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auctions / 30Y / 2021-05-13

Official Result (MOF)

Auction Date2021-05-13
Issue Date2021-05-14
IssueJGB (30-Year) No. 70(reopen)
Coupon (%)0.7%
Maturity2051-03-20
Methodprice conventional
Offering¥900B
Competitive Bids¥2.3T
Accepted Amount¥742.2B
Lowest Accepted Price101.25(0.649%)
Weighted Avg Price101.36(0.645%)
Allotment Ratio
Non-competitive I¥156.8B
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70回)
Legal basis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
Coupon dates毎年3月20日及び9月20日
Planned amount¥900B
Bid deadline2021-05-13 11:50
Payment date2021-05-14
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.123.113.372.773.92-0.73
Tail (sen)11812522-0.12
Non-competitive take-up17.4%23.6%
GradeD (score -0.30)(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)0.40.3

Same-tenor Auction History

3.003.502020-052020-092021-012021-05
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2021-05-13JGB (30-Year) No. 703.12110.645
2021-04-06JGB (30-Year) No. 703.1180.688
2021-03-04JGB (30-Year) No. 692.77220.691
2021-02-04JGB (30-Year) No. 693.4790.662
2021-01-08JGB (30-Year) No. 692.98100.648
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