米財務省:10年債入札過去データ(表)

【記者:Jordan Yadoo】

(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
====================================================================================
02/10/16     $23.000    1.730%    1.630%     4.46%      $24.374   99.039809    2.56
01/13/16     $21.000    2.090%    1.985%    36.29%      $19.470  101.412894    2.77
12/09/15     $21.000    2.233%    2.050%    29.93%      $14.738  100.148778    2.64
11/10/15     $24.000    2.304%    2.195%    28.95%      $62.649   99.520193    2.58
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
====================================================================================
           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
====================================================================================
02/11/15     $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
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
====================================================================================
           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
====================================================================================
09/11/13     $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
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
====================================================================================
           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
====================================================================================
04/11/12     $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
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
====================================================================================
           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
====================================================================================
11/09/10     $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
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
====================================================================================
           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
====================================================================================
06/10/09     $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
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
====================================================================================
           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
====================================================================================
02/06/08     $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
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
====================================================================================
           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
====================================================================================
12/08/05      $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
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
====================================================================================
           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
====================================================================================
11/13/03     $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
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
====================================================================================
           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
====================================================================================
02/09/00     $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
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
====================================================================================
           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
====================================================================================
05/08/96     $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
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

Marco Babic mbabic@bloomberg.net Kristy Scheuble

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