overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 10Y / 2022-04-05

Official Result (MOF)

Auction Date2022-04-05
Issue Date2022-04-06
IssueJGB (10-Year) No. 366(new)
Coupon (%)0.2%
Maturity2032-03-20
Methodprice conventional
Offering¥2.7T
Competitive Bids¥7.9T
Accepted Amount¥2.2T
Lowest Accepted Price99.97(0.203%)
Weighted Avg Price99.99(0.201%)
Allotment Ratio
Non-competitive I¥522.1B
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366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¥2.7T
Bid deadline2022-04-05 11:50
Payment date2022-04-06
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.613.243.212.453.54+1.40
Tail (sen)21216-0.21
Non-competitive take-up19.3%25.8%
GradeB (score +0.80)(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)0.20.1

Same-tenor Auction History

2.503.003.502021-042021-082021-122022-04
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2022-04-05JGB (10-Year) No. 3663.6120.201
2022-03-01JGB (10-Year) No. 3653.2410.179
2022-02-01JGB (10-Year) No. 3653.2710.175
2022-01-05JGB (10-Year) No. 3653.4610.096
2021-12-02JGB (10-Year) No. 3643.1620.060
2021-11-01JGB (10-Year) No. 3643.1450.107
2021-10-05JGB (10-Year) No. 3642.4530.049
2021-09-02JGB (10-Year) No. 3633.3620.023
2021-08-03JGB (10-Year) No. 3633.3330.009
2021-07-01JGB (10-Year) No. 3633.5410.058
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