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Bank of Japan Operations in the Money Markets (June 2005)


July 1, 2005
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
2005
6/1
2 
6 
6 
7 
7 
8 
9 
14 
14 
16 
16 
17 
21 
21 
23 
23 
27 
28 
30 
30 

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

 
6/3
6/6
6/8
6/8
6/9
6/9
6/10
6/13
6/16
6/16
6/20
6/20
6/20
6/23
6/23
6/27
6/27
6/29
6/30
7/4
7/4

 
10/14
2006/2/7
8/8
10/18
7/27
2006/2/9
10/26
2006/2/15
6/27
8/4
6/27
7/4
6/27
8/11
2006/3/7
8/15
11/9
8/18
2006/3/17
8/24
11/15

 
8,000 
10,000 
4,000 
8,000 
4,000 
10,000 
8,000 
10,000 
6,000 
4,000 
8,000 
8,000 
18,000 
4,000 
8,000 
4,000 
8,000 
4,000 
8,000 
4,000 
8,000 

 
1,955 
26,568 
3,228 
3,273 
7,551 
22,512 
1,430 
6,710 
32,850 
6,542 
33,500 
37,000 
124,651 
5,242 
10,855 
1,950 
2,048 
5,553 
5,035 
1,557 
2,608 

 
1,955 
10,012 
3,228 
3,273 
3,981 
10,014 
1,430 
6,710 
6,008 
3,819 
8,007 
8,002 
18,015 
3,962 
8,007 
1,950 
2,048 
3,878 
5,035 
1,557 
2,608 

 
0.001 *
0.001  
0.001 *
0.001 *
0.003  
0.001  
0.001 *
0.001 *
0.001  
0.003 *
0.001  
0.001  
0.001  
0.002  
0.001  
0.001 *
0.001 *
0.003 *
0.001 *
0.001 *
0.001 *

 
0.001 
0.001 
0.001 
0.001 
0.004 
0.001 
0.001 
0.001 
0.001 
0.004 
0.001 
0.001 
0.001 
0.003 
0.001 
0.001 
0.001 
0.004 
0.001 
0.001 
0.001 

 
 
37.7 
 
 
50.0 
43.2 
 
 
18.6 
 
23.9 
22.2 
14.6 
76.6 
73.8


<Outright Purchase and Sale Operations 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
2005
6/3
10 
17 
24 

 
Outright purchases
Outright purchases
Outright purchases
Outright purchases

 
6/8
6/15
6/22
6/29

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

 
8,969 
3,543 
11,163 
4,065 

 
6,001 
3,543 
6,004 
4,065 

 
0.001  
-0.001 *
0.000  
-0.001 *

 
0.001 
0.000 
0.000 
-0.001 

 
90.7 
 
73.1


<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
2005
6/8
22 

 
6/10
6/24

 
1,000 
1,000 

 
28 
493 

 
22 
386 

 
0.000
0.000

 
0.000
0.001

 
78.6 
73.0

(Memo1) Outright purchase and sale operations of JGBs
The Bank of Japan offered outright purchase operations of JGBs worth 300.0 billion yen on June 1, 300.0 billion yen on June 8, 300.0 billion yen on June 15 and 300.0 billion yen on June 22. The purchases were exercised at 301.1 billion yen on June 6, 301.5 billion yen on June 13, 300.3 billion yen on June 20 and 300.6 billion yen on June 27, respectively.
(Memo2) Outright purchases of asset-backed bonds
No purchases in June.
(Memo3) Securities lending as a secondary source of JGSs
No purchases in June.

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.
4. Date of repurchase for Securities lending as a secondary source of JGSs:
those without *: the next business day after the offering date.
those with *: the fourth business day after the offering date.


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