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auctions / 5Y / 2022-02-15

Official Result (MOF)

Auction Date2022-02-15
Issue Date2022-02-16
IssueJGB (5-Year) No. 150(reopen)
Coupon (%)0.005%
Maturity2026-12-20
Methodprice conventional
Offering¥2.5T
Competitive Bids¥6.8T
Accepted Amount¥2T
Lowest Accepted Price99.81(0.044%)
Weighted Avg Price99.83(0.040%)
Allotment Ratio
Non-competitive I¥483.9B
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150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項及び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¥2.5T
Bid deadline2022-02-15 11:50
Payment date2022-02-16
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.393.343.793.254.55-0.89
Tail (sen)22214+0.00
Non-competitive take-up19.4%19.0%
GradeD (score -0.44)(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)0.40.4

Same-tenor Auction History

3.504.004.502021-022021-062021-102022-02
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2022-02-15JGB (5-Year) No. 1503.3920.040
2022-01-12JGB (5-Year) No. 1503.342-0.041
2021-12-09JGB (5-Year) No. 1493.631-0.086
2021-11-16JGB (5-Year) No. 1494.541-0.077
2021-10-14JGB (5-Year) No. 1493.861-0.079
2021-09-09JGB (5-Year) No. 1484.421-0.103
2021-08-24JGB (5-Year) No. 1483.762-0.120
2021-07-08JGB (5-Year) No. 1483.533-0.115
2021-06-22JGB (5-Year) No. 1473.793-0.097
2021-05-19JGB (5-Year) No. 1473.302-0.097
2021-04-08JGB (5-Year) No. 1474.552-0.091
2021-03-09JGB (5-Year) No. 1463.254-0.062
2021-02-16JGB (5-Year) No. 1463.492-0.101