Official Result (MOF)
| Auction Date | 2009-12-17 |
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| Issue Date | 2010-01-15 |
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| Issue | JGB (2-Year) No. 288(new) |
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| Coupon (%) | 0.2% |
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| Maturity | 2012-01-15 |
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| Method | price conventional |
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| Offering | ¥2.6T |
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| Competitive Bids | ¥8.3T |
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| Accepted Amount | ¥2.5T |
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| Lowest Accepted Price | 100.02(0.189%) |
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| Weighted Avg Price | 100.04(0.178%) |
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| Allotment Ratio | — |
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| Non-competitive I | ¥140.3B |
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| Non-competitive II | ¥50.3B |
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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288回) |
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| Legal basis | 財政法(昭和22年法律第34号)第4条第1項及び財政運営に必要な財源の確保を図るための公債の発行及び財政投融資特別会計からの繰入れの特例に関する法律(平成21年法律第17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 |
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| Coupon dates | 毎年1月15日及び7月15日 |
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| Planned amount | ¥2.6T |
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| Bid deadline | 2009-12-17 12:00 |
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| Payment date | 2010-01-15 |
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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 | 3.37 | 3.92 | 3.04 | 2.40 | 3.92 | +0.81 |
| Tail (sen) | 2 | 0 | 1 | 0 | 1 | +8.06 |
| Non-competitive take-up | 7.2% | 7.5% | |
| Grade | E (score -3.63) | (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) | 1.1 | 0.2 |
Same-tenor Auction History