米財務省:3年債入札過去データ(表)

米財務省が過去に実施した入札結果 の詳細は次の通り。

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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
====================================================================================
03/12/12      $32.000    0.456%    0.358%    94.55%      $33.963   99.758927    3.44
02/07/12      $32.000    0.347%    0.250%    12.68%      $37.618   99.710759    3.30
01/10/12      $32.000    0.370%    0.276%    44.86%      $32.083   99.642968    3.73
12/12/11      $32.000    0.352%    0.256%     7.09%      $48.752   99.695876    3.62
11/08/11      $32.000    0.379%    0.289%    59.46%      $42.648   99.988079    3.41
10/11/11      $32.000    0.544%    0.410%    31.18%      $28.316   99.869476    3.30
09/12/11      $32.000    0.334%    0.249%    81.11%      $26.394   99.749466    3.15
08/09/11      $32.000    0.500%    0.396%    29.50%      $15.218  100.000000    3.29
07/12/11      $32.000    0.670%    0.578%    31.73%      $39.200   99.866569    3.22
06/07/11      $32.000    0.765%    0.657%    74.36%      $20.074   99.955596    3.28
05/10/11      $32.000    1.000%    0.882%    20.92%      $25.875   99.999987    3.29
04/12/11      $32.000    1.280%    1.192%    76.10%      $45.855   99.911982    3.25
====================================================================================
            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
====================================================================================
03/08/11      $32.000    1.298%    1.197%    31.72%      $60.047   99.859215    3.22
02/08/11      $32.000    1.349%    1.243%    23.20%      $66.361   99.709887    3.01
01/11/11      $32.000    1.027%    0.928%    41.70%      $40.583   99.920611    3.06
12/07/10      $32.000    0.862%    0.728%    67.03%      $30.938   99.669011    2.91
11/08/10      $32.000    0.575%    0.470%    40.86%      $49.680   99.777247    3.26
10/12/10      $32.000    0.569%    0.459%    45.87%      $30.309   99.795046    2.95
09/07/10      $33.000    0.790%    0.691%    25.34%      $38.912   99.881642    3.21
08/10/10      $34.000    0.844%    0.738%    53.42%      $91.682   99.722358    3.31
07/12/10      $35.000    1.055%    0.947%    72.43%      $59.822   99.838004    3.20
06/08/10      $36.000    1.220%    1.098%    58.71%      $76.112   99.720987    3.23
05/11/10      $38.000    1.414%    1.307%    22.27%     $226.150   99.885991    3.27
04/06/10      $40.000    1.776%    1.670%    44.71%        $58.4   99.924368    3.10
03/09/10      $40.000    1.437%    1.340%    15.66%        $70.5   99.818589    3.13
02/09/10      $40.000    1.377%    1.200%    26.75%     $156.715   99.994122    2.83
01/12/10      $40.000    1.490%    1.388%    79.20%      $81.871   99.663820    2.98
12/08/09      $40.000    1.223%    1.030%    50.40%      $74.604   99.712191    2.98
11/09/09      $40.000    1.404%    1.250%    38.42%     $175.856   99.915148    3.33
====================================================================================
            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
====================================================================================
10/06/09      $39.000    1.445%    1.320%    61.96%      $71.645   99.795210    2.76
09/08/09      $38.000    1.487%    1.350%    54.60%      $81.006   99.672573    3.02
08/11/09      $37.000    1.780%    1.600%    13.08%     $204.836   99.912808    2.89
07/07/09      $35.000    1.519%    1.370%    76.31%      $72.643   99.944485    2.62
06/09/09      $35.000    1.960%    1.800%    52.27%      $92.042   99.753523    2.82
05/05/09      $35.000    1.473%    1.260%    43.00%     $204.770   99.713432    2.66
04/08/09      $35.000    1.385%    1.190%    29.55%      $38.526   99.970714    2.42
03/10/09      $34.000    1.489%    1.330%    10.54%      $99.458   99.667005    2.26
02/10/09      $32.000    1.419%    1.300%    61.41%      $97.593   99.871395    2.67
01/07/09      $30.000    1.200%    1.000%    47.24%      $35.016   99.779650    2.21
12/10/08      $28.000    1.245%    0.960%    64.62%      $56.488   99.647715    2.15
11/10/08      $25.000    1.800%    1.600%    21.59%      $20.200   99.854788    3.07
05/07/07      $14.000    4.574%    4.500%    90.24%     $391.341   99.794740    2.39
