日銀:国債買い切りオペ一覧 (表)

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
================================================================================
04/26/16 04/28/16    898.3  450.1   2.00    -0.013   -0.008  100.0    5~10yr
04/26/16 04/28/16    632.4  220.3   2.87    -0.018   -0.012   20.4   10~25yr
04/26/16 04/28/16    559.5  180.3   3.10    -0.050   -0.037    9.7     25yr~
04/22/16 04/26/16  1,408.2  350.4   4.02     0.008    0.010    0.7     1~3yr
04/22/16 04/26/16  1,637.9  440.6   3.72     0.008    0.010    8.3     3~5yr
04/22/16 04/26/16    728.6  220.8   3.30     0.003    0.007   98.6   10~25yr
04/22/16 04/26/16    575.0  180.2   3.19    -0.019   -0.007   21.3     25yr~
04/20/16 04/22/16  1,294.2  350.9   3.69    -0.003   -0.001    3.8     1~3yr
04/20/16 04/22/16  1,841.8  440.7   4.18    -0.001    0.000   91.4     3~5yr
04/20/16 04/22/16  1,407.9  450.3   3.13    -0.003   -0.001   12.9    5~10yr
04/18/16 04/20/16  1,232.5  450.5   2.74    -0.017   -0.013   72.5    5~10yr
04/18/16 04/20/16    419.9  100.4   4.18     0.250    0.057   26.8  15yr flt
================================================================================
                                         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
================================================================================
04/15/16 04/19/16  1,440.0  350.4   4.11     0.003    0.004   68.7     1~3yr
04/15/16 04/19/16  1,550.4  440.7   3.52    -0.004   -0.002   61.0     3~5yr
04/15/16 04/19/16    840.3  220.7   3.81    -0.003    0.001   82.7   10~25yr
04/15/16 04/19/16    558.2  180.2   3.10    -0.018   -0.006   57.9     25yr~
04/13/16 04/15/16  1,432.9  350.8   4.08     0.002    0.003   90.3     1~3yr
04/13/16 04/15/16  1,829.8  440.5   4.15     0.007    0.009   79.7     3~5yr
04/13/16 04/15/16  1,703.7  450.8   3.78     0.006    0.007   99.1    5~10yr
04/08/16 04/12/16    380.1   70.2   5.41     0.008    0.008   82.4      ~1yr
04/08/16 04/12/16    668.8  220.0   3.04    -0.007    0.002   48.9   10~25yr
04/08/16 04/12/16    571.8  180.4   3.17     0.003    0.012   35.4     25yr~
04/06/16 04/08/16    803.2  350.5   2.29    -0.019   -0.014   11.8     1~3yr
04/06/16 04/08/16  1,365.7  440.8   3.10    -0.010   -0.008   75.5     3~5yr
04/06/16 04/08/16  1,280.9  450.6   2.84    -0.008   -0.006   99.3    5~10yr
04/04/16 04/06/16    835.2  350.1   2.39    -0.014   -0.009   94.9     1~3yr
04/04/16 04/06/16  1,353.4  440.2   3.07    -0.004    0.003   35.3     3~5yr
04/04/16 04/06/16    721.5  220.1   3.28    -0.017   -0.011   65.3   10~25yr
04/04/16 04/06/16    568.1  180.1   3.15    -0.049   -0.033   56.3     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
================================================================================
04/01/16 04/05/16    463.8   70.1   6.62     0.024    0.058   23.9      ~1yr
04/01/16 04/05/16  1,278.8  450.3   2.84     0.006    0.012   33.4    5~10yr
03/30/16 04/01/16    907.6  400.4   2.27    -0.008   -0.005   89.8     1~3yr
03/30/16 04/01/16  1,463.3  420.3   3.48    -0.006   -0.003   16.4     3~5yr
03/30/16 04/01/16    903.1  240.9   3.75    -0.014   -0.011   25.3   10~25yr
03/30/16 04/01/16    494.7  160.1   3.09    -0.045   -0.028   79.2     25yr~
03/28/16 03/30/16  1,753.9  450.3   3.89    -0.011   -0.008    6.4    5~10yr
03/28/16 03/30/16    106.7   40.0   2.67     0.000   -0.218   20.0 10yr JGBi
03/24/16 03/28/16  1,290.0  400.8   3.22    -0.004    0.001   31.6     1~3yr
03/24/16 03/28/16  1,171.3  420.0   2.79    -0.006   -0.001   30.0     3~5yr
03/24/16 03/28/16    845.7  240.2   3.52     0.025    0.038   55.8   10~25yr
03/24/16 03/28/16    460.3  160.1   2.88     0.010    0.034  100.0     25yr~
03/22/16 03/24/16    289.9   70.1   4.14     0.015    0.017   82.7      ~1yr
03/22/16 03/24/16  1,396.2  450.3   3.10    -0.015   -0.004   13.9    5~10yr
03/18/16 03/23/16    763.2  400.1   1.91    -0.048   -0.033   53.2     1~3yr
03/18/16 03/23/16  1,125.0  420.2   2.68    -0.044   -0.033   34.5     3~5yr
03/18/16 03/23/16    350.3  260.0   1.35    -0.147   -0.060    5.8   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
