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Bank of Japan Operations in the Money Markets (March 2002)


April 1, 2002
Bank of Japan
Financial Markets Department


(100 million yen, percent per annum)

Date
of
Offer
 Instrument (a) Date of
Exercise 		Date of
Resale
or
Repurchase
 Amount
Offered
 Amount of
Competitive
Bid 		Amount of
Successful
Bid 		Pro-rata
or
Non-pro
-rata Rate 		Average
Successful
Bid Rate 		Allocation
on a Pro-rata
Basis Rate 
2002
3/1
1 
1 
1 
4 
4 
5 
5 
5 
6 
6 
6 
7 
7 
8 
8 
8 
11 
11 
11 
12 
12 
12 
13 
13 
13 
14 
14 
14 
15 
15 
15 
18 
18 
18 
19 
19 
20 
22 
25 
25 
29 

 
JGBs-borrowing
CP-purchases
Bills-purchases-Head
Bills-purchases-Head
JGBs-borrowing
Bills-purchases-All
JGBs-borrowing
CP-purchases
Bills-purchases-Head
JGBs-borrowing
Bills-purchases-Head
Bills-purchases-All
JGBs-borrowing
Bills-purchases-Head
JGBs-borrowing
CP-purchases
Bills-purchases-Head
JGBs-borrowing
Bills-sales
Bills-purchases-Head
JGBs-borrowing
Bills-sales
Bills-purchases-All
JGBs-borrowing
CP-purchases
Bills-purchases-Head
JGBs-borrowing
Bills-sales
Bills-purchases-Head
JGBs-borrowing
CP-purchases
Bills-purchases-Head
Bills-sales
Bills-sales
Bills-purchases-Head
CP-purchases
Bills-purchases-Head
CP-purchases
Bills-purchases-All
Bills-sales
Bills-purchases-Head
CP-purchases

 
3/5
3/5
3/4
3/5
3/6
3/6
3/7
3/7
3/7
3/8
3/8
3/8
3/11
3/11
3/12
3/12
3/12
3/13
3/12
3/13
3/14
3/13
3/14
3/15
3/15
3/15
3/18
3/15
3/18
3/19
3/19
3/19
3/19
3/19
3/20
3/22
3/22
3/25
3/26
3/26
3/27
4/2

 
5/17
4/19
7/9
8/7
5/17
8/21
5/21
4/25
7/16
5/22
4/23
8/27
5/23
6/7
5/15
4/23
7/23
5/16
3/20
4/25
5/24
3/20
9/5
5/23
5/8
4/12
5/28
3/20
4/19
5/29
4/12
4/23
3/20
3/27
6/19
4/18
7/18
5/14
9/11
3/27
4/8
5/16

 
5,000
4,000
8,000
8,000
5,000
10,000
5,000
4,000
8,000
5,000
8,000
10,000
5,000
8,000
5,000
5,000
8,000
5,000
7,000
8,000
5,000
6,000
10,000
5,000
5,000
8,000
5,000
8,000
8,000
5,000
5,000
8,000
8,000
9,000
8,000
4,000
8,000
4,000
10,000
8,000
5,000
4,000

 
3,491
5,305
1,300
1,529
2,488
2,968
4,140
4,735
1,523
2,537
1,400
2,668
1,407
136
2,028
4,130
560
2,530
26,650
2,779
2,572
23,700
4,601
1,553
3,695
5,600
1,896
27,480
1,200
1,536
3,952
2,700
24,900
29,900
2,150
2,503
1,240
1,860
12,253
27,100
3,552
1,540

 
3,491
3,950
1,300
1,529
2,488
2,968
4,140
3,965
1,523
2,537
1,400
2,668
1,407
136
2,028
4,130
560
2,530
7,004
2,779
2,572
6,003
4,601
1,553
3,695
5,600
1,896
8,001
1,200
1,536
3,952
2,700
8,001
9,003
2,150
2,503
1,240
1,860
10,012
8,006
3,552
1,540

