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 Nov. 21) | 1 | 1 | ||||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 9,011 | 9,011 | -0.050 | -0.050 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 4 | 4 | -0.050 | -0.050 | ||
| Securities lending to provide JGSs as collateral for US Dollar Funds-Supplying Operations against Pooled Collateral (Sales of JGSs under repurchase agreements) (Starting on Nov. 20) | 2 | 2 | 0.220 | 0.220 |
| * 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 #444 (141); 5-year JGB #155 (232); #156 (100); 10-year JGB #345 (1); #355 (356); #356 (142); #360 (12); #361 (1,696); #362 (35); #363 (152); #364 (399); #365 (441); #366 (1,612); #367 (122); #368 (924); 20-year JGB #88 (130); #92 (194); #123 (20); #139 (181); #151 (185); #153 (270); #160 (100); #167 (290); #172 (300); #179 (243); #180 (568); #185 (72); 30-year JGB #54 (7); 40-year JGB #2 (36); and #10 (50). |
| ***** 10-year JGB #341 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |