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


October 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
 Amounts
Offered
 Amounts of
Competitive
Bid 		Amounts of
Successful
Bid 		Pro-rata
or
Non-pro
-rata Rate
(b) 		Average
Successful
Bid Rate 		Allocation
on a Pro-rata
Basis Rate 
2002
9/2
3
3
3
4
4
4
4
5
5
5
6
6
6
9
9
9
10
10
11
11
11
12
13
13
17
17
17
18
18
19
19
20
20
24
24
25
30
30

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

9/4
9/5
9/4
9/5
9/6
9/6
9/5
9/6
9/9
9/6
9/6
9/10
9/9
9/9
9/11
9/10
9/11
9/12
9/11
9/13
9/13
9/12
9/13
9/17
9/18
9/19
9/18
9/19
9/19
9/19
9/20
9/24
9/24
9/25
9/25
9/25
9/26
9/30*
10/1

2003/1/17
9/25
2003/1/22
2003/2/14
9/26
10/28
9/11
2003/2/18
10/23
9/12
9/13
10/24
9/19
9/20
9/25
9/20
2003/2/21
10/29
9/20
10/15
11/6
9/20
9/24
9/27
2003/2/25
11/12
9/27
2003/1/29
9/26
9/27
10/2
2003/2/27
10/2
10/2
10/2
10/3
10/4
2003/2/6
10/9

5,000
4,000
5,000
6,000
4,000
4,000
7,000
6,000
4,000
8,000
6,000
4,000
6,000
10,000
4,000
7,000
7,000
4,000
11,000
4,000
4,000
4,000
4,000
6,000
6,000
4,000
7,000
5,000
5,000
8,000
7,000
6,000
8,000
9,000
7,000
6,000
9,000
5,000
8,000

2,400
1,169
700
10,357
1,018
3,371
44,750
15,366
3,805
37,680
31,500
2,884
26,150
46,700
149
31,900
20,169
3,899
40,450
1,312
2,739
21,900
23,400
28,800
34,411
3,135
31,400
21,035
11,500
25,300
24,000
21,936
18,870
20,480
17,510
16,180
19,190
12,388
26,240

2,400
1,169
700
6,006
1,018
3,371
7,005
6,008
3,805
8,007
6,004
2,884
6,003
10,009
149
7,007
7,010
3,899
11,006
1,312
2,739
4,008
4,005
6,009
6,001
3,135
7,006
5,000
5,003
8,005
7,003
6,008
7,830
9,190
7,160
6,003
9,002
5,001
8,000

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
0.002
0.001*
0.001
0.002
0.001
0.001
0.002
0.002
0.005*
0.003*
0.006*
0.005
0.010
0.005
0.005

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
0.002
0.001
0.001
0.002
0.001
0.001
0.001
0.003
0.002
0.002
0.004
0.004
0.008
0.009
0.003

-
-
-
58.0
-
-
17.8
39.1
-
30.0
22.7
-
37.8
33.1
-
23.8
34.8
-
33.2
-
-
21.2
18.0
23.8
72.3
-
30.5
80.0
52.9
41.3
43.8
25.3
-
-
-
56.8
92.8
27.0
50.0
Outright Purchases and Sales Operation of TBs and FBs
Date
of
Offer
 Instrument Date of
Exercise 		Amounts
Offered
 Amounts of
Competitive
Bid 		Amounts of
Successful
Bid 		Pro-rata
or
Non-pro
-rata
Yield Spread
(c) 		Average
Successful
Yield Spread 		Allocation
on a Pro-rata
Basis Rate 
2002
9/5
6
12
13
19
20

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

9/10
9/11
9/18
9/19
9/25
9/26

8,000
8,000
8,000
8,000
8,000
8,000

4,211
10,452
4,380
1,456
13,284
3,963

4,211
8,012
4,380
1,456
8,012
3,963

0.000*
0.000
0.000*
0.000*
0.000
0.000*

0.000
0.000
0.000
0.000
0.000
0.000

-
76.7
-
-
58.8
-

(Memo) Outright purchase and sales operations of JGBs
The Bank of Japan offered outright purchase operations of JGBs worth 250.0 billion yen on September 2, 250.0 billion yen on September 9, 250.0 billion yen on September 17 and 250.0 billion yen on September 24. The purchases were exercised at 251.3 billion yen on September 5, 231.5 billion yen on September 12, 250.2 billion yen on September 20 and 250.2 billion yen on September 27, 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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