Official Result (MOF)
| Auction Date | 2016-12-08 |
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| Issue Date | 2016-12-20 |
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| Issue | JGB (30-Year) No. 53(new) |
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| Coupon (%) | 0.6% |
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| Maturity | 2046-12-20 |
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| Method | price conventional |
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| Offering | ¥800B |
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| Competitive Bids | ¥2.1T |
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| Accepted Amount | ¥723.9B |
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| Lowest Accepted Price | 99.15(0.633%) |
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| Weighted Avg Price | 99.55(0.617%) |
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| Allotment Ratio | — |
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| Non-competitive I | ¥75.7B |
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| Non-competitive II | ¥0M |
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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53回) |
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| 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、第47条第1項及び第62条第1項 |
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| Coupon dates | 毎年6月20日及び12月20日 |
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| Planned amount | ¥800B |
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| Bid deadline | 2016-12-08 12:00 |
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| Payment date | 2016-12-20 |
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| Non-competitive II | held |
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| Price terms | — |
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Derived Metrics calc auction-v1 / auction-v2
| This | Prev | avg (12) | min | max | z |
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| Bid/Cover | 2.85 | 3.50 | 3.39 | 2.64 | 4.21 | -1.28 |
| Tail (sen) | 40 | 19 | 26 | 3 | 75 | +0.60 |
| Non-competitive take-up | 9.5% | 9.6% | |
| Grade | D (score -0.94) | (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 | 0.8 |
Same-tenor Auction History