overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 10Y / 2021-05-17

Official Result (MOF)

Auction Date2021-05-17
Issue Date2021-05-18
IssueInflation-Indexed JGB (10-Year) No. 26(new)
Coupon (%)0.005%
Maturity2031-03-10
Methodprice conventional
Offering¥200B
Competitive Bids¥763.2B
Accepted Amount¥199.9B
Lowest Accepted Price101.90(-0.185%)
Weighted Avg Price
Allotment Ratio
Non-competitive I
Non-competitive II

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26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
Coupon dates毎年3月10日及び9月10日
Planned amount¥200B
Bid deadline2021-05-17 11:50
Payment date2021-05-18
Non-competitive II
Price terms募入最低価格により決定

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.823.073.533.074.02+0.94
Tail (sen)
Non-competitive take-up0.0%0.0%
GradeB (score +0.94)(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

3.504.002018-052019-052020-052021-05
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2021-05-17Inflation-Indexed JGB (10-Year) No. 263.82-0.185
2021-02-08Inflation-Indexed JGB (10-Year) No. 253.07-0.121
2020-11-06Inflation-Indexed JGB (10-Year) No. 253.310.033
2020-08-06Inflation-Indexed JGB (10-Year) No. 253.210.006
2020-05-08Inflation-Indexed JGB (10-Year) No. 253.840.117
2020-02-12Inflation-Indexed JGB (10-Year) No. 243.75-0.150
2019-11-08Inflation-Indexed JGB (10-Year) No. 243.43-0.204
2019-08-08Inflation-Indexed JGB (10-Year) No. 243.84-0.329
2019-05-10Inflation-Indexed JGB (10-Year) No. 243.72-0.266
2019-02-15Inflation-Indexed JGB (10-Year) No. 233.34-0.287
2018-11-06Inflation-Indexed JGB (10-Year) No. 233.70-0.305
2018-08-07Inflation-Indexed JGB (10-Year) No. 233.12-0.309
2018-05-10Inflation-Indexed JGB (10-Year) No. 234.02-0.513