米財務省:2年債入札過去データ(表)

【記者:Kristy Scheuble】

2月24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(10億ドル) 価格 倍率 ============================================================================= 02/24/09 $40.000 0.961% 0.790% 78.83% $0.407 99.830481 2.63 01/27/09 $40.000 0.925% 0.783% 33.41% $0.422 99.901394 2.69 12/22/08 $38.000 0.922% 0.750% 97.81% $0.343 99.907073 2.13 11/24/08 $36.000 1.269% 1.034% 21.59% $0.431 99.962624 2.08 10/28/08 $34.001 1.600% 1.400% 93.81% $0.529 99.803937 2.49 09/24/08 $34.000 2.115% 1.990% 15.68% $0.645 99.775954 2.21 08/27/08 $32.000 2.380% 2.268% 54.89% $0.752 99.990164 2.18 07/23/08 $31.000 2.820% 2.740% 44.86% $0.823 99.864799 2.42 06/24/08 $30.000 2.922% 2.850% 4.05% $0.696 99.909336 2.64 05/28/08 $30.000 2.640% 2.550% 21.12% $0.767 99.970857 2.28 04/23/08 $30.000 2.225% 2.147% 50.99% $0.546 99.805441 2.21 03/26/08 $28.000 1.761% 1.700% 42.09% $0.568 99.978476 2.44 02/27/08 $26.000 2.045% 1.970% 14.88% $0.538 99.912254 2.14 =============================================================================

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(10億ドル) 価格 倍率 ============================================================================= 01/28/08 $24.000 2.237% 2.150% 61.43% $0.597 99.782126 2.33 12/26/07 $22.000 3.285% 3.176% 75.98% $0.525 99.932783 2.23 11/28/07 $20.000 3.159% 3.070% 26.24% $0.617 99.934603 2.21 10/24/07 $20.000 3.723% 3.650% 42.17% $0.568 99.812793 2.86 09/26/07 $18.000 4.000% 3.942% 86.89% $0.663 99.999787 3.29 08/29/07 $18.000 4.115% 3.950% 81.55% $0.856 99.781361 3.97 07/25/07 $18.000 4.735% 4.680% 68.97% $0.698 99.792429 2.59 06/26/07 $18.000 4.906% 4.850% 1.37% $0.865 99.941145 2.80 05/29/07 $18.000 4.886% 4.831% 31.68% $0.938 99.979281 2.53 04/25/07 $18.000 4.606% 4.550% 38.88% $0.702 99.799666 2.93 03/28/07 $18.000 4.514% 4.471% 6.17% $0.855 99.973043 2.81 02/21/07 $18.000 4.830% 4.780% 20.49% $0.773 99.849212 3.04 01/24/07 $20.000 4.930% 4.880% 92.49% $0.885 99.896458 3.03 12/27/06 $20.000 4.765% 4.711% 2.57% $0.765 99.971175 2.46 11/28/06 $20.000 4.692% 4.640% 67.80% $0.893 99.873505 3.02 10/24/06 $20.000 4.894% 4.850% 60.62% $0.758 99.964216 2.91 09/27/06 $20.000 4.660% 4.595% 30.42% $0.864 99.933494 2.77 =============================================================================

