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auctions / 20Y / 2007-06-21

Official Result (MOF)

Auction Date2007-06-21
Issue Date2007-06-29
IssueJGB (20-Year) No. 95(new)
Coupon (%)2.3%
Maturity2027-06-20
Methodprice conventional
Offering¥800B
Competitive Bids¥2.8T
Accepted Amount¥728.4B
Lowest Accepted Price100.05(2.296%)
Weighted Avg Price100.15(2.289%)
Allotment Ratio
Non-competitive I¥70.8B
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95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
Coupon dates毎年6月20日及び12月20日
Planned amount
Bid deadline
Payment date
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.894.103.262.174.17+1.08
Tail (sen)10811323-0.15
Non-competitive take-up8.9%9.4%
GradeB (score +0.61)(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)0.70.5

Same-tenor Auction History

3.004.002006-062006-102007-022007-06
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2007-06-21JGB (20-Year) No. 953.89102.289
2007-05-24JGB (20-Year) No. 944.1082.130
2007-04-24JGB (20-Year) No. 943.63182.097
2007-03-15JGB (20-Year) No. 932.91192.050
2007-02-22JGB (20-Year) No. 923.1592.104
2007-01-25JGB (20-Year) No. 922.9772.134
2006-12-19JGB (20-Year) No. 923.9232.094
2006-11-21JGB (20-Year) No. 903.4542.186
2006-10-24JGB (20-Year) No. 914.1732.283
2006-09-21JGB (20-Year) No. 903.13172.209
2006-08-24JGB (20-Year) No. 892.17232.194
2006-07-25JGB (20-Year) No. 882.7532.283
2006-06-20JGB (20-Year) No. 882.73192.249