Official Result (MOF)
| Auction Date | 2024-01-12 |
|---|
| Issue Date | 2024-01-15 |
|---|
| Issue | JGB (30-Year) No. 81（new） |
|---|
| Coupon (%) | 1.6% |
|---|
| Maturity | 2053-12-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥900B |
|---|
| Competitive Bids | ¥2.2T |
|---|
| Accepted Amount | ¥726.4B |
|---|
| Lowest Accepted Price | 99.00（1.649%） |
|---|
| Weighted Avg Price | 99.40（1.629%） |
|---|
| Allotment Ratio | — |
|---|
| Non-competitive I | ¥172.8B |
|---|
| Non-competitive II | ¥76.3B |
|---|
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81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6月20日及び12月20日 |
|---|
| Planned amount | ¥900B |
|---|
| Bid deadline | 2024-01-12 11:50 |
|---|
| Payment date | 2024-01-15 |
|---|
| Non-competitive II | held |
|---|
| Price terms | — |
|---|
Derived Metrics calc auction-v1 / auction-v2
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 3.00 | 2.62 | 3.20 | 2.62 | 3.60 | -0.74 |
| Tail (sen) | 40 | 120 | 28 | 4 | 120 | +0.40 |
| Non-competitive take-up | 25.5% | 18.8% | |
| Grade | D (score -0.57) | (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) | 2.0 | 5.8 |
Same-tenor Auction History