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 Jul. 25) | 1 | 1 | ||||
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 11,810 | 3,754 | 0.011 | 0.012 | 45.9 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 9,264 | 4,255 | 0.011 | 0.013 | 97.5 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 10,445 | 4,255 | 0.015 | 0.016 | 55.5 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 21,407 | 21,407 | -0.150 | -0.150 | ||
| Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Starting on Jul. 24) | 12,211 | 8,007 | 65.6 | |||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 17 | 17 | -0.150 | -0.150 | ||
| Securities lending to provide JGSs as collateral for US Dollar Funds-Supplying Operations against Pooled Collateral (Sales of JGSs under repurchase agreements) (Starting on Jul. 24) | 2 | 2 | 0.000 | 0.000 |
| * 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 #455 (63); 5-year JGB #147 (1); #148 (59); #152 (298); 10-year JGB #346 (200); #353 (692); #355 (1,177); #356 (956); #357 (116); #358 (399); #359 (2,389); #360 (1,160); #361 (1,721); #362 (1,641); #363 (456); #364 (1,726); #365 (1,901); #366 (2,599); #367 (698); #368 (1,053); #370 (921); #371 (285); 20-year JGB #108 (43); #117 (456); #181 (86); #187 (57); 30-year JGB #13 (15); #33 (15); #35 (6); #54 (60); #81 (7); 40-year JGB #8 (102); #14 (13); and T-bill #1195 (36). |
| ***** 30-year JGB #74 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |