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auctions / 10Y / 2022-08-04

Official Result (MOF)

Auction Date2022-08-04
Issue Date2022-08-05
IssueInflation-Indexed JGB (10-Year) No. 27(reopen)
Coupon (%)0.005%
Maturity2032-03-10
Methodprice conventional
Offering¥250B
Competitive Bids¥830.7B
Accepted Amount¥250B
Lowest Accepted Price107.35(-0.708%)
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27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¥250B
Bid deadline2022-08-04 11:50
Payment date2022-08-05
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/Cover3.323.623.522.884.20-0.54
Tail (sen)
Non-competitive take-up0.0%0.0%
GradeD (score -0.54)(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

3.003.504.002019-082020-082021-082022-08
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2022-08-04Inflation-Indexed JGB (10-Year) No. 273.32-0.708
2022-05-16Inflation-Indexed JGB (10-Year) No. 273.62-0.715
2022-02-08Inflation-Indexed JGB (10-Year) No. 264.20-0.388
2021-11-04Inflation-Indexed JGB (10-Year) No. 263.31-0.357
2021-08-05Inflation-Indexed JGB (10-Year) No. 262.88-0.174
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