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auctions / 30Y / 2011-06-07

Official Result (MOF)

Auction Date2011-06-07
Issue Date2011-06-10
IssueJGB (30-Year) No. 34(reopen)
Coupon (%)2.2%
Maturity2041-03-20
Methodprice conventional
Offering¥700B
Competitive Bids¥2T
Accepted Amount¥636.7B
Lowest Accepted Price102.75(2.051%)
Weighted Avg Price102.99(2.038%)
Allotment Ratio
Non-competitive I¥62.7B
Non-competitive II¥0M

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34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¥700B
Bid deadline2011-06-07 12:00
Payment date2011-06-10
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.163.393.882.255.77-0.79
Tail (sen)241121541+0.26
Non-competitive take-up9.0%9.0%
GradeD (score -0.53)(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)1.30.6

Same-tenor Auction History

4.002009-122010-062010-122011-06
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2011-06-07JGB (30-Year) No. 343.16242.038
2011-04-12JGB (30-Year) No. 343.39112.241
2011-03-08JGB (30-Year) No. 343.58132.184
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