Official Result (MOF)
| Competitive Bids | ¥1.2T |
|---|
| Accepted Amount | ¥464.1B |
|---|
| Lowest Accepted Price | 101.65(1.212%) |
|---|
| Weighted Avg Price | 101.86(1.188%) |
|---|
| Allotment Ratio | — |
|---|
| Non-competitive I | ¥35.5B |
|---|
| Non-competitive II | ¥1B |
|---|
Source: https://www.mof.go.jp/jgbs/reference/appendix/jgb_historical_data.xls
Offering Terms (from MOF notice) documents →
| Official name | — |
|---|
| Legal basis | — |
|---|
| Coupon dates | — |
|---|
| Planned amount | — |
|---|
| Bid deadline | — |
|---|
| Payment date | — |
|---|
| Non-competitive II | held |
|---|
| Price terms | — |
|---|
Derived Metrics calc auction-v1 / auction-v2
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 2.52 | 4.07 | 4.00 | 2.92 | 5.34 | -2.12 |
| Tail (sen) | 21 | — | 16 | 15 | 16 | — |
| Non-competitive take-up | 7.3% | 8.9% | |
| 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 |
| Yield tail (bp) | 2.4 | — |
Same-tenor Auction History
| Auction Date | Issue | Bid/Cover | Tail (sen) | Avg Yield (%) |
|---|
| 2008-08-07 | Inflation-Indexed JGB (10-Year) No. 16 | 2.52 | 21 | 1.188 |
| 2008-06-05 | Inflation-Indexed JGB (10-Year) No. 16 | 4.07 | — | 1.400 |
| 2008-04-03 | Inflation-Indexed JGB (10-Year) No. 15 | 2.92 | — | 1.400 |
| 2008-02-07 | Inflation-Indexed JGB (10-Year) No. 14 | 3.63 | 15 | 1.143 |
| 2007-12-06 | Inflation-Indexed JGB (10-Year) No. 14 | 3.45 | — | 1.220 |
| 2007-10-04 | Inflation-Indexed JGB (10-Year) No. 13 | 4.02 | — | 1.340 |
| 2007-08-07 | Inflation-Indexed JGB (10-Year) No. 12 | 4.11 | 16 | 1.244 |
| 2007-06-07 | Inflation-Indexed JGB (10-Year) No. 12 | 4.85 | — | 1.280 |
| 2007-04-05 | Inflation-Indexed JGB (10-Year) No. 11 | 3.49 | — | 1.270 |
| 2007-02-06 | Inflation-Indexed JGB (10-Year) No. 10 | 3.21 | — | 1.280 |
| 2006-12-07 | Inflation-Indexed JGB (10-Year) No. 10 | 4.84 | — | 1.165 |
| 2006-10-05 | Inflation-Indexed JGB (10-Year) No. 9 | 5.34 | — | 1.120 |
| 2006-08-03 | Inflation-Indexed JGB (10-Year) No. 8 | 4.02 | — | 0.985 |