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

December 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
11/1
1
1
2
2
6
6
6
7
8
8
9
9
9
9
10
10
13
13
14
14
15
15
15
16
16
16
17
20
20
21
21
22
22
22
22
24
24
24
24
27
27
27
27
28
29
29
29
30
30
30
30

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

11/1*
11/6
11/6
11/2*
11/7
11/6*
11/8
11/8
11/9
11/10
11/10
11/9*
11/13
11/13
11/13
11/14
11/14
11/15
11/15
11/16
11/16
11/15*
11/17
11/17
11/20
11/20
11/20
11/21
11/21
11/22
11/24
11/24
11/22*
11/27
11/27
11/27
11/24*
11/28
11/27
11/27
11/27*
11/28
11/29
11/29
11/30
12/1
11/30
12/1
12/4
11/30*
12/4
12/4

11/2
11/15
12/26
11/6
11/27
11/7
11/29
2007/1/12
2007/1/10
11/22
12/20
11/10
11/30
12/15
12/21
12/22
2007/1/18
12/5
2007/1/17
12/11
2007/1/23
11/16
12/15
2007/1/26
12/11
12/19
2007/1/29
12/20
11/27
2007/2/6
12/26
2007/1/24
11/24
12/14
2007/1/11
2007/2/9
11/27
12/20
12/13
12/18
11/28
12/4
12/26
2007/1/16
12/27
12/28
12/4
12/20
12/13
12/1
2007/1/29
2007/2/7

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

14,375
19,635
33,950
8,760
17,800
10,245
19,114
40,884
28,053
16,345
29,900
10,400
14,167
5,969
24,232
18,200
28,950
23,095
36,442
23,248
42,500
15,660
17,793
30,000
26,110
30,578
30,592
42,350
9,120
28,192
25,613
35,330
12,297
22,169
38,380
27,538
13,650
17,790
21,770
17,200
10,050
22,300
24,542
27,542
14,050
22,980
6,910
26,778
24,896
8,250
36,488
34,771

6,004
6,003
6,008
4,003
4,002
4,005
6,003
8,007
6,009
6,003
8,005
4,004
6,005
2,965
8,006
6,004
6,005
8,003
8,011
6,004
8,000
6,001
6,003
6,011
8,011
6,006
8,006
8,006
4,002
6,003
8,008
8,004
4,002
8,005
8,003
8,003
4,002
8,004
6,004
8,002
3,000
6,002
8,005
8,003
6,006
8,008
3,960
8,004
8,006
4,002
8,004
8,006

0.270
0.300
0.320
0.270
0.310
0.270
0.300
0.330
0.330
0.300
0.310
0.270
0.300
0.320
0.310
0.300
0.340
0.300
0.340
0.300
0.370*
0.290
0.300
0.390*
0.300
0.310
0.390
0.310
0.310
0.400
0.310
0.380
0.270
0.310
0.350
0.400
0.270
0.310
0.300
0.290
0.290*
0.310
0.310
0.340
0.300
0.300
0.330*
0.310
0.300
0.280
0.390
0.410

0.265
0.300
0.323
0.266
0.299
0.269
0.302
0.331
0.336
0.300
0.311
0.264
0.304
0.330
0.311
0.308
0.342
0.302
0.345
0.308
0.382
0.297
0.308
0.394
0.305
0.312
0.396
0.312
0.304
0.403
0.314
0.394
0.276
0.311
0.354
0.405
0.278
0.311
0.306
0.304
0.290
0.303
0.320
0.359
0.305
0.310
0.325
0.311
0.311
0.299
0.398
0.414

63.9
88.9
43.0
70.5
58.1
62.3
45.0
70.4
24.8
69.0
52.0
31.9
57.2
55.5
66.6
13.2
67.7
44.5
30.7
13.6

66.7
17.1

18.7
50.5
24.5
41.9
43.3
35.4
41.8
7.2
34.9
71.2
53.3
36.4
14.2
83.1
28.6
29.2

26.6
48.6
17.3
28.3
6.2

87.5
2.0
50.9
36.6
59.8

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
11/1
10
17
24
30

Outright purchases
Outright purchases
Outright purchases
Outright purchases
Outright purchases

11/7
11/15
11/22
11/29
12/5

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

19,456
15,299
13,831
14,308
17,131

4,015
4,002
4,002
4,003
4,003

0.011*
0.011
-0.004
0.006
0.006

	
0.014
0.013
-0.001
0.007
0.008

44.5
28.5
38.2
29.3

(Memo1)Outright purchase and sale operations of JGBs
The Bank of Japan offered outright purchase operations of JGBs worth 300.0 billion yen on November 2,  300.0 billion yen on November 9,  300.0    
billion yen on November 17 and 300.0 billion yen on November 22.  The purchases were exercised at 304.3 billion yen on November 8,  301.0
billion yen  on  November 14,  301.5 billion yen on November 22 and 286.7 billion yen on November 28, respectively.
(Memo2)Securities lending as a secondary source of JGSs
No purchases in November.

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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