日銀:国債買い切りオペ一覧 (表)
Tomoko Sato日本銀行が金融調節で実施した国債買い切り(輪番)オペの 結果は下記の通り。 (単位は10億円、較差・按分比率は%)
================================================================================ 按分・全取 平均 按分 通知日 買入日 応札額 落札額 倍率 利回較差 利回較差 比率 残存期間 ================================================================================ 10/23/15 10/27/15 1,267.6 400.1 3.17 0.005 0.005 99.8 1~3yr 10/23/15 10/27/15 1,430.2 400.1 3.57 -0.003 -0.002 70.1 3~5yr 10/23/15 10/27/15 1,436.0 400.9 3.58 -0.003 -0.002 54.1 5~10yr 10/21/15 10/23/15 1,249.5 400.9 3.12 0.003 0.004 53.8 5~10yr 10/21/15 10/23/15 540.3 240.3 2.25 0.008 0.011 51.5 10~25yr 10/21/15 10/23/15 430.4 140.4 3.07 0.011 0.014 48.6 25yr~ 10/19/15 10/21/15 1,483.7 400.4 3.71 0.005 0.007 20.3 1~3yr 10/19/15 10/21/15 1,149.3 400.6 2.87 0.006 0.007 11.0 3~5yr 10/19/15 10/21/15 1,989.0 400.8 4.96 0.008 0.009 23.3 5~10yr 10/15/15 10/19/15 1,839.2 400.6 4.59 0.006 0.006 24.8 1~3yr 10/15/15 10/19/15 1,830.9 400.8 4.57 0.003 0.005 5.3 3~5yr 10/15/15 10/19/15 638.3 240.8 2.65 0.005 0.006 79.9 10~25yr ================================================================================ 按分・全取 平均 按分 通知日 買入日 応札額 落札額 倍率 利回較差 利回較差 比率 残存期間 ================================================================================ 10/15/15 10/19/15 531.6 140.4 3.79 0.006 0.008 4.4 25yr~ 10/13/15 10/15/15 223.0 70.0 3.19 0.000 0.001 84.3 ~1yr 10/13/15 10/15/15 1,557.9 400.8 3.89 -0.003 -0.003 98.9 5~10yr 10/09/15 10/14/15 1,395.0 400.3 3.48 0.006 0.006 55.5 1~3yr 10/09/15 10/14/15 1,271.2 400.7 3.17 0.000 0.001 25.4 3~5yr 10/09/15 10/14/15 747.3 240.2 3.11 -0.008 -0.005 50.3 10~25yr 10/09/15 10/14/15 519.8 140.3 3.70 -0.008 -0.005 100.0 25yr~ 10/05/15 10/07/15 1,401.1 400.0 3.50 0.004 * 0.004 n/a 1~3yr 10/05/15 10/07/15 1,305.5 400.6 3.26 -0.004 -0.003 98.3 3~5yr 10/05/15 10/07/15 685.2 241.1 2.84 -0.014 -0.012 35.5 10~25yr 10/05/15 10/07/15 534.4 140.5 3.80 -0.018 -0.016 59.2 25yr~ 10/02/15 10/06/15 207.0 70.1 2.95 -0.005 -0.004 53.4 ~1yr 10/02/15 10/06/15 1,530.9 400.7 3.82 0.001 0.002 85.4 5~10yr 09/30/15 10/02/15 1,386.4 400.2 3.46 0.007 0.008 80.6 1~3yr 09/30/15 10/02/15 1,338.1 400.1 3.34 0.004 0.005 59.8 3~5yr 09/30/15 10/02/15 630.1 241.1 2.61 0.010 0.011 54.9 10~25yr 09/30/15 10/02/15 608.0 140.8 4.32 0.011 0.012 35.0 25yr~ ================================================================================ 按分・全取 平均 按分 通知日 買入日 応札額 落札額 倍率 利回較差 利回較差 比率 残存期間 ================================================================================ 09/28/15 09/30/15 1,007.0 400.1 2.52 0.002 0.005 29.7 1~3yr 09/28/15 09/30/15 1,446.3 400.6 3.61 0.002 0.003 53.8 3~5yr 09/28/15 09/30/15 1,807.9 400.9 4.51 0.010 0.012 6.9 5~10yr 09/24/15 09/28/15 1,497.5 400.7 3.74 -0.005 -0.004 69.5 5~10yr 09/24/15 09/28/15 809.6 240.9 3.36 -0.007 -0.005 74.6 10~25yr 09/24/15 09/28/15 585.7 140.5 4.17 -0.010 -0.008 18.3 25yr~ 09/18/15 09/25/15 1,441.6 