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


December 2, 2002
Bank of Japan
Financial Markets Department


(100 million yen, percent per annum)

Operations by Transactions Under or Similar to Repurchase Agreements (Borrowing of Securities)
Date of Offer Instrument Date of Exercise Date of
Resale or
Repurchase 		(a)
Amounts Offered 		Amounts of Competitive Bid Amounts of Successful Bid (b)
Pro-rata or Non-pro-rata Rate 		Average Successful Bid Rate Allocation on a Pro-rata Basis Rate 
2002
11/1
5 
6 
6 
7 
8 
8 
11 
11 
11 
12 
12 
13 
13 
14 
14 
15 
18 
18 
18 
19 
20 
20 
21 
22 
25 
25 
26 
26 
27 
27 
28 
28 
29 

CP-purchases
Bills-purchases-All
Bills-sales
Bills-purchases-All
Bills-sales
CP-purchases
Bills-purchases-Head
JGSs-purchases
Bills-sales
Bills-purchases-Head
JGSs-purchases
Bills-sales
CP-purchases
Bills-purchases-Head
JGSs-purchases
Bills-purchases-All
JGSs-purchases
JGSs-purchases
Bills-sales
Bills-purchases-All
Bills-purchases-All
JGSs-purchases
CP-purchases
Bills-purchases-Head
Bills-sales
Bills-purchases-All
Bills-sales
Bills-sales
Bills-sales
CP-purchases
Bills-sales
JGSs-purchases
Bills-sales
JGSs-purchases

11/6
11/7
11/7
11/8
11/8
11/12
11/12
11/13
11/12
11/13
11/14
11/13
11/15
11/14
11/18
11/15
11/18
11/20
11/19
11/19
11/20
11/22
11/22
11/22
11/25
11/27
11/28
11/27
11/28
11/29
11/28
12/2
11/29
12/3

2003/1/9
2003/5/16
11/20
2003/5/23
11/20
2003/1/16
2003/3/7
12/13
11/21
2003/3/19
12/16
11/22
2003/1/24
2003/4/11
2003/1/22
2003/5/27
2003/1/24
12/13
11/29
2003/6/12
2003/6/13
11/28
2003/1/30
2003/4/15
12/2
2003/6/18
12/4
12/3
12/4
2003/2/6
12/4
2003/1/29
12/4
2003/2/6

4,000 
8,000 
8,000 
6,000 
5,000 
4,000 
7,000 
4,000 
8,000 
5,000 
4,000 
9,000 
4,000 
5,000 
4,000 
5,000 
4,000 
5,000 
8,000 
6,000 
12,000 
4,000 
4,000 
5,000 
8,000 
10,000 
12,000 
9,000 
12,000 
4,000 
13,000 
4,000 
5,000 
4,000 

7,618 
31,396 
33,860 
30,995 
12,045 
7,160 
31,216 
11,852 
22,270 
23,135 
14,968 
29,670 
4,340 
30,028 
13,053 
29,887 
16,000 
16,982 
24,750 
29,960 
38,910 
7,285 
5,109 
28,150 
23,730 
39,362 
26,790 
22,940 
28,790 
5,407 
23,865 
14,029 
17,150 
11,063 

3,970 
8,005 
8,003 
6,003 
5,002 
3,945 
7,006 
3,963 
8,006 
5,003 
4,004 
9,008 
3,980 
5,000 
4,002 
5,000 
4,002 
5,180 
8,003 
6,200 
12,005 
4,000 
3,839 
5,000 
8,005 
10,002 
12,002 
9,003 
12,010 
3,987 
13,004 
4,001 
5,001 
4,002 

0.003
0.005
0.003
0.005
0.003
0.003
0.004
0.003*
0.003
0.005
0.003
0.003
0.001
0.007
0.005
0.016*
0.012
0.010*
0.005
0.022*
0.018
0.005
0.003*
0.061*
0.003
0.022
0.004
0.007
0.006*
0.003
0.010
0.022
0.005
0.018

0.006 
0.007 
0.002 
0.006 
0.002 
0.004 
0.004 
0.005 
0.002 
0.006 
0.004 
0.002 
0.002 
0.008 
0.008 
0.016 
0.014 
0.013 
0.004 
0.023 
0.022 
0.008 
0.005 
0.063 
0.002 
0.030 
0.003 
0.005 
0.004 
0.005 
0.007 
0.023 
0.004 
0.020 

71.6 
9.6 
94.4 
58.6 
25.9 
87.6 
75.5 
-  
22.7 
24.5 
78.7 
49.8 
81.2 
50.0 
27.0 
-  
27.7 
-  
74.7 
-  
47.5 
42.0 
-  
-  
81.2 
46.9 
38.6 
48.7 
-  
33.9 
47.2 
77.5 
30.8 
39.0
Outright Purchases and Sales Operation of TBs and FBs
Date
of
Offer
 Instrument Date of Exercise (a)
Amounts Offered 		Amounts of Competitive Bid Amounts of Successful Bid (c)
Pro-rata or Non-pro-rata Yield Spread 		Average Successful Yield Spread Allocation on a Pro-rata Basis Rate 
2002
11/1
7 
14 
18 
21 
22 
28 
29 

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

11/7
11/12
11/19
11/20
11/26
11/27
12/3
12/4

5,000 
5,000 
5,000 
5,000 
5,000 
5,000 
5,000 
5,000 

13,435 
24,609 
27,629 
8,631 
12,809 
19,672 
21,036 
15,123 

5,011 
5,002 
5,002 
5,005 
5,004 
5,006 
5,005 
5,008 

-0.002
0.001
0.003
0.002
-0.003
-0.003
0.003
0.001

-0.001 
0.001 
0.003 
0.003 
-0.002 
-0.002 
0.003 
0.001 

8.2 
79.4 
51.9 
80.2 
15.4 
6.4 
63.7 
40.7

(Memo) Outright purchase and sales operations of JGBs
The Bank of Japan offered outright purchase operations of JGBs worth 300.0 billion yen on November 6, 300.0 billion yen on November 15, 300.0 billion yen on November 20 and 300.0 billion yen on November 25. The purchases were exercised at 305.2 billion yen on November 11, 300.8 billion yen on November 20, 301.6 billion yen on November 25 and 300.6 billion yen on November 28, 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
CP-purchases : Purchases of CP under Repurchase Agreements
JGSs-purchases : Purchases of JGSs under Repurchase Agreements
JGSs-sales : Sales of JGSs under Repurchase Agreements
Outright Purchases : Outright Purchases of TBs/FBs
Outright Sales : Outright Sales of TBs/FBs
2. * denotes dates when offers and transactions were exercised on the same day.
3. (a) Planned amounts on offer days.
(b) * denotes non-pro-rata rates; otherwise the figures denote pro-rata rates.
(c) The difference between the yield at which operation counterparts want to sell (purchase) and the corresponding yield determined by the Bank of Japan with the prevailing market yield (the "yield spread") taken into account for auctions. * denotes non-pro-rata yield spreads; otherwise the figures denote pro-rata yield spreads.



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