overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 30Y / 2024-10-08

Official Result (MOF)

Auction Date2024-10-08
Issue Date2024-10-09
IssueJGB (30-Year) No. 84(new)
Coupon (%)2.1%
Maturity2054-09-20
Methodprice conventional
Offering¥900B
Competitive Bids¥2.3T
Accepted Amount¥679.7B
Lowest Accepted Price98.95(2.157%)
Weighted Avg Price99.05(2.152%)
Allotment Ratio
Non-competitive I¥219.5B
Non-competitive II¥47B

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84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47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 deadline2024-10-08 11:50
Payment date2024-10-09
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.343.403.212.623.60+0.45
Tail (sen)1020327120-0.74
Non-competitive take-up28.2%28.3%
GradeB (score +0.59)(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)0.51.0

Same-tenor Auction History

3.003.502023-102024-022024-062024-10
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2024-10-08JGB (30-Year) No. 843.34102.152
2024-09-05JGB (30-Year) No. 833.40202.043
2024-08-08JGB (30-Year) No. 833.47172.229
2024-07-04JGB (30-Year) No. 832.9772.190
2024-06-06JGB (30-Year) No. 823.5992.156
2024-05-10JGB (30-Year) No. 823.25301.992
2024-04-04JGB (30-Year) No. 823.47131.808
2024-03-07JGB (30-Year) No. 812.93371.770
2024-02-07JGB (30-Year) No. 813.18171.791
2024-01-12JGB (30-Year) No. 813.00401.629
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