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. 14) | 1 | 1 | ||||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 38,158 | 38,158 | -0.350 | -0.351 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 1 | 1 | -0.350 | -0.350 | ||
| Securities lending to provide JGSs as collateral for US Dollar Funds-Supplying Operations against Pooled Collateral (Sales of JGSs under repurchase agreements) (Starting on Dec. 13) | 2 | 2 | -0.100 | -0.100 |
| * 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 (627); 5-year JGB #152 (361); #159 (195); #163 (67); 10-year JGB #344 (284); #352 (523); #353 (2,875); #354 (2,471); #355 (2,182); #356 (2,192); #357 (1,139); #358 (2,423); #359 (18); #360 (2,731); #361 (5,644); #362 (2,181); #363 (1,372); #365 (1,943); #366 (3,668); #367 (407); #368 (600); #369 (1,907); 20-year JGB #69 (50); #87 (2); #134 (400); #141 (46); #147 (576); #154 (50); #156 (250); #160 (50); #171 (131); #177 (55); #182 (40); #186 (13); 30-year JGB #4 (38); #12 (46); #27 (300); #60 (27); #65 (51); #71 (6); #76 (50); #79 (21); 40-year JGB #10 (1); #11 (141); and Inflation-indexed bond #25 (4). |
| ***** 10-year JGB #359 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |