Official Result (MOF)
| Auction Date | 2011-12-08 |
|---|
| Issue Date | 2011-12-13 |
|---|
| Issue | JGB (30-Year) No. 35（reopen） |
|---|
| Coupon (%) | 2% |
|---|
| Maturity | 2041-09-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥700B |
|---|
| Competitive Bids | ¥1.9T |
|---|
| Accepted Amount | ¥641.9B |
|---|
| Lowest Accepted Price | 100.60（1.968%） |
|---|
| Weighted Avg Price | 100.69（1.963%） |
|---|
| Allotment Ratio | — |
|---|
| Non-competitive I | ¥57.6B |
|---|
| Non-competitive II | ¥97.2B |
|---|
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35回） |
|---|
| Legal basis | 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 deadline | 2011-12-08 12:00 |
|---|
| Payment date | 2011-12-13 |
|---|
| Non-competitive II | held |
|---|
| Price terms | — |
|---|
Derived Metrics calc auction-v1 / auction-v2
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 3.00 | 3.27 | 3.77 | 2.25 | 5.77 | -0.82 |
| Tail (sen) | 9 | 11 | 19 | 6 | 41 | -0.89 |
| Non-competitive take-up | 19.4% | 8.8% | |
| Grade | C (score +0.04) | (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) | 0.5 | 0.6 |
Same-tenor Auction History