overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 10Y / 2006-10-03

Official Result (MOF)

Auction Date2006-10-03
Issue Date2006-10-20
IssueJGB (10-Year) No. 282(reopen)
Coupon (%)1.7%
Maturity2016-09-20
Methodprice conventional
Offering¥1.9T
Competitive Bids¥5.4T
Accepted Amount¥1.7T
Lowest Accepted Price99.67(1.739%)
Weighted Avg Price99.72(1.733%)
Allotment Ratio
Non-competitive I¥173.4B
Non-competitive II¥175B

Source: https://www.mof.go.jp/jgbs/reference/appendix/jgb_historical_data.xls

Offering Terms (from MOF notice) documents →

Official name利付国庫債券(10年)(第282回)
Legal basis財政法(昭和22年法律第34号)第4条第1項、平成18年度における財政運営のための公債の発行の特例等に関する法律(平成18年法律第11号)第2条第1項及び財政融資資金特別会計法(昭和26年法律第101号)第11条第1項並びに国債整理基金特別会計法(明治39年法律第6号)第5条第1項及び第5条ノ2
Coupon dates毎年3月20日及び9月20日
Planned amount
Bid deadline
Payment date
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.121.702.341.703.26+2.08
Tail (sen)5336133-0.08
Non-competitive take-up16.9%7.1%
GradeA (score +1.08)(z(B/C) − z(tail))/2 bucketed A(≥1)/B(≥0.3)/C/D(≤−0.3)/E(≤−1), vs last 12 same-tenor
Yield tail (bp)0.63.9

Same-tenor Auction History

2.003.002005-102006-022006-062006-10
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2006-10-03JGB (10-Year) No. 2823.1251.733
2006-09-05JGB (10-Year) No. 2821.70331.719
2006-08-01JGB (10-Year) No. 2802.6721.931
2006-07-04JGB (10-Year) No. 2812.4631.981
2006-06-01JGB (10-Year) No. 2801.8471.897
2006-05-09JGB (10-Year) No. 2792.1821.967
2006-04-04JGB (10-Year) No. 2782.2981.838
2006-03-02JGB (10-Year) No. 2772.4241.622
2006-02-02JGB (10-Year) No. 2762.2911.523
2006-01-11JGB (10-Year) No. 2753.2611.420
2005-12-01JGB (10-Year) No. 2742.3621.456
2005-11-01JGB (10-Year) No. 2732.3921.546
2005-10-04JGB (10-Year) No. 2732.2631.475