Official Result (MOF)
| Auction Date | 2011-02-16 |
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| Issue Date | 2011-02-21 |
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| Issue | JGB (5-Year) No. 94(new) |
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| Coupon (%) | 0.6% |
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| Maturity | 2015-12-20 |
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| Method | price conventional |
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| Offering | ¥2.4T |
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| Competitive Bids | ¥7.8T |
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| Accepted Amount | ¥2.2T |
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| Lowest Accepted Price | 100.01(0.597%) |
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| Weighted Avg Price | 100.05(0.589%) |
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| Allotment Ratio | — |
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| Non-competitive I | ¥203B |
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| Non-competitive II | ¥0M |
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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94回) |
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| Legal basis | 財政法(昭和22年法律第34号)第4条第1項及び平成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、第47条及び第62条第1項 |
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| Coupon dates | 毎年6月20日及び12月20日 |
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| Planned amount | ¥2.4T |
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| Bid deadline | 2011-02-16 12:00 |
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| Payment date | 2011-02-21 |
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| Non-competitive II | held |
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| Price terms | — |
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Derived Metrics calc auction-v1 / auction-v2
| This | Prev | avg (12) | min | max | z |
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| Bid/Cover | 3.56 | 3.97 | 3.58 | 2.78 | 4.68 | -0.04 |
| Tail (sen) | 4 | 1 | 2 | 1 | 4 | +2.11 |
| Non-competitive take-up | 8.5% | 8.4% | |
| Grade | E (score -1.07) | (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) | 0.8 | 0.2 |
Same-tenor Auction History