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

Official Result (MOF)

Auction Date2024-10-10
Issue Date2024-10-11
IssueJGB (5-Year) No. 173(new)
Coupon (%)0.6%
Maturity2029-09-20
Methodprice conventional
Offering¥2.3T
Competitive Bids¥6.5T
Accepted Amount¥1.7T
Lowest Accepted Price100.15(0.568%)
Weighted Avg Price100.18(0.562%)
Allotment Ratio
Non-competitive I¥553.5B
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173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項並びに子ども・子育て支援法(平成24年法律第65号)第71条の26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3月20日及び9月20日
Planned amount¥2.3T
Bid deadline2024-10-10 11:50
Payment date2024-10-11
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.733.763.883.444.26-0.64
Tail (sen)32315+0.45
Non-competitive take-up24.1%30.8%
GradeD (score -0.54)(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)0.60.4

Same-tenor Auction History

3.504.002023-102024-022024-062024-10
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2024-10-10JGB (5-Year) No. 1733.7330.562
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