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auctions / 5Y / 2017-10-19

Official Result (MOF)

Auction Date2017-10-19
Issue Date2017-10-23
IssueJGB (5-Year) No. 133(reopen)
Coupon (%)0.1%
Maturity2022-09-20
Methodprice conventional
Offering¥2.2T
Competitive Bids¥7.6T
Accepted Amount¥1.8T
Lowest Accepted Price100.90(-0.082%)
Weighted Avg Price100.90(-0.082%)
Allotment Ratio
Non-competitive I¥416.1B
Non-competitive II¥328.1B

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133回)
Legal basis特別会計に関する法律(平成19年法律第23号)第46条第1項、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¥2.2T
Bid deadline2017-10-19 12:00
Payment date2017-10-23
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover4.244.074.012.864.85+0.40
Tail (sen)03306-1.53
Non-competitive take-up29.4%19.2%
GradeB (score +0.96)(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)0.00.6

Same-tenor Auction History

3.004.002016-102017-022017-062017-10
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2017-10-19JGB (5-Year) No. 1334.240-0.082
2017-09-12JGB (5-Year) No. 1334.073-0.110
2017-08-17JGB (5-Year) No. 1324.461-0.083
2017-07-11JGB (5-Year) No. 1324.851-0.035
2017-06-08JGB (5-Year) No. 1324.711-0.065
2017-05-16JGB (5-Year) No. 1313.592-0.117
2017-04-18JGB (5-Year) No. 1313.284-0.160
2017-03-09JGB (5-Year) No. 1312.864-0.118
2017-02-14JGB (5-Year) No. 1304.262-0.089
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