米財務省:10年債入札過去データ(表)

【記者:Kristy Scheuble】

8月6日(ブルームバーグ)-- 米財務省が過去に実施した入札結果 (表)は次の通り。 ==============================================================================

発行額 最高落札 応札最低 最高利回 非競争額 応札 入札日 (10億ドル) 利回り 利回り 応札割合 (100万ドル) 価格 倍率 ============================================================================== 08/06/08 $17.000 4.075% 3.950% 3.35% $118.205 99.389034 2.61 06/12/08 $11.000 4.225% 4.149% 3.21% $29.973 97.183235 2.33 05/07/08 $15.000 3.937% 3.820% 39.63% $148.836 99.491561 2.21 03/13/08 $10.000 3.510% 3.421% 6.77% $20.285 99.912591 1.79 02/06/08 $13.000 3.620% 3.510% 2.36% $88.523 99.000685 2.34 12/13/07 $8.000 4.164% 4.101% 34.46% $27.437 100.686354 2.23 11/07/07 $13.000 4.353% 4.290% 41.76% $137.282 99.172070 2.34 09/13/07 $8.000 4.493% 4.440% 84.29% $18.347 102.029801 2.95 08/08/07 $13.000 4.855% 4.740% 53.43% $155.327 99.175936 2.30 06/12/07 $8.000 5.230% 5.172% 64.49% $32.166 94.399130 2.55 05/08/07 $13.000 4.612% 4.000% 49.54% $60.752 99.110793 2.30 03/13/07 $8.000 4.523% 4.460% 79.95% $12.105 100.801596 2.64 02/07/07 $13.000 4.740% 4.670% 62.75% $57.146 99.092517 2.41 ==============================================================================

発行額 最高落札 応札最低 最高利回 非競争額 応札 入札日 (10億ドル) 利回り 利回り 応札割合 (100万ドル) 価格 倍率 ============================================================================== 12/13/06 $8.000 4.580% 4.500% 85.37% $12.887 100.348304 2.48 11/09/06 $13.000 4.627% 4.540% 92.75% $50.007 99.984133 2.21 09/12/06 $8.000 4.810% 4.750% 78.98% $14.307 100.499835 2.91 08/09/06 $13.000 4.930% 4.870% 88.83% $87.506 99.569877 2.23 06/08/06 $8.000 4.975% 4.876% 63.87% $37.868 101.154246 2.73 05/11/06 $13.000 5.140% 5.084% 14.45% $139.326 99.883851 2.53 03/09/06 $8.000 4.760% 4.710% 4.91% $19.805 97.955698 2.87 02/08/06 $13.000 4.540% 4.470% 98.55% $53.910 99.681335 2.32 12/08/05 $8.000 4.490% 4.400% 10.42% $17.227 100.072479 2.19 11/10/05 $13.000 4.578% 4.500% 55.70% $82.301 99.379727 2.24 09/08/05 $8.000 4.134% 4.080% 66.61% $31.913 100.929850 2.68 08/11/05 $13.000 4.350% 4.290% 57.72% $66.421 99.196069 2.59 06/09/05 $8.000 3.990% 3.900% 27.73% $15.444 101.091049 2.50 05/12/05 $14.000 4.220% 4.100% 35.09% $74.299 99.231425 2.33 03/10/05 $9.000 4.504% 4.410% 1.71% $19.977 95.996638 2.35 02/10/05 $14.000 4.049% 3.910% 40.60% $85.704 99.600335 2.05 12/09/04 $9.000 4.150% 4.090% 89.20% $38.997 100.800290 2.68 ==============================================================================

発行額 最高落札 応札最低 最高利回 非競争額 応札 入札日 (10億ドル) 利回り 利回り 応札割合 (100万ドル) 価格 倍率 ============================================================================== 11/10/04 $14.000 4.280% 4.200% 61.68% $123.531 99.758010 2.05 09/09/04 $9.000 4.195% 4.100% 6.11% $36.420 100.436000 2.12 08/12/04 $14.000 4.270% 4.230% 42.14% $119.392 99.838000 2.90 06/10/04 $10.000 4.828% 4.790% 52.31% $61.494 99.383000 2.93 05/13/04 $15.000 4.848% 4.800% 24.66% $202.419 99.230000 2.78 03/11/04 $11.000 3.752% 3.660% 34.31% $43.495 102.034000 1.81 02/12/04 $16.000 4.060% 3.980% 85.61% $133.629 99.511000 2.00 12/11/03 $12.000 4.365% 4.260% 57.76% $54.381 99.076000 1.78 11/13/03 $17.000 4.360% 4.300% 70.60% $155.610 99.116000 1.90 09/11/03 $13.000 4.340% 4.240% 63.42% $65.252 99.275000 2.23 08/07/03 $18.000 4.370% 4.250% 82.62% $239.733 99.036000 2.00 05/08/03 $18.000 3.700% 3.500% 26.17% $88.878 99.378000 1.22 02/12/03 $18.000 3.960% 3.894% 51.28% $128.291 99.304000 1.85 11/06/02 $18.000 4.095% 4.020% 86.41% $111.061 99.227000 1.90 08/07/02 $18.000 4.390% 4.250% 49.47% $190.474 99.880000 1.29 05/08/02 $11.000 5.170% 5.100% 74.52% $146.232 97.746000 2.15 02/06/02 $12.630 4.880% 4.800% 31.06% $158.538 99.961000 1.82 ==============================================================================

