Official Result (MOF)
| Auction Date | 2017-05-25 |
|---|
| Issue Date | 2017-05-29 |
|---|
| Issue | JGB (40-Year) No. 10(new) |
|---|
| Coupon (%) | 0.9% |
|---|
| Maturity | 2057-03-20 |
|---|
| Method | yield Dutch |
|---|
| Offering | ¥500B |
|---|
| Competitive Bids | ¥1.4T |
|---|
| Accepted Amount | ¥499.7B |
|---|
| Lowest Accepted Price | 97.86(0.965%) |
|---|
| Weighted Avg Price | — |
|---|
| Allotment Ratio | — |
|---|
| Non-competitive I | — |
|---|
| Non-competitive II | ¥30.5B |
|---|
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(40年)(第10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 | ¥500B |
|---|
| Bid deadline | 2017-05-25 12:00 |
|---|
| Payment date | 2017-05-29 |
|---|
| Non-competitive II | held |
|---|
| Price terms | — |
|---|
Derived Metrics calc auction-v1 / auction-v2
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 2.87 | 2.95 | 2.87 | 2.30 | 3.40 | -0.02 |
| Tail (sen) | — | — | — | — | — | — |
| Non-competitive take-up | 5.8% | 11.0% | |
| Grade | C (score -0.02) | (z(B/C) − z(tail))/2 bucketed A(≥1)/B(≥0.3)/C/D(≤−0.3)/E(≤−1), vs last 12 same-tenor |
Same-tenor Auction History