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
================================================================================
07/27/16 07/29/16  1,023.3  430.6   2.38    -0.035   -0.032   95.2    5~10yr
07/27/16 07/29/16    542.9  200.2   2.71    -0.043   -0.037   65.3   10~25yr
07/27/16 07/29/16    370.5  120.3   3.08    -0.055   -0.050   52.8     25yr~
07/25/16 07/27/16  1,058.7  375.1   2.82     0.002    0.003   95.6     1~3yr
07/25/16 07/27/16  1,150.4  440.5   2.61    -0.012   -0.009   61.2     3~5yr
07/25/16 07/27/16  1,134.3  430.3   2.64    -0.016   -0.012   39.4    5~10yr
07/21/16 07/25/16  1,189.7  375.3   3.17     0.002    0.003   58.2     1~3yr
07/21/16 07/25/16    786.9  440.1   1.79    -0.004    0.000   56.1     3~5yr
07/21/16 07/25/16    399.1  200.3   1.99     0.016    0.022    3.1   10~25yr
07/21/16 07/25/16    387.1  120.2   3.22     0.030    0.032   96.9     25yr~
07/19/16 07/21/16    151.0   25.2   5.99    -0.630   -0.734   16.4      JGBi
07/19/16 07/21/16  1,430.4  430.8   3.32    -0.004   -0.003   54.7    5~10yr
================================================================================
                                         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
================================================================================
07/15/16 07/20/16    389.0   70.8   5.49     0.036    0.036   86.9      ~1yr
07/15/16 07/20/16  1,454.2  375.5   3.87     0.012    0.015   42.3     1~3yr
07/15/16 07/20/16  1,165.1  440.4   2.65     0.026    0.029   94.4     3~5yr
07/13/16 07/15/16  1,359.9  430.8   3.16     0.006    0.008   13.2    5~10yr
07/13/16 07/15/16    444.9  200.3   2.22     0.011    0.015   59.8   10~25yr
07/13/16 07/15/16    302.2  120.3   2.51     0.029    0.035   11.5     25yr~
07/08/16 07/12/16    923.7  375.1   2.46    -0.029   -0.012   42.2     1~3yr
07/08/16 07/12/16  1,308.7  440.2   2.97    -0.005   -0.003   22.1     3~5yr
07/08/16 07/12/16    665.0  200.1   3.32     0.002    0.006   40.4   10~25yr
07/08/16 07/12/16    531.1  120.5   4.41     0.003    0.007   78.3     25yr~
07/06/16 07/08/16  1,096.0  375.1   2.92    -0.011   -0.008   96.6     1~3yr
07/06/16 07/08/16    806.9  440.2   1.83    -0.015   -0.012   38.1     3~5yr
07/06/16 07/08/16    736.4  430.2   1.71    -0.037   -0.023   44.2    5~10yr
07/06/16 07/08/16    193.8   25.1   7.72    -0.300   -0.393    7.6 10yr JGBi
07/04/16 07/06/16    282.9   70.1   4.04     0.010    0.017   25.5      ~1yr
07/04/16 07/06/16    835.3  200.4   4.17    -0.008   -0.006   67.4   10~25yr
07/04/16 07/06/16    424.6  120.0   3.54    -0.036   -0.031   70.3     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
================================================================================
07/01/16 07/05/16    924.5  375.0   2.47    -0.014   -0.010   90.2     1~3yr
07/01/16 07/05/16    999.1  440.2   2.27    -0.022   -0.019   69.2     3~5yr
07/01/16 07/05/16  1,253.6  430.4   2.91    -0.016   -0.014    7.8    5~10yr
06/29/16 07/01/16  1,126.3  350.8   3.21     0.003    0.005   41.3     1~3yr
06/29/16 07/01/16    974.6  440.2   2.21     0.001    0.003   59.9     3~5yr
06/29/16 07/01/16    558.1  220.5   2.53     0.013    0.016   90.3   10~25yr
06/29/16 07/01/16    573.9  140.4   4.09     0.022    0.027   88.9     25yr~
06/27/16 06/29/16    924.7  450.3   2.05    -0.017   -0.011   18.0    5~10yr
06/27/16 06/29/16    190.9   25.3   7.55    -2.000   -2.156   59.3 10yr JGBi
06/24/16 06/28/16  1,187.6  350.1   3.39    -0.020   -0.014   31.6     1~3yr
06/24/16 06/28/16    704.5  440.2   1.60    -0.027   -0.018   32.5     3~5yr
06/24/16 06/28/16    561.0  220.0   2.55    -0.054   -0.043   80.3   10~25yr
06/24/16 06/28/16    476.4  140.2   3.40    -0.088   -0.070   20.0     25yr~
06/22/16 06/24/16  1,349.1  350.5   3.85     0.002    0.003   98.9     1~3yr
06/22/16 06/24/16  1,055.7  440.5   2.40     0.001    0.002   45.0     3~5yr
06/22/16 06/24/16    958.6  450.3   2.13    -0.001    0.001   91.3    5~10yr
06/22/16 06/24/16    401.3  100.0   4.01     0.030   -0.006   51.6  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
================================================================================
06/20/16 06/22/16    168.8   70.0   2.41    -0.013   -0.006   70.0      ~1yr
