Official Result (MOF)
| Auction Date | 2018-10-02 |
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| Issue Date | 2018-10-03 |
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| Issue | JGB (10-Year) No. 352(new) |
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| Coupon (%) | 0.1% |
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| Maturity | 2028-09-20 |
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| Method | price conventional |
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| Offering | ¥2.2T |
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| Competitive Bids | ¥7.5T |
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| Accepted Amount | ¥1.8T |
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| Lowest Accepted Price | 99.58(0.142%) |
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| Weighted Avg Price | 99.59(0.141%) |
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| Allotment Ratio | — |
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| Non-competitive I | ¥425B |
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| Non-competitive II | ¥236.7B |
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Source: https://www.mof.go.jp/jgbs/reference/appendix/jgb_historical_data.xls
Derived Metrics calc auction-v1 / auction-v2
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 4.21 | 4.55 | 4.25 | 3.70 | 4.58 | -0.15 |
| Tail (sen) | 1 | 1 | 3 | 0 | 12 | -0.52 |
| Non-competitive take-up | 27.2% | 28.9% | |
| Grade | C (score +0.18) | (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) | 0.1 | 0.1 |
Same-tenor Auction History