Official Result (MOF)
| Auction Date | 2011-11-15 |
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| Issue Date | 2011-11-18 |
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| Issue | JGB (5-Year) No. 100(new) |
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| Coupon (%) | 0.3% |
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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 | ¥7.7T |
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| Accepted Amount | ¥2.2T |
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| Lowest Accepted Price | 99.85(0.331%) |
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| Weighted Avg Price | 99.86(0.329%) |
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| Allotment Ratio | — |
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| Non-competitive I | ¥209.9B |
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| Non-competitive II | ¥331.3B |
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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100回) |
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| Legal basis | 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項及び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 | 2011-11-15 12:00 |
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| Payment date | 2011-11-18 |
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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 | 3.51 | 2.72 | 3.34 | 2.68 | 3.97 | +0.43 |
| Tail (sen) | 1 | 0 | 2 | 0 | 4 | -0.73 |
| Non-competitive take-up | 19.8% | 7.5% | |
| Grade | B (score +0.58) | (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 | 0.0 |
Same-tenor Auction History