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auctions / 30Y / 2015-06-04

Official Result (MOF)

Auction Date2015-06-04
Issue Date2015-06-22
IssueJGB (30-Year) No. 47(new)
Coupon (%)1.6%
Maturity2045-06-20
Methodprice conventional
Offering¥800B
Competitive Bids¥2.2T
Accepted Amount¥729.9B
Lowest Accepted Price101.35(1.534%)
Weighted Avg Price101.49(1.527%)
Allotment Ratio
Non-competitive I¥69.5B
Non-competitive II¥95.9B

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47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62条第1項
Coupon dates毎年6月20日及び12月20日
Planned amount¥800B
Bid deadline2015-06-04 12:00
Payment date2015-06-22
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.072.743.172.594.06-0.24
Tail (sen)142619754-0.42
Non-competitive take-up18.5%20.3%
GradeC (score +0.09)(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)0.71.2

Same-tenor Auction History

3.004.002014-062014-102015-022015-06
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2015-06-04JGB (30-Year) No. 473.07141.527
2015-05-14JGB (30-Year) No. 462.74261.514
2015-04-09JGB (30-Year) No. 462.86191.375
2015-03-05JGB (30-Year) No. 463.76341.510
2015-02-05JGB (30-Year) No. 452.67541.464
2015-01-14JGB (30-Year) No. 453.57171.123
2014-12-09JGB (30-Year) No. 453.12161.456
2014-11-11JGB (30-Year) No. 443.02141.483
2014-10-15JGB (30-Year) No. 442.5991.633
2014-09-09JGB (30-Year) No. 443.57161.679
2014-08-12JGB (30-Year) No. 434.0671.676
2014-07-10JGB (30-Year) No. 433.12141.703
2014-06-05JGB (30-Year) No. 433.0071.714