Official Result (MOF)
| Auction Date | 2024-01-16 |
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| Issue Date | 2024-01-17 |
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| Issue | JGB (5-Year) No. 164（new） |
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| Coupon (%) | 0.2% |
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| Maturity | 2028-12-20 |
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| Method | price conventional |
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| Offering | ¥2.5T |
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| Competitive Bids | ¥7.7T |
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| Accepted Amount | ¥2T |
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| Lowest Accepted Price | 99.98（0.204%） |
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| Weighted Avg Price | 100.01（0.197%） |
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| Allotment Ratio | — |
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| Non-competitive I | ¥470.3B |
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| Non-competitive II | ¥72.7B |
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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164回） |
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| 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 |
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| Coupon dates | 毎年6月20日及び12月20日 |
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| Planned amount | ¥2.5T |
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| Bid deadline | 2024-01-16 11:50 |
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| Payment date | 2024-01-17 |
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| Non-competitive II | held |
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| Price terms | — |
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Derived Metrics calc auction-v1 / auction-v2
| This | Prev | avg (12) | min | max | z |
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| Bid/Cover | 3.79 | 3.85 | 3.91 | 3.26 | 4.68 | -0.31 |
| Tail (sen) | 3 | 3 | 2 | 0 | 5 | +0.78 |
| Non-competitive take-up | 21.1% | 24.4% | |
| Grade | D (score -0.55) | (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) | 0.7 | 0.6 |
Same-tenor Auction History