (51). |
***** 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. |