Official Result (MOF)
| Auction Date | 2006-10-26 |
|---|
| Issue Date | 2006-11-15 |
|---|
| Issue | JGB (2-Year) No. 250(new) |
|---|
| Coupon (%) | 0.8% |
|---|
| Maturity | 2008-11-15 |
|---|
| Method | price conventional |
|---|
| Offering | ¥1.7T |
|---|
| Competitive Bids | ¥6.1T |
|---|
| Accepted Amount | ¥1.5T |
|---|
| Lowest Accepted Price | 100.03(0.784%) |
|---|
| Weighted Avg Price | 100.03(0.783%) |
|---|
| Allotment Ratio | — |
|---|
| Non-competitive I | ¥151.9B |
|---|
| Non-competitive II | ¥160.7B |
|---|
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(2年)(第250回) |
|---|
| Legal basis | 財政融資資金特別会計法(昭和26年法律第101号)第11条第1項並びに国債整理基金特別会計法(明治39年法律第6号)第5条第1項及び第5条ノ2 |
|---|
| Coupon dates | 毎年5月15日及び11月15日 |
|---|
| Planned amount | — |
|---|
| Bid deadline | — |
|---|
| Payment date | — |
|---|
| Non-competitive II | held |
|---|
| Price terms | — |
|---|
Derived Metrics calc auction-v1 / auction-v2
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 4.01 | 3.54 | 3.28 | 2.22 | 4.64 | +1.36 |
| Tail (sen) | 0 | 1 | 1 | 0 | 3 | -0.70 |
| Non-competitive take-up | 17.0% | 12.4% | |
| Grade | A (score +1.03) | (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) | 0.1 | 0.3 |
Same-tenor Auction History