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auctions / 5Y / 2016-11-15

Official Result (MOF)

Auction Date2016-11-15
Issue Date2016-11-17
IssueJGB (5-Year) No. 129(reopen)
Coupon (%)0.1%
Maturity2021-09-20
Methodprice conventional
Offering¥2.4T
Competitive Bids¥7.7T
Accepted Amount¥2.2T
Lowest Accepted Price101.22(-0.150%)
Weighted Avg Price101.27(-0.160%)
Allotment Ratio
Non-competitive I¥230.6B
Non-competitive II¥0M

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129回)
Legal basis財政法(昭和22年法律第34号)第4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47条第1項及び第62条第1項
Coupon dates毎年3月20日及び9月20日
Planned amount¥2.4T
Bid deadline2016-11-15 12:00
Payment date2016-11-17
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.564.313.933.034.66-0.81
Tail (sen)50209+1.19
Non-competitive take-up9.6%21.1%
GradeE (score -1.00)(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)1.00.0

Same-tenor Auction History

3.004.002015-112016-032016-072016-11
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2016-11-15JGB (5-Year) No. 1293.565-0.160
2016-10-14JGB (5-Year) No. 1294.310-0.201
2016-09-08JGB (5-Year) No. 1293.031-0.175
2016-08-18JGB (5-Year) No. 1283.571-0.165
2016-07-14JGB (5-Year) No. 1283.452-0.365
2016-06-09JGB (5-Year) No. 1284.661-0.232
2016-05-17JGB (5-Year) No. 1274.152-0.225
2016-04-19JGB (5-Year) No. 1274.362-0.226
2016-03-10JGB (5-Year) No. 1273.595-0.142
2016-02-18JGB (5-Year) No. 1263.579-0.138
2016-01-19JGB (5-Year) No. 1264.1010.016
2015-12-15JGB (5-Year) No. 1264.2510.035
2015-11-17JGB (5-Year) No. 1254.1110.037