Official Result (MOF)
| Auction Date | 2011-03-10 |
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| Issue Date | 2011-03-22 |
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| Issue | JGB (5-Year) No. 95（new） |
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| Coupon (%) | 0.6% |
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| Maturity | 2016-03-20 |
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| Method | price conventional |
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| Offering | ¥2.4T |
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| Competitive Bids | ¥7.7T |
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| Accepted Amount | ¥2.2T |
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| Lowest Accepted Price | 99.98（0.604%） |
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| Weighted Avg Price | 100.01（0.597%） |
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| Allotment Ratio | — |
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| Non-competitive I | ¥191.3B |
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| Non-competitive II | ¥21.3B |
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Source: https://www.mof.go.jp/jgbs/reference/appendix/jgb_historical_data.xls
Derived Metrics calc auction-v1 / auction-v2
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 3.49 | 3.56 | 3.58 | 2.78 | 4.68 | -0.14 |
| Tail (sen) | 3 | 4 | 2 | 1 | 4 | +0.86 |
| Non-competitive take-up | 8.8% | 8.5% | |
| Grade | D (score -0.50) | (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) | 0.7 | 0.8 |
Same-tenor Auction History