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) | 6,384 | 4,257 | -0.004 | -0.003 | 87.6 | |
Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 11,305 | 4,505 | 0.001 | 0.001 | 99.7 | |
Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 4,844 | 2,005 | -0.002 | 0.005 | 58.9 | |
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 28,014 | 28,014 | -0.350 | -0.352 | ||
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 #438 (5); #451 (117); 5-year JGB #145 (89); #148 (53); #159 (1,785); 10-year JGB #333 (44); #346 (30); #350 (213); #352 (174); #355 (449); #356 (68); #357 (2,005); #358 (2,677); #359 (1,580); #360 (5,764); #361 (3,096); #362 (1,068); #363 (1,180); #364 (2,089); #365 (2,110); #366 (3,291); 20-year JGB #101 (25); 30-year JGB #4 (40); #6 (24); #51 (12); and 40-year JGB #6 (26). |
***** 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. |