発行額 最高落札 応札最低 最高利回 非競争額 応札 入札日 (10億ドル) 利回り 利回り 応札割合 (100万ドル) 価格 倍率 ============================================================================== 11/07/01 $7.000 4.220% 4.135% 83.52% $75.014 106.170000 2.01 10/04/01 $6.000 4.519% 4.400% 53.57% $0.225 103.783000 2.36 08/08/01 $11.000 5.078% 5.030% 63.72% $107.692 99.394000 2.85 05/09/01 $9.000 5.189% 5.139% 76.13% $77.102 98.551000 2.56 02/07/01 $11.004 5.067% 4.990% 100.00% $83.801 99.479000 2.10 11/08/00 $8.000 5.865% 5.800% 30.00% $47.917 99.134000 2.63 08/09/00 $10.003 5.840% 5.750% 77.00% $77.842 99.326000 1.95 05/10/00 $8.006 6.475% 6.400% 26.00% $108.592 100.153000 2.62 02/09/00 $10.000 6.540% 6.390% 49.00% $177.447 99.710000 1.45 11/10/99 $10.005 6.007% 5.910% 8.00% $83.683 99.927000 2.48 08/11/99 $12.006 6.085% 6.019% 58.00% $131.188 99.370000 2.07 05/12/99 $12.003 5.510% 5.420% 59.00% $135.359 99.923000 1.62 02/10/99 $10.003 4.913% 4.830% 11.00% $62.414 98.735000 2.04 11/04/98 $12.001 4.820% 4.620% 82.00% $54.900 99.410000 1.52 08/12/98 $11.000 5.428% 5.436% 40.00% $88.500 101.457000 2.12 05/13/98 $12.002 5.646% 5.653% 66.00% $114.500 99.841000 2.39 02/11/98 $12.005 5.558% 5.564% 86.00% $258.800 99.559000 2.49 ==============================================================================

発行額 最高落札 応札最低 最高利回 非競争額 応札 入札日 (10億ドル) 利回り 利回り 応札割合 (100万ドル) 価格 倍率 ============================================================================== 11/05/97 $11.003 5.955% 5.967% 30.00% $331.200 101.221000 2.44 08/06/97 $12.002 6.205% 6.218% 34.00% $380.900 99.411000 2.24 05/07/97 $12.001 6.740% 6.759% 50.00% $383.000 99.173000 1.86 02/12/97 $12.005 6.374% 6.399% 60.00% $424.000 99.092000 1.90 11/06/96 $10.002 6.273% 6.283% 46.00% $306.000 101.643000 2.41 10/08/96 $10.005 6.502% 6.510% 80.00% $284.000 99.985000 2.34 08/07/96 $10.000 6.535% 6.553% 95.00% $385.000 103.339000 2.22 07/09/96 $10.005 7.016% 7.019% 86.00% $385.000 99.886000 2.66 05/08/96 $14.002 6.902% 6.906% 97.00% $413.000 99.807000 2.39 02/07/96 $14.009 5.649% 5.660% 82.00% $540.000 99.819000 2.01 11/21/95 $13.508 5.900% 5.910% 54.00% $706.000 99.810000 2.22 08/09/95 $13.006 6.501% 6.508% 95.00% $449.000 99.993000 2.46 05/10/95 $12.503 6.608% 6.680% 92.00% $368.000 99.219000 1.67 02/08/95 $12.045 7.540% 7.550% 31.00% $692.000 99.723000 2.33 11/09/94 $12.051 7.960% 7.970% 60.00% $623.000 99.421000 2.30 08/10/94 $12.073 7.330% 7.330% 96.00% $524.000 99.440000 2.41 05/11/94 $12.009 7.360% 7.400% 21.00% $644.000 99.230000 1.88 02/09/94 $12.001 5.920% 5.930% 27.00% $466.000 99.664000 2.58 ============================================================================== 注:米国債は単一価格方式(ダッチ)を採用。この方式では応札利回りの低い (価格の高い)ものより、順次割当てていき、入札予定額を満たす まで落札される。

--編集:Yamahiro, Tanzi