Official Result (MOF)
| Competitive Bids | ¥2.8T |
|---|
| Accepted Amount | ¥946.4B |
|---|
| Lowest Accepted Price | 99.55 |
|---|
| Weighted Avg Price | 99.81 |
|---|
| Allotment Ratio | — |
|---|
| Non-competitive I | ¥53.5B |
|---|
| Non-competitive II | ¥0M |
|---|
Source: https://www.mof.go.jp/jgbs/reference/appendix/jgb_historical_data.xls
Derived Metrics calc auction-v1 / auction-v2
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 2.95 | 4.58 | 3.66 | 2.51 | 5.09 | -0.97 |
| Tail (sen) | 26 | 3 | 8 | 3 | 19 | +3.26 |
| Non-competitive take-up | 5.4% | 10.1% | |
| Grade | E (score -2.12) | (z(B/C) − z(tail))/2 bucketed A(≥1)/B(≥0.3)/C/D(≤−0.3)/E(≤−1), vs last 12 same-tenor |
Same-tenor Auction History
| Auction Date | Issue | Bid/Cover | Tail (sen) | Avg Yield (%) |
|---|
| 2007-08-21 | Floating-Rate JGB (15-Year) No. 46 | 2.95 | 26 | — |
| 2007-05-22 | Floating-Rate JGB (15-Year) No. 45 | 4.58 | 3 | — |
| 2007-02-15 | Floating-Rate JGB (15-Year) No. 44 | 3.53 | 7 | — |
| 2006-11-16 | Floating-Rate JGB (15-Year) No. 43 | 4.35 | 3 | — |
| 2006-09-14 | Floating-Rate JGB (15-Year) No. 42 | 3.85 | 6 | — |
| 2006-07-20 | Floating-Rate JGB (15-Year) No. 41 | 3.71 | 5 | — |
| 2006-05-23 | Floating-Rate JGB (15-Year) No. 40 | 3.63 | 7 | — |
| 2006-03-14 | Floating-Rate JGB (15-Year) No. 39 | 2.83 | 15 | — |
| 2006-01-24 | Floating-Rate JGB (15-Year) No. 38 | 2.51 | 19 | — |
| 2005-11-17 | Floating-Rate JGB (15-Year) No. 37 | 2.98 | 16 | — |
| 2005-09-15 | Floating-Rate JGB (15-Year) No. 36 | 3.76 | 3 | — |
| 2005-07-21 | Floating-Rate JGB (15-Year) No. 35 | 3.06 | 6 | — |
| 2005-05-19 | Floating-Rate JGB (15-Year) No. 34 | 5.09 | — | — |