Official Result (MOF)
| Auction Date | 2007-09-27 |
|---|
| Issue Date | 2007-10-15 |
|---|
| Issue | JGB (2-Year) No. 261（new） |
|---|
| Coupon (%) | 0.9% |
|---|
| Maturity | 2009-10-15 |
|---|
| Method | price conventional |
|---|
| Offering | ¥1.7T |
|---|
| Competitive Bids | ¥5.3T |
|---|
| Accepted Amount | ¥1.5T |
|---|
| Lowest Accepted Price | 100.03（0.882%） |
|---|
| Weighted Avg Price | 100.04（0.878%） |
|---|
| Allotment Ratio | — |
|---|
| Non-competitive I | ¥149.6B |
|---|
| 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２６１回） |
|---|
| Legal basis | 財政法（昭和２２年法律第３４号）第４条第１項及び平成１９年度における財政運営のための公債の発行の特例等に関する法律（平成１９年法律第２５号）第２条第１項並びに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 、第４７条及び附則第７６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 | 3.45 | 4.87 | 4.17 | 3.26 | 5.35 | -1.21 |
| Tail (sen) | 1 | 0 | 0 | 0 | 1 | +1.85 |
| Non-competitive take-up | 8.9% | 16.6% | |
| Grade | E (score -1.53) | (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) | 0.4 | 0.1 |
Same-tenor Auction History