米財務省：10年債入札過去データ（表）
【記者:Chris Middleton】
(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。
====================================================================================
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
====================================================================================
10/07/15 $21.000 2.066% 1.945% 25.03% $7.572 99.413043 2.59
09/09/15 $21.000 2.235% 2.100% 68.42% $8.875 97.918678 2.70
08/12/15 $24.000 2.115% 1.950% 38.64% $35.033 98.968752 2.40
07/08/15 $21.000 2.225% 2.120% 22.75% $37.795 99.118448 2.72
06/10/15 $21.000 2.461% 2.396% 59.86% $23.703 97.057688 2.74
05/13/15 $24.000 2.237% 2.190% 96.52% $46.265 99.001405 2.72
04/08/15 $21.000 1.925% 1.840% 74.56% $12.185 100.667141 2.62
03/11/15 $21.000 2.139% 1.990% 43.25% $22.250 98.762062 2.65
02/11/15 $24.000 2.000% 1.900% 88.15% $36.172 99.999892 2.62
01/13/15 $21.000 1.930% 1.810% 57.99% $11.367 102.850862 2.61
12/10/14 $21.000 2.214% 2.100% 94.97% $39.713 100.317269 2.97
11/12/14 $24.000 2.365% 2.250% 33.00% $48.632 98.981554 2.52
====================================================================================
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
====================================================================================
10/08/14 $21.000 2.381% 2.250% 6.04% $15.707 99.944558 2.52
09/10/14 $21.000 2.535% 2.430% 26.18% $14.596 98.602787 2.71
08/13/14 $24.000 2.439% 2.337% 66.39% $52.652 99.435107 2.83
07/09/14 $21.000 2.597% 2.491% 14.04% $16.507 99.159293 2.57
06/11/14 $21.000 2.648% 2.530% 96.96% $30.462 98.714636 2.88
05/07/14 $24.000 2.612% 2.510% 82.17% $55.832 99.019915 2.63
04/09/14 $21.000 2.720% 2.610% 49.72% $27.453 100.253350 2.76
03/12/14 $21.000 2.729% 2.640% 36.89% $35.900 100.178824 2.92
02/12/14 $24.000 2.795% 2.680% 47.13% $70.202 99.609744 2.54
01/08/14 $21.000 3.009% 2.880% 21.49% $41.108 97.805126 2.68
12/11/13 $21.000 2.824% 2.735% 74.96% $34.240 99.361224 2.61
11/13/13 $24.000 2.750% 2.650% 62.67% $46.597 100.000000 2.70
10/09/13 $21.000 2.657% 2.535% 16.83% $16.777 98.645362 2.58
09/11/13 $21.000 2.946% 2.860% 12.35% $54.955 96.187171 2.86
08/07/13 $24.000 2.620% 2.540% 91.54% $54.419 98.950326 2.45
07/10/13 $21.000 2.670% 2.550% 19.76% $20.591 92.085831 2.57
06/12/13 $21.000 2.209% 2.080% 33.20% $16.849 95.933134 2.53
====================================================================================
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
====================================================================================
05/08/13 $24.000 1.810% 1.699% 94.12% $18.489 99.453420 2.70
04/10/13 $21.000 1.795% 1.720% 54.31% $8.609 101.839163 2.79
03/13/13 $21.000 2.029% 1.934% 70.31% $20.254 99.739223 3.19
02/13/13 $24.000 2.046% 1.940% 38.76% $39.175 99.585912 2.68
01/09/13 $21.000 1.863% 1.757% 12.48% $8.835 97.869127 2.83
12/12/12 $21.000 1.652% 1.599% 84.32% $19.946 99.753105 2.95
11/07/12 $24.000 1.675% 1.559% 41.69% $26.797 99.541393 2.59
10/10/12 $21.000 1.700% 1.614% 6.04% $12.887 99.321876 3.26
09/12/12 $21.000 1.764% 1.644% 4.46% $15.043 98.740142 2.85
08/08/12 $24.000 1.680% 1.550% 72.94% $30.636 99.495660 2.49
07/11/12 $21.001 1.459% 1.360% 51.68% $7.516 102.654933 3.61
06/13/12 $21.000 1.622% 1.530% 33.76% $10.809 101.167093 3.06
05/09/12 $24.000 1.855% 1.700% 20.18% $23.078 99.045657 2.90
