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


August 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
(b) 		Average
Successful
Bid Rate 		Allocation
on a Pro-rata
Basis Rate 
2002
7/1
2 
2 
2 
3 
3 
5 
5 
8 
9 
9 
10 
10 
11 
11 
12 
15 
15 
16 
16 
18 
18 
19 
19 
22 
23 
23 
24 
24 
24 
25 
26 
26 
26 
29 
30 
31 
31 

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

7/3
7/4
7/3
7/4
7/5
7/5
7/9
7/9
7/10
7/10
7/11
7/12
7/12
7/15
7/12
7/16
7/17
7/17
7/18
7/17
7/22
7/22
7/22
7/23
7/24
7/25
7/25
7/26
7/26
7/25
7/29
7/30
7/29
7/30
7/31
8/1
8/2
8/1

7/22
8/27
8/15
11/27
9/5
8/23
8/28
7/22
9/6
7/22
12/5
9/6
7/29
9/11
10/15
7/29
12/13
8/2
9/13
8/2
9/13
10/23
11/6
8/2
12/18
9/25
9/19
9/26
9/25
11/12
12/25
10/4
8/12
8/12
8/20
11/15
10/9
8/12

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

22,170
8,313
16,200
28,044
10,301
8,615
5,609
26,280
9,240
24,240
29,506
3,084
20,580
9,011
25,900
22,870
25,418
18,280
2,430
19,500
7,173
19,655
17,675
27,300
29,275
6,790
1,856
5,702
110
24,369
20,055
3,844
17,870
25,320
25,940
17,179
6,705
33,050

5,002
4,001
5,001
8,005
4,004
3,965
3,940
8,005
4,005
5,000
8,006
3,084
5,003
4,003
9,003
8,004
8,005
5,004
2,430
5,005
4,002
5,002
8,005
8,007
8,002
4,001
1,856
4,002
110
9,003
6,005
3,844
5,005
7,005
8,004
5,002
4,004
8,002

0.005
0.004
0.004
0.005
0.003
0.002
0.001
0.004
0.003
0.002 *
0.005
0.001 *
0.002
0.004
0.003
0.003
0.005
0.003
0.001 *
0.003
0.003
0.003
0.003
0.003
0.003
0.004
0.001 *
0.001
0.001 *
0.003
0.002
0.001 *
0.002
0.002
0.002
0.003
0.001
0.002

0.005 
0.006 
0.004 
0.006 
0.004 
0.003 
0.002 
0.004 
0.003 
0.002 
0.005 
0.001 
0.002 
0.004 
0.004 
0.002 
0.005 
0.003 
0.001 
0.003 
0.003 
0.003 
0.003 
0.003 
0.005 
0.004 
0.001 
0.001 
0.001 
0.003 
0.003 
0.003 
0.002 
0.002 
0.002 
0.003 
0.002 
0.002 

89.6 
26.0 
90.9 
70.8 
25.4 
33.3 
38.5 
41.6 
35.2 
- 
35.4 
- 
87.3 
84.2 
81.2 
34.1 
73.5 
67.3 
- 
48.9 
55.5 
36.0 
68.3 
47.4 
11.0 
86.5 
- 
64.2 
- 
83.7 
26.4 
- 
63.8 
95.3 
74.2 
88.1 
48.7 
67.8
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
(c) 		Average
Successful
Yield Spread 		Allocation
on a Pro-rata
Basis Rate 
2002
7/4
5 
11 
12 
18 
19 
25 
26 

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

7/9
7/10
7/16
7/17
7/23
7/24
7/30
7/31

7,000
7,000
7,000
7,000
7,000
7,000
7,000
7,000

35,211
37,225
44,116
33,721
43,365
40,879
32,531
28,336

7,010
7,019
7,010
7,013
7,002
7,006
7,014
7,015

0.000 
0.000 
0.001 
0.001 
0.002 
0.002 
0.000 
-0.001 

0.000 
0.000 
0.001 
0.001 
0.002 
0.002 
0.000 
-0.001 

30.5 
34.7 
51.9 
55.0 
58.1 
57.9 
23.5 
36.5

(Memo) Outright purchase and sales operations of JGBs
The Bank of Japan offered outright purchase operations of JGBs worth 250 billion yen on July 3, 250 billion yen on July 10, 250 billion yen on July 17 and 250 billion yen on July 24. The purchases were exercised at 250.8 billion yen on July 8, 245.9 billion yen on July 15, 251.0 billion yen on July 22 and 250.5 billion yen on July 29, 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. "Amounts offered" shows planned amounts on offer days.
4. (a) Excludes Outright purchase and sales operation of TBs and FBs.
(b) * denote the Non-pro-rata rate, otherwise the figures denote the Pro-rata rate.
(c) 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.
* denote the Non-pro-rate yield spread,otherwise the figures denote the Pro-rate yield spread.



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