米財務省:10年物インフレ連動債入札過去データ(表)

【記者:Chris Middleton】

7月19日(ブルームバーグ)-- 米財務省が過去に実施した10年物 インフレ連動債入札結果(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
================================================================================
07/19/12    $15.000   -0.637%   -0.836%   27.74%     $66.700  107.779708   2.62
05/17/12    $13.000   -0.391%   -0.455%   86.03%     $23.091  106.458589   3.01
03/22/12    $13.000   -0.089%   -0.210%   42.40%     $45.020  102.226025   2.81
01/19/12    $15.000   -0.046%   -0.170%   53.49%    $137.365  101.661834   2.91
11/17/11    $11.000    0.099%   -0.107%    6.08%     $22.417  105.733846   2.64
09/22/11    $11.000    0.078%   -0.100%   48.46%     $40.765  105.582684   2.61
07/21/11    $13.000    0.639%    0.500%   20.04%     $96.088  100.076731   2.62
05/19/11    $11.000    0.887%    0.699%   96.61%     $64.765  104.359972   2.66
03/24/11    $11.000    0.920%    0.490%   77.76%     $68.150  102.584550   2.97
01/20/11    $13.000    1.170%    0.800%   30.64%    $157.796   99.599898   2.37
11/04/10    $10.000    0.409%    0.188%   86.68%     $43.009  108.103581   2.91
09/02/10    $10.000    1.019%    0.845%   24.86%     $62.146  102.109188   2.80
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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
================================================================================
07/08/10    $12.000    1.295%    1.163%   43.46%    $148.314   99.579194   2.88
04/05/10     $8.000    1.709%    1.571%   49.67%    $117.396   97.219605   3.43
01/11/10    $10.000    1.430%    1.230%   95.63%    $272.532   99.489212   2.65
10/05/09     $7.000    1.510%    1.350%   14.26%    $153.878  104.288697   3.12
07/06/09     $8.000    1.920%    1.630%   23.38%    $258.912   99.592335   2.51
04/07/09     $6.000    1.589%    0.850%   46.54%    $285.246  103.325496   2.25
01/06/09     $8.000    2.245%    1.500%   64.99%    $261.409   98.930505   2.48
10/08/08     $6.000    2.850%    2.359%   73.90%     $77.893   89.111177   2.22
07/10/08     $8.000    1.485%    1.300%   55.02%     $88.011   98.981282   1.83
04/10/08     $6.000    1.250%    1.150%   71.42%     $57.484  104.353623   2.11
01/10/08     $8.000    1.655%    1.490%   89.92%     $96.141   99.724557   1.90
10/11/07     $6.000    2.360%    2.250%    3.41%     $37.813  102.721944   2.05
07/12/07     $8.000    2.749%    2.650%   22.64%     $70.881   98.942199   1.97
04/12/07     $6.000    2.284%    2.160%   42.41%     $27.046  101.434007   1.88
01/11/07     $9.000    2.449%    2.350%   58.08%     $57.501   99.342280   1.67
10/12/06     $8.000    2.426%    2.300%   40.57%     $29.871  101.503690   2.09
07/13/06     $9.000    2.550%    2.000%   88.43%     $97.985   99.593010   1.76
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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
================================================================================
04/12/06     $8.000    2.409%    2.000%   32.48%     $69.655   96.480271   1.95
01/12/06     $9.000    2.025%    1.001%   86.56%     $84.820   99.722833   1.85
10/13/05     $8.000    1.979%    1.000%   87.70%     $52.321   99.796392   2.11
07/14/05     $9.000    1.939%    1.750%    7.24%     $71.091   99.420765   1.68
04/14/05     $9.000    1.750%    1.590%    9.01%     $48.095   99.020489   1.97
01/13/05    $10.000    1.725%    1.000%   87.22%    $165.658   99.090640   1.88
10/07/04     $9.000    1.885%    1.600%   25.09%     $38.987  101.525704   2.44
07/08/04    $10.000    2.020%    1.898%   67.46%    $121.882   99.820000   1.89
04/07/04     $9.000    1.809%    1.490%   30.62%    $165.558  102.189000   1.78
01/08/04    $12.000    2.019%    1.850%   67.02%    $247.691   99.829000   1.95
10/09/03     $9.000    2.229%    2.000%   80.70%    $147.301   97.201000   2.25
07/09/03    $11.000    1.999%    1.950%   85.08%    $439.871   98.881000   2.18
01/08/03     $6.000    2.340%    2.220%   99.38%    $199.065  106.474000   2.22
10/07/02     $7.000    2.260%    2.067%   72.92%     $99.870  106.777000   1.36
07/10/02     $9.000    3.099%    3.000%   81.62%    $285.905   99.154000   2.43
01/09/02     $6.000    3.480%    3.358%   91.98%    $191.667   99.120000   2.39
07/11/01     $5.000    3.500%    3.430%   86.09%    $111.268  101.863000   1.90
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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
================================================================================
01/10/01     $6.000    3.522%    3.370%   17.00%     $78.604   99.818000   1.68
07/12/00     $5.002    4.030%    3.880%   52.00%     $47.639  103.539000   2.35
01/12/00     $6.001    4.338%    4.200%   30.00%     $81.777   99.298000   3.07
07/07/99     $7.000    4.040%    3.920%   88.00%     $43.691  100.033000   2.10
01/06/99     $8.006    3.898%    3.850%  100.00%     $57.029   99.811000   3.12
10/07/98     $8.001    3.650%    3.250%   88.00%     $23.808  100.869000   1.92
01/08/98     $8.009    3.730%    3.580%   73.00%     $37.711   99.130000   2.94
04/08/97     $8.003    3.650%    3.450%   46.00%     $36.000   98.307000    n/a
01/29/97     $7.003    3.449%    3.200%   75.00%    $157.000   99.482000    n/a
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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

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