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auctions / 10Y / 2007-08-07

Official Result (MOF)

Auction Date2007-08-07
Issue Date2007-08-10
IssueInflation-Indexed JGB (10-Year) No. 12(reopen)
Coupon (%)1.2%
Maturity2017-06-10
Methodprice conventional
Offering¥500B
Competitive Bids¥1.9T
Accepted Amount¥464.6B
Lowest Accepted Price99.45(1.262%)
Weighted Avg Price99.61(1.244%)
Allotment Ratio
Non-competitive I¥34.9B
Non-competitive II¥17.9B

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12回)
Legal basis平成19年度における財政運営のための公債の発行の特例等に関する法律(平成19年法律第25号)第2条第1項並びに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1項
Coupon dates毎年6月10日及び12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/Cover4.114.853.822.515.34+0.38
Tail (sen)16
Non-competitive take-up10.2%1.7%
GradeB (score +0.38)(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)1.8

Same-tenor Auction History

3.004.005.002004-122006-032006-122007-08
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2007-08-07Inflation-Indexed JGB (10-Year) No. 124.11161.244
2007-06-07Inflation-Indexed JGB (10-Year) No. 124.851.280
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