overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 10Y / 2019-10-01

Official Result (MOF)

Auction Date2019-10-01
Issue Date2019-10-02
IssueJGB (10-Year) No. 356(new)
Coupon (%)0.1%
Maturity2029-09-20
Methodprice conventional
Offering¥2.1T
Competitive Bids¥6T
Accepted Amount¥1.7T
Lowest Accepted Price102.33(-0.130%)
Weighted Avg Price102.62(-0.158%)
Allotment Ratio
Non-competitive I¥353B
Non-competitive II¥0M

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356回)
Legal basis特別会計に関する法律(平成19年法律第23号)第47条第1項
Coupon dates毎年3月20日及び9月20日
Planned amount¥2.1T
Bid deadline2019-10-01 11:50
Payment date2019-10-02
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.423.604.193.605.07-1.85
Tail (sen)292213+39.53
Non-competitive take-up16.8%29.0%
GradeE (score -20.69)(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)2.80.1

Same-tenor Auction History

4.005.002018-102019-022019-062019-10
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2019-10-01JGB (10-Year) No. 3563.4229-0.158
2019-09-03JGB (10-Year) No. 3553.602-0.265
2019-08-01JGB (10-Year) No. 3553.762-0.152
2019-07-02JGB (10-Year) No. 3553.922-0.139
2019-06-04JGB (10-Year) No. 3543.993-0.106
2019-05-08JGB (10-Year) No. 3544.442-0.060
2019-04-02JGB (10-Year) No. 3545.071-0.060
2019-03-05JGB (10-Year) No. 3534.252-0.002
2019-02-05JGB (10-Year) No. 3534.801-0.013
2019-01-08JGB (10-Year) No. 3534.0410.015
2018-12-04JGB (10-Year) No. 3523.8230.074
2018-11-01JGB (10-Year) No. 3524.3320.135
2018-10-02JGB (10-Year) No. 3524.2110.141