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**** | 35,440 | 35,440 | -0.250 | -0.250 | ||
Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 1 | 1 | -0.250 | -0.250 |
* 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 #449 (104); #458 (128); 5-year JGB #146 (91); #150 (100); #152 (461); #153 (81); #168 (441); 10-year JGB #341 (32); #353 (166); #354 (200); #355 (2,003); #356 (3,096); #357 (3,945); #358 (161); #359 (2,746); #360 (1,324); #361 (2,546); #362 (2,900); #363 (4,919); #364 (832); #365 (1,096); #366 (2,745); #367 (1,015); #368 (793); #369 (474); #370 (2,247); #374 (124); 20-year JGB #136 (61); #158 (60); #184 (12); 30-year JGB #8 (23); #65 (508); and 40-year JGB #8 (6). |
***** 20-year JGB #168 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |