Official Result (MOF)
| Auction Date | 2015-09-08 |
|---|
| Issue Date | 2015-09-24 |
|---|
| Issue | JGB (30-Year) No. 48(new) |
|---|
| Coupon (%) | 1.4% |
|---|
| Maturity | 2045-09-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥800B |
|---|
| Competitive Bids | ¥2.3T |
|---|
| Accepted Amount | ¥729B |
|---|
| Lowest Accepted Price | 99.65(1.416%) |
|---|
| Weighted Avg Price | 99.74(1.412%) |
|---|
| Allotment Ratio | — |
|---|
| Non-competitive I | ¥70.4B |
|---|
| Non-competitive II | ¥117.3B |
|---|
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48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3月20日及び9月20日 |
|---|
| Planned amount | ¥800B |
|---|
| Bid deadline | 2015-09-08 12:00 |
|---|
| Payment date | 2015-09-24 |
|---|
| Non-competitive II | held |
|---|
| Price terms | — |
|---|
Derived Metrics calc auction-v1 / auction-v2
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 3.11 | 3.30 | 3.04 | 2.21 | 3.76 | +0.16 |
| Tail (sen) | 9 | 15 | 23 | 9 | 54 | -1.08 |
| Non-competitive take-up | 20.5% | 20.5% | |
| Grade | B (score +0.62) | (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) | 0.4 | 0.7 |
Same-tenor Auction History