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auctions / 20Y / 2013-05-28

Official Result (MOF)

Auction Date2013-05-28
Issue Date2013-05-30
IssueJGB (20-Year) No. 143(reopen)
Coupon (%)1.6%
Maturity2033-03-20
Methodprice conventional
Offering¥1.2T
Competitive Bids¥2.8T
Accepted Amount¥1.1T
Lowest Accepted Price98.60(1.694%)
Weighted Avg Price98.81(1.680%)
Allotment Ratio
Non-competitive I¥103B
Non-competitive II¥44.1B

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143回)
Legal basis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3月20日及び9月20日
Planned amount¥1.2T
Bid deadline2013-05-28 12:00
Payment date2013-05-30
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover2.543.683.292.384.54-1.24
Tail (sen)212114124+0.89
Non-competitive take-up11.8%17.5%
GradeE (score -1.06)(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)1.41.4

Same-tenor Auction History

3.004.002012-052012-092013-012013-05
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2013-05-28JGB (20-Year) No. 1432.54211.680
2013-04-18JGB (20-Year) No. 1443.68211.522
2013-03-14JGB (20-Year) No. 1433.11241.623
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