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Bank of Japan Operations in the Money Markets (February 2007)

March 1, 2007
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
2007
2/1
1
2
2
2
5
6
7
7
7
7
8
8
8
8
9
9
13
13
14
14
15
15
15
16
16
16
19
19
19
20
20
20
20
21
21
21
21
22
22
22
23
23
23
23
23
26
27
27
27
28
28
28
28
28


JGSs-purchases
FSOPC-Head
FSOPC-Head
JGSs-purchases
FSOPC-Head
FSOPC-All
FSOPC-Head
FSOPC-Head
JGSs-purchases
FSOPC-Head
FSOPC-Head
FSOPC-Head
JGSs-purchases
FSOPC-Head
FSOPC-Head
FSOPC-Head
JGSs-sales
JGSs-purchases
FSOPC-All
Bills-sales
JGSs-purchases
JGSs-purchases
FSOPC-Head
FSOPC-Head
FSOPC-Head
JGSs-purchases
FSOPC-Head
FSOPC-Head
JGSs-purchases
FSOPC-Head
FSOPC-Head
JGSs-purchases
FSOPC-Head
FSOPC-Head
FSOPC-Head
JGSs-purchases
Bills-sales
JGSs-sales(note)
JGSs-purchases
FSOPC-Head
FSOPC-Head
JGSs-purchases
CP-purchases
Bills-sales
FSOPC-Head
FSOPC-All
JGSs-purchases
JGSs-purchases
FSOPC-Head
FSOPC-Head
FSOPC-Head
JGSs-purchases
FSOPC-Head
FSOPC-Head
FSOPC-Head


2/5
2/5
2/2*
2/6
2/6
2/7
2/8
2/7*
2/9
2/9
2/9
2/8*
2/13
2/13
2/13
2/9*
2/13
2/15
2/15
2/14*
2/16
2/19
2/16
2/19
2/16*
2/20
2/16*
2/19*
2/21
2/19*
2/20*
2/22
2/20*
2/22
2/21*
2/23
2/21*
2/21*
2/26
2/26
2/26
2/27
2/27
2/23*
2/26
2/27
2/28
3/1
3/1
3/1
2/28*
3/2
2/28*
3/2
3/2


2/15
3/22
2/5
3/5
2/16
4/13
3/13
2/8
3/9
2/21
4/26
2/9
2/23
2/27
3/22
2/13
2/20
3/6
4/24
2/15
3/7
2/28
3/8
5/8
2/19
3/1
2/19
2/20
3/6
2/20
2/21
3/7
2/21
5/10
2/22
3/12
2/22
2/22
3/15
3/20
4/12
3/29
4/6
2/26
3/9
5/8
3/20
3/16
3/22
4/13
3/1
3/23
3/1
3/27
5/22


8,000
8,000
2,000
6,000
8,000
8,000
6,000
3,000
8,000
6,000
8,000
3,000
8,000
6,000
8,000
6,000
6,000
8,000
8,000
3,000
8,000
8,000
4,000
8,000
10,000
10,000
6,000
15,000
10,000
6,000
15,000
10,000
8,000
8,000
15,000
8,000
18,000
10,000
8,000
8,000
8,000
6,000
3,000
5,000
8,000
8,000
6,000
6,000
8,000
8,000
10,000
8,000
12,000
8,000
8,000


23,712
28,250
3,700
15,312
21,625
34,436
28,980
11,860
25,827
22,150
31,611
8,745
17,745
20,284
33,550
11,765
20,700
24,628
36,660
9,630
31,730
29,675
24,687
33,664
27,392
23,472
12,621
28,800
22,002
13,942
29,460
24,656
15,768
29,216
27,207
17,227
20,300
12,560
25,099
34,400
36,411
12,262
3,903
6,070
29,792
35,091
20,920
19,689
28,107
43,663
23,025
23,432
21,300
32,478
36,332


8,005
8,006
1,900
6,004
8,002
8,007
6,002
3,003
8,007
6,001
8,004
3,002
8,005
6,002
8,005
6,001
6,003
8,003
8,012
3,003
8,010
8,004
3,995
8,004
10,002
10,005
6,003
15,002
10,003
6,000
15,005
10,006
8,001
8,005
15,005
8,006
18,001
9,600
8,000
8,005
8,002
6,004
3,080
5,020
8,006
8,003
6,009
6,007
8,002
8,005
10,001
8,005
12,000
8,007
8,003


0.290
0.340
0.270*
0.310
0.280
0.410
0.330
0.280
0.310
0.280
0.420
0.270
0.290
0.290
0.330
0.260
0.300
0.310
0.420
0.250
0.320
0.360
0.390*
0.470
0.370
0.370
0.370
0.370
0.370
0.370
0.380
0.380
0.380
0.480
0.390
0.380
0.740
0.750*
0.550
0.560
0.580
0.550
0.600*
0.630*
0.550
0.600
0.550
0.550
0.560
0.590
0.650
0.560
0.550
0.560
0.600


0.297
0.352
0.275
0.323
0.288
0.412
0.333
0.284
0.321
0.291
0.426
0.277
0.292
0.293
0.337
0.263
0.296
0.319
0.436
0.250
0.325
0.371
0.394
0.477
0.378
0.376
0.381
0.376
0.380
0.380
0.381
0.387
0.385
0.493
0.390
0.382
0.641
0.733
0.568
0.567
0.590
0.557
0.612
0.571
0.560
0.607
0.560
0.556
0.562
0.597
0.678
0.566
0.610
0.566
0.612


35.6
6.1

13.9
42.6
92.6
71.1
40.5
21.1
8.8
81.1
24.5
78.8
69.3
25.5
78.0
77.8
23.7
2.9
90.7
24.3
32.3

37.1
27.0
64.2
7.2
48.0
57.6
5.2
79.2
34.4
46.6
14.3
86.7
88.3
57.9

10.0
41.2
43.0
54.9


9.4
91.9
11.1
31.2
76.0
40.8
29.5
34.7
12.5
17.7
41.9

(note) All bids with bid rates at 0.80% and higher were excluded from the auction.

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
2007
2/1
5
13
22
27


Outright purchases
Outright purchases
Outright purchases
Outright purchases
Outright purchases


2/6
2/8
2/16
2/27
3/2


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


13,109
13,337
11,882
19,624
16,915


4,000
4,001
4,004
4,001
4,000


0.000*
0.000
0.006
0.042
0.017*


0.003
0.003
0.010
0.046
0.021



71.9
51.0
16.3

(Memo1)Outright purchase and sale operations of JGBs
The Bank of Japan offered outright purchase operations of JGBs worth 300.0 billion yen on February 2, 300.0 billion yen on February 7, 300.0 billion yen on February 15 and 300.0 billion yen on February 23. The purchases were exercised at 300.1 billion yen on February 7, 312.0 billion yen on February 13, 300.6 billion yen on February 20 and 300.8 billion yen on February 28, respectively.
(Memo2)Securities lending as a secondary source of JGSs
No purchases in February.



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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