04/11/12 $21.000 2.043% 1.800% 75.67% $8.781 99.616439 3.08
03/13/12 $21.000 2.076% 1.950% 26.58% $20.387 99.320389 3.24
02/08/12 $24.000 2.020% 1.900% 32.03% $47.323 99.819726 3.05
01/11/12 $21.000 1.900% 1.780% 33.59% $20.331 100.890462 3.29
====================================================================================
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
====================================================================================
12/13/11 $21.000 2.020% 1.850% 67.48% $33.267 99.819684 3.53
11/09/11 $24.000 2.030% 1.865% 62.35% $29.204 99.729725 2.64
10/12/11 $21.000 2.271% 2.097% 32.58% $11.352 98.717572 2.86
09/13/11 $21.000 2.000% 1.860% 45.20% $13.407 101.117812 3.03
08/10/11 $24.000 2.140% 2.000% 54.31% $40.387 99.865607 3.22
07/13/11 $21.000 2.918% 2.808% 65.17% $30.771 101.753719 3.17
06/08/11 $21.000 2.967% 2.808% 3.76% $21.587 101.345530 3.23
05/11/11 $24.000 3.210% 3.096% 18.26% $61.681 99.277862 3.00
04/13/11 $21.000 3.494% 3.364% 13.82% $58.818 101.075834 3.13
03/09/11 $21.000 3.499% 3.410% 77.02% $68.728 101.044608 3.32
02/09/11 $24.000 3.665% 3.510% 58.81% $144.000 99.667623 3.23
01/12/11 $21.000 3.388% 3.285% 38.50% $37.489 93.664061 3.30
12/08/10 $21.000 3.340% 3.170% 8.71% $31.271 94.002822 2.92
11/09/10 $24.000 2.636% 2.500% 60.54% $53.326 99.903856 2.80
10/13/10 $21.000 2.475% 2.356% 9.27% $15.733 101.298742 2.99
09/08/10 $21.000 2.670% 2.538% 54.70% $40.222 99.607796 3.21
08/11/10 $24.000 2.730% 2.600% 10.57% $125.811 99.086655 3.04
====================================================================================
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
====================================================================================
07/13/10 $21.000 3.119% 2.970% 77.69% $48.677 103.199671 3.09
06/09/10 $21.000 3.242% 3.096% 87.15% $46.311 102.169092 3.24
05/12/10 $24.000 3.548% 3.438% 94.55% $137.237 99.598723 2.96
04/07/10 $21.000 3.900% 3.820% 99.62% $102.735 97.763192 3.72
03/10/10 $21.000 3.735% 3.636% 70.94% $70.500 99.090493 3.45
02/10/10 $25.000 3.692% 3.537% 95.17% $119.882 99.443944 2.67
01/13/10 $21.000 3.754% 3.618% 49.95% $66.507 96.900805 3.00
12/09/09 $21.000 3.448% 3.300% 67.28% $45.201 99.387238 2.62
11/10/09 $25.000 3.470% 3.250% 82.49% $106.017 99.203098 2.81
10/07/09 $20.000 3.210% 3.090% 12.77% $41.921 103.470013 3.01
09/09/09 $20.000 3.510% 3.340% 78.40% $45.777 100.951686 2.77
08/12/09 $23.000 3.734% 3.550% 20.93% $138.448 99.097347 2.49
07/08/09 $19.000 3.365% 3.282% 86.72% $42.780 97.998772 3.28
06/10/09 $19.000 3.990% 3.850% 46.85% $73.776 92.968581 2.62
05/06/09 $22.000 3.190% 2.900% 22.05% $73.307 99.447210 2.47
04/09/09 $18.000 2.950% 2.550% 33.44% $20.453 98.298568 2.49
03/11/09 $18.000 3.043% 2.750% 19.88% $24.829 97.504473 2.14
====================================================================================
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
====================================================================================
02/11/09 $21.000 2.818% 2.500% 91.42% $53.536 99.411068 2.21
01/08/09 $16.000 2.419% 1.990% 73.60% $6.736 111.579767 2.59
12/11/08 $16.000 2.670% 2.000% 59.96% $33.421 109.352316 2.44
11/12/08 $20.000 3.783% 3.550% 59.39% $198.539 99.727098 2.20
