overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 30Y / 2020-12-03

Official Result (MOF)

Auction Date2020-12-03
Issue Date2020-12-04
IssueJGB (30-Year) No. 68(reopen)
Coupon (%)0.6%
Maturity2050-09-20
Methodprice conventional
Offering¥900B
Competitive Bids¥2.5T
Accepted Amount¥725.9B
Lowest Accepted Price98.75(0.650%)
Weighted Avg Price98.80(0.648%)
Allotment Ratio
Non-competitive I¥173.4B
Non-competitive II¥71.4B

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68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47条第1項及び第62条第1項
Coupon dates毎年3月20日及び9月20日
Planned amount¥900B
Bid deadline2020-12-03 11:50
Payment date2020-12-04
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.493.763.582.853.92-0.35
Tail (sen)5613539-0.84
Non-competitive take-up25.2%20.3%
GradeC (score +0.24)(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)0.20.2

Same-tenor Auction History

3.003.502019-122020-042020-082020-12
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2020-12-03JGB (30-Year) No. 683.4950.648
2020-11-10JGB (30-Year) No. 683.7660.643
2020-10-06JGB (30-Year) No. 683.51140.638
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