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Bank of Japan Operations in the Money Markets (June 2006)

July 3, 2006
Bank of Japan
Financial Markets Department

Short-term Operations (excluding Outright Purchase and Sale Operations of TBs and FBs)

(100 million yen, percent per annum)

Date of Offer Instrument Date of Exercise Date of Resale or Repurchase or Repayment (a)
Amounts Offered 		Amounts of Competitive Bid Amounts of Successful Bid (b)
Pro-rata, Non-pro-rata Rate / Loan Rate 		Average Successful Bid Rate or Loan Rate Allocation on a Pro-rata Basis Rate 
2006
6/1
5
5
6
7
7
7
8
8
8
9
12
12
13
13
13
13
14
14
14
14
15
15
16
16
19
20
20
20
20
21
21
21
21
22
22
23
26
26
27
27
27
27
29
29
30


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


6/2
6/7
6/7
6/8
6/9
6/9
6/12
6/12
6/9
6/12
6/13
6/14
6/13
6/13*
6/15
6/14
6/15
6/14*
6/16
6/16
6/16
6/16
6/20
6/20
6/20
6/21
6/20*
6/22
6/22
6/22
6/21*
6/23
6/23
6/26
6/26
6/26
6/27
6/28
6/28
6/27*
6/29
6/29
6/29
7/3
6/29*
7/4


6/14
6/20
6/22
6/23
6/20
7/6
6/29
6/23
7/5
6/20
7/3
6/20
7/3
6/19
6/26
7/6
6/22
6/15
6/27
7/10
7/7
6/20
6/28
7/7
7/11
7/13
6/21
6/29
7/21
7/14
6/23
7/5
7/19
7/10
7/14
7/24
7/26
7/19
7/28
6/30
7/21
8/4
7/10
7/10
6/30
8/4


6,000
4,000
8,000
8,000
4,000
3,000
8,000
6,000
8,000
8,000
8,000
6,000
6,000
5,000
6,000
8,000
8,000
5,000
6,000
8,000
8,000
6,000
8,000
6,000
8,000
8,000
6,000
8,000
3,000
8,000
4,000
6,000
8,000
8,000
8,000
8,000
8,000
6,000
8,000
4,000
6,000
8,000
8,000
8,000
4,000
8,000


24,352
12,456
31,997
28,885
11,014
6,156
45,836
20,909
22,106
22,090
41,808
13,126
31,232
14,700
24,503
30,778
32,718
17,090
23,255
39,135
32,255
22,300
52,732
25,193
43,865
48,248
22,420
37,960
6,340
40,569
18,224
23,769
35,138
37,998
31,492
40,432
32,838
20,392
34,323
20,032
19,285
29,213
34,492
23,037
9,390
33,512


6,082
3,895
8,001
7,965
4,001
2,912
8,001
5,818
7,996
8,000
8,040
6,001
6,000
5,001
6,001
8,008
8,001
4,850
6,002
8,001
8,003
6,078
8,002
6,120
7,823
8,002
6,000
8,003
2,995
8,002
4,000
6,001
7,827
8,001
8,002
8,003
8,001
5,896
7,931
3,810
6,001
8,075
8,001
8,071
4,002
8,001


0.066*
0.045*
0.046
0.050*
0.045
0.100*
0.070
0.066*
0.088*
0.057
0.099*
0.055
0.096
0.056
0.087
0.099*
0.087
0.052*
0.091
0.103
0.105
0.082*
0.099
0.100*
0.109*
0.115
0.067
0.100
0.161
0.122
0.072
0.101
0.139*
0.120
0.106
0.153
0.169
0.121*
0.168*
0.093*
0.135
0.190*
0.105
0.072*
0.030
0.202


0.073
0.056
0.056
0.055
0.052
0.109
0.075
0.073
0.101
0.064
0.111
0.077
0.099
0.063
0.096
0.105
0.097
0.066
0.093
0.110
0.109
0.089
0.104
0.105
0.114
0.119
0.080
0.103
0.180
0.128
0.079
0.106
0.147
0.129
0.119
0.164
0.179
0.132
0.178
0.095
0.140
0.199
0.117
0.092
0.024
0.212




20.9

67.9

49.9


70.0

34.7
79.6
30.8
52.4

60.9

82.0
59.8
64.4

42.4


20.7
33.3
32.7
42.1
66.7
65.0
78.7

25.7
76.3
82.2
48.8



44.7

16.0

41.8
36.5


Outright Purchase and Sale Operations of TBs and FBs

(100 million yen, percent per annum)

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 
2006
6/6
12
19
26


Outright purchases
Outright purchases
Outright purchases
Outright purchases


6/9
6/15
6/22
6/29


4,000
4,000
4,000
4,000


17,231
14,058
15,545
9,663


4,000
4,002
4,002
3,865


0.010
0.013
0.010
-0.005*


0.020
0.016
0.013
0.000


33.2
64.1
88.5


(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 5, 300.0 billion yen on June 9, 300.0 billion yen on June 21 and 300.0 billion yen on June 26. The purchases were exercised at 290.4 billion yen on June 8, 297.5 billion yen on June 14, 300.3 billion yen on June 26 and 290.0 billion yen on June 29, respectively.
(Memo2)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
FSOPC-Head: Funds-Supplying Operations against Pooled Collateral at Head Office
FSOPC-All: Funds-Supplying Operations against Pooled Collateral at All Offices

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, loan rates; otherwise the figures denote pro-rata rates, loan 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.
4.Date of repurchase for Securities lending as a secondary source of JGSs is as follows,
those without *: the next business day after the offering date,
those with *: the fourth business day after the offering date.

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