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auctions / 10Y / 2013-05-01

Official Result (MOF)

Auction Date2013-05-01
Issue Date2013-05-07
IssueJGB (10-Year) No. 328(reopen)
Coupon (%)0.6%
Maturity2023-03-20
Methodprice conventional
Offering¥2.4T
Competitive Bids¥8.1T
Accepted Amount¥2.2T
Lowest Accepted Price100.00(0.600%)
Weighted Avg Price100.02(0.597%)
Allotment Ratio
Non-competitive I¥207.4B
Non-competitive II¥357.6B

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328回)
Legal basis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
Coupon dates毎年3月20日及び9月20日
Planned amount¥2.4T
Bid deadline2013-05-01 12:00
Payment date2013-05-07
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.713.223.202.374.05+1.01
Tail (sen)25319-0.40
Non-competitive take-up20.5%8.9%
GradeB (score +0.71)(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)0.30.5

Same-tenor Auction History

3.004.002012-052012-092013-012013-05
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2013-05-01JGB (10-Year) No. 3283.7120.597
2013-04-02JGB (10-Year) No. 3283.2250.553
2013-03-05JGB (10-Year) No. 3282.3790.636
2013-02-05JGB (10-Year) No. 3272.7520.795
2013-01-08JGB (10-Year) No. 3273.5220.822
2012-12-04JGB (10-Year) No. 3263.8520.730
2012-11-01JGB (10-Year) No. 3254.0510.777
2012-10-04JGB (10-Year) No. 3253.4020.767
2012-09-04JGB (10-Year) No. 3252.8410.806
2012-08-02JGB (10-Year) No. 3242.6420.772
2012-07-03JGB (10-Year) No. 3243.1020.836
2012-06-05JGB (10-Year) No. 3232.9570.856
2012-05-08JGB (10-Year) No. 3223.7410.863