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) | 7,123 | 4,753 | 0.010 | 0.013 | 58.1 | |
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 8,451 | 4,755 | 0.017 | 0.019 | 89.6 | |
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 10,123 | 5,503 | -0.001 | 0.008 | 5.9 | |
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,432 | 2,505 | 0.035 | 0.038 | 69.1 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 19,780 | 19,780 | -0.350 | -0.350 | ||
Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Starting on Dec. 20) | 4,660 | 4,660 | ||||
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)***** | 12,737 | 12,737 | ||||
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 (606); #435 (18); #436 (53); 5-year JGB #146 (129); 10-year JGB #329 (47); #342 (79); #350 (28); #352 (241); #358 (360); #360 (723); #364 (615); #365 (5,038); #366 (6,844); #367 (3,343); #368 (488); 20-year JGB #101 (213); #110 (22); #135 (156); #144 (578); #149 (30); 30-year JGB #10 (26); #32 (2); #33 (11); #46 (7); 40-year JGB #5 (21); Inflation-indexed bond #22 (4); and #25 (98). |
***** 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. |