米財務省:5年債入札過去データ(表)

【記者:Chris Middleton】

1月26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
====================================================================================
01/26/11     $35.000   2.041%   1.950%   29.85%    $61.114   99.806052   2.97
12/28/10     $35.000   2.149%   1.980%   40.50%    $75.361   99.886797   2.61
11/23/10     $35.000   1.411%   1.300%    6.37%    $51.146   99.826792   2.65
10/27/10     $35.000   1.330%   1.197%   83.81%    $54.241   99.614432   2.82
09/28/10     $35.000   1.260%   1.171%   64.15%    $86.628   99.951690   2.96
08/25/10     $36.000   1.374%   1.250%   58.31%   $110.450   99.402797   2.83
07/28/10     $37.000   1.796%   1.690%   26.55%   $103.150   99.781106   3.06
06/23/10     $38.000   1.995%   1.800%   18.36%   $124.038   99.431646   2.58
05/26/10     $40.000   2.130%   1.980%   15.05%   $145.377   99.976355   2.71
04/28/10     $42.000   2.540%   2.420%   90.56%   $127.631   99.813289   2.75
03/24/10     $42.000   2.605%   2.450%   29.97%   $120.694   99.510730   2.55
02/24/10     $42.000   2.395%   2.280%   32.83%   $127.068   99.906254   2.75
====================================================================================
             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  (100万ドル)      価格     倍率
====================================================================================
01/27/10     $42.000   2.370%   2.250%   45.09%   $104.171   99.437540   2.80
12/29/09     $42.000   2.665%   2.538%   31.16%   $109.267   99.813909   2.59
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
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
====================================================================================
             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
====================================================================================
08/28/08     $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
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
====================================================================================
             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
====================================================================================
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
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
====================================================================================
             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
====================================================================================
10/12/05     $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
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
====================================================================================
             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
====================================================================================
05/12/04     $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
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
====================================================================================
             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
====================================================================================
11/06/01     $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
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
====================================================================================
             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
====================================================================================
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
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
====================================================================================
             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
====================================================================================
10/23/96     $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
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
====================================================================================
             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
====================================================================================
05/24/95     $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
====================================================================================
             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
====================================================================================
====================================================================================
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:Alex Tanzi

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