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auctions / 10Y / 2021-06-03

Official Result (MOF)

Auction Date2021-06-03
Issue Date2021-06-04
IssueJGB (10-Year) No. 362(reopen)
Coupon (%)0.1%
Maturity2031-03-20
Methodprice conventional
Offering¥2.6T
Competitive Bids¥6.4T
Accepted Amount¥2.2T
Lowest Accepted Price100.15(0.084%)
Weighted Avg Price100.21(0.078%)
Allotment Ratio
Non-competitive I¥429.8B
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362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¥2.6T
Bid deadline2021-06-03 11:50
Payment date2021-06-04
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover2.943.043.503.044.13-1.72
Tail (sen)623111+1.27
Non-competitive take-up16.5%23.1%
GradeE (score -1.49)(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)0.60.2

Same-tenor Auction History

3.003.504.002020-062020-102021-022021-06
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2021-06-03JGB (10-Year) No. 3622.9460.078
2021-05-11JGB (10-Year) No. 3623.0420.072
2021-04-01JGB (10-Year) No. 3623.5410.123
2021-03-02JGB (10-Year) No. 3613.1430.131
2021-02-02JGB (10-Year) No. 3613.4210.053
2021-01-06JGB (10-Year) No. 3613.4030.019
2020-12-01JGB (10-Year) No. 3603.4220.019
2020-11-04JGB (10-Year) No. 3604.1310.046
2020-10-01JGB (10-Year) No. 3604.0610.024
2020-09-01JGB (10-Year) No. 3593.15110.034
2020-08-04JGB (10-Year) No. 3593.6430.018
2020-07-02JGB (10-Year) No. 3593.6620.058
2020-06-02JGB (10-Year) No. 3583.3620.000