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auctions / 10Y / 2007-04-05

Official Result (MOF)

Auction Date2007-04-05
Issue Date2007-04-10
IssueInflation-Indexed JGB (10-Year) No. 11(new)
Coupon (%)1.2%
Maturity2017-03-10
Methodprice conventional
Offering¥500B
Competitive Bids¥1.7T
Accepted Amount¥499.7B
Lowest Accepted Price99.35(1.270%)
Weighted Avg Price
Allotment Ratio
Non-competitive I
Non-competitive II¥4.7B

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(物価連動・10年)(第11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項及び附則第76条第1項
Coupon dates毎年3月10日及び9月10日
Planned amount
Bid deadline
Payment date
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.493.214.152.517.52-0.52
Tail (sen)
Non-competitive take-up0.9%0.5%
GradeD (score -0.52)(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

4.006.002004-032005-092006-082007-04
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2007-04-05Inflation-Indexed JGB (10-Year) No. 113.491.270
2007-02-06Inflation-Indexed JGB (10-Year) No. 103.211.280
2006-12-07Inflation-Indexed JGB (10-Year) No. 104.841.165
2006-10-05Inflation-Indexed JGB (10-Year) No. 95.341.120
2006-08-03Inflation-Indexed JGB (10-Year) No. 84.020.985
2006-06-06Inflation-Indexed JGB (10-Year) No. 83.591.050
2006-03-07Inflation-Indexed JGB (10-Year) No. 73.690.800
2005-12-06Inflation-Indexed JGB (10-Year) No. 63.240.895
2005-09-06Inflation-Indexed JGB (10-Year) No. 53.410.860
2005-06-07Inflation-Indexed JGB (10-Year) No. 42.510.580
2004-12-07Inflation-Indexed JGB (10-Year) No. 33.580.580
2004-06-03Inflation-Indexed JGB (10-Year) No. 27.521.100
2004-03-04Inflation-Indexed JGB (10-Year) No. 14.851.295