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

November 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
10/1
1
2
3
4
5
5
5
10
10
10
11
12
12
15
15
16
18
18
19
19
22
23
23
23
24
24
25
26
26
26
29
29
30
31

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

10/2
10/2
10/3
10/5
10/4*
10/5*
10/5*
10/10
10/10*
10/11
10/12
10/12
10/15
10/16
10/15*
10/17
10/17
10/22
10/22
10/22
10/22
10/24
10/25
10/24
10/24
10/25
10/26
10/26
10/30
10/26*
10/29
10/30
10/30
10/31
11/2

10/12
11/19
10/17
2008/1/11
10/5
10/9
10/9
2008/1/9
10/11
10/18
2008/1/18
10/26
10/24
2008/1/16
10/16
2008/1/29
11/1
10/31
2008/1/23
11/7
12/14
2008/2/6
11/2
11/1
12/20
11/2
2008/1/31
11/21
11/6
10/29
11/5
11/12
11/22
11/9
2008/2/15

8,000
8,000
8,000
8,000
3,000
5,000
2,000
8,000
3,000
3,000
8,000
3,000
6,000
8,000
4,000
8,000
3,000
8,000
8,000
4,000
8,000
8,000
8,000
6,000
8,000
4,000
8,000
4,000
8,000
2,000
8,000
4,000
6,000
8,000
8,000

21,459
26,588
30,936
38,983
7,860
12,920
3,560
45,223
14,500
15,934
48,372
19,970
17,661
46,507
21,847
36,030
18,788
23,888
43,735
19,750
30,906
36,100
25,330
22,450
31,594
16,120
32,210
24,790
30,462
6,160
34,843
15,510
20,400
37,936
38,541

8,001
8,005
8,003
8,002
3,003
5,002
1,930
8,005
3,002
3,000
8,008
3,001
6,002
8,007
4,000
8,003
3,002
8,006
8,009
4,003
8,004
8,005
8,001
6,003
8,003
4,001
8,012
4,005
8,003
2,001
8,006
4,006
6,004
8,003
8,003

0.520
0.540
0.520
0.590
0.500
0.500
0.510*
0.600
0.530
0.540
0.610
0.570
0.590
0.620
0.680*
0.620
0.560
0.540
0.620
0.550
0.560
0.610
0.560
0.550
0.550
0.540
0.600
0.540
0.530
0.490
0.530
0.530
0.540
0.540
0.600

0.529
0.548
0.528
0.605
0.489
0.489
0.499
0.603
0.532
0.541
0.616
0.577
0.599
0.624
0.690
0.629
0.568
0.551
0.625
0.560
0.561
0.618
0.563
0.564
0.559
0.542
0.610
0.543
0.538
0.486
0.536
0.536
0.540
0.540
0.608

39.1
42.8
31.5
64.3
36.0
35.8

86.1
49.1
37.0
64.9
39.8
93.5
49.7

31.9
54.4
7.7
77.8
10.6
80.5
41.4
64.7
12.5
25.7
81.3
5.3
27.7
14.5
49.6
17.0
19.1
85.8
58.4
25.0

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
10/2
11
18
22


Outright purchases
Outright purchases
Outright purchases
Outright purchases

10/5
10/16
10/23
10/25

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

12,601
20,307
12,803
11,693

4,001
4,001
4,001
4,200

0.001
0.020
0.002
-0.002*

0.003
0.024
0.004
0.001

8.4
24.9
69.4

 
(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 3, 300.0 billion yen on October 9, 300.0 billion yen on October 17 and 300.0 billion yen on October 24. The purchases were exercised at 300.5 billion yen on October 9, 310.8 billion yen on October 12, 312.7 billion yen on October 22 and 287.0 billion yen on October 29, respectively.
(Memo2)Securities lending as a secondary source of JGSs
No purchases in October.



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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