米財務省:30年債入札過去データ(表)

【記者:Andy Burt】

11月12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 ============================================================================== 11/12/09 $16.000 4.469% 4.284% 18.01% $27.766 98.454984 2.26 10/08/09 $12.000 4.009% 3.825% 27.53% $18.883 108.490231 2.37 09/10/09 $12.000 4.238% 4.100% 85.35% $19.614 104.412534 2.92 08/13/09 $15.000 4.541% 4.392% 16.77% $21.547 99.331386 2.54 07/09/09 $11.000 4.303% 4.150% 67.88% $6.442 99.104142 2.36 06/11/09 $11.000 4.720% 4.599% 83.46% $19.664 92.501690 2.68 05/07/09 $14.000 4.288% 4.086% 57.15% $19.452 99.361980 2.14 03/12/09 $11.000 3.640% 3.490% 22.68% $2.544 97.456658 2.40 02/12/09 $14.000 3.540% 3.300% 45.13% $32.643 99.264139 2.02 11/13/08 $10.000 4.310% 4.095% 83.20% $21.738 103.154521 2.07 08/07/08 $10.000 4.609% 4.550% 59.02% $39.274 98.231860 2.40 05/08/08 $6.000 4.599% 4.500% 21.13% $27.118 96.375954 2.69 02/07/08 $9.000 4.449% 4.340% 61.11% $11.583 98.780998 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 ============================================================================== 11/08/07 $5.000 4.666% 4.570% 16.55% $2.864 105.322155 2.98 08/09/07 $9.000 5.059% 4.900% 76.79% $5.142 99.081933 1.57 05/10/07 $5.000 4.838% 4.770% 21.86% $2.535 98.605471 1.97 02/08/07 $9.000 4.812% 4.770% 42.36% $9.175 99.020970 2.46 08/10/06 $10.000 5.080% 4.990% 38.21% $18.766 91.181992 1.77 02/09/06 $14.000 4.530% 4.475% 51.17% $38.776 99.510492 2.05 08/09/01 $5.000 5.520% 5.400% 7.10% $32.343 97.900000 2.16 02/08/01 $10.004 5.460% 5.390% 80% $34.944 98.753 1.95 08/10/00 $5.001 5.697% 5.650% 68% $15.182 107.860 3.71 02/10/00 $10.001 6.340% 6.100% 51% $33.519 98.771 1.33 08/12/99 $10.001 6.144% 6.049% 68% $72.615 99.741 2.22 02/11/99 $10.009 5.298% 5.220% 32% $61.043 99.282 2.05 11/05/98 $10.001 5.300% 5.180% 51% $66.594 99.253 1.63 08/13/98 $10.003 5.598% 5.587% 7% $47.2 98.697 2.49 02/12/98 $10.007 5.830% n/a 92% $143.1 104.238 2.12 11/06/97 $10.003 6.207% n/a 44% $292.6 98.970 2.82 08/07/97 $10.003 6.452% n/a 4% $332.6 99.076 2.66 ==============================================================================

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 ============================================================================== 02/13/97 $10.004 6.660% n/a 35% $318.0 99.804 2.42 11/07/96 $10.000 6.625% n/a 51% $258.0 98.457 2.68 08/08/96 $10.001 6.778% n/a 61% $317.0 99.770 2.26 02/08/96 $12.001 6.130% n/a 81% $324.0 98.374 2.06 08/10/95 $11.500 6.909% n/a 67% $352.0 99.610 2.38 02/09/95 $11.017 7.660% n/a 78% $337.0 99.708 2.72 08/11/94 $11.006 7.590% n/a 72% $323.0 99.256 1.96 02/10/94 $11.051 6.430% n/a 83% $355.0 97.633 2.78 ============================================================================== 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

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