米財務省:30年債入札過去データ(表)

【記者:Ainhoa Goyeneche】

7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。

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             発行額     最高落札  応札最低  最高利回                応札
入札日      (10億ドル)    利回り    利回り  応札割合      価格      倍率
=====================================================================================
07/12/12       $13.000    2.580%    2.436%    40.64%  108.697683    2.70
06/14/12       $13.000    2.720%    2.618%    32.38%  105.703794    2.40
05/10/12       $16.000    3.090%    2.970%    63.81%   98.248216    2.73
04/12/12       $13.000    3.230%    3.100%    23.17%   97.993453    2.76
03/14/12       $13.000    3.383%    3.200%    74.55%   95.165202    2.70
02/09/12       $16.000    3.240%    3.000%    98.13%   97.803940    2.47
01/12/12       $13.000    2.985%    2.800%    69.80%  102.746849    2.60
12/14/11       $13.000    2.925%    2.815%    98.64%  103.966337    3.05
11/10/11       $16.000    3.199%    2.970%    24.17%   98.579514    2.40
10/13/11       $13.000    3.120%    3.000%    84.23%  112.166894    2.94
09/14/11       $13.000    3.310%    3.240%    74.48%  108.310327    2.85
08/11/11       $16.000    3.750%    3.537%    41.74%  100.000000    2.08
=====================================================================================
             発行額     最高落札  応札最低  最高利回                応札
入札日      (10億ドル)    利回り    利回り  応札割合      価格      倍率
=====================================================================================
07/14/11       $13.000    4.198%    4.100%     1.61%  102.985551    2.80
06/09/11       $13.000    4.238%    4.100%    17.21%  102.304368    2.63
05/12/11       $16.000    4.380%    4.230%    62.12%   99.916711    2.43
04/14/11       $13.000    4.531%    4.400%    34.31%  103.552179    2.83
03/10/11       $13.000    4.569%    4.459%    45.51%  102.929408    3.02
02/10/11       $16.000    4.750%    4.600%    66.45%  100.000000    2.51
01/13/11       $13.000    4.515%    4.150%    40.45%   95.669689    2.67
12/09/10       $13.000    4.410%    4.320%    36.49%   97.349324    2.74
11/10/10       $16.000    4.320%    4.100%    82.04%   98.829162    2.31
10/14/10       $13.000    3.852%    3.700%    21.59%  100.397647    2.49
09/09/10       $13.000    3.820%    3.690%    59.64%  100.970530    2.73
08/12/10       $16.000    3.954%    3.800%    55.98%   98.619129    2.77
07/14/10       $13.000    4.080%    3.970%    39.23%  105.053815    2.89
06/10/10       $13.000    4.182%    4.080%    84.84%  103.270808    2.87
05/13/10       $16.000    4.490%    4.356%    72.22%   98.114367    2.60
04/08/10       $13.000    4.770%    4.650%    30.96%   97.692939    2.73
03/11/10       $13.000    4.679%    4.580%    82.80%   99.128159    2.89
=====================================================================================
             発行額     最高落札  応札最低  最高利回                応札
入札日      (10億ドル)    利回り    利回り  応札割合      価格      倍率
=====================================================================================
02/11/10       $16.000    4.720%    4.536%    61.57%   98.483611    2.36
01/14/10       $13.000    4.640%    4.500%    27.21%   95.731167    2.68
12/10/09       $13.000    4.520%    4.310%    40.62%   97.627644    2.45
11/12/09       $16.000    4.469%    4.284%    18.01%   98.454984    2.26
10/08/09       $12.000    4.009%    3.825%    27.53%  108.490231    2.37
09/10/09       $12.000    4.238%    4.100%    85.35%  104.412534    2.92
08/13/09       $15.000    4.541%    4.392%    16.77%   99.331386    2.54
07/09/09       $11.000    4.303%    4.150%    67.88%   99.104142    2.36
06/11/09       $11.000    4.720%    4.599%    83.46%   92.501690    2.68
05/07/09       $14.000    4.288%    4.086%    57.15%   99.361980    2.14
03/12/09       $11.000    3.640%    3.490%    22.68%   97.456658    2.40
02/12/09       $14.000    3.540%    3.300%    45.13%   99.264139    2.02
11/13/08       $10.000    4.310%    4.095%    83.20%  103.154521    2.07
08/07/08       $10.000    4.609%    4.550%    59.02%   98.231860    2.40
05/08/08        $6.000    4.599%    4.500%    21.13%   96.375954    2.69
02/07/08        $9.000    4.449%    4.340%    61.11%   98.780998    1.82
11/08/07        $5.000    4.666%    4.570%    16.55%  105.322155    2.98
=====================================================================================
             発行額     最高落札  応札最低  最高利回                応札
入札日      (10億ドル)    利回り    利回り  応札割合      価格      倍率
=====================================================================================
08/09/07        $9.000    5.059%    4.900%    76.79%   99.081933    1.57
05/10/07        $5.000    4.838%    4.770%    21.86%   98.605471    1.97
02/08/07        $9.000    4.812%    4.770%    42.36%   99.020970    2.46
08/10/06       $10.000    5.080%    4.990%    38.21%   91.181992    1.77
02/09/06       $14.000    4.530%    4.475%    51.17%   99.510492    2.05
08/09/01        $5.000    5.520%    5.400%     7.10%   97.900000    2.16
02/08/01       $10.004    5.460%    5.390%       80%      98.753    1.95
08/10/00        $5.001    5.697%    5.650%       68%     107.860    3.71
02/10/00       $10.001    6.340%    6.100%       51%      98.771    1.33
08/12/99       $10.001    6.144%    6.049%       68%      99.741    2.22
02/11/99       $10.009    5.298%    5.220%       32%      99.282    2.05
11/05/98       $10.001    5.300%    5.180%       51%      99.253    1.63
08/13/98       $10.003    5.598%    5.587%        7%      98.697    2.49
02/12/98       $10.007    5.830%       n/a       92%     104.238    2.12
11/06/97       $10.003    6.207%       n/a       44%      98.970    2.82
08/07/97       $10.003    6.452%       n/a        4%      99.076    2.66
02/13/97       $10.004    6.660%       n/a       35%      99.804    2.42
=====================================================================================
             発行額     最高落札  応札最低  最高利回                応札
入札日      (10億ドル)    利回り    利回り  応札割合      価格      倍率
=====================================================================================
11/07/96       $10.000    6.625%       n/a       51%      98.457    2.68
08/08/96       $10.001    6.778%       n/a       61%      99.770    2.26
02/08/96       $12.001    6.130%       n/a       81%      98.374    2.06
08/10/95       $11.500    6.909%       n/a       67%      99.610    2.38
02/09/95       $11.017    7.660%       n/a       78%      99.708    2.72
08/11/94       $11.006    7.590%       n/a       72%      99.256    1.96
02/10/94       $11.051    6.430%       n/a       83%      97.633    2.78
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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