米財務省:5年債入札過去データ(表)

【記者:Kristy Scheuble】

7月25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
====================================================================================
07/25/12       $35.000    0.584%    0.470%    12.20%      $25.511   99.586667   2.71
06/27/12       $35.000    0.752%    0.620%    38.63%      $25.242   99.990199   2.61
05/23/12       $35.000    0.748%    0.650%    95.77%      $49.500   99.397464   2.99
04/25/12       $35.000    0.887%    0.792%    11.97%      $22.249   99.941438   3.09
03/28/12       $35.000    1.040%    0.930%    13.62%      $28.644   99.805782   2.85
02/22/12       $35.000    0.900%    0.800%    97.83%      $34.635   99.878039   2.89
01/25/12       $35.000    0.899%    0.800%    55.78%      $36.436   99.882914   3.17
12/20/11       $35.000    0.880%    0.787%    98.48%      $33.251   99.975602   2.86
11/22/11       $35.000    0.937%    0.819%    59.91%      $34.146   99.697840   3.15
10/26/11       $35.000    1.055%    0.975%    57.79%      $28.647   99.732813   2.90
09/28/11       $35.000    1.015%    0.870%    64.28%      $40.098   99.927052   3.04
08/24/11       $35.000    1.029%    0.882%     9.30%      $56.511   99.859020   2.71
====================================================================================
             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
====================================================================================
07/27/11       $35.000    1.580%    1.400%    48.79%      $31.409   99.617012   2.62
06/28/11       $35.000    1.615%    1.470%    35.97%      $37.885   99.449734   2.59
05/25/11       $35.000    1.813%    1.720%     1.56%      $54.807   99.700152   3.20
04/27/11       $35.000    2.124%    1.980%    22.11%     $101.773   99.415214   2.77
03/29/11       $35.000    2.260%    2.123%    11.14%     $121.305   99.952972   2.79
02/23/11       $35.000    2.190%    2.058%    31.65%      $96.263   99.693745   2.69
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
====================================================================================
             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
====================================================================================
02/24/10       $42.000    2.395%    2.280%    32.83%     $127.068   99.906254   2.75
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
====================================================================================
             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
====================================================================================
09/25/08       $24.000    3.129%    2.850%    41.34%     $105.171   99.981618   1.91
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
====================================================================================
             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
====================================================================================
04/26/07       $13.000    4.579%    4.533%    90.91%     $105.651   99.650503   2.29
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
====================================================================================
             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
====================================================================================
11/09/05       $13.000    4.525%    4.450%    51.83%     $182.763   99.889244   2.61
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
====================================================================================
             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
====================================================================================
06/09/04       $15.000    4.010%    3.882%    14.95%     $166.718   99.955000   2.91
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
====================================================================================
             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
====================================================================================
02/05/02       $15.625    4.254%    4.160%    11.31%     $241.519   96.780000   1.48
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
====================================================================================
             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
====================================================================================
04/29/98       $11.000    5.795%    5.710%    17.00%     $313.500   99.807000   2.38
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
====================================================================================
             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
====================================================================================
11/20/96       $12.504    5.950%    5.850%    42.00%     $310.000   99.680000   2.86
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
====================================================================================
             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
====================================================================================
06/28/95       $11.505    5.905%    5.850%    51.00%     $242.000   99.872000   2.83
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
====================================================================================
             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
====================================================================================
01/26/94       $12.029    5.100%    5.000%    38.00%     $566.000   99.564000   2.38
====================================================================================
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