overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 30Y / 2022-11-09

Official Result (MOF)

Auction Date2022-11-09
Issue Date2022-11-10
IssueJGB (30-Year) No. 76(reopen)
Coupon (%)1.4%
Maturity2052-09-20
Methodprice conventional
Offering¥900B
Competitive Bids¥2.4T
Accepted Amount¥727.7B
Lowest Accepted Price96.60(1.567%)
Weighted Avg Price96.71(1.561%)
Allotment Ratio
Non-competitive I¥172B
Non-competitive II¥88.3B

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76回)
Legal basis財政法(昭和22年法律第34号)第4条第1項及び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 deadline2022-11-09 11:50
Payment date2022-11-10
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.282.893.202.893.63+0.37
Tail (sen)113212132-0.13
Non-competitive take-up26.3%21.5%
GradeC (score +0.25)(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)0.61.6

Same-tenor Auction History

3.003.502021-112022-032022-072022-11
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2022-11-09JGB (30-Year) No. 763.28111.561
2022-10-12JGB (30-Year) No. 762.89321.480
2022-09-06JGB (30-Year) No. 753.28111.235
2022-08-09JGB (30-Year) No. 752.95191.119
2022-07-07JGB (30-Year) No. 753.25131.234
2022-06-07JGB (30-Year) No. 743.11131.049
2022-05-12JGB (30-Year) No. 743.08241.015
2022-04-07JGB (30-Year) No. 743.05100.989
2022-03-03JGB (30-Year) No. 733.1250.893
2022-02-03JGB (30-Year) No. 733.4510.788
2022-01-07JGB (30-Year) No. 733.6310.719
2021-12-07JGB (30-Year) No. 723.21100.673
2021-11-09JGB (30-Year) No. 723.4570.683