米財務省:30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 応札 入札日 (10億ドル) 利回り 利回り 応札割合 価格 倍率 ===================================================================================== 10/08/15 $13.000 2.914% 2.795% 91.87% 99.221618 2.46 09/10/15 $13.000 2.980% 2.888% 27.92% 97.927845 2.54 08/13/15 $16.000 2.880% 2.708% 71.47% 99.899805 2.26 07/09/15 $13.000 3.084% 2.934% 49.67% 98.364175 2.23 06/11/15 $13.000 3.138% 3.000% 18.97% 97.331596 2.54 05/14/15 $16.000 3.044% 2.900% 65.15% 99.138514 2.20 04/09/15 $13.000 2.597% 2.450% 40.72% 97.990952 2.18 03/12/15 $13.000 2.681% 2.510% 98.37% 96.289689 2.18 02/12/15 $16.000 2.560% 2.410% 3.44% 98.748902 2.26 01/14/15 $13.000 2.430% 2.280% 29.89% 112.041418 2.32 12/11/14 $13.000 2.848% 2.748% 90.67% 103.043970 2.76 11/13/14 $16.000 3.092% 2.950% 85.89% 98.209695 2.29 ===================================================================================== 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 ===================================================================================== 10/09/14 $13.000 3.074% 2.970% 94.39% 100.986092 2.40 09/11/14 $13.000 3.240% 3.150% 99.42% 97.804086 2.67 08/14/14 $16.000 3.224% 3.130% 91.15% 98.105640 2.60 07/10/14 $13.000 3.369% 3.250% 91.54% 100.106136 2.40 06/12/14 $13.000 3.444% 3.370% 75.40% 98.713795 2.69 05/08/14 $16.000 3.440% 3.300% 58.90% 98.789628 2.09 04/10/14 $13.000 3.525% 3.430% 27.57% 101.829866 2.52 03/13/14 $13.000 3.630% 3.500% 92.15% 99.904729 2.35 02/13/14 $16.000 3.690% 3.600% 93.68% 98.826296 2.27 01/09/14 $13.000 3.899% 3.800% 69.13% 97.378077 2.57 12/12/13 $13.000 3.900% 3.800% 17.28% 97.359944 2.35 11/14/13 $16.000 3.810% 3.700% 73.59% 98.932768 2.16 10/10/13 $13.000 3.758% 3.680% 78.39% 97.618838 2.64 09/12/13 $13.000 3.820% 3.720% 58.87% 96.536207 2.40 08/08/13 $16.000 3.652% 3.550% 85.26% 99.510318 2.11 07/11/13 $13.000 3.660% 3.500% 81.51% 85.814558 2.26 06/13/13 $13.000 3.355% 3.245% 47.11% 90.978135 2.47 ===================================================================================== 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 ===================================================================================== 05/09/13 $16.000 2.980% 2.899% 62.31% 97.927211 2.53 04/11/13 $13.000 2.998% 2.900% 33.48% 102.487803 2.49 03/14/13 $13.000 3.248% 3.150% 71.53% 97.653846 2.43 02/14/13 $16.000 3.180% 3.090% 85.20% 98.941680 2.74 01/10/13 $13.000 3.070% 2.980% 5.45% 93.772210 2.77 12/13/12 $13.000 2.917% 2.809% 4.55% 96.679626 2.50 11/08/12 $16.000 2.820% 2.750% 61.46% 98.589255 2.77 10/11/12 $13.000 2.904% 2.797% 96.46% 96.936227 2.49 09/13/12 $13.000 2.896% 2.800% 70.84% 97.088998 2.68 08/09/12 $16.000 2.825% 2.700% 91.84% 98.489469 2.41 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 ===================================================================================== 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 ===================================================================================== 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 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 ===================================================================================== 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 ===================================================================================== 07/14/10 $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 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 ===================================================================================== 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 ===================================================================================== 11/13/08 $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 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 ===================================================================================== 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 ===================================================================================== 08/13/98 $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 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 ===================================================================================== 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
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