400.2 3.60 0.005 0.005 82.6 1~3yr 09/18/15 09/25/15 1,258.8 400.8 3.14 -0.014 -0.013 41.1 3~5yr 09/18/15 09/25/15 83.4 20.1 4.15 -0.200 -0.273 78.6 10yr JGBi 09/17/15 09/24/15 1,125.5 400.3 2.81 -0.003 -0.001 90.5 5~10yr 09/17/15 09/24/15 735.8 240.4 3.06 -0.004 -0.002 77.8 10~25yr 09/17/15 09/24/15 519.1 140.1 3.71 -0.009 -0.007 42.1 25yr~ 09/11/15 09/15/15 150.6 70.0 2.15 0.002 0.008 82.3 ~1yr 09/11/15 09/15/15 1,804.8 400.3 4.51 0.007 0.009 16.2 1~3yr 09/11/15 09/15/15 1,383.3 400.3 3.46 -0.002 0.000 23.9 3~5yr 09/09/15 09/11/15 1,177.2 400.5 2.94 0.003 0.005 94.5 5~10yr 09/09/15 09/11/15 846.1 240.3 3.52 0.007 0.009 80.2 10~25yr ================================================================================ 按分・全取 平均 按分 通知日 買入日 応札額 落札額 倍率 利回較差 利回較差 比率 残存期間 ================================================================================ 09/09/15 09/11/15 446.6 140.4 3.18 -0.002 0.001 36.0 25yr~ 09/07/15 09/09/15 1,596.2 400.2 3.99 0.007 0.008 46.8 1~3yr 09/07/15 09/09/15 1,748.0 400.6 4.36 0.003 0.003 64.6 3~5yr 09/07/15 09/09/15 1,932.7 400.2 4.83 0.003 0.004 54.8 5~10yr 09/04/15 09/08/15 159.2 70.1 2.27 0.047 0.057 47.7 ~1yr 09/04/15 09/08/15 997.1 240.9 4.14 -0.008 -0.007 75.4 10~25yr 09/04/15 09/08/15 577.8 140.9 4.10 -0.014 -0.012 50.6 25yr~ 09/02/15 09/04/15 1,526.2 400.2 3.81 0.006 0.009 29.4 1~3yr 09/02/15 09/04/15 1,623.4 400.6 4.05 0.003 0.003 69.8 3~5yr 09/02/15 09/04/15 1,001.4 400.3 2.50 0.000 0.004 9.7 5~10yr 08/31/15 09/02/15 1,507.3 375.4 4.02 0.005 0.005 56.0 1~3yr 08/31/15 09/02/15 1,558.6 425.5 3.66 -0.002 0.000 29.9 3~5yr 08/31/15 09/02/15 825.7 240.6 3.43 -0.010 -0.008 69.3 10~25yr 08/31/15 09/02/15 599.4 140.4 4.27 -0.010 -0.009 10.3 25yr~ 08/28/15 09/01/15 1,277.8 400.7 3.19 -0.003 -0.002 66.0 5~10yr 08/28/15 09/01/15 378.1 140.0 2.70 -0.610 * -0.664 n/a 15yr flt 08/26/15 08/28/15 1,950.7 375.4 5.20 0.006 0.006 66.8 1~3yr ================================================================================ 按分・全取 平均 按分 通知日 買入日 応札額 落札額 倍率 利回較差 利回較差 比率 残存期間 ================================================================================ 08/26/15 08/28/15 1,478.0 425.3 3.48 0.003 0.004 44.6 3~5yr 08/26/15 08/28/15 731.1 240.8 3.04 0.000 0.003 4.5 10~25yr 08/26/15 08/28/15 531.6 140.5 3.78 -0.003 0.002 9.6 25yr~ 08/21/15 08/25/15 1,768.7 375.3 4.71 0.003 0.004 36.9 1~3yr 08/21/15 08/25/15 1,512.4 425.2 3.56 0.004 0.006 12.0 3~5yr 08/21/15 08/25/15 1,022.1 400.0 2.56 -0.001 0.001 80.0 5~10yr 08/19/15 08/21/15 1,106.8 400.7 2.76 -0.004 -0.002 15.0 5~10yr 08/19/15 08/21/15 472.3 240.0 1.97 -0.018 -0.009 30.0 10~25yr 08/19/15 08/21/15 516.7 140.2 3.69 -0.022 -0.016 21.6 25yr~ 08/14/15 08/18/15 1,822.0 375.3 4.85 0.003 0.004 52.9 1~3yr 08/14/15 08/18/15 1,286.4 425.4 3.02 0.001 0.002 56.5 3~5yr 08/14/15 08/18/15 1,472.8 400.2 3.68 0.002 0.004 34.1 5~10yr 08/12/15 08/14/15 203.5 70.0 2.91 -0.001 0.001 