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auctions / 5Y / 2024-07-09

Official Result (MOF)

Auction Date2024-07-09
Issue Date2024-07-10
IssueJGB (5-Year) No. 170(new)
Coupon (%)0.6%
Maturity2029-06-20
Methodprice conventional
Offering¥2.3T
Competitive Bids¥7.4T
Accepted Amount¥1.7T
Lowest Accepted Price99.93(0.614%)
Weighted Avg Price99.94(0.612%)
Allotment Ratio
Non-competitive I¥551.4B
Non-competitive II¥228.6B

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170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6月20日及び12月20日
Planned amount¥2.3T
Bid deadline2024-07-09 11:50
Payment date2024-07-10
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover4.263.973.963.354.68+0.85
Tail (sen)12204-1.24
Non-competitive take-up30.9%24.1%
GradeA (score +1.04)(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)0.20.5

Same-tenor Auction History

3.504.004.502023-072023-112024-032024-07
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2024-07-09JGB (5-Year) No. 1704.2610.612
2024-06-20JGB (5-Year) No. 1693.9720.512
2024-05-14JGB (5-Year) No. 1683.9040.572
2024-04-09JGB (5-Year) No. 1673.8820.404
2024-03-12JGB (5-Year) No. 1663.9920.372
2024-02-09JGB (5-Year) No. 1653.4430.310
2024-01-16JGB (5-Year) No. 1643.7930.197
2023-12-12JGB (5-Year) No. 1633.8530.325
2023-11-14JGB (5-Year) No. 1634.1710.418
2023-10-11JGB (5-Year) No. 1624.0620.330
2023-09-12JGB (5-Year) No. 1614.4120.291
2023-08-15JGB (5-Year) No. 1603.3530.189
2023-07-11JGB (5-Year) No. 1594.6800.132