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 3 years and up to 5 years) | 8,700 | 4,755 | 0.000 | 0.000 | 86.0 | |
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 12,604 | 5,507 | -0.004 | 0.000 | 9.7 | |
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 5,537 | 2,513 | 0.009 | 0.011 | 36.8 | |
Outright purchases of JGBs(residual maturity of more than 25 years) | 2,553 | 1,006 | 0.013 | 0.014 | 38.8 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 9,199 | 9,199 | -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)***** | 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 (17); #429 (20); #430 (228); #436 (125); 5-year JGB #144 (125); #146 (286); 10-year JGB #340 (5); #350 (95); #354 (578); #364 (584); #365 (4,078); #366 (2,905); 20-year JGB #74 (5); #181 (21); 30-year JGB #2 (13); #57 (33); Inflation-indexed bond #22 (17); and #25 (64). |
***** 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. |