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(10億ドル) 価格 倍率 ============================================================================= 08/29/06 $22.000 4.921% 4.850% 1.16% $1.068 99.913392 2.32 07/26/06 $22.000 5.090% 5.000% 5.70% $1.120 99.830895 2.03 06/27/06 $22.000 5.239% 5.180% 16.87% $1.104 99.786183 2.28 05/24/06 $22.000 4.933% 4.880% 32.05% $1.042 99.890815 2.58 04/26/06 $22.000 4.975% 4.920% 4.69% $0.968 99.811765 2.05 03/27/06 $22.000 4.730% 4.000% 12.15% $0.987 99.801852 2.12 02/22/06 $22.000 4.689% 4.620% 81.01% $1.023 99.879165 2.24 01/25/06 $22.000 4.427% 4.350% 39.51% $0.967 99.901510 2.11 12/29/05 $20.000 4.404% 4.350% 6.00% $0.920 99.944505 2.42 11/23/05 $20.000 4.349% 4.290% 50.03% $0.813 99.812313 2.16 10/26/05 $20.000 4.365% 4.300% 56.42% $0.810 99.782022 2.21 09/28/05 $20.000 4.095% 4.000% 60.25% $0.933 99.819341 2.58 08/24/05 $20.000 4.014% 3.967% 89.74% $0.954 99.973350 2.28 07/27/05 $20.000 3.975% 3.920% 91.91% $0.884 99.809598 2.38 06/29/05 $20.000 3.650% 3.580% 41.16% $0.950 99.952201 2.23 05/25/05 $22.000 3.615% 3.500% 12.57% $0.973 99.780029 2.36 04/27/05 $24.000 3.650% 3.579% 12.22% $0.839 99.951975 1.77 =============================================================================

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(10億ドル) 価格 倍率 ============================================================================= 03/30/05 $24.000 3.860% 3.750% 4.82% $1.046 99.790219 2.03 02/24/05 $24.000 3.498% 3.410% 97.86% $0.921 99.764391 1.93 01/26/05 $24.000 3.245% 3.190% 53.69% $0.876 99.769428 2.01 12/29/04 $24.000 3.120% 3.000% 69.91% $0.794 99.769076 2.00 11/23/04 $24.000 2.945% 2.900% 98.56% $0.741 99.865006 2.61 10/27/04 $24.000 2.590% 2.450% 37.24% $0.742 99.825825 1.93 09/29/04 $24.000 2.620% 2.560% 47.81% $0.925 99.767659 2.20 08/25/04 $24.000 2.494% 2.430% 32.34% $0.995 99.769000 2.19 07/28/04 $24.000 2.797% 2.730% 44.07% $1.151 99.909000 2.36 06/23/04 $25.000 2.785% 2.740% 57.89% $0.996 99.932000 2.17 05/26/04 $25.000 2.538% 2.470% 86.09% $1.050 99.926000 2.32 04/28/04 $26.000 2.270% 2.200% 21.09% $0.954 99.961000 2.11 03/24/04 $26.000 1.520% 1.450% 33.39% $0.972 99.961000 2.18 02/25/04 $26.000 1.675% 1.600% 10.24% $0.917 99.902000 2.43 01/29/04 $26.000 1.930% 1.840% 88.35% $0.896 99.893000 1.87 12/23/03 $26.000 1.950% 1.870% 72.30% $0.711 99.854000 2.15 11/26/03 $26.000 1.939% 1.850% 19.84% $0.684 99.875000 1.75 =============================================================================

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(10億ドル) 価格 倍率 ============================================================================= 10/29/03 $26.000 1.737% 1.600% 64.49% $0.705 99.781000 2.12 09/24/03 $25.000 1.695% 1.500% 78.20% $0.763 99.863000 2.20 08/27/03 $25.000 2.040% 1.950% 0.89% $0.837 99.922000 1.73 07/23/03 $25.000 1.510% 1.400% 1.86% $0.732 99.980000 1.80 06/25/03 $25.000 1.179% 1.000% 88.71% $0.839 99.894000 1.84 05/29/03 $25.000 1.305% 1.235% 84.45% $0.886 99.892000 1.77 04/23/03 $27.000 1.704% 1.640% 11.08% $0.773 99.845000 2.16 03/26/03 $27.000 1.692% 1.600% 5.67% $0.945 99.869000 1.84 02/26/03 $27.000 1.575% 1.500% 90.26% $0.820 99.853000 2.00 01/29/03 $27.000 1.710% 1.600% 65.21% $0.882 99.834000 1.48 12/23/02 $27.000 1.820% 1.769% 60.06% $0.784 99.863000 1.89 11/27/02 $27.000 2.120% 2.040% 53.79% $0.784 99.767000 1.77 10/23/02 $27.000 2.140% 2.050% 42.29% $0.839 99.971000 1.69 09/25/02 $27.000 1.960% 1.890% 70.43% $0.948 99.834000 2.00 08/28/02 $27.000 2.220% 2.150% 6.14% $1.151 99.816000 2.26 07/24/02 $27.000 2.270% 2.100% 11.10% $1.377 99.961000 1.56 06/28/02 $27.000 2.970% 2.839% 69.04% $1.143 99.817000 1.31 =============================================================================

