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auctions / 10Y / 2016-01-13

Official Result (MOF)

Auction Date2016-01-13
Issue Date2016-01-15
IssueInflation-Indexed JGB (10-Year) No. 20(reopen)
Coupon (%)0.1%
Maturity2025-03-10
Methodprice conventional
Offering¥500B
Competitive Bids¥1.2T
Accepted Amount¥499.9B
Lowest Accepted Price104.40(-0.364%)
Weighted Avg Price
Allotment Ratio
Non-competitive I
Non-competitive II¥43B

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20回)
Legal basis特別会計に関する法律(平成19年法律第23号)第47条第1項
Coupon dates毎年3月10日及び9月10日
Planned amount¥500B
Bid deadline2016-01-13 12:00
Payment date2016-01-15
Non-competitive IIheld
Price terms募入最低価格により決定

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover2.472.212.822.114.07-0.63
Tail (sen)212121
Non-competitive take-up7.9%0.4%
GradeD (score -0.63)(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

3.004.002008-042014-012015-012016-01
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2016-01-13Inflation-Indexed JGB (10-Year) No. 202.47-0.364
2015-11-10Inflation-Indexed JGB (10-Year) No. 202.21-0.459
2015-07-07Inflation-Indexed JGB (10-Year) No. 202.33-0.555
2015-05-08Inflation-Indexed JGB (10-Year) No. 202.65-0.589
2015-01-08Inflation-Indexed JGB (10-Year) No. 192.97-0.501
2014-10-08Inflation-Indexed JGB (10-Year) No. 192.11-0.658
2014-07-08Inflation-Indexed JGB (10-Year) No. 182.54-0.952
2014-04-03Inflation-Indexed JGB (10-Year) No. 182.89-0.671
2014-01-09Inflation-Indexed JGB (10-Year) No. 172.87-0.482
2013-10-08Inflation-Indexed JGB (10-Year) No. 173.74-0.352
2008-08-07Inflation-Indexed JGB (10-Year) No. 162.52211.188
2008-06-05Inflation-Indexed JGB (10-Year) No. 164.071.400
2008-04-03Inflation-Indexed JGB (10-Year) No. 152.921.400