米財務省:5年債入札過去データ(表)

【記者:Alex Tanzi】

11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 (100万ドル) 価格 倍率 ============================================================================= 11/24/09 $42.000 2.175% 1.940% 67.34% $118.189 99.764325 2.81 10/28/09 $41.000 2.388% 2.140% 2.81% $121.997 99.938982 2.63 09/23/09 $40.000 2.470% 2.295% 39.82% $117.123 99.555732 2.40 08/26/09 $39.000 2.494% 2.310% 16.55% $135.528 99.443852 2.51 07/29/09 $39.000 2.689% 2.000% 31.16% $130.297 99.702444 1.92 06/24/09 $37.000 2.700% 2.590% 23.37% $107.080 99.651404 2.58 05/27/09 $35.000 2.310% 2.000% 44.97% $111.003 99.718283 2.32 04/28/09 $35.000 1.940% 1.740% 73.14% $37.566 99.691687 2.22 03/25/09 $34.000 1.849% 1.490% 19.34% $45.246 99.529266 2.02 02/25/09 $32.000 1.985% 1.800% 79.01% $51.195 99.479306 2.21 01/29/09 $30.000 1.820% 1.590% 72.98% $35.042 99.667162 1.98 12/23/08 $28.000 1.539% 1.300% 16.89% $36.648 99.813005 2.06 11/25/08 $26.000 2.110% 1.980% 76.52% $101.401 99.480824 2.44 =============================================================================

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 ============================================================================= 10/30/08 $24.000 2.825% 2.570% 5.01% $82.284 99.652559 2.28 09/25/08 $24.000 3.129% 2.850% 41.34% $105.171 99.981618 1.91 08/28/08 $22.000 3.129% 3.000% 95.36% $124.264 99.981374 2.14 07/24/08 $21.000 3.440% 3.350% 36.65% $99.611 99.703743 2.46 06/26/08 $20.000 3.440% 3.350% 83.47% $91.006 99.703743 2.48 05/29/08 $19.000 3.520% 3.390% 86.36% $118.079 99.908798 1.84 04/24/08 $19.000 3.159% 3.020% 83.87% $49.156 99.843881 1.65 03/27/08 $18.000 2.595% 2.500% 64.38% $47.811 99.557209 1.98 02/28/08 $16.000 2.755% 2.690% 66.26% $77.860 99.976794 2.29 01/29/08 $14.000 2.909% 2.800% 57.39% $81.379 99.842844 2.16 12/27/07 $13.000 3.651% 3.552% 48.77% $85.245 99.882153 2.31 11/29/07 $13.000 3.415% 3.330% 3.17% $117.399 99.817568 2.26 10/25/07 $13.000 3.993% 3.944% 22.85% $108.182 99.469930 2.69 09/27/07 $13.000 4.250% 4.200% 5.26% $118.962 99.999760 2.86 08/30/07 $13.000 4.248% 4.190% 18.43% $197.860 99.451138 2.74 07/26/07 $13.000 4.640% 4.500% 73.09% $121.976 99.933745 2.15 06/27/07 $13.000 4.940% 4.887% 35.38% $187.110 99.714754 2.73 =============================================================================

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 ============================================================================= 05/30/07 $13.000 4.818% 4.752% 10.42% $186.494 99.701026 2.60 04/26/07 $13.000 4.579% 4.533% 90.91% $105.651 99.650503 2.29 03/29/07 $13.000 4.535% 4.470% 18.22% $148.533 99.844593 2.14 02/22/07 $13.000 4.719% 4.667% 57.33% $116.067 99.585650 2.43 01/25/07 $13.000 4.855% 4.796% 92.11% $140.160 99.538790 2.21 12/28/06 $13.000 4.704% 4.656% 82.97% $110.210 99.651392 2.50 11/29/06 $14.000 4.507% 4.440% 75.91% $181.300 99.968974 2.28 10/26/06 $14.000 4.694% 4.620% 46.66% $132.403 99.695653 2.12 09/28/06 $14.000 4.569% 4.500% 8.92% $141.766 99.694413 2.75 08/30/06 $14.000 4.738% 4.694% 77.64% $215.541 99.502144 3.11 07/27/06 $14.000 4.995% 4.920% 6.56% $212.652 99.474808 2.28 06/28/06 $14.000 5.203% 5.150% 8.96% $201.125 99.660453 2.05 05/25/06 $14.000 4.945% 4.879% 28.67% $208.544 99.693242 2.02 04/27/06 $14.000 4.964% 4.895% 15.08% $159.069 99.610037 1.87 03/29/06 $14.000 4.785% 4.707% 18.09% $156.123 99.845985 2.25 02/23/06 $14.000 4.622% 4.550% 56.17% $147.456 99.460872 2.18 01/11/06 $13.000 4.370% 4.290% 26.13% $90.346 99.466250 2.10 =============================================================================

