米財務省:7年債入札過去データ(表)

【記者:Alex Tanzi】

3月28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
====================================================================================
03/28/13       $29.000    1.248%    1.145%    51.82%     $11.493    99.178276   2.56
02/27/13       $29.000    1.260%    1.170%    73.75%      $6.846    99.933199   2.65
01/30/13       $29.000    1.416%    1.300%    32.49%     $10.545    99.727681   2.60
12/19/12       $29.000    1.233%    1.149%    92.81%     $28.293    99.277836   2.72
11/29/12       $29.000    1.045%    0.957%    99.60%     $10.591    99.697008   2.81
10/25/12       $29.000    1.267%    1.160%    15.85%      $7.600    99.886468   2.56
09/27/12       $29.000    1.055%    0.950%    82.60%      $6.149    99.629938   2.61
08/30/12       $29.000    1.081%    0.985%    33.82%      $7.746    99.455337   2.80
07/26/12       $29.000    0.954%    0.840%    96.12%      $8.032    99.466290   2.64
06/28/12       $29.000    1.075%    0.950%    54.05%      $7.654    99.495918   2.64
05/24/12       $29.000    1.203%    1.000%    91.24%      $9.173    99.477861   2.80
04/26/12       $29.000    1.347%    1.250%    64.06%     $11.980    99.354100   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
====================================================================================
03/29/12       $29.000    1.590%    1.467%    22.14%     $12.741    99.406396   2.72
02/23/12       $29.000    1.418%    1.345%    31.54%     $19.770    99.714418   3.11
01/26/12       $29.000    1.359%    1.197%    77.18%     $26.005    99.274515   2.73
12/21/11       $29.000    1.430%    1.300%    74.67%     $14.033    99.635210   2.68
11/23/11       $29.000    1.415%    1.296%    32.00%     $20.290    99.734313   3.20
10/27/11       $29.000    1.791%    1.600%    59.51%     $13.564    99.731389   2.59
09/29/11       $29.000    1.496%    1.330%     3.77%     $13.801    99.198680   3.02
08/25/11       $29.000    1.580%    1.449%    79.88%     $28.914    99.471828   2.76
07/28/11       $29.000    2.280%    2.097%    72.00%     $13.060    99.806914   2.63
06/29/11       $29.000    2.430%    2.285%    23.98%     $16.610    99.647922   2.62
05/26/11       $29.000    2.429%    2.330%    43.21%     $19.056    99.654311   3.24
04/28/11       $29.000    2.712%    2.566%    22.94%     $10.428    99.448900   2.63
03/30/11       $29.000    2.895%    2.769%    93.86%     $35.344    99.874094   2.79
02/24/11       $29.000    2.854%    2.736%    75.76%     $20.640    99.344326   2.86
01/27/11       $29.000    2.744%    2.637%    95.59%     $17.203    99.246792   2.85
12/29/10       $29.000    2.830%    2.736%    80.16%     $31.790    99.495202   2.86
11/24/10       $29.000    2.253%    2.100%    40.23%      $8.056    99.980673   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
====================================================================================
10/28/10       $29.000    1.970%    1.860%    23.90%     $14.542    99.381826   3.06
09/29/10       $29.000    1.890%    1.790%    40.21%     $14.830    99.902081   3.04
08/26/10       $29.000    1.989%    1.900%    49.76%     $35.556    99.258493   2.98
07/29/10       $29.000    2.394%    2.268%    25.57%     $57.018    99.878150   2.78
06/24/10       $30.000    2.575%    2.385%    65.69%     $26.386    99.522396   3.01
05/27/10       $31.000    2.815%    2.682%    87.74%     $29.954    99.589671   2.88
04/29/10       $32.000    3.210%    3.096%    93.61%     $35.897    99.470887   2.82
03/25/10       $32.000    3.374%    3.229%    83.04%     $45.865    99.232610   2.61
02/25/10       $32.000    3.078%    2.900%     9.60%     $35.189    99.512216   2.98
01/28/10       $32.000    3.127%    2.970%    36.66%     $23.677    99.987385   2.85
12/30/09       $32.000    3.345%    3.200%    55.69%     $52.063    99.411474   2.72
11/25/09       $32.000    2.835%    2.650%    87.98%     $23.658    99.463748   2.76
10/29/09       $31.000    3.141%    2.850%    46.79%     $33.855    99.899963   2.65
09/24/09       $29.000    3.005%    2.850%    30.22%     $39.507    99.968647   2.79
08/27/09       $28.000    3.092%    2.970%    46.29%     $52.943    99.424898   2.74
07/30/09       $28.000    3.369%    3.210%    91.73%     $49.594    99.263422   2.63
06/25/09       $27.000    3.329%    3.249%    13.17%     $15.195    99.510316   2.82
====================================================================================
             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
====================================================================================
05/28/09       $26.000    3.300%    2.690%    78.32%     $17.679    99.689717   2.26
04/29/09       $26.000    2.630%    2.400%    18.93%      $7.169    99.968223   2.28
03/26/09       $24.000    2.384%    2.000%    10.47%     $10.703    99.942292   2.52
02/26/09       $22.000    2.748%    2.500%    67.47%      $6.988    99.221940   2.11
====================================================================================
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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