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
================================================================================
10/19/16 10/21/16  1,066.4 400.4  2.66    0.005   0.005  85.0     1~3yr
10/19/16 10/21/16  1,117.5 420.6  2.66    0.000   0.000  84.2     3~5yr
10/19/16 10/21/16    537.5 190.6  2.82   -0.001   0.001  47.9   10~25yr
10/19/16 10/21/16    355.0 110.5  3.21    0.000   0.002  89.7     25yr~
10/17/16 10/19/16  1,084.5 400.4  2.71    0.004   0.007   8.2     1~3yr
10/17/16 10/19/16  1,049.3 420.4  2.50    0.003   0.005   9.5     3~5yr
10/17/16 10/19/16  1,039.4 410.8  2.53    0.002   0.002  96.8    5~10yr
10/13/16 10/17/16  1,080.1 410.6  2.63    0.000   0.001  16.3    5~10yr
10/13/16 10/17/16    399.0 190.6  2.09   -0.002   0.002  14.3   10~25yr
10/13/16 10/17/16    311.5 110.3  2.82   -0.009  -0.005  50.4     25yr~
10/07/16 10/12/16    901.5 410.8  2.19   -0.004  -0.003  52.5    5~10yr
10/07/16 10/12/16    465.8 190.6  2.44    0.006   0.007  96.6   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
================================================================================
10/07/16 10/12/16    358.1 111.0  3.23    0.008   0.009  88.8     25yr~
10/05/16 10/07/16    798.9 400.1  2.00   -0.007  -0.004  92.0     1~3yr
10/05/16 10/07/16    954.7 420.7  2.27   -0.005  -0.003  24.1     3~5yr
10/05/16 10/07/16  1,192.6 410.7  2.90    0.005   0.006  64.0    5~10yr
10/05/16 10/07/16    136.3  25.3  5.39   -0.400  -0.456  75.5 10yr JGBi
10/03/16 10/05/16    313.6  70.0  4.48    0.011   0.017   4.7      ~1yr
10/03/16 10/05/16  1,034.6 400.3  2.58    0.007   0.010  11.1     1~3yr
10/03/16 10/05/16    939.2 420.6  2.23    0.008   0.010  29.5     3~5yr
09/30/16 10/04/16  1,104.0 410.4  2.69    0.014   0.016  85.2    5~10yr
09/30/16 10/04/16    684.2 200.0  3.42    0.007*  0.008   n/a   10~25yr
09/30/16 10/04/16    360.6 120.5  2.99   -0.007  -0.004  57.1     25yr~
09/28/16 09/30/16  1,014.4 400.2  2.53   -0.034  -0.030  72.4     1~3yr
09/28/16 09/30/16  1,320.5 420.6  3.14   -0.012  -0.010  21.3     3~5yr
09/28/16 09/30/16    551.4 200.3  2.75   -0.027  -0.021  45.2   10~25yr
09/28/16 09/30/16    256.7 120.1  2.14   -0.029  -0.021  98.2     25yr~
09/26/16 09/28/16  1,046.8 400.4  2.61   -0.005  -0.001  76.1     1~3yr
09/26/16 09/28/16    978.8 420.6  2.33   -0.007  -0.005  65.7     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
================================================================================
09/26/16 09/28/16  1,305.4 431.0  3.03   -0.009  -0.008  79.3    5~10yr
09/26/16 09/28/16    103.1  25.1  4.11   -0.200  -0.265  31.4 10yr JGBi
09/20/16 09/23/16    757.2 430.5  1.76   -0.015  -0.011  49.7    5~10yr
09/20/16 09/23/16    584.9 200.8  2.91   -0.030  -0.025  73.1   10~25yr
09/20/16 09/23/16    255.4 120.2  2.12   -0.063  -0.049  50.0     25yr~
09/16/16 09/21/16    136.2  70.0  1.95   -0.045  -0.011  10.3      ~1yr
09/16/16 09/21/16  1,077.4 400.5  2.69    0.002   0.004  12.6     1~3yr
09/16/16 09/21/16  1,196.9 420.8  2.84    0.006   0.007  96.2     3~5yr
09/14/16 09/16/16  1,111.4 400.2  2.78   -0.038  -0.035  86.3     1~3yr
09/14/16 09/16/16    934.4 420.1  2.22   -0.032  -0.027  40.2     3~5yr
09/14/16 09/16/16    460.1 200.2  2.30    0.042   0.054  89.5   10~25yr
09/14/16 09/16/16    265.4 120.1  2.21    0.030   0.056  45.7     25yr~
