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auctions / 5Y / 2009-03-12

Official Result (MOF)

Auction Date2009-03-12
Issue Date2009-03-23
IssueJGB (5-Year) No. 81(new)
Coupon (%)0.8%
Maturity2014-03-20
Methodprice conventional
Offering¥2T
Competitive Bids¥4.9T
Accepted Amount¥1.8T
Lowest Accepted Price100.23(0.752%)
Weighted Avg Price100.25(0.748%)
Allotment Ratio
Non-competitive I¥179B
Non-competitive II¥144.2B

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81回)
Legal basis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、第47条及び第62条第1項
Coupon dates毎年3月20日及び9月20日
Planned amount¥2T
Bid deadline2009-03-12 12:00
Payment date2009-03-23
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover2.703.052.992.343.99-0.66
Tail (sen)224112-0.58
Non-competitive take-up15.2%9.2%
GradeC (score -0.04)(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)0.40.4

Same-tenor Auction History

3.004.002008-032008-072008-112009-03
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2009-03-12JGB (5-Year) No. 812.7020.748
2009-02-10JGB (5-Year) No. 803.0520.740
2009-01-14JGB (5-Year) No. 793.2510.723
2008-12-09JGB (5-Year) No. 782.4840.889
2008-11-11JGB (5-Year) No. 773.3210.939
2008-10-16JGB (5-Year) No. 763.0431.193
2008-09-09JGB (5-Year) No. 753.1521.110
2008-08-20JGB (5-Year) No. 742.7021.037
2008-07-08JGB (5-Year) No. 733.9931.254
2008-06-10JGB (5-Year) No. 723.10121.534
2008-05-15JGB (5-Year) No. 712.9091.300
2008-04-10JGB (5-Year) No. 702.34120.814
2008-03-11JGB (5-Year) No. 702.5310.762