overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 2Y / 2013-11-28

Official Result (MOF)

Auction Date2013-11-28
Issue Date2013-12-16
IssueJGB (2-Year) No. 335(new)
Coupon (%)0.1%
Maturity2015-12-15
Methodprice conventional
Offering¥2.9T
Competitive Bids¥17.4T
Accepted Amount¥2.7T
Lowest Accepted Price100.03(0.087%)
Weighted Avg Price100.03(0.086%)
Allotment Ratio
Non-competitive I¥230.4B
Non-competitive II¥82.4B

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335回)
Legal basis財政法(昭和22年法律第34号)第4条第1項及び財政運営に必要な財源の確保を図るための公債の発行の特例に関する法律(平成24年法律第101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47条及び第62条第1項
Coupon dates毎年6月15日及び12月15日
Planned amount¥2.9T
Bid deadline2013-11-28 12:00
Payment date2013-12-16
Non-competitive II
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover6.537.967.354.8213.87-0.30
Tail (sen)01001-0.71
Non-competitive take-up10.5%7.3%
GradeC (score +0.21)(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)0.10.3

Same-tenor Auction History

5.0010.002012-112013-032013-072013-11
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2013-11-28JGB (2-Year) No. 3356.5300.086
2013-10-29JGB (2-Year) No. 3347.9610.094
2013-09-27JGB (2-Year) No. 3335.5010.093
2013-08-29JGB (2-Year) No. 3325.5500.112
2013-07-30JGB (2-Year) No. 3319.2710.127
2013-06-27JGB (2-Year) No. 3305.4400.146
2013-05-30JGB (2-Year) No. 3294.8200.151
2013-04-25JGB (2-Year) No. 3285.2700.126
2013-03-28JGB (2-Year) No. 3275.4810.060
2013-02-28JGB (2-Year) No. 3265.1410.047
2013-01-31JGB (2-Year) No. 32510.1310.070
2012-12-26JGB (2-Year) No. 3249.7300.094
2012-11-27JGB (2-Year) No. 32313.8700.096