Official Result (MOF)
| Auction Date | 2011-05-12 |
|---|
| Issue Date | 2011-05-17 |
|---|
| Issue | JGB (10-Year) No. 314(new) |
|---|
| Coupon (%) | 1.1% |
|---|
| Maturity | 2021-03-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥2.2T |
|---|
| Competitive Bids | ¥5.5T |
|---|
| Accepted Amount | ¥2T |
|---|
| Lowest Accepted Price | 99.72(1.131%) |
|---|
| Weighted Avg Price | 99.75(1.128%) |
|---|
| Allotment Ratio | — |
|---|
| Non-competitive I | ¥192.7B |
|---|
| Non-competitive II | ¥200B |
|---|
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314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 deadline | 2011-05-12 12:00 |
|---|
| Payment date | 2011-05-17 |
|---|
| Non-competitive II | held |
|---|
| Price terms | — |
|---|
Derived Metrics calc auction-v1 / auction-v2
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 2.73 | 3.97 | 3.27 | 2.41 | 4.18 | -0.94 |
| Tail (sen) | 3 | 2 | 5 | 2 | 10 | -0.87 |
| Non-competitive take-up | 16.4% | 20.3% | |
| Grade | C (score -0.03) | (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) | 0.3 | 0.2 |
Same-tenor Auction History