overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 5Y / 2024-12-10

Official Result (MOF)

Auction Date2024-12-10
Issue Date2024-12-11
IssueJGB (5-Year) No. 174(reopen)
Coupon (%)0.7%
Maturity2029-09-20
Methodprice conventional
Offering¥2.3T
Competitive Bids¥7.7T
Accepted Amount¥1.8T
Lowest Accepted Price99.83(0.736%)
Weighted Avg Price99.84(0.734%)
Allotment Ratio
Non-competitive I¥548.4B
Non-competitive II¥229.2B

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174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項及び第47条第1項
Coupon dates毎年3月20日及び9月20日
Planned amount¥2.3T
Bid deadline2024-12-10 11:50
Payment date2024-12-11
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover4.423.813.823.444.26+2.89
Tail (sen)12315-1.62
Non-competitive take-up30.8%24.8%
GradeA (score +2.26)(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)0.20.4

Same-tenor Auction History

3.504.002023-122024-042024-082024-12
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2024-12-10JGB (5-Year) No. 1744.4210.734
2024-11-15JGB (5-Year) No. 1743.8120.706
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