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)**** | 3,713 | 3,713 | ||||
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****** | 12,402 | 12,402 | -0.350 | -0.350 | ||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation******* | 150 | 150 | -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 #421 (76); #422 (83); #423 (37); 5-year JGB #143 (641); 10-year JGB #339 (108); #346 (284); #350 (283); #353 (225); #354 (170); #356 (300); #357 (926); #362 (53); #365 (3,240); #366 (3,645); #367 (1,866); 20-year JGB #95 (3); #122 (41); #147 (111); #148 (14); #150 (54); #153 (20); #155 (2); #158 (32); 30-year JGB #6 (1); #16 (24); #20 (1); #59 (5); #68 (100); Inflation-indexed bond #22 (3); and #25 (54). |
******* 10-year JGB #367 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |
******** 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. |