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auctions / 10Y / 2010-02-02

Official Result (MOF)

Auction Date2010-02-02
Issue Date2010-02-05
IssueJGB (10-Year) No. 305(reopen)
Coupon (%)1.3%
Maturity2019-12-20
Methodprice conventional
Offering¥2.2T
Competitive Bids¥7.3T
Accepted Amount¥2T
Lowest Accepted Price99.55(1.351%)
Weighted Avg Price99.58(1.348%)
Allotment Ratio
Non-competitive I¥189.2B
Non-competitive II¥122.5B

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305回)
Legal basis財政法(昭和22年法律第34号)第4条第1項並びに特別会計に関する法律(平成19年法律第23号)第46条第1項及び第47条
Coupon dates毎年6月20日及び12月20日
Planned amount¥2.2T
Bid deadline2010-02-02 12:00
Payment date2010-02-05
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.622.582.732.203.50+2.23
Tail (sen)356117-0.61
Non-competitive take-up13.5%19.3%
GradeA (score +1.42)(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)0.30.6

Same-tenor Auction History

2.503.003.502009-022009-062009-102010-02
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2010-02-02JGB (10-Year) No. 3053.6231.348
2010-01-06JGB (10-Year) No. 3052.5851.339
2009-12-01JGB (10-Year) No. 3052.8191.246
2009-11-05JGB (10-Year) No. 3032.42141.441
2009-10-06JGB (10-Year) No. 3043.5011.257
2009-09-01JGB (10-Year) No. 3032.8821.329
2009-08-04JGB (10-Year) No. 3012.9131.452
2009-07-02JGB (10-Year) No. 3022.2631.354
2009-06-02JGB (10-Year) No. 3013.3761.527
2009-05-12JGB (10-Year) No. 3002.5431.451
2009-04-02JGB (10-Year) No. 2992.3351.353
2009-03-03JGB (10-Year) No. 2992.9331.296
2009-02-03JGB (10-Year) No. 2982.20171.303