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auctions / 30Y / 2010-02-09

Official Result (MOF)

Auction Date2010-02-09
Issue Date2010-02-15
IssueJGB (30-Year) No. 31(reopen)
Coupon (%)2.2%
Maturity2039-09-20
Methodprice conventional
Offering¥600B
Competitive Bids¥2.1T
Accepted Amount¥549.3B
Lowest Accepted Price98.10(2.308%)
Weighted Avg Price98.15(2.305%)
Allotment Ratio
Non-competitive I¥50B
Non-competitive II¥83.4B

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(30年)(第31回)
Legal basis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47条
Coupon dates毎年3月20日及び9月20日
Planned amount¥600B
Bid deadline2010-02-09 12:00
Payment date2010-02-15
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.873.533.472.503.92+1.00
Tail (sen)53413434-0.84
Non-competitive take-up19.5%8.2%
GradeB (score +0.92)(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)0.31.9

Same-tenor Auction History

2.503.003.502007-102008-102009-062010-02
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2010-02-09JGB (30-Year) No. 313.8752.305
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