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auctions / 30Y / 2009-12-08

Official Result (MOF)

Auction Date2009-12-08
Issue Date2009-12-11
IssueJGB (30-Year) No. 31(reopen)
Coupon (%)2.2%
Maturity2039-09-20
Methodprice conventional
Offering¥600B
Competitive Bids¥1.9T
Accepted Amount¥550.5B
Lowest Accepted Price99.50(2.227%)
Weighted Avg Price99.84(2.208%)
Allotment Ratio
Non-competitive I¥49.2B
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(30年)(第31回)
Legal basis財政法(昭和22年法律第34号)第4条第1項及び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
Coupon dates毎年3月20日及び9月20日
Planned amount¥600B
Bid deadline2009-12-08 12:00
Payment date2009-12-11
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.533.273.452.503.92+0.21
Tail (sen)34412431+3.11
Non-competitive take-up8.2%15.6%
GradeE (score -1.45)(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)1.90.2

Same-tenor Auction History

2.503.003.502007-072008-072009-042009-12
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2009-12-08JGB (30-Year) No. 313.53342.208
2009-10-08JGB (30-Year) No. 313.2742.137
2009-08-06JGB (30-Year) No. 303.2772.315
2009-06-09JGB (30-Year) No. 303.87122.265
2009-04-14JGB (30-Year) No. 303.8282.264
2009-03-05JGB (30-Year) No. 292.50311.941
2009-01-20JGB (30-Year) No. 293.29131.876
2008-10-21JGB (30-Year) No. 293.18122.430
2008-07-17JGB (30-Year) No. 283.46112.444
2008-04-15JGB (30-Year) No. 283.92112.450
2008-01-18JGB (30-Year) No. 273.8272.303
2007-10-16JGB (30-Year) No. 273.7742.488
2007-07-18JGB (30-Year) No. 263.20202.578