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 |
---|
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 40,491 | 40,491 | -0.150 | -0.150 | ||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation | 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 #145 (4); #150 (5); 10-year JGB #348 (169); #353 (1,167); #354 (636); #355 (3,767); #356 (1,835); #357 (1,897); #358 (584); #359 (4,929); #360 (1,451); #361 (1,965); #362 (3,479); #363 (4,317); #364 (111); #365 (1,399); #366 (2,719); #367 (1,155); #368 (1,007); #369 (2,029); #370 (4,125); #371 (634); #374 (434); 20-year JGB #77 (39); #101 (1); #120 (140); #142 (70); #143 (10); #156 (82); #163 (20); #172 (1); #178 (8); 30-year JGB #20 (38); #59 (34); #61 (50); #79 (23); 40-year JGB #6 (103); #8 (49); #9 (4); and T-bill #1176 (1). |