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auctions / 5Y / 2007-02-08

Official Result (MOF)

Auction Date2007-02-08
Issue Date2007-02-26
IssueJGB (5-Year) No. 61(reopen)
Coupon (%)1.2%
Maturity2011-12-20
Methodprice conventional
Offering¥2T
Competitive Bids¥8.3T
Accepted Amount¥1.8T
Lowest Accepted Price99.81(1.241%)
Weighted Avg Price99.82(1.239%)
Allotment Ratio
Non-competitive I¥181.2B
Non-competitive II¥196.3B

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(5年)(第61回)
Legal basis財政法(昭和22年法律第34号)第4条第1項、平成18年度における財政運営のための公債の発行の特例等に関する法律(平成18年法律第11号)第2条第1項及び財政融資資金特別会計法(昭和26年法律第101号)第11条第1項並びに国債整理基金特別会計法(明治39年法律第6号)第5条第1項及び第5条ノ2
Coupon dates毎年6月20日及び12月20日
Planned amount
Bid deadline
Payment date
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover4.583.162.812.283.24+5.91
Tail (sen)113110-0.73
Non-competitive take-up17.3%16.7%
GradeA (score +3.32)(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)0.20.2

Same-tenor Auction History

3.004.002006-022006-062006-102007-02
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2007-02-08JGB (5-Year) No. 614.5811.239
2007-01-16JGB (5-Year) No. 623.1611.293
2006-12-12JGB (5-Year) No. 612.9421.246
2006-11-14JGB (5-Year) No. 602.75101.255
2006-10-12JGB (5-Year) No. 603.1311.210
2006-09-12JGB (5-Year) No. 603.0661.183
2006-08-08JGB (5-Year) No. 592.2841.341
2006-07-11JGB (5-Year) No. 582.5711.484
2006-06-08JGB (5-Year) No. 572.5941.352
2006-05-16JGB (5-Year) No. 562.6511.475
2006-04-13JGB (5-Year) No. 552.9021.358
2006-03-10JGB (5-Year) No. 542.4121.061
2006-02-14JGB (5-Year) No. 533.2411.010