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**** | 12,176 | 12,176 | -0.350 | -0.350 | ||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 152 | 152 | -0.350 | -0.350 | ||
Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)****** | 155 | 155 | ||||
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 #431 (601); #435 (27); #436 (50); 5-year JGB #142 (3); #144 (20); #146 (52); 10-year JGB #330 (77); #331 (3); #332 (50); #352 (171); #353 (607); #358 (27); #359 (1,186); #360 (195); #361 (54); #363 (122); #365 (3,878); #366 (4,827); #367 (60); 20-year JGB #132 (4); #151 (50); #163 (2); #165 (21); 30-year JGB #59 (11); #68 (15); #72 (30); Inflation-indexed bond #22 (14); and #25 (19). |
***** 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): 20-year JGB #91 (10); 30-year JGB #6 (14); #58 (40); and 40-year JGB #12 (88). |
****** Bonds subject to the Bank's purchases are the three on-the-run issues. |
******* The bond subject to the Bank's purchases is 10-year JGB #357. |
******** The bond subject to the Bank's purchases is 10-year JGB #358. |