02/06/07      $16.000    4.800%    4.770%    88.26%     $302.687   99.861835    2.97
11/08/06      $19.000    4.666%    4.593%     1.91%     $326.450   99.886450    2.27
08/07/06      $21.000    4.898%    4.840%    35.37%     $321.593   99.936548    2.14
05/09/06      $21.000    4.995%    4.939%     4.99%     $394.976   99.669485    2.31
====================================================================================
            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  (100万ドル)      価格      倍率
====================================================================================
02/07/06      $21.000    4.595%    4.538%    44.01%     $181.989   99.736583    2.03
11/08/05      $18.000    4.458%    4.410%    89.08%     $437.142   99.769326    2.42
08/08/05      $18.000    4.204%    4.150%    52.42%     $161.331   99.779503    2.31
05/10/05      $22.000    3.821%    3.650%    87.52%     $494.305   99.800526    2.38
02/08/05      $22.000    3.470%    3.000%    26.30%     $162.923   99.731536    2.01
11/08/04      $22.000    3.090%    3.020%    71.02%     $357.634   99.744019    2.24
08/09/04      $22.000    2.842%    2.798%    59.56%     $276.025   99.737000    2.02
05/11/04      $24.000    3.199%    3.140%    17.22%     $317.436   99.790000    2.08
02/10/04      $24.000    2.330%    2.200%    44.85%     $277.515   99.770000    2.27
11/10/03      $24.000    2.625%    2.500%    19.92%     $212.114  100.000000    2.11
08/05/03      $24.000    2.422%    2.250%    65.84%     $278.013   99.865000    1.32
05/06/03      $22.000    2.009%    1.800%    43.18%     $144.034   99.974000    1.96
05/12/98      $10.006    5.633%    5.620%    41.00%     $591.477   99.962000    3.17
02/10/98      $13.023    5.414%    5.404%    87.00%     $803.700   99.876000    2.53
11/04/97      $14.014    5.762%    5.755%    92.00%     $622.600   99.950000    2.47
08/05/97      $16.007    6.041%    6.034%    17.00%     $931.000   99.873000    2.45
05/06/97      $17.001    6.438%    6.430%    13.00%     $967.000   99.801000    2.08
====================================================================================
            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
====================================================================================
02/11/97      $17.754    5.997%    5.990%    23.00%     $713.000   99.649000    2.22
11/05/96      $18.501    5.879%    5.872%    10.00%     $564.000   99.962000    2.28
08/06/96      $19.007    6.118%    6.110%    12.00%     $621.000   99.665000    2.30
05/07/96      $19.011    6.390%    6.350%    28.00%     $876.000   99.933000    2.03
02/06/96      $18.506    5.043%    5.037%    51.00%     $857.000   99.873000    2.67
11/20/95      $18.081    5.549%    5.543%   100.00%     $756.000   99.865000    2.94
08/08/95      $18.003    5.997%    5.950%    14.00%     $848.000   99.610000    2.09
05/09/95      $17.508    6.165%    6.140%    40.00%     $805.000   99.798000    1.98
02/07/95      $17.123    7.340%    7.300%    93.00%   $1,570.000   99.762000    2.74
11/08/94      $17.158    7.410%    7.400%    21.00%   $1,056.000   99.881000    2.89
08/09/94      $17.015    6.610%    6.590%    45.00%   $1,318.000   99.678000    2.59
05/10/94      $17.100    6.540%    6.540%    44.00%   $1,452.000   99.866000    2.82
02/08/94      $17.116    4.830%    4.820%    64.00%     $846.000   99.779000    2.66
11/09/93      $17.008    4.440%    4.420%    61.00%     $923.000   99.764000    1.97
08/10/93      $16.668    4.490%    4.480%    68.00%     $887.000   99.681000     n/a
05/11/93      $16.165    4.270%    4.250%    50.00%     $994.000   99.944000     n/a
02/09/93      $15.651    4.730%    4.710%    40.00%     $876.000   99.710000     n/a
====================================================================================
            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
====================================================================================
11/09/92      $15.557    5.170%    5.160%    90.00%     $530.000   99.849000     n/a
08/11/92      $15.012    4.690%    4.680%    27.00%     $807.000   99.793000     n/a
05/05/92      $15.086    5.960%    5.950%     7.00%   $1,007.000   99.743000     n/a
02/11/92      $15.016    5.540%    5.510%    32.00%     $839.000   99.864000     n/a
