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auctions / 5Y / 2017-01-19

Official Result (MOF)

Auction Date2017-01-19
Issue Date2017-01-23
IssueJGB (5-Year) No. 130(reopen)
Coupon (%)0.1%
Maturity2021-12-20
Methodprice conventional
Offering¥2.4T
Competitive Bids¥8T
Accepted Amount¥2.2T
Lowest Accepted Price101.01(-0.104%)
Weighted Avg Price101.07(-0.116%)
Allotment Ratio
Non-competitive I¥224.7B
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130回)
Legal basis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
Coupon dates毎年6月20日及び12月20日
Planned amount¥2.4T
Bid deadline2017-01-19 12:00
Payment date2017-01-23
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.664.483.903.034.66-0.50
Tail (sen)63309+1.37
Non-competitive take-up9.4%11.8%
GradeD (score -0.93)(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)1.20.6

Same-tenor Auction History

3.004.002016-012016-052016-092017-01
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2017-01-19JGB (5-Year) No. 1303.666-0.116
2016-12-13JGB (5-Year) No. 1304.483-0.063
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