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auctions / 10Y / 2024-08-06

Official Result (MOF)

Auction Date2024-08-06
Issue Date2024-08-07
IssueJGB (10-Year) No. 375(reopen)
Coupon (%)1.1%
Maturity2034-06-20
Methodprice conventional
Offering¥2.6T
Competitive Bids¥5.9T
Accepted Amount¥2T
Lowest Accepted Price101.07(0.981%)
Weighted Avg Price101.57(0.926%)
Allotment Ratio
Non-competitive I¥631.3B
Non-competitive II¥199.6B

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 deadline2024-08-06 11:50
Payment date2024-08-07
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover2.983.233.472.824.02-1.32
Tail (sen)5026212+13.23
Non-competitive take-up29.7%29.3%
GradeE (score -7.28)(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)5.50.2

Same-tenor Auction History

3.003.504.002023-082023-122024-042024-08
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2024-08-06JGB (10-Year) No. 3752.98500.926
2024-07-02JGB (10-Year) No. 3753.2321.091
2024-06-04JGB (10-Year) No. 3743.6621.048
2024-05-08JGB (10-Year) No. 3743.1550.857
2024-04-02JGB (10-Year) No. 3743.8020.753
2024-03-05JGB (10-Year) No. 3733.2440.718
2024-02-01JGB (10-Year) No. 3733.6570.741
2024-01-10JGB (10-Year) No. 3732.90120.596
2023-12-05JGB (10-Year) No. 3722.8290.697
2023-11-02JGB (10-Year) No. 3723.6250.910
2023-10-03JGB (10-Year) No. 3723.9320.768
2023-09-05JGB (10-Year) No. 3714.02100.657
2023-08-01JGB (10-Year) No. 3713.6480.594