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 T-Bills | 6,173 | 1,001 | 0.011 | 0.019 | 9.5 | |
US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Oct. 27) | 0 | 0 | ||||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 16,905 | 16,905 | -0.350 | -0.350 | ||
Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Starting on Oct. 26) | 10,300 | 10,300 | ||||
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)***** | 7,863 | 7,863 | ||||
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 (32); #423 (36); #425 (69); #426 (27); #428 (342); #437 (33); 5-year JGB #141 (17); #146 (79); #147 (179); 10-year JGB #347 (428); #355 (5); #357 (6,026); #359 (34); #360 (518); #362 (20); #365 (4,990); #366 (2,645); #367 (388); #368 (876); 20-year JGB #181 (62); 30-year JGB #70 (24); Inflation-indexed bond #22 (20); #25 (35); #26 (6); and T-bill #1102 (14). |
***** 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. |