Official Result (MOF)
| Auction Date | 2007-11-29 |
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| Issue Date | 2007-12-17 |
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| Issue | JGB (2-Year) No. 263(new) |
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| Coupon (%) | 0.8% |
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| Maturity | 2009-12-15 |
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| Method | price conventional |
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| Offering | ¥1.7T |
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| Competitive Bids | ¥4.7T |
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| Accepted Amount | ¥1.5T |
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| Lowest Accepted Price | 100.04(0.779%) |
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| Weighted Avg Price | 100.05(0.777%) |
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| Allotment Ratio | — |
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| Non-competitive I | ¥148.9B |
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| Non-competitive II | ¥145.3B |
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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263回) |
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| 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 |
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| Coupon dates | 毎年6月15日及び12月15日 |
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| Planned amount | ¥1.7T |
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| Bid deadline | 2007-11-29 12:00 |
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| Payment date | 2007-12-17 |
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| Non-competitive II | held |
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| Price terms | — |
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Derived Metrics calc auction-v1 / auction-v2
| This | Prev | avg (12) | min | max | z |
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| Bid/Cover | 3.05 | 3.68 | 4.14 | 3.26 | 5.35 | -1.76 |
| Tail (sen) | 1 | 0 | 0 | 0 | 1 | +0.70 |
| Non-competitive take-up | 16.1% | 9.7% | |
| Grade | E (score -1.23) | (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) | 0.2 | 0.1 |
Same-tenor Auction History