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(10億ドル) 価格 倍率 ============================================================================= 05/29/02 $27.000 3.274% 3.200% 6.82% $1.581 99.954000 2.69 04/24/02 $25.000 3.375% 3.330% 53.87% $1.341 100.000000 2.00 03/27/02 $25.000 3.705% 3.610% 95.37% $1.458 99.847000 1.96 02/27/02 $25.000 3.059% 2.980% 35.07% $1.320 99.886000 1.81 01/23/02 $25.000 3.039% 2.920% 58.90% $1.072 99.925000 1.54 12/27/01 $23.000 3.300% 3.200% 27.52% $0.876 99.904000 2.40 11/28/01 $21.000 3.008% 2.900% 14.96% $0.774 99.985000 1.51 10/24/01 $19.000 2.770% 2.700% 86.62% $0.749 99.961000 2.27 09/26/01 $17.000 2.869% 2.790% 49.03% $0.919 99.770000 2.42 08/29/01 $14.000 3.685% 3.620% 31.45% $1.095 99.885000 2.17 07/25/01 $12.000 3.965% 3.900% 45.37% $1.085 99.829000 2.46 06/27/01 $11.000 3.990% 3.900% 74.43% $1.100 99.781000 2.26 05/30/01 $10.000 4.327% 4.250% 45.57% $1.137 99.854000 2.59 04/25/01 $10.002 4.124% 4.050% 50.00% $1.043 99.764000 2.69 03/28/01 $11.007 4.300% 4.240% 4.00% $1.131 99.905000 2.79 02/21/01 $11.009 4.685% 4.620% 78.00% $0.921 99.887000 2.38 01/24/01 $10.004 4.760% 4.690% 1.00% $0.981 99.981000 2.63 =============================================================================

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(10億ドル) 価格 倍率 ============================================================================= 12/27/00 $10.000 5.130% 5.060% 47.00% $0.971 99.990000 2.51 11/29/00 $10.014 5.695% 5.665% 98.00% $0.940 99.869000 3.14 10/25/00 $10.006 5.845% 5.795% 98.00% $0.960 99.823000 2.68 09/27/00 $10.009 6.002% 5.970% 91.00% $1.253 99.995000 2.93 08/23/00 $10.004 6.204% 6.140% 37.00% $1.385 99.854000 2.69 07/26/00 $10.004 6.284% 6.210% 58.00% $1.553 99.937000 2.63 06/28/00 $10.002 6.483% 6.400% 67.00% $1.616 99.800000 2.70 05/24/00 $10.001 6.749% 6.650% 70.00% $1.744 99.772000 2.52 04/26/00 $12.002 6.484% 6.390% 62.00% $1.570 99.798000 2.31 03/29/00 $12.005 6.580% 6.480% 33.00% $1.917 99.852000 2.57 02/23/00 $12.009 6.590% 6.520% 18.00% $1.509 99.834000 2.66 01/26/00 $14.002 6.434% 6.350% 28.00% $1.600 99.891000 2.03 12/22/99 $15.001 6.233% 6.142% 19.00% $1.297 99.800000 2.10 11/23/99 $15.002 5.946% 5.864% 34.00% $1.212 99.868000 2.46 10/27/99 $15.006 5.935% 5.881% 40.00% $1.275 99.888000 2.69 09/29/99 $15.007 5.665% 5.570% 58.00% $1.326 99.925000 2.10 08/25/99 $15.000 5.557% 5.479% 54.00% $1.397 99.893000 1.87 =============================================================================

