overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 2Y / 2009-03-25

Official Result (MOF)

Auction Date2009-03-25
Issue Date2009-04-15
IssueJGB (2-Year) No. 279(new)
Coupon (%)0.4%
Maturity2011-04-15
Methodprice conventional
Offering¥2T
Competitive Bids¥5.8T
Accepted Amount¥1.8T
Lowest Accepted Price100.00(0.402%)
Weighted Avg Price100.00(0.400%)
Allotment Ratio
Non-competitive I¥165B
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279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20年度における公債の発行の特例に関する法律(平成20年法律第24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項及び第62条第1項
Coupon dates毎年4月15日及び10月15日
Planned amount¥2T
Bid deadline2009-03-25 12:00
Payment date2009-04-15
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.182.953.022.403.85+0.41
Tail (sen)10102-0.79
Non-competitive take-up8.3%17.5%
GradeB (score +0.60)(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)0.20.1

Same-tenor Auction History

3.002008-032008-072008-112009-03
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2009-03-25JGB (2-Year) No. 2793.1810.400
2009-02-26JGB (2-Year) No. 2782.9500.406
2009-01-29JGB (2-Year) No. 2773.3400.423
2008-12-18JGB (2-Year) No. 2762.4010.446
2008-11-27JGB (2-Year) No. 2752.8010.594
2008-10-30JGB (2-Year) No. 2742.8310.582
2008-09-25JGB (2-Year) No. 2733.1810.814
2008-08-28JGB (2-Year) No. 2723.8510.732
2008-07-29JGB (2-Year) No. 2713.3000.796
2008-06-24JGB (2-Year) No. 2702.4710.868
2008-05-29JGB (2-Year) No. 2693.2120.900
2008-04-24JGB (2-Year) No. 2683.1010.712
2008-03-25JGB (2-Year) No. 2672.8220.567