Bank of Japan : Collateral Accepted by the Bank of Japan (End of Dec.)

January 7, 2020

Bank of Japan

Financial Markets Department

Collateral Accepted by the Bank of Japan1

(As of December 30, 2019)

					100 million yen
			Categories of Collateral	Face value2	Collateral value3
			Total4	909,166	804,802
			Total bonds	471,050	470,842
			Government securities	175,431	180,611
			Treasury discount bills5	2,238	2,217
			Government-guaranteed bonds	69,431	68,848
			Government-guaranteed dematerialized commercial paper	0	0
			Municipal bonds	127,717	125,146
			Fiscal Investment and Loan Program (FILP) agency bonds	50,488	50,000
			Corporate bonds	13,698	13,321
			Dematerialized commercial paper issued by domestic corporations and by foreign	31,426	30,169
			corporations with guarantees
			Asset-backed securities	0	0
			Dematerialized asset-backed commercial paper	2,764	2,654
			Bonds issued by real estate investment corporations	95	93
			Dematerialized commercial paper issued by real estate investment corporations	0	0
			Foreign government/international financial institution bonds	0	0
			Total bills	547	525
			Bills (excluding commercial paper)	547	525
			Commercial paper	0	0
			Asset-backed commercial paper	0	0
			Commercial paper issued by real estate investment corporations	0	0
			Electronically recorded monetary claims	0	0
			Total loans on deeds	190,489	180,245
			Loans on deeds to companies6	35,534	31,226
			Loans on deeds to real estate investment corporations	0	0
			Loans on deeds to the government (including the government's special accounts)	143,300	139,001
			Loans on deeds with government guarantees	2,159	2,094
			Loans on deeds to municipal governments	9,496	7,923
			Beneficial interests of a trust in housing loans	247,081	153,190

Notes: 1. Collateral accepted under the basic rules concerning collateral, agreed between the Bank of Japan and its counterparties (excluding foreign-denominated foreign bonds and loans on deeds to companies denominated in the U.S. dollar).

1. Outstanding principal balance for bonds such as pass-through bonds, electronically recorded monetary claims, and loans on deeds, for any of which the principal balance may decrease due to prepayments before the final maturity date; and the sum of the total amount of outstanding principal balance and repaid principal balance of housing loans in the trust property for beneficial interests of a trust in housing loans.
2. Market price adjusted by haircut for bonds; principal balance adjusted by haircut for government-guaranteed dematerialized commercial paper, dematerialized commercial paper issued by domestic corporations, dematerialized commercial paper issued by foreign corporations with guarantees, dematerialized asset-backed commercial paper, and dematerialized commercial paper issued by real estate investment corporations; face value adjusted by haircut for bills; outstanding principal balance adjusted by haircut for electronically recorded monetary claims and loans on deeds; and the sum of the total amount of outstanding principal balance and repaid principal balance of housing loans in the trust property adjusted by haircut for beneficial interests of a trust in housing loans.
3. Total collateral value including foreign-denominated foreign bonds and loans on deeds to companies denominated in the U.S. dollar is 804,868 hundred million yen, of which collateral value of foreign-denominated foreign bonds (yen equivalent of market price adjusted by haircut) is 0 hundred million yen, and collateral value of loans on deeds to companies denominated in the U.S. dollar (yen equivalent of outstanding principal balance adjusted by haircut) is 67 hundred million yen.
4. Treasury bills and financing bills.
5. Companies include entities owned by municipal governments.

Reference: Asset purchased under repurchase agreements by the Bank of Japan	(As of December 30, 2019)
		100 million yen
	Government securities purchased by the Bank under repurchase agreements	0
	Commercial paper purchased by the Bank under repurchase agreements	0
	Asset-backed commercial paper	0
	Commercial paper issued by real estate investment corporations	0
	Government-guaranteed dematerialized commercial paper	0
	Dematerialized commercial paper issued by domestic corporations and by foreign	0
	corporations with guarantees
	Dematerialized asset-backed commercial paper	0
	Dematerialized commercial paper issued by real estate investment corporations	0