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 ============================================================================= 12/07/05 $13.000 4.435% 4.300% 30.32% $90.399 99.733563 2.38 11/09/05 $13.000 4.525% 4.450% 51.83% $182.763 99.889244 2.61 10/12/05 $13.000 4.270% 4.220% 88.75% $72.985 99.910409 2.75 09/07/05 $13.000 3.902% 3.850% 63.08% $42.635 99.878424 2.61 08/10/05 $13.000 4.223% 4.170% 99.03% $105.693 99.562410 2.92 07/13/05 $13.000 3.970% 3.892% 47.59% $70.139 99.572992 2.37 06/08/05 $14.000 3.705% 3.600% 55.78% $63.532 99.637908 2.60 05/11/05 $15.000 3.890% 3.800% 63.42% $233.926 99.932269 2.47 04/13/05 $15.000 4.046% 3.950% 4.94% $110.164 99.793649 1.86 03/09/05 $15.000 4.080% 4.000% 93.47% $102.181 99.641447 2.58 02/09/05 $15.000 3.618% 3.000% 84.07% $100.615 99.464692 2.53 01/12/05 $15.000 3.731% 3.640% 37.67% $73.151 99.520732 2.37 12/08/04 $15.000 3.550% 3.500% 88.03% $108.261 99.772769 2.60 11/09/04 $15.000 3.510% 3.400% 44.54% $211.142 99.954506 2.90 10/06/04 $15.000 3.490% 3.438% 45.72% $101.604 99.476542 2.32 09/08/04 $15.000 3.439% 3.300% 75.85% $93.384 99.708000 2.72 08/11/04 $15.000 3.520% 3.450% 78.17% $184.311 99.909000 2.64 =============================================================================

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 ============================================================================= 07/07/04 $15.000 3.663% 3.590% 52.49% $105.759 99.828000 2.33 06/09/04 $15.000 4.010% 3.882% 14.95% $166.718 99.955000 2.91 05/12/04 $15.000 3.927% 3.890% 6.74% $221.744 99.766000 2.64 04/06/04 $16.000 3.220% 3.170% 52.29% $97.668 99.564000 2.28 03/10/04 $16.000 2.695% 2.600% 57.99% $99.248 99.675000 2.47 02/11/04 $16.000 3.030% 2.970% 23.88% $217.204 99.862000 2.84 01/07/04 $16.000 3.260% 3.200% 90.09% $101.176 99.954000 2.51 12/10/03 $16.000 3.375% 3.299% 24.61% $105.144 100.000000 1.92 11/12/03 $16.000 3.430% 3.300% 65.74% $184.383 99.749000 2.27 10/08/03 $16.000 3.139% 3.074% 57.75% $103.528 99.936000 2.25 09/10/03 $16.000 3.230% 3.150% 97.60% $133.471 99.519000 2.47 08/06/03 $18.000 3.300% 3.200% 35.75% $236.878 99.771000 2.48 06/11/03 $15.000 2.100% 1.900% 46.80% $53.852 102.437000 1.81 05/07/03 $18.000 2.680% 2.610% 98.89% $166.397 99.744000 2.09 02/11/03 $24.000 3.029% 2.900% 71.96% $237.378 99.866000 1.42 11/05/02 $22.000 3.030% 2.945% 56.30% $171.044 99.862000 1.96 08/06/02 $22.000 3.348% 3.230% 82.67% $394.251 99.552000 1.76 =============================================================================

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 ============================================================================= 05/07/02 $22.000 4.475% 4.395% 71.82% $499.802 99.556000 1.72 02/05/02 $15.625 4.254% 4.160% 11.31% $241.519 96.780000 1.48 11/06/01 $16.000 3.617% 3.550% 93.14% $198.580 99.469000 2.18 08/07/01 $11.000 4.670% 4.600% 95.66% $178.177 99.797000 2.15 05/08/01 $13.000 4.660% 4.614% 14.06% $356.332 99.845000 2.03 02/06/01 $11.000 4.904% 4.840% 12.00% $323.798 103.527000 2.00 11/07/00 $12.000 5.870% 5.790% 12.00% $370.502 99.486000 1.74 08/08/00 $10.004 6.060% 5.990% 78.00% $532.092 102.787000 3.06 05/09/00 $12.002 6.789% 6.700% 22.00% $723.287 99.837000 1.98 02/08/00 $12.000 6.741% 6.650% 98.00% $608.167 96.505000 1.90 11/09/99 $15.001 5.888% 5.810% 90.00% $512.560 99.944000 1.85 08/10/99 $15.004 6.014% 5.949% 71.00% $576.824 99.940000 1.85 05/11/99 $15.001 5.367% 5.279% 75.00% $510.169 99.493000 1.74 02/09/99 $15.003 4.767% 4.700% 14.00% $377.575 99.925000 1.83 11/03/98 $16.002 4.340% 4.250% 31.00% $293.700 99.599000 1.80 08/11/98 $16.001 5.327% 5.250% 8.00% $460.000 99.665000 1.91 06/24/98 $11.001 5.454% 5.400% 91.00% $271.700 99.658000 2.39 =============================================================================

