Official Result (MOF)
| Auction Date | 2015-05-26 |
|---|
| Issue Date | 2015-05-28 |
|---|
| Issue | JGB (20-Year) No. 152(reopen) |
|---|
| Coupon (%) | 1.2% |
|---|
| Maturity | 2035-03-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥1.2T |
|---|
| Competitive Bids | ¥3.2T |
|---|
| Accepted Amount | ¥1.1T |
|---|
| Lowest Accepted Price | 99.55(1.228%) |
|---|
| Weighted Avg Price | 99.65(1.221%) |
|---|
| Allotment Ratio | — |
|---|
| Non-competitive I | ¥109.6B |
|---|
| Non-competitive II | ¥71.1B |
|---|
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152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 deadline | 2015-05-26 12:00 |
|---|
| Payment date | 2015-05-28 |
|---|
| Non-competitive II | held |
|---|
| Price terms | — |
|---|
Derived Metrics calc auction-v1 / auction-v2
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 2.91 | 2.63 | 3.38 | 2.63 | 3.89 | -1.16 |
| Tail (sen) | 10 | 11 | 11 | 2 | 41 | -0.11 |
| Non-competitive take-up | 14.2% | 17.5% | |
| Grade | D (score -0.53) | (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 | 0.7 |
Same-tenor Auction History