39.1 ~1yr 08/12/15 08/14/15 714.0 240.1 2.97 -0.030 -0.024 83.5 10~25yr 08/12/15 08/14/15 415.5 140.4 2.96 -0.027 -0.021 64.4 25yr~ 08/10/15 08/12/15 1,360.7 375.1 3.63 0.001 0.003 50.0 1~3yr 08/10/15 08/12/15 1,988.7 425.6 4.67 -0.002 0.000 16.1 3~5yr ================================================================================ 按分・全取 平均 按分 通知日 買入日 応札額 落札額 倍率 利回較差 利回較差 比率 残存期間 ================================================================================ 08/10/15 08/12/15 1,549.1 401.4 3.86 -0.017 -0.015 34.9 5~10yr 08/05/15 08/07/15 1,562.0 375.3 4.16 0.001 0.005 17.3 1~3yr 08/05/15 08/07/15 1,458.8 425.8 3.43 0.006 0.007 22.0 3~5yr 08/05/15 08/07/15 1,185.7 400.8 2.96 0.013 0.016 19.6 5~10yr 08/03/15 08/15/15 230.2 70.0 3.29 0.002 0.005 83.9 ~1yr 08/03/15 08/15/15 859.3 240.8 3.57 0.007 0.009 48.8 10~25yr 08/03/15 08/15/15 476.5 140.4 3.39 0.003 0.007 95.0 25yr~ 07/31/15 08/04/15 1,442.5 375.1 3.85 0.000 0.001 69.7 1~3yr 07/31/15 08/04/15 1,382.6 425.5 3.25 0.001 0.002 52.0 3~5yr 07/31/15 08/04/15 1,849.1 401.3 4.61 0.003 0.005 42.9 5~10yr 07/29/15 07/31/15 1,472.7 375.4 3.92 0.000 0.001 24.8 1~3yr 07/29/15 07/31/15 1,570.6 425.6 3.69 0.003 0.003 77.4 3~5yr 07/29/15 07/31/15 776.6 240.1 3.23 0.005 0.006 76.1 10~25yr 07/29/15 07/31/15 614.2 140.2 4.38 0.007 0.008 69.2 25yr~ 07/27/15 07/29/15 1,435.4 400.4 3.58 -0.001 0.002 28.0 5~10yr 07/27/15 07/29/15 74.3 20.1 3.70 -0.100 -0.296 20.0 10yr JGBi 07/23/15 07/27/15 1,481.9 375.1 3.95 0.002 0.004 50.0 1~3yr ================================================================================ 按分・全取 平均 按分 通知日 買入日 応札額 落札額 倍率 利回較差 利回較差 比率 残存期間 ================================================================================ 07/23/15 07/27/15 1,533.7 425.4 3.61 0.006 0.006 93.1 3~5yr 07/23/15 07/27/15 730.2 240.2 3.04 0.004 0.006 70.0 10~25yr 07/23/15 07/27/15 401.0 140.3 2.86 -0.005 0.001 43.3 25yr~ 07/21/15 07/23/15 378.3 70.3 5.38 0.005 0.006 21.2 ~1yr 07/21/15 07/23/15 1,820.7 400.9 4.54 0.003 0.004 21.5 5~10yr 07/17/15 07/22/15 1,749.9 375.0 4.67 0.005 0.007 93.8 1~3yr 07/17/15 07/22/15 1,547.0 425.4 3.64 0.002 0.003 9.9 3~5yr 07/17/15 07/22/15 850.7 240.5 3.54 -0.003 -0.002 75.1 10~25yr 07/17/15 07/22/15 528.8 140.4 3.77 0.001 0.004 88.0 25yr~ 07/10/15 07/14/15 984.3 400.4 2.46 -0.002 0.001 84.7 5~10yr 07/10/15 07/14/15 686.9 240.6 2.85 0.002 0.005 33.3 10~25yr 07/10/15 07/14/15 464.3 140.4 3.31 0.003 0.007 15.0 25yr~ 07/08/15 07/10/15 1,163.0 375.4 3.10 -0.001 0.000 53.0 1~3yr 07/08/15 07/10/15 1,355.3 425.3 3.19 -0.006 -0.003 73.7 3~5yr 07/08/15 07/10/15 1,706.3 401.1 4.25 -0.023 -0.022 49.9 5~10yr 07/03/15 07/07/15 1,172.1 400.0 2.93 -0.026 -0.023 60.0 5~10yr 07/03/15 07/07/15 610.2 240.2 2.54 -0.022 -0.018 99.3 10~25yr ================================================================================ 按分・全取 平均 按分 通知日 買入日 応札額 落札額 倍率 利回較差 利回較差 比率 残存期間 ================================================================================ 07/03/15 07/07/15 446.3 140.6 3.17 -0.024 -0.020 22.6 25yr~ 07/01/15 07/03/15 362.9 70.8 5.13 0.006 0.009 88.8 ~1yr 07/01/15 07/03/15 1,150.9 375.5 3.06 0.000 0.003 38.5 1~3yr 07/01/15 07/03/15 1,620.0 425.5 3.81 0.008 0.012 15.4 3~5yr 06/29/15 07/01/15 403.4 140.2 2.88 -0.320 -0.412 65.5 15yr flt 06/29/15 07/01/15 1,600.3 400.0 4.00 -0.024 * -0.022 n/a 5~10yr 06/26/15 06/30/15 1,043.6 375.2 2.78 -0.013 -0.010 18.0 1~3yr 06/26/15 06/30/15 1,472.8 400.0 3.68 0.007 * 0.008 n/a 3~5yr 06/26/15 06/30/15 602.5 240.2 2.51 -0.003 0.006 18.3 10~25yr 06/26/15 06/30/15 430.8 140.2 3.07 -0.002 0.003 2.6 25yr~ 06/24/15 06/26/15 762.8 375.2 2.03 0.002 0.004 31.1 1~3yr 06/24/15 06/26/15 1,519.4 400.0 3.80 0.003 * 0.004 n/a 3~5yr 06/24/15 06/26/15 1,336.9 400.8 3.34 -0.004 -0.002 74.0 5~10yr 06/22/15 06/24/15 1,214.1 401.0 3.03 0.002 0.003 41.3 5~10yr 06/22/15 06/24/15 876.1 240.4 3.64 -0.002 0.000 83.8 10~25yr 06/22/15 06/24/15 317.2 140.3 2.26 -0.033 -0.022 94.3 25yr~ 06/17/15 06/22/15 1,244.8 375.0 3.32 0.006 * 0.006 n/a 1~3yr ================================================================================ 按分・全取 平均 按分 通知日 買入日 応札額 落札額 倍率 利回較差 利回較差 比率 残存期間 ================================================================================ 06/17/15 06/22/15 1,558.9 400.3 3.89 -0.002 0.000 42.4 3~5yr 06/17/15 06/22/15 1,221.4 401.1 3.05 -0.014 -0.013 18.4 5~10yr 06/12/15 06/16/16 1,146.3 375.2 3.06 0.005 0.006 27.6 1~3yr 06/12/15 06/16/16 873.8 400.8 2.18 -0.015 -0.014 54.6 3~5yr 06/12/15 06/16/16 600.5 240.2 2.50 -0.029 -0.020 39.7 10~25yr 06/12/15 06/16/16 526.3 140.1 3.76 -0.019 -0.013 100.0 25yr~ 06/10/15 06/12/15 173.7 70.5 2.46 0.007 0.024 49.1 ~1yr 06/10/15 06/12/15 1,033.0 400.5 2.58 0.036 0.041 39.6 5~10yr 06/05/15 06/09/15 1,059.9 375.2 2.82 0.004 0.005 33.1 1~3yr 06/05/15 06/09/15 1,019.4 400.5 2.55 -0.008 -0.008 97.8 3~5yr 06/05/15 06/09/15 740.8 240.6 3.08 -0.017 -0.013 3.5 10~25yr 06/05/15 06/09/15 412.6 140.1 2.95 -0.027 -0.021 3.8 25yr~ 06/03/15 06/05/15 1,074.6 375.0 2.87 0.004 0.005 88.4 1~3yr 06/03/15 06/05/15 1,259.9 400.3 3.15 0.011 0.012 74.1 3~5yr 06/03/15 06/05/15 1,038.9 400.7 2.59 0.028 0.033 8.2 5~10yr 06/01/15 06/03/15 351.4 70.1 5.01 0.033 0.037 67.6 ~1yr 06/01/15 06/03/15 805.7 240.8 3.35 0.015 0.017 35.6 10~25yr ================================================================================ 按分・全取 平均 按分 通知日 買入日 応札額 落札額 倍率 利回較差 利回較差 比率 残存期間 ================================================================================ 06/01/15 06/03/15 388.0 140.3 2.77 0.012 0.015 29.0 25yr~ ================================================================================
注1:* = 全取利回り格差 注2:オペの種類が、国債買入(残存期間1年以下、1年超10年以下、10年超30年以下)
の場合は利回較差を示す。 注3:オペの種類が、国債買入(変動利付債、物価連動債)の場合は価格較差を示す
(単位は円)。
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