Official Result (MOF)
| Auction Date | 2011-09-13 |
|---|
| Issue Date | 2011-09-20 |
|---|
| Issue | JGB (20-Year) No. 130(new) |
|---|
| Coupon (%) | 1.8% |
|---|
| Maturity | 2031-09-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥1.1T |
|---|
| Competitive Bids | ¥3.4T |
|---|
| Accepted Amount | ¥1T |
|---|
| Lowest Accepted Price | 100.65(1.756%) |
|---|
| Weighted Avg Price | 100.75(1.749%) |
|---|
| Allotment Ratio | — |
|---|
| Non-competitive I | ¥93.6B |
|---|
| Non-competitive II | ¥163.9B |
|---|
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130回) |
|---|
| Legal basis | 平成23年度における公債の発行の特例に関する法律(平成23年法律第106号)第2条第1項 |
|---|
| Coupon dates | 毎年3月20日及び9月20日 |
|---|
| Planned amount | ¥1.1T |
|---|
| Bid deadline | 2011-09-13 12:00 |
|---|
| Payment date | 2011-09-20 |
|---|
| Non-competitive II | held |
|---|
| Price terms | — |
|---|
Derived Metrics calc auction-v1 / auction-v2
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 3.39 | 3.12 | 3.47 | 2.45 | 4.56 | -0.10 |
| Tail (sen) | 10 | 7 | 13 | 2 | 26 | -0.40 |
| Non-competitive take-up | 20.4% | 19.6% | |
| Grade | C (score +0.15) | (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) | 0.7 | 0.5 |
Same-tenor Auction History