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(10億ドル) 価格 倍率 ============================================================================= 07/28/99 $15.001 5.544% 5.488% 1.00% $1.600 99.917000 2.15 06/23/99 $15.002 5.754% 5.650% 72.00% $1.536 99.993000 1.71 05/26/99 $15.014 5.315% 5.234% 20.00% $1.437 99.878000 2.02 04/28/99 $15.007 5.017% 4.930% 45.00% $1.383 99.968000 2.32 03/24/99 $15.003 4.995% 4.901% 20.00% $1.417 99.774000 2.00 02/24/99 $15.005 5.009% 4.929% 54.00% $1.164 99.983000 1.83 01/27/99 $15.007 4.575% 4.450% 42.00% $1.219 99.858000 2.12 12/29/98 $15.001 4.690% 4.650% 97.00% $1.095 99.877000 2.57 11/24/98 $16.014 4.629% 4.510% 60.00% $0.815 99.992000 2.16 10/28/98 $16.002 4.025% 3.900% 69.00% $0.906 99.952000 1.97 09/23/98 $15.003 4.615% 4.510% 71.00% $1.163 99.783000 2.39 08/26/98 $15.006 5.125% 5.050% 86.00% $1.424 100.000000 2.19 07/29/98 $15.001 5.475% 5.400% 55.00% $1.588 99.813000 2.48 06/23/98 $12.021 5.495% 5.400% 40.00% $1.307 99.776000 3.17 05/27/98 $13.005 5.530% 5.460% 49.00% $1.261 99.944000 2.40 04/28/98 $13.003 5.677% 5.610% 80.00% $1.283 99.903000 2.66 03/24/98 $14.014 5.500% 5.450% 93.00% $1.215 100.000000 2.60 =============================================================================

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(10億ドル) 価格 倍率 ============================================================================= 02/24/98 $15.001 5.537% 5.480% 37.00% $0.908 99.930000 2.24 01/27/98 $15.004 5.440% 5.380% 51.00% $1.107 99.878000 2.25 12/22/97 $16.698 5.690% 5.630% 33.00% $0.725 99.879000 2.28 11/24/97 $15.008 5.700% 5.630% 40.00% $0.729 99.860000 2.66 10/28/97 $15.003 5.720% 5.640% 2.00% $0.828 99.823000 2.29 09/23/97 $15.501 5.794% 5.730% 38.00% $0.911 99.918000 2.44 08/26/97 $15.502 5.998% 5.940% 32.00% $1.111 99.772000 2.50 07/22/97 $15.515 5.930% 5.850% 99.00% $1.040 99.898000 2.53 06/24/97 $15.506 6.027% 5.950% 90.00% $1.146 99.950000 2.46 05/22/97 $16.501 6.328% 6.280% 42.00% $1.410 99.856000 2.43 04/22/97 $17.009 6.460% 6.400% 49.00% $1.312 99.843000 2.43 03/25/97 $17.254 6.270% 6.200% 47.00% $1.479 99.963000 2.20 02/25/97 $17.507 5.885% 5.820% 94.00% $1.321 99.981000 2.21 01/22/97 $17.503 5.984% 5.931% 16.00% $1.651 99.797000 2.44 12/18/96 $18.250 5.874% 5.800% 16.00% $1.340 99.769000 2.23 11/19/96 $18.255 5.662% 5.580% 29.00% $0.928 99.931000 2.11 10/22/96 $18.283 5.930% 5.890% 56.00% $1.011 99.898000 2.62 =============================================================================

