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 |
---|
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 16,984 | 16,984 | -0.350 | -0.350 | ||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 7 | 7 | -0.350 | -0.350 | ||
Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)****** | 320 | 320 | ||||
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 (76); #423 (87); #425 (72); #426 (29); #428 (411); #436 (1); 5-year JGB #141 (72); #153 (197); 10-year JGB #329 (480); #346 (272); #350 (22); #351 (20); #352 (75); #353 (1,425); #356 (143); #357 (2,061); #358 (151); #359 (102); #364 (1); #365 (7,510); #366 (3,121); 20-year JGB #80 (60); #96 (121); #102 (1); #114 (259); #121 (50); #134 (6); #171 (22); #176 (10); Inflation-indexed bond #22 (11); #25 (75); and #27 (41). |
***** 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): 5-year JGB #153 (6); and 10-year JGB #359 (1). |
****** 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. |