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auctions / 30Y / 2023-12-07

Official Result (MOF)

Auction Date2023-12-07
Issue Date2023-12-08
IssueJGB (30-Year) No. 80(reopen)
Coupon (%)1.8%
Maturity2053-09-20
Methodprice conventional
Offering¥900B
Competitive Bids¥1.9T
Accepted Amount¥731.1B
Lowest Accepted Price102.35(1.681%)
Weighted Avg Price103.55(1.623%)
Allotment Ratio
Non-competitive I¥168.8B
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80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3月20日及び9月20日
Planned amount¥900B
Bid deadline2023-12-07 11:50
Payment date2023-12-08
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover2.623.603.243.003.60-2.86
Tail (sen)1202019450+8.20
Non-competitive take-up18.8%26.3%
GradeE (score -5.53)(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)5.81.0

Same-tenor Auction History

3.003.502022-122023-042023-082023-12
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2023-12-07JGB (30-Year) No. 802.621201.623
2023-11-09JGB (30-Year) No. 803.60201.741
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