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auctions / 10Y / 2011-08-02

Official Result (MOF)

Auction Date2011-08-02
Issue Date2011-08-05
IssueJGB (10-Year) No. 316(new)
Coupon (%)1.1%
Maturity2021-06-20
Methodprice conventional
Offering¥2.2T
Competitive Bids¥6.1T
Accepted Amount¥2T
Lowest Accepted Price100.49(1.045%)
Weighted Avg Price100.51(1.043%)
Allotment Ratio
Non-competitive I¥200.9B
Non-competitive II¥217.4B

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316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62条第1項
Coupon dates毎年6月20日及び12月20日
Planned amount¥2.2T
Bid deadline2011-08-02 12:00
Payment date2011-08-05
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.073.243.142.414.18-0.14
Tail (sen)225210-0.96
Non-competitive take-up17.4%18.0%
GradeB (score +0.41)(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)0.20.2

Same-tenor Auction History

3.004.002010-082010-122011-042011-08
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2011-08-02JGB (10-Year) No. 3163.0721.043
2011-07-05JGB (10-Year) No. 3153.2421.169
2011-06-01JGB (10-Year) No. 3152.7041.173
2011-05-12JGB (10-Year) No. 3142.7331.128
2011-04-05JGB (10-Year) No. 3133.9721.303
2011-03-01JGB (10-Year) No. 3132.9191.310
2011-02-01JGB (10-Year) No. 3122.6961.236
2011-01-06JGB (10-Year) No. 3122.9941.214
2010-12-01JGB (10-Year) No. 3122.4181.189
2010-11-02JGB (10-Year) No. 3103.9120.968
2010-10-07JGB (10-Year) No. 3112.8540.839
2010-09-01JGB (10-Year) No. 3103.16101.049
2010-08-03JGB (10-Year) No. 3094.1821.060