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auctions / 10Y / 2024-10-03

Official Result (MOF)

Auction Date2024-10-03
Issue Date2024-10-04
IssueJGB (10-Year) No. 376(new)
Coupon (%)0.9%
Maturity2034-09-20
Methodprice conventional
Offering¥2.6T
Competitive Bids¥6.9T
Accepted Amount¥2T
Lowest Accepted Price100.24(0.873%)
Weighted Avg Price100.26(0.871%)
Allotment Ratio
Non-competitive I¥635.5B
Non-competitive II¥211.4B

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376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項及び第62条第1項
Coupon dates毎年3月20日及び9月20日
Planned amount¥2.6T
Bid deadline2024-10-03 11:50
Payment date2024-10-04
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.533.173.352.823.93+0.51
Tail (sen)299250-0.56
Non-competitive take-up30.2%23.6%
GradeB (score +0.53)(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)0.21.0

Same-tenor Auction History

3.003.502023-102024-022024-062024-10
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2024-10-03JGB (10-Year) No. 3763.5320.871
2024-09-03JGB (10-Year) No. 3753.1790.915
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