米財務省:5年物インフレ連動債入札過去データ(表)

【記者:Chris Middleton】

(ブルームバーグ)-- 米財務省が過去に実施した5年物 インフレ連動債入札結果(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
====================================================================================
04/21/16       $16.000   -0.195%   -0.425%    53.48%       $51.195  101.634854   2.42
12/17/15       $16.000    0.472%    0.288%    32.46%       $28.325  100.068098   2.38
08/20/15       $16.000    0.305%    0.200%     9.23%       $24.454  101.050681   2.58
04/23/15       $18.000   -0.335%   -0.460%    55.41%       $47.585  102.524135   2.27
12/18/14       $16.000    0.395%    0.200%    10.56%       $35.103  100.174592   2.37
08/21/14       $16.000   -0.281%   -0.400%    52.23%       $24.683  103.623896   2.48
04/17/14       $18.000   -0.213%   -0.290%    99.13%       $62.096  101.874051   2.70
12/19/13       $16.000   -0.375%   -0.500%    35.43%       $11.202  103.227104   2.54
08/22/13       $16.000   -0.127%   -0.310%    93.21%       $18.482  102.179146   2.18
04/18/13       $18.000   -1.311%   -1.486%    19.61%       $68.435  107.820710   2.18
12/20/12       $14.000   -1.496%   -1.590%    76.64%       $19.936  109.183507   2.70
08/23/12       $14.000   -1.286%   -1.410%    70.23%       $51.754  107.850753   3.11
04/19/12       $16.000   -1.080%   -1.250%    41.56%      $116.427  106.389051   2.58
12/15/11       $12.000   -0.877%   -1.010%    63.94%       $58.164  107.098375   3.01
08/18/11       $12.000   -0.825%   -1.000%    57.89%       $37.620  106.852530   2.49
04/21/11       $14.000   -0.180%   -0.400%    40.46%      $161.528  101.754296   2.57
10/25/10       $10.000   -0.550%   -0.750%    57.82%       $79.811  105.508607   2.84
04/26/10       $11.000    0.550%    0.340%    30.93%      $342.626   99.767648   3.15
10/26/09        $7.000    0.769%    0.595%    38.26%      $236.159  104.115658   3.10
04/23/09        $8.000    1.278%    0.800%     0.57%      $532.373  100.113235   2.66
10/27/08        $6.000    3.270%    2.850%     0.49%      $122.805   92.380436   1.81
04/22/08        $8.000    0.745%    0.500%    99.07%      $111.415   99.560900   2.20
10/23/07        $6.000    1.954%    1.869%    65.15%       $55.066  102.667445   2.44
04/24/07        $8.000    2.114%    2.050%    91.08%       $61.145   99.730733   2.45
10/23/06        $7.000    2.691%    2.630%    94.03%       $67.278  101.365114   2.89
04/25/06       $11.000    2.379%    2.140%    94.31%      $111.129  100.067434   1.46
10/25/05        $7.000    1.740%    1.600%    97.09%       $67.569   99.769334   1.65
04/26/05        $9.000    1.200%    1.100%    66.93%       $77.841   99.624026   1.88
10/26/04       $12.000    0.950%    0.800%    50.25%      $128.036   99.625501   1.80
10/08/97        $8.012    3.600%    3.499%    15.00%       $32.817  100.400000   3.56
07/09/97        $8.001    3.744%    3.550%    63.00%       $46.161   99.462000   3.31
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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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