11/05/91      $14.000    6.000%    5.970%    66.00%     $852.000   99.919000     n/a
08/06/91      $14.089    6.920%    6.900%    17.00%     $105.300   99.853000     n/a
05/07/91      $13.560    7.090%    7.070%    59.00%     $108.000   99.761000     n/a
02/05/91      $12.648    6.980%    6.970%    61.00%     $769.000   99.720000     n/a
11/06/90      $12.602    7.780%    7.780%    13.00%   $1,031.000   99.895000     n/a
08/07/90      $11.533    8.100%    8.080%    94.00%     $973.000   99.738000     n/a
05/08/90      $10.574    8.740%    8.730%    13.00%     $244.800   99.676000     n/a
02/06/90          n/a    8.430%    8.420%    12.00%          n/a   99.831000     n/a
11/09/89          n/a    7.770%    7.760%     4.00%          n/a   99.921000     n/a
08/08/89          n/a    7.930%    7.920%     9.00%          n/a   99.829000     n/a
05/09/89          n/a    9.120%    9.110%    75.00%          n/a   99.691000     n/a
02/07/89          n/a    9.180%    9.170%    26.00%          n/a   99.833000     n/a
11/08/88          n/a    8.590%    8.580%     3.00%          n/a   99.740000     n/a
====================================================================================
            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
====================================================================================
08/09/88          n/a    8.770%    8.760%    95.00%          n/a   99.948000     n/a
05/10/88          n/a    8.230%    8.210%    30.00%          n/a   99.699000     n/a
02/02/88          n/a    7.420%    7.400%    92.00%          n/a   99.855000     n/a
11/03/87          n/a    8.030%    8.000%    23.00%          n/a   99.869000     n/a
08/11/87          n/a    7.940%    7.930%    83.00%          n/a   99.830000     n/a
05/05/87          n/a    7.910%    7.880%    26.00%          n/a   99.829000     n/a
02/03/87          n/a    6.540%    6.530%    69.00%          n/a   99.893000     n/a
11/04/86          n/a    6.420%    6.420%    49.00%          n/a   99.879000     n/a
08/05/86          n/a    6.730%    6.690%    77.00%          n/a   99.692000     n/a
05/06/86          n/a    6.970%    6.940%     8.00%          n/a   99.720000     n/a
02/04/86          n/a    8.110%    8.070%    92.00%          n/a   99.635000     n/a
11/19/85          n/a    8.740%    8.680%    83.00%          n/a   99.679000     n/a
08/06/85          n/a    9.530%    9.510%    59.00%          n/a   99.898000     n/a
05/07/85          n/a   10.000%    9.980%    46.00%          n/a   99.924000     n/a
02/05/85          n/a   10.400%   10.380%    40.00%          n/a   99.937000     n/a
11/05/84          n/a   11.010%   11.000%    28.00%          n/a   99.925000     n/a
08/07/84          n/a   12.460%   12.420%    25.00%          n/a   99.744000     n/a
====================================================================================
            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
====================================================================================
05/08/84          n/a   12.540%   12.530%    67.00%          n/a   99.902000     n/a
02/07/84          n/a   10.960%   10.940%    94.00%          n/a   99.788000     n/a
11/07/83          n/a   11.110%   11.000%    50.00%          n/a   99.701000     n/a
08/02/83          n/a   11.430%   11.380%    96.00%          n/a   99.789000     n/a
05/03/83          n/a    9.480%    9.450%    58.00%          n/a   99.706000     n/a
02/01/83          n/a    9.980%    9.900%     6.00%          n/a   99.632000     n/a
11/03/82          n/a    9.860%    9.700%    61.00%          n/a   99.619000     n/a
08/03/82          n/a   13.170%   13.000%    66.00%          n/a   99.771000     n/a
05/04/82          n/a   14.170%   14.160%    29.00%          n/a   99.846000     n/a
02/02/82          n/a   14.630%   14.570%    30.00%          n/a   99.894000     n/a
11/02/81          n/a   14.430%   14.360%    47.00%          n/a   99.799000     n/a
05/05/81          n/a   15.810%   15.790%    31.00%          n/a   99.838000     n/a
====================================================================================
注:米国債は単一価格(ダッチ)方式を採用。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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