09/12/16 09/14/16    847.6 430.2  1.97   -0.023  -0.019  92.4    5~10yr
09/12/16 09/14/16    129.7  25.1  5.17   -0.350  -0.527  28.8 10yr JGBi
09/09/16 09/13/16    165.1  70.0  2.36   -0.015   0.080  13.7      ~1yr
09/09/16 09/13/16    655.0 400.0  1.64   -0.018  -0.009  92.1     1~3yr
09/09/16 09/13/16    882.2 420.6  2.10    0.002   0.005  51.6     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
================================================================================
09/07/16 09/09/16    867.5 430.9  2.01   -0.015  -0.012  22.0    5~10yr
09/07/16 09/09/16    461.3 200.3  2.30   -0.003   0.002  28.9   10~25yr
09/07/16 09/09/16    288.7 120.2  2.40   -0.028  -0.017  50.8     25yr~
09/02/16 09/06/16    926.9 400.2  2.32   -0.006  -0.001  26.0     1~3yr
09/02/16 09/06/16    917.8 420.6  2.18    0.011   0.013  65.1     3~5yr
09/02/16 09/06/16    828.9 430.3  1.93    0.017   0.021  44.3    5~10yr
08/29/16 08/31/16    912.1 400.7  2.28   -0.003   0.001  26.4     1~3yr
08/29/16 08/31/16    741.2 420.3  1.76    0.005   0.008  22.8     3~5yr
08/29/16 08/31/16    646.5 200.0  3.23    0.014   0.020  94.3   10~25yr
08/29/16 08/31/16    421.6 120.4  3.50    0.005   0.011  32.7     25yr~
08/26/16 08/30/16    303.0  70.0  4.33    0.079   0.079  98.6      ~1yr
08/26/16 08/30/16  1,323.7 430.2  3.08    0.015   0.016  50.2    5~10yr
08/26/16 08/30/16    150.2  25.1  5.98   -0.360  -0.401  24.8 10yr JGBi
08/24/16 08/26/16  1,056.2 400.5  2.64    0.002   0.003  67.5     1~3yr
08/24/16 08/26/16  1,201.0 420.1  2.86    0.002   0.002  97.6     3~5yr
08/24/16 08/26/16    715.6 200.4  3.57   -0.011  -0.009  58.0   10~25yr
08/24/16 08/26/16    446.4 120.3  3.71   -0.007  -0.004  87.0     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
================================================================================
08/19/16 08/23/16  1,056.7 400.3  2.64   -0.011  -0.007  10.1     1~3yr
08/19/16 08/23/16    904.0 420.3  2.15   -0.008  -0.006  27.9     3~5yr
08/19/16 08/23/16  1,001.3 430.7  2.32   -0.013  -0.011  72.3    5~10yr
08/17/16 08/19/16    958.9 430.2  2.23    0.009   0.012  60.2    5~10yr
08/17/16 08/19/16    702.1 201.1  3.49    0.012   0.014  47.2   10~25yr
08/17/16 08/19/16    346.9 120.1  2.89   -0.003   0.003  60.6     25yr~
08/12/16 08/16/16    979.5 430.5  2.28   -0.008  -0.004  11.2    5~10yr
08/12/16 08/16/16    395.6 100.6  3.93    0.000  -0.062  93.8  15yr flt
08/10/16 08/15/16  1,119.3 400.8  2.79   -0.008  -0.005  62.4     1~3yr
08/10/16 08/15/16    974.3 420.9  2.31   -0.004  -0.003  70.7     3~5yr
08/10/16 08/15/16    588.1 200.2  2.94   -0.019  -0.015  40.9   10~25yr
08/10/16 08/15/16    353.3 120.4  2.93    0.000   0.002  85.9     25yr~
08/05/16 08/09/16  1,182.8 400.0  2.96   -0.008  -0.004  55.0     1~3yr
08/05/16 08/09/16    830.4 420.4  1.98   -0.021  -0.019  25.8     3~5yr
08/05/16 08/09/16  1,193.8 430.4  2.77   -0.018  -0.015  13.7    5~10yr
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
================================================================================
                                    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    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
================================================================================

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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