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auctions / 30Y / 2020-09-03

Official Result (MOF)

Auction Date2020-09-03
Issue Date2020-09-04
IssueJGB (30-Year) No. 67(reopen)
Coupon (%)0.6%
Maturity2050-06-20
Methodprice conventional
Offering¥900B
Competitive Bids¥2.6T
Accepted Amount¥733.8B
Lowest Accepted Price99.55(0.617%)
Weighted Avg Price99.71(0.611%)
Allotment Ratio
Non-competitive I¥165.4B
Non-competitive II¥86B

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67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6月20日及び12月20日
Planned amount¥900B
Bid deadline2020-09-03 11:50
Payment date2020-09-04
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.503.443.592.853.92-0.37
Tail (sen)162213539+0.38
Non-competitive take-up25.5%20.8%
GradeD (score -0.38)(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)0.60.8

Same-tenor Auction History

3.003.502019-092020-012020-052020-09
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2020-09-03JGB (30-Year) No. 673.50160.611
2020-08-18JGB (30-Year) No. 673.44220.617
2020-07-07JGB (30-Year) No. 673.9280.612
2020-06-04JGB (30-Year) No. 662.85110.529
2020-05-14JGB (30-Year) No. 663.6990.449
2020-04-07JGB (30-Year) No. 663.53390.426
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