Official Result (MOF)
| Auction Date | 2006-12-19 |
|---|
| Issue Date | 2006-12-25 |
|---|
| Issue | JGB (20-Year) No. 92（new） |
|---|
| Coupon (%) | 2.1% |
|---|
| Maturity | 2026-12-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥800B |
|---|
| Competitive Bids | ¥2.9T |
|---|
| Accepted Amount | ¥731.7B |
|---|
| Lowest Accepted Price | 100.05（2.096%） |
|---|
| Weighted Avg Price | 100.08（2.094%） |
|---|
| Allotment Ratio | — |
|---|
| Non-competitive I | ¥67.3B |
|---|
| Non-competitive II | ¥67.8B |
|---|
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（２０年）（第９２回） |
|---|
| Legal basis | 財政融資資金特別会計法（昭和２６年法律第１０１号）第１１条第１項及び国債整理基金特別会計法（明治３９年法律第６号）第５条第１項 |
|---|
| Coupon dates | 毎年６月２０日及び１２月２０日 |
|---|
| Planned amount | — |
|---|
| Bid deadline | — |
|---|
| Payment date | — |
|---|
| Non-competitive II | held |
|---|
| Price terms | — |
|---|
Derived Metrics calc auction-v1 / auction-v2
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 3.92 | 3.45 | 2.92 | 2.17 | 4.17 | +1.89 |
| Tail (sen) | 3 | 4 | 11 | 2 | 35 | -0.78 |
| Non-competitive take-up | 15.6% | 15.7% | |
| Grade | A (score +1.33) | (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