Official Result (MOF)
| Auction Date | 2008-11-11 |
|---|
| Issue Date | 2008-11-14 |
|---|
| Issue | JGB (5-Year) No. 77(new) |
|---|
| Coupon (%) | 1% |
|---|
| Maturity | 2013-09-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥1.9T |
|---|
| Competitive Bids | ¥5.7T |
|---|
| Accepted Amount | ¥1.7T |
|---|
| Lowest Accepted Price | 100.27(0.941%) |
|---|
| Weighted Avg Price | 100.28(0.939%) |
|---|
| Allotment Ratio | — |
|---|
| Non-competitive I | ¥170.8B |
|---|
| Non-competitive II | ¥187B |
|---|
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77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20年度における公債の発行の特例に関する法律(平成20年法律第24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項及び第62条第1項 |
|---|
| Coupon dates | 毎年3月20日及び9月20日 |
|---|
| Planned amount | ¥1.9T |
|---|
| Bid deadline | 2008-11-11 12:00 |
|---|
| Payment date | 2008-11-14 |
|---|
| Non-competitive II | held |
|---|
| Price terms | — |
|---|
Derived Metrics calc auction-v1 / auction-v2
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 3.32 | 3.04 | 2.97 | 2.34 | 3.99 | +0.81 |
| Tail (sen) | 1 | 3 | 5 | 1 | 12 | -1.01 |
| Non-competitive take-up | 17.2% | 16.1% | |
| Grade | B (score +0.91) | (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) | 0.2 | 0.7 |
Same-tenor Auction History