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


January 6, 2003
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
12/2
2 
3 
3 
4 
4 
5 
6 
9 
9 
10 
11 
12 
12 
12 
13 
13 
16 
17 
18 
18 
19 
20 
20 
24 
24 
25 
25 
27 
30 

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

12/3
12/4
12/5
12/4
12/6
12/6
12/9
12/9
12/11
12/10
12/13
12/13
12/16
12/16
12/13
12/17
12/16
12/17
12/18
12/20
12/20
12/24
12/25
12/24
12/25
12/26
12/26
12/27
2003/1/6
2003/1/7

12/16
2003/6/24
2003/2/13
2003/4/15
2003/1/22
2003/7/4
2003/2/14
12/20
2003/1/17
12/20
12/20
12/20
2003/3/6
2003/2/21
12/24
2003/1/31
12/24
12/24
2003/4/24
2003/3/13
2003/7/11
2003/3/14
2003/3/6
2003/1/8
2003/1/8
2003/8/15
2003/1/9
2003/5/14
2003/1/22
2003/1/23

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

23,370
26,919
5,641
20,700
4,465 
23,184
13,887
19,260
14,958
20,210
32,160
25,450
8,656 
6,909 
18,570
3,757 
19,510
19,940
18,673
9,371 
28,494
8,271 
2,524 
23,955
16,000
17,197
20,660
14,935
23,870
30,850

6,002 
10,002
4,062 
5,100 
3,955 
8,003 
4,133 
4,800 
4,003 
5,006 
9,006 
8,006 
4,003 
3,977 
5,002 
3,757 
6,006 
8,004 
4,844 
4,001 
7,985 
4,004 
2,524 
6,004 
5,004 
6,004 
6,006 
5,002 
6,004 
8,004 

0.003
0.015   
0.005 *
0.013 *
0.004 *
0.012   
0.011 *
0.001 *
0.011   
0.001   
0.001   
0.001   
0.007   
0.010   
0.001   
0.001 *
0.001   
0.001   
0.013 *
0.004   
0.013 *
0.001   
0.001 *
0.003   
0.002   
0.013   
0.002   
0.010   
0.002   
0.001   

0.003
0.019
0.006
0.015
0.007
0.014
0.014
0.001
0.012
0.001
0.001
0.001
0.008
0.013
0.001
0.009
0.001
0.001
0.015
0.006
0.014
0.003
0.002
0.002
0.001
0.013
0.002
0.011
0.001
0.001

46.3
50.5
-  
-  
-  
10.6
-  
-  
26.4
28.4
45.5
41.1
25.8
66.3
32.4
-  
47.4
82.1
-  
36.9
-  
15.7
-  
12.8
47.3
81.2
44.1
42.7
1.6 
79.2
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
12/5
6 
12 
19 

Outright purchases
Outright purchases
Outright purchases
Outright purchases

12/10
12/11
12/17
12/25

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

18,012
17,521
10,041
17,763

5,006
5,009
5,008
5,007

0.001
-0.002
-0.001
0.001

0.001 
-0.001
-0.001
0.001 

50.1
9.0 
83.0
45.6

(Memo) Outright purchase and sales operations of JGBs
The Bank of Japan offered outright purchase operations of JGBs worth 300.0 billion yen on December 4, 300.0 billion yen on December 9, 300.0 billion yen on December 18 and 300.0 billion yen on December 24. The purchases were exercised at 286.1 billion yen on December 9, 300.9 billion yen on December 12, 300.3 billion yen on December 24 and 292.5 billion yen on December 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
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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