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

October 2, 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
9/1
1
1
1
5
6
6
7
7
7
7
8
8
11
12
12
13
13
13
14
14
14
14
15
15
15
21
21
21
21
22
22
22
22
25
25
26
26
27
27
27
27
28
28
28
29
29
29


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


9/1*
9/5
9/4
9/5
9/7
9/7
9/8
9/11
9/7*
9/8
9/11
9/12
9/12
9/13
9/14
9/14
9/15
9/14
9/15
9/14*
9/19
9/15
9/19
9/20
9/19
9/20
9/25
9/25
9/25
9/25
9/26
9/22*
9/25
9/26
9/27
9/25*
9/28
9/26*
9/29
9/27*
9/28
9/29
10/2
10/2
9/29
9/29*
10/2
10/3


9/4
9/22
9/13
11/6
9/28
9/20
10/25
9/20
9/8
10/3
11/7
10/5
11/9
10/5
10/11
11/10
9/26
9/28
11/8
9/15
10/2
10/2
10/10
10/13
9/26
10/4
10/10
10/19
10/13
11/13
10/18
9/25
9/29
10/23
10/2
9/26
10/4
9/27
10/5
9/28
10/2
10/3
10/13
11/14
10/2
10/2
10/11
11/17


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


14,600
15,637
27,850
32,668
18,778
23,450
38,360
19,825
6,285
26,103
41,884
17,615
31,799
4,402
15,492
25,632
19,243
18,680
40,506
20,473
18,149
33,428
33,398
24,508
18,870
36,031
21,604
5,783
48,400
35,140
20,703
9,540
19,970
36,090
24,665
7,100
20,076
7,880
31,404
6,880
19,996
32,740
19,387
36,765
46,087
23,840
23,841
36,142


4,004
6,005
8,003
6,006
6,002
6,001
8,010
8,004
3,885
6,003
8,003
6,002
8,008
3,035
6,003
6,006
8,002
4,003
8,013
8,002
6,002
8,003
6,004
8,004
4,003
6,005
8,005
2,965
8,002
8,010
8,007
3,003
8,002
8,007
8,004
3,002
6,007
3,002
10,029
3,001
6,002
8,002
8,005
8,004
10,002
10,001
6,003
6,011


0.270
0.310
0.300
0.350
0.300
0.300
0.340
0.300
0.330*
0.340
0.340
0.330
0.340
0.330*
0.320
0.330
0.300
0.300
0.340
0.280
0.330
0.330
0.340
0.330
0.310
0.340
0.350
0.360
0.350
0.350
0.340
0.270
0.320
0.350
0.370
0.270
0.370
0.270
0.370*
0.270
0.360
0.380
0.310
0.320
0.390
0.350
0.310
0.320


0.281
0.310
0.309
0.352
0.308
0.303
0.350
0.303
0.291
0.347
0.349
0.335
0.343
0.345
0.325
0.343
0.314
0.306
0.345
0.286
0.341
0.334
0.342
0.339
0.314
0.341
0.351
0.371
0.360
0.357
0.351
0.255
0.331
0.354
0.380
0.258
0.375
0.257
0.373
0.259
0.377
0.389
0.323
0.327
0.391
0.362
0.316
0.328


11.3
77.1
19.2
72.2
59.6
65.0
12.2
62.7

49.6
5.0
65.5
53.8

63.6
4.5
10.5
23.2
73.3
40.8
23.7
34.6
57.3
21.8
59.9
59.2
72.1
37.4
1.8
58.6
16.7
28.5
74.8
75.3
25.7
33.0
74.3
46.7

68.6
9.0
13.2
22.3
56.1
85.0
14.3
24.8
12.6

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
9/8
12
22
29


Outright purchases
Outright purchases
Outright purchases
Outright purchases


9/13
9/15
9/27
10/4


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


12,561
12,828
12,454
8,164


4,003
4,002
4,000
3,864


0.006
0.002
0.011*
-0.010*


0.010
0.004
0.011
-0.006


14.0
80.9

(Memo1)Outright purchase and sale operations of JGBs
The Bank of Japan offered outright purchase operations of JGBs worth 300.0 billion yen on September 1,  300.0 billion yen on September 8,  300.0 billion yen on September 20 and 300.0 billion yen on September 25.  The purchases were exercised at 296.0 billion yen on September 6,  300.4 billion yen  on  September 13,  300.2 billion yen on September 25 and 284.4 billion yen on September 28, respectively.
(Memo2)Securities lending as a secondary source of JGSs
No purchases in September.

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.

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