Official Result (MOF)
| Auction Date | 2007-04-24 |
|---|
| Issue Date | 2007-04-27 |
|---|
| Issue | JGB (20-Year) No. 94(new) |
|---|
| Coupon (%) | 2.1% |
|---|
| Maturity | 2027-03-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥800B |
|---|
| Competitive Bids | ¥2.7T |
|---|
| Accepted Amount | ¥734.3B |
|---|
| Lowest Accepted Price | 99.85(2.110%) |
|---|
| Weighted Avg Price | 100.03(2.097%) |
|---|
| Allotment Ratio | — |
|---|
| Non-competitive I | ¥65.5B |
|---|
| 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(20年)(第94回) |
|---|
| Legal basis | 財政法(昭和22年法律第34号)第4条第1項及び平成19年度における財政運営のための公債の発行の特例等に関する法律(平成19年法律第25号)第2条第1項並びに特別会計に関する法律(平成19年法律第23号)第46条第1項及び附則第76条第1項 |
|---|
| Coupon dates | 毎年3月20日及び9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 | 3.63 | 2.91 | 3.00 | 2.17 | 4.17 | +1.06 |
| Tail (sen) | 18 | 19 | 10 | 3 | 23 | +1.11 |
| Non-competitive take-up | 8.2% | 8.1% | |
| Grade | C (score -0.02) | (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) | 1.3 | 1.3 |
Same-tenor Auction History