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 5 years and up to 10 years) | 4,912 | 1,504 | 0.017 | 0.019 | 22.3 | |
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 3,590 | 1,006 | 0.018 | 0.019 | 53.6 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 6,269 | 6,269 | -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)***** | 12,637 | 12,637 | ||||
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 #421 (13); #422 (88); #423 (37); 5-year JGB #141 (79); 10-year JGB #340 (103); #346 (865); #354 (179); #357 (13); #362 (82); #365 (1,894); #366 (2,759); 20-year JGB #130 (4); #181 (74); Inflation-indexed bond #20 (2); #22 (3); #25 (54); and T-bill #1087 (20). |
***** 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. |