Official Result (MOF)
| Auction Date | 2011-03-08 |
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| Issue Date | 2011-03-22 |
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| Issue | JGB (30-Year) No. 34(new) |
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| Coupon (%) | 2.2% |
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| Maturity | 2041-03-20 |
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| Method | price conventional |
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| Offering | ¥600B |
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| Competitive Bids | ¥2T |
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| Accepted Amount | ¥545.4B |
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| Lowest Accepted Price | 100.15(2.191%) |
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| Weighted Avg Price | 100.28(2.184%) |
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| Allotment Ratio | — |
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| Non-competitive I | ¥53.9B |
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| Non-competitive II | ¥73B |
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Source: https://www.mof.go.jp/jgbs/reference/appendix/jgb_historical_data.xls
Derived Metrics calc auction-v1 / auction-v2
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 3.58 | 5.77 | 3.84 | 2.25 | 5.77 | -0.28 |
| Tail (sen) | 13 | 6 | 20 | 4 | 41 | -0.49 |
| Non-competitive take-up | 18.9% | 20.1% | |
| Grade | C (score +0.10) | (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) | 0.7 | 0.4 |
Same-tenor Auction History