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 (fixed-rate method) (residual maturity of more than 5 years and up to 10 years)**** | 2,947 | 2,947 | ||||
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 | ||||
US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Dec. 22) | 0 | 0 | ||||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation******* | 26,249 | 26,249 | -0.350 | -0.350 | ||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation******** | 344 | 344 | -0.350 | -0.350 | ||
Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 2,235 | 1,001 | 0.020 | 0.022 | 12.3 | |
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 2,804 | 1,002 | 0.029 | 0.031 | 39.5 | |
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 4,375 | 3,001 | 0.000 | 0.077 | 36.6 | |
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 1,569 | 1,002 | 0.041 | 0.059 | 25.0 | |
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 | ||||
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 1 year and up to 3 years)************ | 0 | 0 | ||||
Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 3 years and up to 5 years)************* | 10,189 | 10,189 | ||||
Outright purchases of JGBs (fixed-rate method) (residual maturity of more than 10 years and up to 25 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). |
**** 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. |
******* 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 (679); #435 (23); #436 (53); 5-year JGB #146 (127); 10-year JGB #342 (6); #350 (80); #352 (578); #358 (2,442); #359 (46); #360 (997); #361 (255); #364 (320); #365 (5,712); #366 (7,107); #367 (3,452); #368 (3,962); 20-year JGB #81 (125); #101 (50); #135 (28); #144 (75); #149 (30); 30-year JGB #32 (1); #43 (6); Inflation-indexed bond #22 (4); and #25 (91). |
******** 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): 10-year JGB #358 (338); and Inflation-indexed bond #25 (6). |
********* 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. |
************ The bond subject to the Bank's purchases is 2-year JGB #443. |
************* The bond subject to the Bank's purchases is 5-year JGB #154. |
************** The bond subject to the Bank's purchases is 20-year JGB #182. |