Official Result (MOF)
| Auction Date | 2007-03-23 |
|---|
| Issue Date | 2007-04-16 |
|---|
| Issue | JGB (2-Year) No. 255（new） |
|---|
| Coupon (%) | 0.8% |
|---|
| Maturity | 2009-04-15 |
|---|
| Method | price conventional |
|---|
| Offering | ¥1.7T |
|---|
| Competitive Bids | ¥6.2T |
|---|
| Accepted Amount | ¥1.5T |
|---|
| Lowest Accepted Price | 99.98（0.807%） |
|---|
| Weighted Avg Price | 99.99（0.804%） |
|---|
| Allotment Ratio | — |
|---|
| Non-competitive I | ¥139B |
|---|
| Non-competitive II | ¥0M |
|---|
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２５５回） |
|---|
| Legal basis | 財政法（昭和２２年法律第３４号）第４条第１項及び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 |
|---|
| Coupon dates | 毎年４月１５日及び１０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 | 4.02 | 4.70 | 3.56 | 2.22 | 4.70 | +0.67 |
| Tail (sen) | 1 | 0 | 1 | 0 | 3 | -0.04 |
| Non-competitive take-up | 8.3% | 17.3% | |
| Grade | B (score +0.35) | (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) | 0.3 | 0.1 |
Same-tenor Auction History