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auctions / 30Y / 2010-12-07

Official Result (MOF)

Auction Date2010-12-07
Issue Date2010-12-10
IssueJGB (30-Year) No. 33(reopen)
Coupon (%)2%
Maturity2040-09-20
Methodprice conventional
Offering¥600B
Competitive Bids¥1.6T
Accepted Amount¥551.9B
Lowest Accepted Price96.40(2.200%)
Weighted Avg Price96.66(2.185%)
Allotment Ratio
Non-competitive I¥47.4B
Non-competitive II¥34.7B

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 deadline2010-12-07 12:00
Payment date2010-12-10
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover2.955.403.762.255.40-1.16
Tail (sen)261019441+0.55
Non-competitive take-up12.9%19.3%
GradeD (score -0.86)(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)1.50.5

Same-tenor Auction History

4.002009-042009-122010-062010-12
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2010-12-07JGB (30-Year) No. 332.95262.185
2010-10-14JGB (30-Year) No. 335.40101.976
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