================================================================================
03/18/16 03/23/16    355.8  180.0   1.98    -0.240   -0.135   85.0     25yr~
03/16/16 03/18/16    860.3  400.1   2.15    -0.004    0.003   74.9     1~3yr
03/16/16 03/18/16  1,252.8  420.4   2.98    -0.004    0.000   97.0     3~5yr
03/16/16 03/18/16  1,143.5  450.3   2.54    -0.008   -0.001   35.1    5~10yr
03/11/16 03/15/16  1,275.0  400.5   3.18     0.031    0.033   28.6     1~3yr
03/11/16 03/15/16  1,207.2  420.3   2.87     0.026    0.032   29.8     3~5yr
03/11/16 03/15/16  1,150.0  450.3   2.55     0.018    0.026   44.9    5~10yr
03/09/16 03/11/16  1,002.4  450.0   2.23     0.015    0.032   40.0    5~10yr
03/09/16 03/11/16    933.8  260.5   3.58     0.090    0.090   94.6   10~25yr
03/09/16 03/11/16    506.4  180.1   2.81     0.051    0.079   68.0     25yr~
03/04/16 03/08/16    962.7  400.3   2.40     0.001    0.005   78.4     1~3yr
03/04/16 03/08/16  1,448.0  420.8   3.44    -0.015   -0.013   64.6     3~5yr
03/04/16 03/08/16    761.7  260.4   2.93    -0.023   -0.018   58.2   10~25yr
03/04/16 03/08/16    483.4  180.0   2.69    -0.070   -0.053   10.0     25yr~
03/02/16 03/04/16    404.1   70.1   5.76     0.115    0.127   53.9      ~1yr
03/02/16 03/04/16  1,240.1  450.8   2.75     0.010    0.011   96.6    5~10yr
02/29/16 03/02/16    713.6  400.3   1.78    -0.009   -0.002   33.3     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
================================================================================
02/29/16 03/02/16    999.7  420.2   2.38    -0.011   -0.007   17.3     3~5yr
02/29/16 03/02/16    532.2  260.1   2.05    -0.012   -0.002    6.7   10~25yr
02/29/16 03/02/16    442.0  180.0   2.46     0.000    0.005    0.6     25yr~
02/26/16 03/01/16    871.7  450.3   1.94    -0.009   -0.002   38.6    5~10yr
02/26/16 03/01/16    145.6  120.0   1.21     1.350    0.538   60.5  15yr flt
02/24/16 02/26/16  1,096.8  400.1   2.74     0.001    0.010   12.6     1~3yr
02/24/16 02/26/16  1,281.3  420.2   3.05     0.001    0.005   38.6     3~5yr
02/24/16 02/26/16    596.0  260.2   2.29    -0.002    0.001   80.5   10~25yr
02/24/16 02/26/16    311.9  180.1   1.73    -0.011    0.002   26.3     25yr~
02/19/16 02/23/16    782.1  400.1   1.95    -0.036   -0.015   45.3     1~3yr
02/19/16 02/23/16  1,499.9  420.5   3.57    -0.015   -0.012   34.7     3~5yr
02/19/16 02/23/16  1,099.7  450.4   2.44    -0.023   -0.018   65.6    5~10yr
02/17/16 02/19/16    502.5   70.1   7.17     0.060    0.072   39.2      ~1yr
02/17/16 02/19/16    664.4  261.1   2.54     0.000    0.003    8.9   10~25yr
02/17/16 02/19/16    429.0  180.3   2.38    -0.024   -0.014   16.4     25yr~
02/15/16 02/17/16  1,372.1  401.1   3.42     0.016    0.020   69.6     1~3yr
02/15/16 02/17/16  1,725.1  420.2   4.11     0.023    0.027    1.9     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
================================================================================
02/15/16 02/17/16    841.7  450.2   1.87     0.008    0.014   87.4    5~10yr
02/10/16 02/15/16  1,473.1  450.0   3.27     0.004    0.007   11.1    5~10yr
02/10/16 02/15/16    616.4  260.5   2.37    -0.011   -0.004   34.9   10~25yr
02/10/16 02/15/16    532.4  180.3   2.95    -0.004    0.001   38.2     25yr~
02/05/16 02/09/16  1,063.2  400.5   2.65    -0.015   -0.009   68.0     1~3yr
02/05/16 02/09/16  1,279.6  420.2   3.05    -0.028   -0.025   97.4     3~5yr
02/05/16 02/09/16  1,653.9  450.7   3.67    -0.012   -0.011   79.7    5~10yr
02/03/16 02/05/16  1,212.2  450.6   2.69    -0.035   -0.032   87.6    5~10yr
02/03/16 02/05/16    816.3  260.1   3.14    -0.057   -0.050   96.4   10~25yr
02/03/16 02/05/16    602.5  180.2   3.34    -0.055   -0.041   15.4     25yr~
02/01/16 02/03/16    115.2   70.1   1.64    -0.090   -0.031   37.0      ~1yr
02/01/16 02/03/16  1,142.5  400.2   2.85    -0.080   -0.046   47.4     1~3yr
02/01/16 02/03/16  1,444.1  420.2   3.44    -0.044   -0.034   43.0     3~5yr
================================================================================

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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