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auctions / 5Y / 2019-08-15

Official Result (MOF)

Auction Date2019-08-15
Issue Date2019-08-16
IssueJGB (5-Year) No. 140(reopen)
Coupon (%)0.1%
Maturity2024-06-20
Methodprice conventional
Offering¥1.9T
Competitive Bids¥7.3T
Accepted Amount¥1.6T
Lowest Accepted Price102.02(-0.310%)
Weighted Avg Price102.04(-0.314%)
Allotment Ratio
Non-competitive I¥333.6B
Non-competitive II¥283.2B

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140回)
Legal basis財政運営に必要な財源の確保を図るための公債の発行の特例に関する法律(平成24年法律第101号)第3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6月20日及び12月20日
Planned amount¥1.9T
Bid deadline2019-08-15 11:50
Payment date2019-08-16
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover4.684.344.663.845.53+0.03
Tail (sen)21102+2.20
Non-competitive take-up28.3%17.2%
GradeE (score -1.08)(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)0.40.2

Same-tenor Auction History

4.005.002018-082018-122019-042019-08
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2019-08-15JGB (5-Year) No. 1404.682-0.314
2019-07-09JGB (5-Year) No. 1404.341-0.233
2019-06-18JGB (5-Year) No. 1394.511-0.228
2019-05-16JGB (5-Year) No. 1394.941-0.170
2019-04-09JGB (5-Year) No. 1395.311-0.164
2019-03-12JGB (5-Year) No. 1384.711-0.157
2019-02-13JGB (5-Year) No. 1384.841-0.151
2019-01-16JGB (5-Year) No. 1385.150-0.144
2018-12-13JGB (5-Year) No. 1373.842-0.112
2018-11-15JGB (5-Year) No. 1373.890-0.087
2018-10-16JGB (5-Year) No. 1374.881-0.055
2018-09-13JGB (5-Year) No. 1365.531-0.071
2018-08-16JGB (5-Year) No. 1363.951-0.076