 
0.001 *
0.002   
0.001 *
0.001 *
0.001 *
0.001 *
0.001 *
0.002   
0.001 *
0.001 *
0.001 *
0.001 *
0.001 *
0.001 *
0.001 *
0.001 *
0.001 *
0.001 *
0.001   
0.001 *
0.001 *
0.001   
0.001 *
0.001 *
0.001 *
0.001 *
0.001 *
0.001   
0.001 *
0.001 *
0.001 *
0.001 *
0.001   
0.001   
0.001 *
0.001 *
0.001 *
0.001 *
0.001   
0.001   
0.001 *
0.001 *

 
0.001 
0.003 
0.001 
0.001 
0.001 
0.001 
0.001 
0.004 
0.001 
0.001 
0.001 
0.001 
0.001 
0.001 
0.001 
0.002 
0.001 
0.001 
0.001 
0.001 
0.001 
0.001 
0.001 
0.001 
0.002 
0.001 
0.001 
0.001 
0.001 
0.001 
0.002 
0.001 
0.001 
0.001 
0.001 
0.002 
0.001 
0.001 
0.001 
0.001 
0.002 
0.002 

 
- 
74.6 
- 
- 
- 
- 
- 
68.9 
- 
- 
- 
- 
- 
- 
- 
- 
- 
- 
37.7 
- 
- 
26.4 
- 
- 
- 
- 
- 
40.3 
- 
- 
- 
- 
37.1 
40.3 
- 
- 
- 
- 
78.1 
34.7 
- 
-
Outright Purchases and Sales Operation of TBs and FBs
Date
of
Offer
 Instrument Date of
Exercise 		Amount
Offered
 Amount of
Competitive
Bid 		Amount of
Successful
Bid 		Pro-rata
or
Non-pro
-rata
Yield Spread 		Average
Successful
Yield Spread 		Allocation
on a Pro-rata
Basis Rate 
2002
3/1
7 
8 
14 
15 
25 
26 

 
Outright purchases
Outright purchases
Outright purchases
Outright purchases
Outright purchases
Outright purchases
Outright purchases

 
3/6
3/12
3/13
3/19
3/20
3/28
3/29

 
10,000
10,000
10,000
10,000
10,000
10,000
10,000

 
2,878
9,792
7,496
5,335
10,123
7,707
4,562

 
2,878
9,792
7,496
5,335
10,123
7,707
4,562

 
0.000 *
0.000 *
0.000 *
0.000 *
0.000 *
0.000 *
0.000 *

 
0.000 
0.000 
0.000 
0.000 
0.000 
0.000 
0.000 

 
- 
- 
- 
- 
- 
- 
-

(Memo) Outright purchase and sales operations of JGBs
The Bank of Japan offered outright purchase operations of JGBs worth 250 billion yen on March 5, 250 billion yen on March 6, 250 billion yen on March 8 and 250 billion yen on March 19. The purchases were exercised at 251.5 billion yen on March 8, 252.1 billion yen on March 11, 250.8 billion yen on March 13 and 250.6 billion yen on March 25, respectively.

NOTES:
1. Bills-sales :Outright sales of bills drawn by BOJ
Bills-purchases-Head :Outright purchases of bills at Head Office
Bills-purchases-All :Outright purchases of bills at All Offices
JGBs-borrowing :Borrowing of JGBs against cash collateral(JGB repos)
TBs/FBs-purchases :Purchases of TBs/FBs under repurchase agreements
CP-purchases :Purchases of CP under repurchase agreements
TBs/FBs-sales :Sales of TBs/FBs under repurchase agreements
JGBs-purchases :Purchases of JGBs under repurchase agreements
Outright purchases :Outright purchases of TBs/FBs
Outright sales :Outright sales of TBs/FBs
2. * denote the date when the offer and the exercise were done in the same day.
3. "Amount offered" shows planned amounts on offer days.
4. Concerning Pro-rata or Non-pro-rata rate,* denote the Non-pro-rata rate, otherwise the figures denote the Pro-rata rate.
5. For outright purchases (sales) of TBs/FBs, the difference between the yield at which operation counterparties want to sell (purchase) and the corresponding yield determined by the Bank of Japan with prevailing market yield taken into account ("yield spread") is used for an auction.Concerning Pro-rate or Non-pro-rate yield spread,* denote the Non-pro-rate yield spread,otherwise the figures denote the Pro-rate yield spread.
6. (a) Excludes Outright purchase and sales operation of TBs and FBs.



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