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auctions / 30Y / 2010-09-08

Official Result (MOF)

Auction Date2010-09-08
Issue Date2010-09-21
IssueJGB (30-Year) No. 33(new)
Coupon (%)2%
Maturity2040-09-20
Methodprice conventional
Offering¥600B
Competitive Bids¥2.3T
Accepted Amount¥549.7B
Lowest Accepted Price99.75(2.013%)
Weighted Avg Price100.16(1.991%)
Allotment Ratio
Non-competitive I¥49.9B
Non-competitive II¥84.3B

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33回)
Legal basis財政法(昭和22年法律第34号)第4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
Coupon dates毎年3月20日及び9月20日
Planned amount¥600B
Bid deadline2010-09-08 12:00
Payment date2010-09-21
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover4.154.063.442.254.06+1.31
Tail (sen)413618436+1.89
Non-competitive take-up19.6%9.1%
GradeC (score -0.29)(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)2.21.8

Same-tenor Auction History

3.004.002009-012009-082010-032010-09
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2010-09-08JGB (30-Year) No. 334.15411.991
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