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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%)

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                                      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
================================================================================
 08/03/16  08/05/16  1,098.8 430.2  2.55   -0.033  -0.028 100.0    5~10yr
 08/03/16  08/05/16    617.7 200.2  3.09    0.002   0.004  96.8   10~25yr
 08/03/16  08/05/16    423.4 120.4  3.52    0.005   0.006  86.0     25yr~
 08/03/16  08/05/16    121.2  25.0  4.85   -0.360  -0.561  65.0 10yr JGBi
 08/01/16  08/03/16    286.1  70.0  4.09    0.045   0.056  85.5      ~1yr
 08/01/16  08/03/16    993.7 400.4  2.48    0.012   0.015  76.7     1~3yr
 08/01/16  08/03/16  1,560.4 420.4  3.71    0.018   0.019  64.7     3~5yr
 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
================================================================================
                                      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
================================================================================
 07/25/16  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 10yr JGBi
 07/19/16  07/21/16  1,430.4 430.8  3.32   -0.004  -0.003  54.7    5~10yr
 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~
================================================================================
                                      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
================================================================================
 07/06/16  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~
 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
================================================================================
                                      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
================================================================================
 06/24/16  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
 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
================================================================================
                                      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
================================================================================
 06/08/16  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
 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
================================================================================
                                      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
================================================================================
 05/25/16  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~
 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
================================================================================
                                      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
================================================================================
 05/09/16  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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