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 |
|---|
| US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Dec. 29) | 0 | 0 | ||||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 29,238 | 29,238 | -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 CP | 8,820 | 4,000 | 0.002 | 0.012 | 46.9 | |
| 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 #423 (51); #425 (39); #431 (700); #435 (73); #436 (306); #442 (619); #443 (744); 5-year JGB #146 (21); 10-year JGB #352 (466); #354 (806); #356 (464); #358 (133); #359 (3,170); #360 (270); #361 (880); #364 (834); #365 (4,426); #366 (7,040); #367 (3,678); #368 (4,154); 20-year JGB #70 (2); #77 (1); #91 (4); #98 (13); #135 (40); 30-year JGB #3 (5); #33 (4); #38 (60); #43 (29); #55 (1); #57 (11); 40-year JGB #6 (80); Inflation-indexed bond #22 (4); #23 (24); #25 (55); and #27 (31). |
| ***** 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. |