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auctions / 30Y / 2011-01-13

Official Result (MOF)

Auction Date2011-01-13
Issue Date2011-01-18
IssueJGB (30-Year) No. 33(reopen)
Coupon (%)2%
Maturity2040-09-20
Methodprice conventional
Offering¥600B
Competitive Bids¥3.2T
Accepted Amount¥548.2B
Lowest Accepted Price97.10(2.160%)
Weighted Avg Price97.16(2.156%)
Allotment Ratio
Non-competitive I¥51.2B
Non-competitive II¥86.3B

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、第47条及び第62条第1項
Coupon dates毎年3月20日及び9月20日
Planned amount¥600B
Bid deadline2011-01-13 12:00
Payment date2011-01-18
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover5.772.953.682.255.40+2.86
Tail (sen)62620441-1.07
Non-competitive take-up20.1%12.9%
GradeA (score +1.96)(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)0.41.5

Same-tenor Auction History

4.002009-062010-022010-072011-01
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2011-01-13JGB (30-Year) No. 335.7762.156
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