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 Aug. 22) | 0 | 0 | ||||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 17,801 | 17,801 | -0.050 | -0.050 | ||
| Funds-Supplying Operations against Pooled Collateral (at All Offices) (Fixed rate) (Starting on Aug. 21) | 8,877 | 8,006 | 90.2 | |||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 1,299 | 1,299 | -0.050 | -0.050 |
| * 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 #453 (362); 5-year JGB #170 (156); 10-year JGB #342 (1); #353 (120); #354 (9); #355 (1,264); #356 (545); #357 (243); #359 (1,758); #360 (126); #361 (2,399); #362 (873); #364 (1,251); #365 (1,620); #366 (3,443); #367 (1,162); #368 (1,026); #370 (1,086); #372 (20); 20-year JGB #137 (194); #169 (1); #176 (57); #187 (49); #188 (25); 30-year JGB #59 (5); and 40-year JGB #9 (6). |
| ***** The securities sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation were as follows (amount in 100 million yen): 5-year JGB #162 (50); 10-year JGB #356 (249); #360 (200); #361 (30); #362 (465); #363 (76); #364 (30); #366 (100); #370 (31); and #375 (68). |