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auctions / 30Y / 2010-07-08

Official Result (MOF)

Auction Date2010-07-08
Issue Date2010-07-13
IssueJGB (30-Year) No. 32(reopen)
Coupon (%)2.3%
Maturity2040-03-20
Methodprice conventional
Offering¥600B
Competitive Bids¥2.3T
Accepted Amount¥554.1B
Lowest Accepted Price106.20(1.969%)
Weighted Avg Price106.56(1.951%)
Allotment Ratio
Non-competitive I¥45.2B
Non-competitive II¥10.5B

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32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 deadline2010-07-08 12:00
Payment date2010-07-13
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover4.062.253.372.253.87+1.35
Tail (sen)363316434+1.83
Non-competitive take-up9.1%8.5%
GradeC (score -0.24)(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)1.81.7

Same-tenor Auction History

3.004.002008-102009-062010-022010-07
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2010-07-08JGB (30-Year) No. 324.06361.951
2010-06-08JGB (30-Year) No. 322.25332.039
2010-04-13JGB (30-Year) No. 323.73252.202
2010-03-09JGB (30-Year) No. 323.8582.301
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