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auctions / 30Y / 2023-10-05

Official Result (MOF)

Auction Date2023-10-05
Issue Date2023-10-06
IssueJGB (30-Year) No. 80(new)
Coupon (%)1.8%
Maturity2053-09-20
Methodprice conventional
Offering¥900B
Competitive Bids¥2.2T
Accepted Amount¥730.6B
Lowest Accepted Price101.65(1.716%)
Weighted Avg Price102.15(1.691%)
Allotment Ratio
Non-competitive I¥169.3B
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80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 deadline2023-10-05 11:50
Payment date2023-10-06
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.063.463.192.893.50-0.67
Tail (sen)502817435+3.54
Non-competitive take-up18.8%19.4%
GradeE (score -2.10)(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)2.51.6

Same-tenor Auction History

3.003.253.502022-102023-022023-062023-10
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2023-10-05JGB (30-Year) No. 803.06501.691
2023-09-07JGB (30-Year) No. 793.46281.640
2023-08-08JGB (30-Year) No. 793.5041.593
2023-07-06JGB (30-Year) No. 793.03351.222
2023-06-06JGB (30-Year) No. 783.08141.257
2023-05-11JGB (30-Year) No. 783.49101.252
2023-04-06JGB (30-Year) No. 783.19101.353
2023-03-07JGB (30-Year) No. 773.00191.416
2023-02-07JGB (30-Year) No. 773.32151.543
2023-01-11JGB (30-Year) No. 773.10101.649
2022-12-06JGB (30-Year) No. 763.00171.481
2022-11-09JGB (30-Year) No. 763.28111.561
2022-10-12JGB (30-Year) No. 762.89321.480