米財務省:30年債入札過去データ(表)

【記者:Chris Middleton】

1月13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。

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             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
=====================================================================================
01/13/11       $13.000    4.515%    4.150%    40.45%      $12.440   95.669689    2.67
12/09/10       $13.000    4.410%    4.320%    36.49%      $24.946   97.349324    2.74
11/10/10       $16.000    4.320%    4.100%    82.04%      $34.635   98.829162    2.31
10/14/10       $13.000    3.852%    3.700%    21.59%      $12.112  100.397647    2.49
09/09/10       $13.000    3.820%    3.690%    59.64%      $14.296  100.970530    2.73
08/12/10       $16.000    3.954%    3.800%    55.98%      $53.471   98.619129    2.77
07/14/10       $13.000    4.080%    3.970%    39.23%      $14.874  105.053815    2.89
06/10/10       $13.000    4.182%    4.080%    84.84%      $25.971  103.270808    2.87
05/13/10       $16.000    4.490%    4.356%    72.22%      $29.612   98.114367    2.60
04/08/10       $13.000    4.770%    4.650%    30.96%      $13.409   97.692939    2.73
03/11/10       $13.000    4.679%    4.580%    82.80%      $21.087   99.128159    2.89
02/11/10       $16.000    4.720%    4.536%    61.57%      $19.911   98.483611    2.36
=====================================================================================
             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
=====================================================================================
01/14/10       $13.000    4.640%    4.500%    27.21%      $17.460   95.731167    2.68
12/10/09       $13.000    4.520%    4.310%    40.62%      $18.140   97.627644    2.45
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
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
=====================================================================================
             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
=====================================================================================
05/10/07        $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
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
=====================================================================================
             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
=====================================================================================
08/08/96       $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。

出所:: 米国 財務省

--編集:Yamahiro, Tanzi

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