overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 10Y / 2010-08-03

Official Result (MOF)

Auction Date2010-08-03
Issue Date2010-08-06
IssueJGB (10-Year) No. 309(reopen)
Coupon (%)1.1%
Maturity2020-06-20
Methodprice conventional
Offering¥2.2T
Competitive Bids¥8.4T
Accepted Amount¥2T
Lowest Accepted Price100.33(1.063%)
Weighted Avg Price100.35(1.060%)
Allotment Ratio
Non-competitive I¥193.3B
Non-competitive II¥325.4B

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309回)
Legal basis平成22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22年法律第7号)第2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62条第1項
Coupon dates毎年6月20日及び12月20日
Planned amount¥2.2T
Bid deadline2010-08-03 12:00
Payment date2010-08-06
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover4.182.763.062.423.85+2.40
Tail (sen)255114-0.78
Non-competitive take-up20.6%8.0%
GradeA (score +1.59)(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

3.004.002009-082009-122010-042010-08
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2010-08-03JGB (10-Year) No. 3094.1821.060
2010-07-06JGB (10-Year) No. 3092.7651.116
2010-06-01JGB (10-Year) No. 3083.8561.283
2010-05-11JGB (10-Year) No. 3073.5251.321
2010-04-06JGB (10-Year) No. 3062.5221.397
2010-03-02JGB (10-Year) No. 3063.4021.329
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