10/09/08 $10.000 3.790% 3.640% 73.69% $1.439 97.730424 2.31
10/09/08 $10.000 3.228% 2.400% 75.84% $2.233 104.384130 2.37
10/08/08 $10.000 3.440% 3.145% 91.40% $0.002 104.888494 2.11
10/08/08 $10.000 3.310% 2.780% 15.10% $0.000 104.781927 1.22
09/11/08 $12.000 3.628% 3.550% 82.60% $38.689 103.070116 2.51
08/06/08 $17.000 4.075% 3.950% 3.35% $118.205 99.389034 2.61
06/12/08 $11.000 4.225% 4.149% 3.21% $29.973 97.183235 2.33
05/07/08 $15.000 3.937% 3.820% 39.63% $148.836 99.491561 2.21
03/13/08 $10.000 3.510% 3.421% 6.77% $20.285 99.912591 1.79
02/06/08 $13.000 3.620% 3.510% 2.36% $88.523 99.000685 2.34
12/13/07 $8.000 4.164% 4.101% 34.46% $27.437 100.686354 2.23
11/07/07 $13.000 4.353% 4.290% 41.76% $137.282 99.172070 2.34
09/13/07 $8.000 4.493% 4.440% 84.29% $18.347 102.029801 2.95
====================================================================================
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
====================================================================================
08/08/07 $13.000 4.855% 4.740% 53.43% $155.327 99.175936 2.30
06/12/07 $8.000 5.230% 5.172% 64.49% $32.166 94.399130 2.55
05/08/07 $13.000 4.612% 4.000% 49.54% $60.752 99.110793 2.30
03/13/07 $8.000 4.523% 4.460% 79.95% $12.105 100.801596 2.64
02/07/07 $13.000 4.740% 4.670% 62.75% $57.146 99.092517 2.41
12/13/06 $8.000 4.580% 4.500% 85.37% $12.887 100.348304 2.48
11/09/06 $13.000 4.627% 4.540% 92.75% $50.007 99.984133 2.21
09/12/06 $8.000 4.810% 4.750% 78.98% $14.307 100.499835 2.91
08/09/06 $13.000 4.930% 4.870% 88.83% $87.506 99.569877 2.23
06/08/06 $8.000 4.975% 4.876% 63.87% $37.868 101.154246 2.73
05/11/06 $13.000 5.140% 5.084% 14.45% $139.326 99.883851 2.53
03/09/06 $8.000 4.760% 4.710% 4.91% $19.805 97.955698 2.87
02/08/06 $13.000 4.540% 4.470% 98.55% $53.910 99.681335 2.32
12/08/05 $8.000 4.490% 4.400% 10.42% $17.227 100.072479 2.19
11/10/05 $13.000 4.578% 4.500% 55.70% $82.301 99.379727 2.24
09/08/05 $8.000 4.134% 4.080% 66.61% $31.913 100.929850 2.68
08/11/05 $13.000 4.350% 4.290% 57.72% $66.421 99.196069 2.59
====================================================================================
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
====================================================================================
06/09/05 $8.000 3.990% 3.900% 27.73% $15.444 101.091049 2.50
05/12/05 $14.000 4.220% 4.100% 35.09% $74.299 99.231425 2.33
03/10/05 $9.000 4.504% 4.410% 1.71% $19.977 95.996638 2.35
02/10/05 $14.000 4.049% 3.910% 40.60% $85.704 99.600335 2.05
12/09/04 $9.000 4.150% 4.090% 89.20% $38.997 100.800290 2.68
11/10/04 $14.000 4.280% 4.200% 61.68% $123.531 99.758010 2.05
09/09/04 $9.000 4.195% 4.100% 6.11% $36.420 100.436000 2.12
08/12/04 $14.000 4.270% 4.230% 42.14% $119.392 99.838000 2.90
06/10/04 $10.000 4.828% 4.790% 52.31% $61.494 99.383000 2.93
05/13/04 $15.000 4.848% 4.800% 24.66% $202.419 99.230000 2.78
03/11/04 $11.000 3.752% 3.660% 34.31% $43.495 102.034000 1.81
02/12/04 $16.000 4.060% 3.980% 85.61% $133.629 99.511000 2.00
12/11/03 $12.000 4.365% 4.260% 57.76% $54.381 99.076000 1.78
11/13/03 $17.000 4.360% 4.300% 70.60% $155.610 99.116000 1.90
09/11/03 $13.000 4.340% 4.240% 63.42% $65.252 99.275000 2.23
08/07/03 $18.000 4.370% 4.250% 82.62% $239.733 99.036000 2.00
05/08/03 $18.000 3.700% 3.500% 26.17% $88.878 99.378000 1.22
