overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 20Y / 2013-02-21

Official Result (MOF)

Auction Date2013-02-21
Issue Date2013-02-25
IssueJGB (20-Year) No. 142(new)
Coupon (%)1.8%
Maturity2032-12-20
Methodprice conventional
Offering¥1.2T
Competitive Bids¥2.8T
Accepted Amount¥1.1T
Lowest Accepted Price100.60(1.759%)
Weighted Avg Price100.71(1.751%)
Allotment Ratio
Non-competitive I¥99.1B
Non-competitive II¥75.9B

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142回)
Legal basis財政運営に必要な財源の確保を図るための公債の発行の特例に関する法律(平成24年法律第101号)第2条第1項
Coupon dates毎年6月20日及び12月20日
Planned amount¥1.2T
Bid deadline2013-02-21 12:00
Payment date2013-02-25
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover2.563.053.292.384.54-1.26
Tail (sen)112011124-0.06
Non-competitive take-up13.7%15.0%
GradeD (score -0.60)(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)0.81.4

Same-tenor Auction History

3.004.002012-022012-062012-102013-02
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2013-02-21JGB (20-Year) No. 1422.56111.751
2013-01-24JGB (20-Year) No. 1413.05201.750
2012-12-18JGB (20-Year) No. 1413.11191.737
2012-11-15JGB (20-Year) No. 1403.6731.681
2012-10-18JGB (20-Year) No. 1403.8111.689
2012-09-13JGB (20-Year) No. 1404.5481.671
2012-08-23JGB (20-Year) No. 1392.38241.647
2012-07-26JGB (20-Year) No. 1383.3251.552
2012-06-14JGB (20-Year) No. 1372.50141.690
2012-05-24JGB (20-Year) No. 1363.73181.641
2012-04-24JGB (20-Year) No. 1353.3481.711
2012-03-15JGB (20-Year) No. 1343.26121.795
2012-02-23JGB (20-Year) No. 1332.7951.755