overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 5Y / 2024-09-10

Official Result (MOF)

Auction Date2024-09-10
Issue Date2024-09-11
IssueJGB (5-Year) No. 172(new)
Coupon (%)0.5%
Maturity2029-06-20
Methodprice conventional
Offering¥2.3T
Competitive Bids¥6.6T
Accepted Amount¥1.7T
Lowest Accepted Price99.88(0.525%)
Weighted Avg Price99.90(0.521%)
Allotment Ratio
Non-competitive I¥553.1B
Non-competitive II¥223.5B

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172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 deadline2024-09-10 11:50
Payment date2024-09-11
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.763.513.933.444.41-0.65
Tail (sen)25315-0.45
Non-competitive take-up30.8%30.9%
GradeC (score -0.10)(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)0.41.1

Same-tenor Auction History

3.504.002023-092024-012024-052024-09
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2024-09-10JGB (5-Year) No. 1723.7620.521
2024-08-14JGB (5-Year) No. 1713.5150.452
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