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

November 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
10/2
3
3
3
4
5
5
5
6
6
6
10
11
11
11
11
12
12
12
13
13
13
16
17
18
18
18
18
19
19
19
20
23
23
23
24
24
24
25
25
26
26
26
27
27
27
30
31

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

10/3
10/5
10/4
10/5
10/6
10/5*
10/10
10/10
10/6*
10/11
10/11
10/10*
10/11*
10/13
10/12
10/13
10/16
10/16
10/16
10/13*
10/16
10/17
10/18
10/19
10/20
10/20
10/20
10/20
10/23
10/20
10/23
10/24
10/23*
10/25
10/25
10/24*
10/25
10/26
10/27
10/27
10/26*
10/30
10/30
10/27*
10/31
10/30
11/1
11/2

10/13
10/24
10/20
11/16
11/7
10/6
10/17
11/17
10/10
11/24
11/29
10/12
10/12
10/30
10/27
11/28
10/31
11/2
12/7
10/16
10/23
12/5
11/10
12/15
10/31
11/17
11/20
12/20
11/6
11/1
11/22
12/15
10/24
11/8
12/6
10/25
11/6
12/27
12/7
12/20
10/27
11/13
12/8
10/30
11/21
11/8
2007/1/5
11/24

4,000
6,000
6,000
6,000
3,000
4,000
6,000
8,000
2,000
8,000
8,000
4,000
6,000
6,000
6,000
6,000
8,000
8,000
8,000
6,000
8,000
8,000
8,000
8,000
8,000
3,000
8,000
8,000
6,000
8,000
8,000
6,000
6,000
6,000
8,000
6,000
6,000
8,000
6,000
6,000
4,000
6,000
8,000
6,000
8,000
4,000
6,000
6,000

21,159
18,459
19,600
26,142
6,190
11,540
19,438
35,820
6,920
34,450
28,912
7,410
16,250
23,633
16,485
32,200
24,738
48,500
48,840
15,550
26,065
42,150
39,950
43,246
22,394
5,085
33,620
33,940
22,827
27,245
39,250
33,942
11,410
20,893
43,938
13,570
19,528
39,090
28,600
33,700
13,690
20,460
33,000
15,435
21,402
14,270
30,350
19,129

4,004
6,005
6,003
6,196
2,950
4,002
6,003
8,010
2,002
8,007
8,006
4,003
6,002
6,006
6,001
6,008
8,005
8,003
8,020
6,002
8,003
8,006
8,007
8,005
8,004
2,965
8,005
8,006
6,007
8,004
8,008
6,014
6,002
6,010
8,005
6,005
6,003
8,007
6,010
6,006
4,004
6,010
8,010
6,004
8,003
4,005
6,009
6,003

0.310
0.300
0.300
0.320*
0.310
0.270
0.300
0.310
0.250
0.310
0.310
0.280
0.270
0.300
0.290
0.310
0.300
0.310
0.320*
0.280
0.300
0.310
0.310
0.320
0.300
0.320
0.310
0.320
0.300
0.300
0.310
0.320
0.280
0.300
0.310
0.280
0.300
0.320
0.310
0.320
0.270
0.300
0.310
0.280
0.300
0.300
0.320
0.300

0.316
0.311
0.306
0.320
0.324
0.258
0.302
0.312
0.249
0.310
0.312
0.267
0.278
0.304
0.300
0.311
0.312
0.315
0.321
0.280
0.310
0.315
0.312
0.320
0.302
0.325
0.310
0.321
0.308
0.302
0.310
0.323
0.261
0.303
0.315
0.275
0.306
0.322
0.310
0.323
0.270
0.305
0.310
0.274
0.302
0.300
0.337
0.301

27.4
10.2
30.1

11.6
13.3
93.6
38.5
84.5
60.0
53.0
49.4
15.4
33.9
5.9
23.6
26.2
30.6

82.8
36.0
15.0
52.6
82.5
67.4
61.8
63.2
83.6
8.9
69.8
48.4
36.9
33.8
26.1
21.2
64.9
23.3
55.0
38.8
52.1
71.1
24.7
39.2
41.0
56.4
53.2
2.7
86.6

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
10/6
12
19
27

Outright purchases
Outright purchases
Outright purchases
Outright purchases


10/12
10/17
10/24
11/1

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

11,858
20,536
19,836
18,087

4,003
4,003
4,001
3,900

-0.005
0.003
0.012
-0.005*

-0.001
0.004
0.013
-0.004

58.9
70.5
62.9

(Memo1)Outright purchase and sale operations of JGBs
The Bank of Japan offered outright purchase operations of JGBs worth 300.0 billion yen on October 4, 300.0 billion yen on October 11, 300.0 billion yen on October 20 and 300.0 billion yen on October 25. The purchases were exercised at 300.4 billion yen on October 10, 300.3 billion yen on October 16, 298.0 billion yen on October 25 and 283.5 billion yen on October 30, respectively.
(Memo2)Securities lending as a secondary source of JGSs
The Bank of Japan offered securities lendings as a secondary source of JGSs worth 56.4 billion yen on October 10 for 20-year JGB #17.
The Bank sold 20-year JGB #17 worth 2.0 billion yen, under repurchase agreements, respectively.

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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