Official Result (MOF)
| Auction Date | 2024-07-02 |
|---|
| Issue Date | 2024-07-03 |
|---|
| Issue | JGB (10-Year) No. 375（new） |
|---|
| Coupon (%) | 1.1% |
|---|
| Maturity | 2034-06-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥2.6T |
|---|
| Competitive Bids | ¥6.3T |
|---|
| Accepted Amount | ¥2T |
|---|
| Lowest Accepted Price | 100.06（1.093%） |
|---|
| Weighted Avg Price | 100.08（1.091%） |
|---|
| Allotment Ratio | — |
|---|
| Non-competitive I | ¥634.2B |
|---|
| Non-competitive II | ¥179.1B |
|---|
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375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6月20日及び12月20日 |
|---|
| Planned amount | ¥2.6T |
|---|
| Bid deadline | 2024-07-02 11:50 |
|---|
| Payment date | 2024-07-03 |
|---|
| Non-competitive II | held |
|---|
| Price terms | — |
|---|
Derived Metrics calc auction-v1 / auction-v2
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 3.23 | 3.66 | 3.54 | 2.82 | 4.02 | -0.77 |
| Tail (sen) | 2 | 2 | 6 | 2 | 12 | -1.09 |
| Non-competitive take-up | 29.3% | 30.2% | |
| Grade | C (score +0.16) | (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) | 0.2 | 0.3 |
Same-tenor Auction History