Official Result (MOF)
| Auction Date | 2016-04-05 |
|---|
| Issue Date | 2016-04-07 |
|---|
| Issue | JGB (10-Year) No. 342(reopen) |
|---|
| Coupon (%) | 0.1% |
|---|
| Maturity | 2026-03-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥2.4T |
|---|
| Competitive Bids | ¥8.5T |
|---|
| Accepted Amount | ¥2.2T |
|---|
| Lowest Accepted Price | 101.65(-0.064%) |
|---|
| Weighted Avg Price | 101.70(-0.069%) |
|---|
| Allotment Ratio | — |
|---|
| Non-competitive I | ¥213.8B |
|---|
| Non-competitive II | ¥140.3B |
|---|
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342回) |
|---|
| Legal basis | 財政法(昭和22年法律第34号)第4条第1項及び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 deadline | 2016-04-05 12:00 |
|---|
| Payment date | 2016-04-07 |
|---|
| Non-competitive II | held |
|---|
| Price terms | — |
|---|
Derived Metrics calc auction-v1 / auction-v2
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 3.89 | 3.20 | 2.97 | 2.24 | 3.56 | +2.50 |
| Tail (sen) | 5 | 9 | 5 | 1 | 14 | +0.02 |
| Non-competitive take-up | 13.9% | 20.6% | |
| Grade | A (score +1.24) | (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) | 0.5 | 0.9 |
Same-tenor Auction History