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auctions / 5Y / 2007-09-11

Official Result (MOF)

Auction Date2007-09-11
Issue Date2007-09-25
IssueJGB (5-Year) No. 66(new)
Coupon (%)1.1%
Maturity2012-09-20
Methodprice conventional
Offering¥2T
Competitive Bids¥5.6T
Accepted Amount¥1.8T
Lowest Accepted Price100.13(1.072%)
Weighted Avg Price100.16(1.066%)
Allotment Ratio
Non-competitive I¥182.8B
Non-competitive II¥0M

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66回)
Legal basis財政法(昭和22年法律第34号)第4条第1項及び平成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/Cover3.133.403.462.754.58-0.61
Tail (sen)313110+0.19
Non-competitive take-up9.2%17.2%
GradeD (score -0.40)(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)0.60.2

Same-tenor Auction History

3.004.002006-092007-012007-052007-09
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2007-09-11JGB (5-Year) No. 663.1331.066
2007-08-09JGB (5-Year) No. 653.4011.417
2007-07-10JGB (5-Year) No. 643.1221.561
2007-06-12JGB (5-Year) No. 643.4421.549
2007-05-15JGB (5-Year) No. 633.8011.246
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