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Bank of Japan Operations in the Money Markets (April 2004)


May 6, 2004
Bank of Japan
Financial Markets Department


(100 million yen, percent per annum)

Operations by Transactions under Repurchase Agreements and Purchases and Sales of Bills
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 
2004
4/1
1 
1 
1 
2 
5 
8 
9 
13 
14 
14 
15 
16 
16 
19 
19 
20 
21 
21 
21 
23 
26 
26 
26 
27 
27 
28 
30 

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

4/1 *
4/5 
4/1 *
4/2 
4/5 
4/7 
4/12 
4/13 
4/15 
4/16 
4/15 
4/19 
4/19 
4/20 
4/21 
4/20 
4/21 
4/23 
4/23 
4/23 
4/26 
4/28 
4/27 
4/28 
4/28 
4/30 
4/30 
5/6 

4/20
5/20
4/12
4/20
4/12
5/27
6/16
6/4
4/26
4/26
4/30
6/10
4/26
8/24
6/23
5/6
5/7
5/7
6/17
6/29
5/6
6/24
5/12
5/13
5/12
9/7
5/17
5/24

10,000 
4,000 
6,000 
10,000 
10,000 
4,000 
8,000 
4,000 
10,000 
8,000 
10,000 
4,000 
8,000 
8,000 
4,000 
8,000 
10,000 
8,000 
4,000 
8,000 
8,000 
4,000 
10,000 
8,000 
8,000 
8,000 
6,000 
6,000 

40,550 
6,719 
18,810 
26,100 
32,000 
6,686 
27,565 
6,424 
39,295 
25,060 
38,842 
4,945 
45,200 
32,314 
6,049 
24,950 
24,310 
13,055 
4,136 
32,014 
17,150 
10,012 
20,350 
14,000 
16,300 
26,349 
13,230 
14,700 

10,004 
3,946 
6,001 
10,006 
10,007 
4,017 
8,002 
3,876 
10,007 
8,003 
10,007 
4,115 
8,008 
8,005 
4,004 
8,004 
10,007 
8,000 
4,136 
8,005 
8,000 
4,003 
10,003 
8,002 
8,001 
8,100 
6,005 
5,900 

0.001  
0.007  
0.001  
0.001  
0.001  
0.005 *
0.005  
0.003  
0.001  
0.001  
0.001  
0.002 *
0.001  
0.004  
0.002  
0.001  
0.001  
0.002  
0.001 *
0.002  
0.002  
0.001  
0.003  
0.003  
0.003  
0.004 *
0.003  
0.002 *

0.001 
0.009 
0.001 
0.001 
0.001 
0.007 
0.006 
0.004 
0.001 
0.001 
0.001 
0.002 
0.001 
0.005 
0.002 
0.001 
0.001 
0.001 
0.002 
0.003 
0.001 
0.002 
0.002 
0.002 
0.003 
0.005 
0.003 
0.002 

26.1 
58.0 
35.3 
44.7 
31.5 
-  
41.8 
52.0 
25.9 
34.1 
26.1 
-  
19.5 
82.7 
92.4 
37.0 
43.7 
87.5 
-  
17.6 
10.0 
18.1 
33.7 
49.1 
79.0 
-  
82.5 
-


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 
2004
4/8
15 
22 
28 

Outright purchases
Outright purchases
Outright purchases
Outright purchases

4/13
4/20
4/27
5/7

6,000 
6,000 
6,000 
6,000 

26,755 
20,580 
32,132 
21,146 

6,004 
6,005 
6,011 
6,003 

0.003 
0.001 
0.000 
0.001 

0.003 
0.001 
0.000 
0.001 

90.3 
93.5 
43.7 
79.9


Outright Purchase Operations of ABCP
Date of Offer
 Date of Exercise Maximum Purchase Amount Amounts of Competitive Bid Amounts of Successful Bid (d)
Pro-rata or Non-pro-rata Yield Spread 		Average Successful Yield Spread Allocation on a Pro-rata Basis Rate 
2004
4/13

4/15

500 

333 

262 

0.000 

0.001 

63.9

(Memo1) Outright purchase and sale operations of JGBs
The Bank of Japan offered outright purchase operations of JGBs worth 300.0 billion yen on April 2, 300.0 billion yen on April 9, 300.0 billion yen on April 19 and 300.0 billion yen on April 26. The purchases were exercised at 300.5 billion yen on April 7, 300.0 billion yen on April 14, 300.3 billion yen on April 22 and 312.5 billion yen on April 30, respectively.
(Memo2) Outright purchases of asset-backed bonds
No purchases in April.

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.
(d) The difference between the yield at which operation counterparts want to sell and the corresponding floor yield determined by the Bank of Japan with the maturities and 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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