overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 30Y / 2020-03-05

Official Result (MOF)

Auction Date2020-03-05
Issue Date2020-03-06
IssueJGB (30-Year) No. 65(reopen)
Coupon (%)0.4%
Maturity2049-12-20
Methodprice conventional
Offering¥700B
Competitive Bids¥2.1T
Accepted Amount¥567.4B
Lowest Accepted Price101.65(0.339%)
Weighted Avg Price101.75(0.335%)
Allotment Ratio
Non-competitive I¥131.5B
Non-competitive II¥21.6B

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65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、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¥700B
Bid deadline2020-03-05 11:50
Payment date2020-03-06
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.653.733.903.454.65-0.59
Tail (sen)10516387-0.26
Non-competitive take-up21.2%19.5%
GradeC (score -0.16)(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)0.40.2

Same-tenor Auction History

3.504.004.502019-032019-072019-112020-03
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2020-03-05JGB (30-Year) No. 653.65100.335
2020-02-06JGB (30-Year) No. 653.7350.426
2020-01-09JGB (30-Year) No. 653.6680.430
2019-12-05JGB (30-Year) No. 643.6950.430
2019-11-12JGB (30-Year) No. 643.66160.458
2019-10-10JGB (30-Year) No. 643.8760.382
2019-09-05JGB (30-Year) No. 633.45110.140
2019-08-06JGB (30-Year) No. 633.50200.292
2019-07-04JGB (30-Year) No. 634.01150.357
2019-06-13JGB (30-Year) No. 623.47870.319
2019-05-14JGB (30-Year) No. 624.6530.529
2019-04-04JGB (30-Year) No. 624.5560.540
2019-03-07JGB (30-Year) No. 614.5670.621