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auctions / 10Y / 2010-09-01

Official Result (MOF)

Auction Date2010-09-01
Issue Date2010-09-21
IssueJGB (10-Year) No. 310(new)
Coupon (%)1%
Maturity2020-09-20
Methodprice conventional
Offering¥2.2T
Competitive Bids¥6.3T
Accepted Amount¥2T
Lowest Accepted Price99.45(1.060%)
Weighted Avg Price99.55(1.049%)
Allotment Ratio
Non-competitive I¥193.3B
Non-competitive II¥13.8B

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310回)
Legal basis財政法(昭和22年法律第34号)第4条第1項及び平成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3月20日及び9月20日
Planned amount¥2.2T
Bid deadline2010-09-01 12:00
Payment date2010-09-21
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.164.183.172.424.18-0.02
Tail (sen)1025114+1.50
Non-competitive take-up9.4%20.6%
GradeD (score -0.76)(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)1.10.3

Same-tenor Auction History

3.004.002009-092010-012010-052010-09
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2010-09-01JGB (10-Year) No. 3103.16101.049
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