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 ============================================================================= 05/28/98 $11.000 5.575% 5.500% 79.00% $310.800 99.676000 2.65 04/29/98 $11.000 5.795% 5.710% 17.00% $313.500 99.807000 2.38 03/25/98 $11.013 5.620% 5.550% 59.00% $329.600 99.483000 2.05 02/25/98 $11.000 5.605% 5.550% 31.00% $309.600 99.547000 2.72 01/28/98 $11.001 5.558% 5.480% 25.00% $396.800 99.749000 2.07 12/23/97 $11.002 5.685% 5.600% 87.00% $292.800 99.742000 2.63 11/25/97 $11.003 5.769% 5.730% 40.00% $311.100 99.918000 2.98 10/29/97 $11.003 5.830% 5.791% 2.00% $311.900 99.657000 2.25 09/24/97 $11.504 5.960% 5.900% 39.00% $377.500 99.637000 2.96 08/27/97 $11.501 6.253% 6.190% 76.00% $440.400 99.987000 2.33 07/23/97 $11.501 6.024% 5.950% 87.00% $473.800 99.898000 2.88 06/25/97 $11.500 6.298% 6.250% 87.00% $549.200 99.797000 3.19 05/29/97 $12.001 6.616% 6.500% 37.00% $738.000 99.513000 2.78 04/23/97 $12.506 6.745% 6.690% 81.00% $667.000 99.498000 2.58 03/26/97 $12.515 6.660% 6.490% 29.00% $644.000 99.853000 2.54 02/26/97 $12.503 6.359% 6.260% 37.00% $499.000 99.539000 2.11 01/23/97 $12.503 6.325% 6.273% 73.00% $632.000 99.683000 2.42 =============================================================================

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 ============================================================================= 12/19/96 $12.508 6.165% 6.110% 27.00% $412.000 99.830000 2.79 11/20/96 $12.504 5.950% 5.850% 42.00% $310.000 99.680000 2.86 10/23/96 $12.501 6.325% 6.240% 55.00% $326.000 99.683000 2.33 09/26/96 $12.502 6.409% 6.350% 3.00% $477.000 99.856000 2.57 08/28/96 $12.502 6.568% 5.530% 86.00% $534.000 99.715000 2.13 07/24/96 $12.510 6.625% 6.537% 9.00% $512.000 100.000000 2.16 06/26/96 $12.501 6.674% 6.620% 50.00% $657.000 99.795000 2.35 05/30/96 $12.501 6.565% 6.500% 22.00% $559.000 99.727000 2.60 04/24/96 $12.500 6.279% 6.200% 61.00% $404.000 99.877000 2.37 04/09/96 $12.006 6.415% 6.350% 53.00% $604.000 99.832000 2.60 02/28/96 $12.003 5.680% 5.600% 77.00% $327.000 99.763000 2.17 01/01/96 $12.005 5.360% 5.260% 35.00% $341.000 99.523000 2.22 12/21/95 $12.015 5.550% 5.500% 13.00% $169.000 99.784000 2.56 11/29/95 $12.002 5.625% 5.550% 9.00% $222.000 100.000000 2.62 10/26/95 $11.528 5.810% 5.740% 8.00% $247.000 99.743000 2.76 09/27/95 $11.500 6.141% 6.080% 67.00% $272.000 99.932000 2.35 08/23/95 $11.503 6.370% 6.320% 44.00% $322.000 99.493000 2.40 =============================================================================

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 ============================================================================= 07/26/95 $11.501 6.219% 6.180% 96.00% $287.000 99.601000 2.63 06/28/95 $11.505 5.905% 5.850% 51.00% $242.000 99.872000 2.83 05/24/95 $11.502 6.250% 6.180% 94.00% $330.000 100.000000 2.53 04/26/95 $11.502 6.815% 6.771% 43.00% $477.000 99.729000 3.01 03/29/95 $11.002 6.994% 6.900% 37.00% $649.000 99.505000 2.17 02/23/95 $11.001 7.125% 7.070% 91.00% $952.000 100.000000 2.47 01/25/95 $11.000 7.790% 7.740% 88.00% $1,172.000 99.837000 2.99 12/22/94 $11.011 7.850% 7.760% 42.00% $918.000 99.593000 2.22 11/22/94 $11.016 7.810% 7.750% 78.00% $798.000 99.756000 2.99 10/26/94 $11.019 7.550% 7.450% 95.00% $692.000 99.795000 3.00 09/28/94 $11.009 7.180% 7.000% 90.00% $906.000 99.772000 3.29 08/24/94 $11.012 6.910% 6.850% 5.00% $809.000 99.854000 3.22 07/27/94 $11.014 6.980% 6.900% 56.00% $785.000 99.563000 2.56 06/22/94 $11.013 6.770% 6.700% 19.00% $856.000 99.916000 2.75 05/25/94 $11.007 6.780% 6.690% 35.00% $750.000 99.875000 2.87 04/28/94 $11.004 6.600% 6.500% 24.00% $721.000 99.580000 2.13 03/23/94 $11.003 5.910% 5.760% 62.00% $671.000 99.850000 2.56 02/24/94 $11.021 5.610% 5.550% 94.00% $516.000 99.526000 2.85 01/26/94 $12.029 5.100% 5.000% 38.00% $566.000 99.564000 2.38 ============================================================================= 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:Terry Barrett

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