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(10億ドル) 価格 倍率 ============================================================================= 09/25/96 $18.255 6.080% 6.011% 17.00% $1.452 99.851000 2.64 08/27/96 $18.752 6.170% 6.119% 21.00% $1.517 99.917000 2.23 07/23/96 $18.786 6.288% 6.239% 68.00% $1.537 99.930000 2.17 06/25/96 $18.790 6.300% 6.240% 17.00% $1.585 99.908000 2.56 05/29/96 $18.751 6.053% 5.990% 74.00% $1.546 99.902000 2.36 04/23/96 $18.777 5.939% 5.890% 38.00% $1.169 99.881000 2.54 04/08/96 $18.250 6.144% 6.070% 48.00% $1.167 99.965000 1.93 02/27/96 $18.258 5.235% 5.190% 15.00% $1.719 99.794000 2.34 01/23/96 $18.251 5.068% 5.010% 99.00% $1.642 99.872000 2.46 12/20/95 $18.254 5.289% 5.210% 50.00% $0.962 99.927000 2.18 11/28/95 $18.264 5.479% 5.430% 2.00% $1.181 99.806000 3.01 10/24/95 $17.757 5.705% 5.670% 21.00% $0.739 99.851000 2.67 09/26/95 $17.752 5.860% 5.790% 3.00% $0.862 99.796000 2.04 08/22/95 $17.794 6.090% 6.050% 48.00% $0.903 99.833000 2.74 07/25/95 $17.754 5.955% 5.882% 43.00% $0.857 99.851000 2.31 06/27/95 $17.753 5.690% 5.630% 3.00% $0.914 99.879000 2.38 05/23/95 $17.755 6.170% 6.120% 50.00% $0.867 99.917000 2.67 =============================================================================

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(10億ドル) 価格 倍率 ============================================================================= 04/25/95 $17.751 6.524% 6.480% 76.00% $1.005 99.956000 2.32 03/28/95 $17.251 6.717% 6.651% 57.00% $1.377 99.830000 2.45 02/22/95 $17.251 6.999% 6.900% 22.00% $1.815 99.772000 2.43 01/24/95 $17.257 7.570% 7.520% 77.00% $2.165 99.872000 2.91 12/21/94 $17.289 7.570% 7.530% 41.00% $2.382 99.873000 2.86 11/21/94 $17.316 7.300% 7.280% 98.00% $1.195 99.908000 2.73 10/25/94 $17.271 6.880% 6.800% 10.00% $1.287 99.991000 2.41 09/27/94 $17.267 6.550% 6.450% 14.00% $1.660 99.908000 2.55 08/23/94 $17.257 6.270% 6.230% 22.00% $1.504 99.963000 3.27 07/26/94 $17.304 6.170% 6.100% 87.00% $1.148 99.917000 2.68 06/21/94 $17.007 6.040% 5.970% 43.00% $1.438 99.926000 2.64 05/24/94 $17.005 5.940% 5.870% 28.00% $1.418 99.879000 2.30 04/26/94 $17.028 5.590% 5.500% 92.00% $1.389 99.832000 2.70 03/22/94 $17.014 5.150% 5.090% 82.00% $1.170 99.953000 2.64 02/23/94 $17.005 4.660% 4.580% 98.00% $0.796 99.934000 2.52 01/25/94 $17.040 4.110% 4.050% 4.00% $0.882 99.791000 2.85 12/21/93 $17.040 4.280% n/a n/a $0.793 n/a 2.78 =============================================================================

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(10億ドル) 価格 倍率 ============================================================================= 11/22/93 $17.010 4.270% n/a n/a $0.585 n/a 2.74 10/26/93 $16.530 3.940% n/a n/a $0.866 n/a 2.42 09/21/93 $16.020 3.940% n/a n/a $0.819 n/a 2.68 08/24/93 $16.090 3.940% n/a n/a $0.804 n/a 3.49 07/27/93 $16.000 4.260% n/a n/a $0.883 n/a 2.25 06/22/93 $16.010 4.160% n/a n/a $0.858 n/a 2.77 05/25/93 $15.780 4.170% n/a n/a $0.769 n/a 3.44 04/27/93 $15.270 3.880% n/a n/a $0.768 n/a 2.60 03/24/93 $15.260 3.920% n/a n/a $0.999 n/a 2.35 02/23/93 $15.260 3.940% n/a n/a $0.751 n/a 2.14 01/26/93 $15.270 4.280% n/a n/a $0.953 n/a 2.10 12/22/92 $15.000 4.710% n/a n/a $1.045 n/a 2.52 11/23/92 $15.010 4.720% n/a n/a $0.652 n/a 2.97 10/27/92 $15.090 4.370% n/a n/a $0.870 n/a 3.31 09/22/92 $14.550 4.000% n/a n/a $0.788 n/a 3.12 ============================================================================= 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: Tsuneo Yamahiro, Alex Tanzi

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