06/20/16 06/22/16  1,256.9  450.5   2.79     0.012    0.013   53.7    5~10yr
06/15/16 06/17/16  1,352.5  350.3   3.86     0.001    0.003   72.6     1~3yr
06/15/16 06/17/16  1,175.2  440.1   2.67    -0.008   -0.007   52.1     3~5yr
06/15/16 06/17/16    660.4  220.7   2.99    -0.020   -0.017   89.9   10~25yr
06/15/16 06/17/16    439.7  140.3   3.13    -0.037   -0.030   42.7     25yr~
06/10/16 06/14/16  1,440.1  350.1   4.11    -0.013   -0.010    6.3     1~3yr
06/10/16 06/14/16  1,435.5  440.4   3.26    -0.014   -0.013   87.5     3~5yr
06/10/16 06/14/16  1,075.1  450.4   2.39    -0.023   -0.020   51.1    5~10yr
06/08/16 06/10/16  1,152.1  450.6   2.56     0.001    0.003   55.4    5~10yr
06/08/16 06/10/16    148.0   25.4   5.83    -0.300   -0.393   25.8 10yr JGBi
06/08/16 06/10/16    713.2  220.3   3.24    -0.006   -0.003   20.8   10~25yr
06/08/16 06/10/16    479.8  140.3   3.42    -0.018   -0.011   26.5     25yr~
06/03/16 06/07/16  1,378.0  350.8   3.93     0.005    0.007   21.3     1~3yr
06/03/16 06/07/16  1,542.8  440.8   3.50    -0.002   -0.001   87.6     3~5yr
06/03/16 06/07/16  1,020.3  451.0   2.26    -0.004   -0.003   55.4    5~10yr
06/01/16 06/03/16    286.2   70.4   4.07     0.000    0.013   71.0      ~1yr
================================================================================
                                         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
================================================================================
06/01/16 06/03/16    734.5  220.2   3.34     0.017    0.021   47.4   10~25yr
06/01/16 06/03/16    547.7  140.2   3.91     0.033    0.037   40.4     25yr~
05/30/16 06/01/16  1,728.2  350.4   4.93     0.005    0.007   61.6     1~3yr
05/30/16 06/01/16  1,895.3  440.5   4.30     0.005    0.006   49.1     3~5yr
05/30/16 06/01/16  1,454.8  451.4   3.22     0.002    0.003   50.7    5~10yr
05/27/16 05/31/16    263.0   60.5   4.35    -0.500   -0.569   85.7 10yr JGBi
05/27/16 05/31/16    646.3  240.6   2.69    -0.009   -0.006   56.1   10~25yr
05/27/16 05/31/16    374.1  160.2   2.34    -0.031   -0.023   52.2     25yr~
05/25/16 05/27/16  1,600.5  350.5   4.57     0.003    0.005    4.0     1~3yr
05/25/16 05/27/16  1,515.5  440.6   3.44     0.002    0.003   12.0     3~5yr
05/25/16 05/27/16  1,800.6  450.7   4.00     0.004    0.005   27.6    5~10yr
05/23/16 05/25/16    142.9   70.0   2.04    -0.064   -0.024   65.0      ~1yr
05/23/16 05/25/16  1,738.3  450.6   3.86    -0.005   -0.004   27.3    5~10yr
05/20/16 05/24/16  1,494.6  350.6   4.26    -0.003   -0.002   89.4     1~3yr
05/20/16 05/24/16  1,396.4  440.9   3.17    -0.010   -0.009   45.7     3~5yr
05/20/16 05/24/16    509.4  240.2   2.12    -0.023   -0.015   49.8   10~25yr
05/20/16 05/24/16    590.3  160.1   3.69    -0.041   -0.034   60.2     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
================================================================================
05/18/16 05/20/16  1,855.8  350.2   5.30     0.007    0.008   28.4     1~3yr
05/18/16 05/20/16  1,672.0  440.9   3.79     0.005    0.006   45.0     3~5yr
05/18/16 05/20/16  1,451.3  450.7   3.22     0.005    0.006   79.0    5~10yr
05/13/16 05/17/16  1,275.6  450.8   2.83    -0.003   -0.002   53.6    5~10yr
05/13/16 05/17/16    601.8  240.3   2.50     0.008    0.012   72.4   10~25yr
05/13/16 05/17/16    551.4  160.4   3.44     0.015    0.019   92.7     25yr~
05/11/16 05/13/16  1,166.8  350.2   3.33     0.002    0.003   67.1     1~3yr
05/11/16 05/13/16  2,046.0  440.9   4.64    -0.002   -0.001   51.0     3~5yr
05/11/16 05/13/16  1,337.2  450.5   2.97    -0.006   -0.004   25.8    5~10yr
05/09/16 05/11/16  1,227.6  350.7   3.50    -0.003    0.000   39.9     1~3yr
05/09/16 05/11/16  1,566.4  440.4   3.56    -0.002    0.000   18.3     3~5yr
05/09/16 05/11/16    714.5  240.5   2.97     0.003    0.006   17.4   10~25yr
05/09/16 05/11/16    593.6  160.2   3.71    -0.017   -0.009    7.9     25yr~
05/02/16 05/09/16    147.8   70.1   2.11    -0.025   -0.008   53.1      ~1yr
05/02/16 05/09/16    813.8  240.4   3.39    -0.053   -0.046   32.4   10~25yr
05/02/16 05/09/16    536.0  160.1   3.35    -0.090   -0.064   34.4     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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