Bank of Japan Head Office

Bank of Japan Statistics

Home > Statistics > Bank of Japan Statistics > Financial Markets > Money Market Operations Conducted by the Bank of Japan > List > 2006 > Bank of Japan Operations in the Money Markets (August 2006)

日本語

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

September 1, 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 OfferInstrumentDate of ExerciseDate of Resale or Repurchase or Repayment(a)
Amounts Offered		Amounts of Competitive BidAmounts 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
8/1
2
2
2
3
3
3
3
4
8
8
8
9
9
10
10
10
11
11
11
11
14
14
14
15
15
15
16
16
16
16
17
17
17
21
22
22
22
23
23
24
24
25
25
28
28
28
29
29
31
31
31
31


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


8/2
8/4
8/2*
8/4
8/3*
8/7
8/7
8/3*
8/4*
8/10
8/10
8/10
8/9*
8/11
8/14
8/10*
8/15
8/11*
8/15
8/15
8/14
8/14*
8/16
8/15
8/15*
8/15*
8/16
8/16*
8/18
8/16*
8/21
8/17*
8/21
8/21
8/23
8/24
8/24
8/25
8/25
8/25
8/28
8/28
8/29
8/29
8/28*
8/30
8/30
8/31
8/30
8/31*
9/4
9/1
9/4


8/9
8/29
8/3
9/26
8/4
8/14
9/7
8/7
8/7
8/18
10/6
9/26
8/10
10/11
8/21
8/11
9/6
8/14
8/23
10/13
8/25
8/15
9/6
8/28
8/16
8/16
8/29
8/17
9/8
8/18
8/31
8/21
8/28
10/12
10/17
9/20
10/24
9/5
8/31
10/18
9/4
10/26
9/14
10/27
8/29
9/19
10/19
9/12
9/11
9/1
9/11
9/7
11/2


6,000
6,000
6,000
6,000
8,000
8,000
3,000
6,000
4,000
10,000
8,000
6,000
4,000
6,000
8,000
6,000
8,000
8,000
10,000
8,000
6,000
10,000
6,000
8,000
4,000
6,000
4,000
6,000
8,000
4,000
6,000
6,000
8,000
6,000
6,000
3,000
6,000
8,000
8,000
6,000
8,000
8,000
6,000
6,000
4,000
8,000
8,000
6,000
8,000
8,000
8,000
4,000
6,000


26,396
17,825
18,080
32,068
18,350
21,375
6,909
12,280
11,790
33,937
45,338
51,420
9,990
30,938
33,083
9,681
55,588
16,053
35,757
40,638
24,194
18,826
23,322
30,691
11,540
9,980
23,680
15,160
28,107
7,450
44,930
16,790
25,235
41,250
38,118
4,355
27,215
54,220
19,744
32,174
25,516
25,287
15,670
23,238
14,100
19,928
35,796
23,188
27,900
20,930
26,451
14,152
39,747


6,004
6,006
6,002
6,007
8,005
8,003
2,964
6,003
4,002
10,007
8,005
6,014
4,070
6,006
8,006
6,001
8,004
8,003
10,004
8,003
6,003
10,005
6,002
8,008
4,003
6,001
4,002
5,940
8,009
4,001
6,003
6,003
8,005
6,012
6,003
2,985
6,007
8,006
8,003
6,010
8,007
8,004
6,000
6,002
4,001
8,005
8,007
6,005
8,000
8,002
8,005
4,004
6,005


0.300
0.290
0.240
0.310
0.250
0.280
0.320
0.300
0.260
0.310
0.350
0.320
0.260*
0.350
0.320
0.260
0.330
0.260
0.340
0.350
0.330
0.260
0.330
0.320
0.250
0.250
0.320
0.250*
0.320
0.300
0.330
0.290
0.320
0.360
0.360
0.290*
0.360
0.330
0.300
0.360
0.310
0.350
0.300
0.340
0.270
0.290
0.340
0.300
0.300
0.280
0.310
0.300
0.340


0.302
0.299
0.214
0.312
0.231
0.285
0.329
0.279
0.254
0.318
0.359
0.324
0.255
0.354
0.330
0.272
0.330
0.274
0.345
0.362
0.333
0.266
0.331
0.327
0.218
0.224
0.329
0.247
0.322
0.272
0.331
0.268
0.320
0.365
0.362
0.312
0.360
0.330
0.311
0.363
0.319
0.359
0.305
0.348
0.281
0.302
0.348
0.309
0.305
0.289
0.319
0.306
0.349


49.0
10.3
54.4
44.3
27.5
81.9
82.1
9.3
81.0
26.5
75.6
28.3

59.2
7.5
79.7
45.3
39.3
56.2
11.6
87.1
52.1
63.8
23.7
18.7
56.5
3.1

74.2
51.5
51.0
53.2
72.3
52.5
85.7

74.4
95.3
48.4
59.1
28.9
18.5
59.0
33.7
78.2
9.5
24.5
7.9
50.0
24.5
6.3
74.3
9.5

Outright Purchase and Sale Operations of TBs and FBs

(100 million yen, percent per annum)

Date of OfferInstrumentDate of Exercise(a)
Amounts Offered		Amounts of Competitive BidAmounts of Successful Bid(c)
Pro-rata or Non-pro-rata Yield Spread		Average Successful Yield SpreadAllocation on a Pro-rata Basis Rate 
2006
8/4
11
17
24
31

Outright purchases
Outright purchases
Outright purchases
Outright purchases
Outright purchases


8/9
8/16
8/22
8/29
9/5


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


14,485
19,288
16,160
13,196
14,158


5,174
5,001
5,153
5,001
5,000


0.003*
0.010
0.001*
0.002
-0.006


0.008
0.012
0.002
0.003
-0.004



46.9

54.0
24.0

(Memo1)Outright purchase and sale operations of JGBs
The Bank of Japan offered outright purchase operations of JGBs worth 300.0 billion yen on August 2, 300.0 billion yen on August 9, 300.0 billion yen on August 16 and 300.0 billion yen on August 22. The purchases were exercised at 300.2 billion yen on August 7, 300.9 billion yen on August 14, 300.4 billion yen on August 21 and 297.4 billion yen on August 25, respectively.
(Memo2)Securities lending as a secondary source of JGSs
No purchases in August.

NOTES:
1.Bills-sales: Outright Sales of Bills Drawn by BOJ
FSOPC-Head: Funds-Supplying Operations against Pooled Collateral at Head Office
FSOPC-All: Funds-Supplying Operations against Pooled Collateral 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, 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.

page top