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 | 4,781 | 1,000 | 0.000 | 0.000 | 88.8 | |
| US Dollar Funds-Supplying Operations against Pooled Collateral (Starting on Sep. 28) | 0 | 0 | ||||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 27,820 | 27,820 | -0.450 | -0.451 | ||
| Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Unlimited amount) (Starting on Sep. 27) | 8,510 | 8,510 | ||||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation | 0 | 0 | ||||
| Outright purchases of CP | 6,779 | 3,994 | 0.000 | 0.016 | 81.3 | |
| 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 #431 (1); #451 (1,441); 5-year JGB #145 (50); #149 (327); #159 (1,389); 10-year JGB #342 (186); #352 (560); #353 (1,344); #354 (473); #355 (1,469); #356 (437); #357 (196); #358 (1,999); #359 (646); #360 (3,438); #361 (6,182); #362 (1,172); #363 (1,272); #365 (2,224); #366 (2,916); 30-year JGB #4 (83); #43 (4); 40-year JGB #16 (6); and Inflation-indexed bond #22 (5). |
| ***** 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. |