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) | 7,597 | 4,252 | -0.007 | -0.003 | 33.3 | |
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 12,634 | 5,006 | -0.001 | -0.001 | 85.9 | |
Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 14,190 | 5,756 | 0.000 | 0.002 | 46.0 | |
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,385 | 2,009 | 0.008 | 0.010 | 56.3 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 29,811 | 29,811 | -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 #435 (190); 5-year JGB #139 (269); #140 (6); #141 (17); #143 (86); #144 (75); #145 (254); #146 (509); #148 (296); #152 (487); #153 (701); #155 (22); 10-year JGB #333 (157); #342 (231); #350 (87); #352 (1); #353 (737); #354 (880); #355 (990); #356 (151); #357 (212); #358 (4,339); #359 (3,632); #360 (3,943); #361 (3,258); #362 (863); #363 (325); #364 (478); #365 (2,274); #366 (3,087); #367 (721); #368 (115); 20-year JGB #101 (53); #103 (10); #106 (45); #112 (18); #172 (50); 30-year JGB #2 (20); #4 (44); #63 (47); and 40-year JGB #6 (131). |
***** 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. |