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auctions / 5Y / 2022-06-21

Official Result (MOF)

Auction Date2022-06-21
Issue Date2022-06-22
IssueJGB (5-Year) No. 152(new)
Coupon (%)0.1%
Maturity2027-03-20
Methodprice conventional
Offering¥2.5T
Competitive Bids¥6.4T
Accepted Amount¥2T
Lowest Accepted Price100.05(0.089%)
Weighted Avg Price100.08(0.083%)
Allotment Ratio
Non-competitive I¥478.4B
Non-competitive II¥245B

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152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
Coupon dates毎年3月20日及び9月20日
Planned amount¥2.5T
Bid deadline2022-06-21 11:50
Payment date2022-06-22
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.173.403.713.294.54-1.42
Tail (sen)31213+1.79
Non-competitive take-up26.4%21.6%
GradeE (score -1.61)(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)0.60.2

Same-tenor Auction History

3.504.004.502021-062021-102022-022022-06
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2022-06-21JGB (5-Year) No. 1523.1730.083
2022-05-18JGB (5-Year) No. 1513.4010.017
2022-04-12JGB (5-Year) No. 1513.6110.027
2022-03-08JGB (5-Year) No. 1503.292-0.007
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