Official Result (MOF)
| Auction Date | 2010-08-11 |
|---|
| Issue Date | 2010-08-16 |
|---|
| Issue | JGB (5-Year) No. 90（new） |
|---|
| Coupon (%) | 0.3% |
|---|
| Maturity | 2015-06-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥2.4T |
|---|
| Competitive Bids | ¥10.2T |
|---|
| Accepted Amount | ¥2.2T |
|---|
| Lowest Accepted Price | 99.87（0.327%） |
|---|
| Weighted Avg Price | 99.88（0.325%） |
|---|
| Allotment Ratio | — |
|---|
| Non-competitive I | ¥210.9B |
|---|
| Non-competitive II | ¥350.7B |
|---|
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90回） |
|---|
| Legal basis | 平成22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22年法律第7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6月20日及び12月20日 |
|---|
| Planned amount | ¥2.4T |
|---|
| Bid deadline | 2010-08-11 12:00 |
|---|
| Payment date | 2010-08-16 |
|---|
| Non-competitive II | held |
|---|
| Price terms | — |
|---|
Derived Metrics calc auction-v1 / auction-v2
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 4.68 | 3.37 | 3.42 | 2.17 | 4.65 | +2.14 |
| Tail (sen) | 1 | 1 | 2 | 1 | 4 | -0.58 |
| Non-competitive take-up | 20.4% | 8.1% | |
| Grade | A (score +1.36) | (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 | 0.2 |
Same-tenor Auction History