Official Result (MOF)
| Auction Date | 2015-03-05 |
|---|
| Issue Date | 2015-03-20 |
|---|
| Issue | JGB (30-Year) No. 46（new） |
|---|
| Coupon (%) | 1.5% |
|---|
| Maturity | 2045-03-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥700B |
|---|
| Competitive Bids | ¥2.4T |
|---|
| Accepted Amount | ¥641.6B |
|---|
| Lowest Accepted Price | 99.45（1.526%） |
|---|
| Weighted Avg Price | 99.79（1.510%） |
|---|
| Allotment Ratio | — |
|---|
| Non-competitive I | ¥58B |
|---|
| Non-competitive II | ¥99.3B |
|---|
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46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項及び第47条第1項 |
|---|
| Coupon dates | 毎年3月20日及び9月20日 |
|---|
| Planned amount | ¥700B |
|---|
| Bid deadline | 2015-03-05 12:00 |
|---|
| Payment date | 2015-03-20 |
|---|
| Non-competitive II | held |
|---|
| Price terms | — |
|---|
Derived Metrics calc auction-v1 / auction-v2
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 3.76 | 2.67 | 3.38 | 2.59 | 4.62 | +0.62 |
| Tail (sen) | 34 | 54 | 16 | 3 | 54 | +1.43 |
| Non-competitive take-up | 19.7% | 18.7% | |
| Grade | D (score -0.40) | (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) | 1.6 | 2.6 |
Same-tenor Auction History