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 1 year and up to 3 years) | 10,744 | 4,757 | 0.005 | 0.006 | 96.0 | |
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 9,405 | 4,754 | 0.006 | 0.008 | 42.0 | |
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 12,939 | 5,508 | 0.002 | 0.005 | 84.9 | |
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 3,323 | 2,501 | 0.020 | 0.022 | 40.1 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 9,106 | 9,106 | -0.350 | -0.350 | ||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 49 | 49 | -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). |
**** 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 #426 (7); #430 (290); #436 (395); 5-year JGB #146 (321); 10-year JGB #342 (18); #347 (462); #350 (1); #354 (7); #360 (409); #365 (4,041); #366 (3,022); 30-year JGB #2 (13); #33 (8); #51 (16); Inflation-indexed bond #22 (17); and #25 (79). |
***** 20-year JGB #174 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. |