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auctions / 30Y / 2017-01-11

Official Result (MOF)

Auction Date2017-01-11
Issue Date2017-01-13
IssueJGB (30-Year) No. 53(reopen)
Coupon (%)0.6%
Maturity2046-12-20
Methodprice conventional
Offering¥800B
Competitive Bids¥2.4T
Accepted Amount¥722.7B
Lowest Accepted Price96.20(0.755%)
Weighted Avg Price96.43(0.745%)
Allotment Ratio
Non-competitive I¥76.6B
Non-competitive II¥0M

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)
Legal basis特別会計に関する法律(平成19年法律第23号)第47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 deadline2017-01-11 12:00
Payment date2017-01-13
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.332.853.302.644.21+0.07
Tail (sen)234029375-0.28
Non-competitive take-up9.6%9.5%
GradeC (score +0.18)(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)1.01.6

Same-tenor Auction History

3.004.002016-012016-052016-092017-01
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2017-01-11JGB (30-Year) No. 533.33230.745
2016-12-08JGB (30-Year) No. 532.85400.617
2016-11-10JGB (30-Year) No. 523.50190.511
2016-10-12JGB (30-Year) No. 523.64130.514
2016-09-06JGB (30-Year) No. 523.13180.500
2016-08-09JGB (30-Year) No. 513.07210.424
2016-07-12JGB (30-Year) No. 512.64750.120
2016-06-07JGB (30-Year) No. 513.42140.314
2016-05-12JGB (30-Year) No. 503.01400.319
2016-04-14JGB (30-Year) No. 503.39670.388
2016-03-08JGB (30-Year) No. 504.2130.765
2016-02-09JGB (30-Year) No. 493.04361.068
2016-01-07JGB (30-Year) No. 493.7341.224