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 T-Bills | 4,794 | 1,003 | 0.011 | 0.011 | 49.6 | |
| US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Aug. 17) | 1 | 1 | ||||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 32,396 | 32,396 | -0.350 | -0.376 | ||
| Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Unlimited amount) (Starting on Aug. 16) | 7,250 | 7,250 | ||||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation | 0 | 0 | ||||
| Securities lending to provide JGSs as collateral for US Dollar Funds-Supplying Operations against Pooled Collateral (Sales of JGSs under repurchase agreements) (Starting on Aug. 16) | 2 | 2 | -0.100 | -0.100 | ||
| 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): 5-year JGB #146 (109); #157 (250); #159 (4,084); 10-year JGB #343 (21); #350 (5); #352 (247); #355 (511); #356 (40); #357 (1,346); #358 (2,117); #359 (3,207); #360 (5,695); #361 (2,989); #362 (1,013); #363 (1,850); #364 (2,726); #365 (2,442); #366 (3,115); #368 (307); #371 (9); 20-year JGB #185 (176); 30-year JGB #4 (67); #6 (25); and 40-year JGB #8 (45). |
| ***** 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. |