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auctions / 5Y / 2009-05-19

Official Result (MOF)

Auction Date2009-05-19
Issue Date2009-05-22
IssueJGB (5-Year) No. 81(reopen)
Coupon (%)0.8%
Maturity2014-03-20
Methodprice conventional
Offering¥2T
Competitive Bids¥4.8T
Accepted Amount¥1.8T
Lowest Accepted Price99.97(0.806%)
Weighted Avg Price99.99(0.802%)
Allotment Ratio
Non-competitive I¥162.7B
Non-competitive II¥185.9B

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81回)
Legal basis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¥2T
Bid deadline2009-05-19 12:00
Payment date2009-05-22
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover2.642.803.042.483.99-1.08
Tail (sen)234112-0.52
Non-competitive take-up16.0%8.7%
GradeC (score -0.28)(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)0.40.7

Same-tenor Auction History

3.004.002008-052008-092009-012009-05
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2009-05-19JGB (5-Year) No. 812.6420.802
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