Official Result (MOF)
| Auction Date | 2018-10-11 |
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| Issue Date | 2018-10-12 |
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| Issue | JGB (30-Year) No. 60(new) |
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| Coupon (%) | 0.9% |
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| Maturity | 2048-09-20 |
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| Method | price conventional |
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| Offering | ¥700B |
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| Competitive Bids | ¥2.2T |
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| Accepted Amount | ¥567.4B |
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| Lowest Accepted Price | 100.00(0.900%) |
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| Weighted Avg Price | 100.04(0.898%) |
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| Allotment Ratio | — |
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| Non-competitive I | ¥131.7B |
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| Non-competitive II | ¥7.3B |
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Source: https://www.mof.go.jp/jgbs/reference/appendix/jgb_historical_data.xls
Derived Metrics calc auction-v1 / auction-v2
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 3.92 | 4.23 | 4.25 | 3.43 | 5.01 | -0.84 |
| Tail (sen) | 4 | 1 | 7 | 1 | 26 | -0.51 |
| Non-competitive take-up | 19.7% | 27.4% | |
| Grade | C (score -0.17) | (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) | 0.2 | 0.0 |
Same-tenor Auction History