====================================================================================
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
====================================================================================
02/12/03 $18.000 3.960% 3.894% 51.28% $128.291 99.304000 1.85
11/06/02 $18.000 4.095% 4.020% 86.41% $111.061 99.227000 1.90
08/07/02 $18.000 4.390% 4.250% 49.47% $190.474 99.880000 1.29
05/08/02 $11.000 5.170% 5.100% 74.52% $146.232 97.746000 2.15
02/06/02 $12.630 4.880% 4.800% 31.06% $158.538 99.961000 1.82
11/07/01 $7.000 4.220% 4.135% 83.52% $75.014 106.170000 2.01
10/04/01 $6.000 4.519% 4.400% 53.57% $0.225 103.783000 2.36
08/08/01 $11.000 5.078% 5.030% 63.72% $107.692 99.394000 2.85
05/09/01 $9.000 5.189% 5.139% 76.13% $77.102 98.551000 2.56
02/07/01 $11.004 5.067% 4.990% 100.00% $83.801 99.479000 2.10
11/08/00 $8.000 5.865% 5.800% 30.00% $47.917 99.134000 2.63
08/09/00 $10.003 5.840% 5.750% 77.00% $77.842 99.326000 1.95
05/10/00 $8.006 6.475% 6.400% 26.00% $108.592 100.153000 2.62
02/09/00 $10.000 6.540% 6.390% 49.00% $177.447 99.710000 1.45
11/10/99 $10.005 6.007% 5.910% 8.00% $83.683 99.927000 2.48
08/11/99 $12.006 6.085% 6.019% 58.00% $131.188 99.370000 2.07
05/12/99 $12.003 5.510% 5.420% 59.00% $135.359 99.923000 1.62
====================================================================================
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
====================================================================================
02/10/99 $10.003 4.913% 4.830% 11.00% $62.414 98.735000 2.04
11/04/98 $12.001 4.820% 4.620% 82.00% $54.900 99.410000 1.52
08/12/98 $11.000 5.428% 5.436% 40.00% $88.500 101.457000 2.12
05/13/98 $12.002 5.646% 5.653% 66.00% $114.500 99.841000 2.39
02/11/98 $12.005 5.558% 5.564% 86.00% $258.800 99.559000 2.49
11/05/97 $11.003 5.955% 5.967% 30.00% $331.200 101.221000 2.44
08/06/97 $12.002 6.205% 6.218% 34.00% $380.900 99.411000 2.24
05/07/97 $12.001 6.740% 6.759% 50.00% $383.000 99.173000 1.86
02/12/97 $12.005 6.374% 6.399% 60.00% $424.000 99.092000 1.90
11/06/96 $10.002 6.273% 6.283% 46.00% $306.000 101.643000 2.41
10/08/96 $10.005 6.502% 6.510% 80.00% $284.000 99.985000 2.34
08/07/96 $10.000 6.535% 6.553% 95.00% $385.000 103.339000 2.22
07/09/96 $10.005 7.016% 7.019% 86.00% $385.000 99.886000 2.66
05/08/96 $14.002 6.902% 6.906% 97.00% $413.000 99.807000 2.39
02/07/96 $14.009 5.649% 5.660% 82.00% $540.000 99.819000 2.01
11/21/95 $13.508 5.900% 5.910% 54.00% $706.000 99.810000 2.22
08/09/95 $13.006 6.501% 6.508% 95.00% $449.000 99.993000 2.46
====================================================================================
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
====================================================================================
05/10/95 $12.503 6.608% 6.680% 92.00% $368.000 99.219000 1.67
02/08/95 $12.045 7.540% 7.550% 31.00% $692.000 99.723000 2.33
11/09/94 $12.051 7.960% 7.970% 60.00% $623.000 99.421000 2.30
08/10/94 $12.073 7.330% 7.330% 96.00% $524.000 99.440000 2.41
05/11/94 $12.009 7.360% 7.400% 21.00% $644.000 99.230000 1.88
02/09/94 $12.001 5.920% 5.930% 27.00% $466.000 99.664000 2.58
====================================================================================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
最新の情報は、ブルームバーグ端末にて提供中
LEARN MORE
