overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 5Y / 2007-04-12

Official Result (MOF)

Auction Date2007-04-12
Issue Date2007-04-25
IssueJGB (5-Year) No. 63(reopen)
Coupon (%)1.2%
Maturity2012-03-20
Methodprice conventional
Offering¥2T
Competitive Bids¥7.7T
Accepted Amount¥1.8T
Lowest Accepted Price99.98(1.204%)
Weighted Avg Price99.99(1.202%)
Allotment Ratio
Non-competitive I¥178.8B
Non-competitive II¥164.9B

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63回)
Legal basis平成19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19年法律第25号)第2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項及び附則第76条第1項
Coupon dates毎年3月20日及び9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/Cover4.293.833.042.284.58+2.10
Tail (sen)123110-0.73
Non-competitive take-up16.0%8.4%
GradeA (score +1.41)(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)0.20.4

Same-tenor Auction History

3.004.002006-042006-082006-122007-04
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2007-04-12JGB (5-Year) No. 634.2911.202
2007-03-08JGB (5-Year) No. 633.8321.174
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