Official Result (MOF)
| Auction Date | 2011-09-08 |
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| Issue Date | 2011-09-20 |
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| Issue | JGB (5-Year) No. 99(new) |
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| Coupon (%) | 0.4% |
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| Maturity | 2016-09-20 |
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| Method | price conventional |
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| Offering | ¥2.4T |
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| Competitive Bids | ¥5.9T |
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| Accepted Amount | ¥2.2T |
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| Lowest Accepted Price | 100.20(0.359%) |
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| Weighted Avg Price | 100.21(0.357%) |
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| Allotment Ratio | — |
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| Non-competitive I | ¥209.3B |
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| Non-competitive II | ¥262.2B |
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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99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23年度における公債の発行の特例に関する法律(平成23年法律第106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62条第1項 |
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| Coupon dates | 毎年3月20日及び9月20日 |
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| Planned amount | ¥2.4T |
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| Bid deadline | 2011-09-08 12:00 |
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| Payment date | 2011-09-20 |
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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 | 2.68 | 3.37 | 3.40 | 2.78 | 3.97 | -2.06 |
| Tail (sen) | 1 | 3 | 2 | 1 | 4 | -1.13 |
| Non-competitive take-up | 17.7% | 7.7% | |
| Grade | D (score -0.46) | (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 | 0.6 |
Same-tenor Auction History