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auctions / 5Y / 2009-04-08

Official Result (MOF)

Auction Date2009-04-08
Issue Date2009-04-13
IssueJGB (5-Year) No. 82(new)
Coupon (%)0.9%
Maturity2014-03-20
Methodprice conventional
Offering¥2T
Competitive Bids¥5.1T
Accepted Amount¥1.8T
Lowest Accepted Price100.25(0.847%)
Weighted Avg Price100.28(0.840%)
Allotment Ratio
Non-competitive I¥173.7B
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82回)
Legal basis財政法(昭和22年法律第34号)第4条第1項及び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
Coupon dates毎年3月20日及び9月20日
Planned amount¥2T
Bid deadline2009-04-08 12:00
Payment date2009-04-13
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover2.802.703.002.343.99-0.49
Tail (sen)324112-0.36
Non-competitive take-up8.7%15.2%
GradeC (score -0.07)(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)0.70.4

Same-tenor Auction History

3.004.002008-042008-082008-122009-04
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2009-04-08JGB (5-Year) No. 822.8030.840
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